Differential equations
- Exponential growth/decay
- dy/dt = ky → y = y0ekt
- Half-life
- k = ln 2 / t½
- Newton's law of cooling
- T(t) = Ta + (T0 − Ta)e−kt
- Integrating factor
- y′ + p(x)y = q(x): μ = e∫p dx, (μy)′ = μq
- Mixing tank
- dm/dt = r·c − (r/V)·m
Formula sheets, the key method steps for every topic and 16 practice problems, with full solutions at the back.
A cup of coffee at 94 °C is left in a room at 21 °C. After 10 min its temperature is 51 °C. It follows Newton's law of cooling, dT/dt = −k·(T − Tₐ). How long after the start, t, does it take to reach 30 °C?
Solve y′ + 2y = 4e−t with y(0) = 5. Find y(1).
Find the determinant det A of the 3×3 matrix A shown.
Solve the system −2x + y = 12 and −4x + 4y = 2. Find x.
A constant force F = (−20, −20, 20) N acts on an object while it moves in a straight line from point A(4, −4, 3) to point B(2, 0, −3). Coordinates are in metres. Find the work W done by the force.
The unit vector n̂ is perpendicular to both a = (−1, 0, −3) and b = (1, −5, −3) and has a positive z-component. Find its x-component n̂x.
The region under y = 3x from x = 0 to x = 1 is rotated about the x-axis. Find the volume V of the solid (a cone).
Find the area A of the region enclosed by y = 0.5x2 and y = x.
The tangent plane to z = −4xy² − 5x² + 4y³ + 4xy at the point where (x, y) = (2, −1) can be written as z = px + qy + c. Find c.
The integral I = ∫01 ∫y1 cos(x²) dx dy cannot be done in this order. Reverse the order of integration and evaluate it.
Apply the ratio test to Σk=1∞ kᵏ/(3ᵏ·k!). Find L = lim |ak+1/ak|.
f(x) = eˣ is approximated at x = 1 by its Maclaurin polynomial of degree n. With the Lagrange bound M·|x|ⁿ⁺¹/(n + 1)! and M = 3, find the smallest degree n that guarantees an error below 0.0001.
Find f(t) for F(s) = (2s + 20)/(s² + 4s + 13) by completing the square, and evaluate f(0.6).
A system obeys y″ + 9y′ + 20y = 60·u(t). It starts at rest (y(0) = 0, y′(0) = 0) and the input is a step u(t) = 5 for t ≥ 0. Use the Laplace transform to find the output y(0.1).
The input x(t) = 1·e−4tu(t) is applied to a system with h(t) = e−1tu(t). Find the output y(0.5) at t = 0.5 s.
A pulse train has height 3, pulse width 3 ms and period 10 ms. Find its DC component (mean value) c0.
Answer: t = 23.54 min
First-order differential equations: dy/dt = k·y has the solution y = y₀·ekt (growth for k > 0, decay for k < 0); a half-life T gives k = ln 2/T. Newton's law of cooling, dT/dt = −k·(T − Tₐ), gives T(t) = Tₐ + (T₀ − Tₐ)·e−kt. A linear equation y′ + p(x)·y = q(x) is solved with the integrating factor μ = e∫p dx: (μy)′ = μq, so μy = ∫μq dx + C.
Answer: y(1) = 1.607
First-order differential equations: dy/dt = k·y has the solution y = y₀·ekt (growth for k > 0, decay for k < 0); a half-life T gives k = ln 2/T. Newton's law of cooling, dT/dt = −k·(T − Tₐ), gives T(t) = Tₐ + (T₀ − Tₐ)·e−kt. A linear equation y′ + p(x)·y = q(x) is solved with the integrating factor μ = e∫p dx: (μy)′ = μq, so μy = ∫μq dx + C.
Answer: det A = −60
Matrices: the determinant of a 2×2 matrix is ad − bc. For 3×3, expand along a row: each entry times the determinant of the 2×2 matrix left after removing its row and column, with alternating signs + − +. Eigenvalues λ solve det(A − λI) = 0; for 2×2 that is λ² − (trace)·λ + det = 0.
Answer: x = −11.5
Matrices: the determinant of a 2×2 matrix is ad − bc. For 3×3, expand along a row: each entry times the determinant of the 2×2 matrix left after removing its row and column, with alternating signs + − +. Eigenvalues λ solve det(A − λI) = 0; for 2×2 that is λ² − (trace)·λ + det = 0.
Answer: W = −160 J
Dot product: a·b = axbx + ayby + azbz = |a|·|b|·cos θ, a scalar. It gives the angle between two vectors, cos θ = a·b/(|a|·|b|), and it is zero when they are perpendicular. The scalar projection of a onto b is a·b/|b|, and a constant force F moving through a displacement d does work W = F·d.
Negative work: the force acts mostly against the motion.
Answer: n̂x = −0.887
Cross product: a × b = (aybz − azby, azbx − axbz, axby − aybx) is perpendicular to both vectors, and |a × b| = |a|·|b|·sin θ is the area of the parallelogram they span (the triangle has half of it). Order matters: b × a = −(a × b). The moment of a force F applied at point A about point O is MO = r × F, with r = A − O.
The z-component of a × b is already positive.
Answer: V = 9.425
Volumes of revolution: rotating the region under y = f(x) from x = a to x = b about the x-axis makes a solid whose cross-section at x is a disc of radius f(x). Adding the discs gives V = π∫ₐᵇ f(x)² dx. When the region lies between an outer curve R(x) and an inner curve r(x), each slice is a washer: V = π∫ₐᵇ (R(x)² − r(x)²) dx. Square the radii before you subtract them.
Check: a cone of radius 3 and height 1 has (1/3)πr²h = 9.425.
Answer: A = 0.6667
Definite integrals: ∫ₐᵇ f(x) dx is the signed area between the graph and the x-axis from a to b. Find an antiderivative F (with F′ = f) and evaluate F(b) − F(a). Power rule: ∫xⁿ dx = xⁿ⁺¹/(n + 1). The area between two curves is ∫(upper − lower) dx.
Answer: c = 52
Gradient: ∇f = (fx, fy) points in the direction of steepest ascent, and |∇f| is the largest rate of change. The directional derivative along a direction v is Duf = ∇f·u with the unit vector u = v/|v|. The tangent plane at (a, b) is z = f(a, b) + fx(a, b)(x − a) + fy(a, b)(y − b); it gives the linear approximation of f near that point. Chain rule: dz/dt = fx·dx/dt + fy·dy/dt.
Answer: I = 0.4207
Critical points and double integrals: a critical point has fx = fy = 0. Second-derivative test with D = fxxfyy − fxy²: D > 0 and fxx > 0 is a local minimum, D > 0 and fxx < 0 a local maximum, D < 0 a saddle point, and D = 0 decides nothing. For a double integral over a general region, let the inner limits be the curves that bound the region; for discs and sectors use polar coordinates, x = r cos θ, y = r sin θ and dA = r dr dθ (do not forget the factor r).
Answer: L = 0.9061
Convergence: if the terms do not tend to 0 the series diverges (n-th term test). Σ1/kᵖ converges only for p > 1, and Σrᵏ only for |r| < 1. Compare a series with one of these when its terms behave like them for large k. Ratio test: L = lim |ak+1/ak|; root test: L = lim |ak|1/k. L < 1 converges, L > 1 diverges, L = 1 decides nothing. A power series Σck(x − x₀)ᵏ converges for |x − x₀| < R with R = lim |ck/ck+1|; an alternating series with terms decreasing to 0 converges.
L < 1, so the series converges.
Answer: n = 7
Taylor polynomials: near x = a a smooth function is approximated by Pₙ(x) = f(a) + f′(a)(x − a) + f″(a)(x − a)²/2! + … + f⁽ⁿ⁾(a)(x − a)ⁿ/n!; for a = 0 this is the Maclaurin polynomial. Standard series: eˣ = Σxᵏ/k!, sin x = x − x³/3! + x⁵/5! − …, cos x = 1 − x²/2! + x⁴/4! − …, ln(1 + x) = x − x²/2 + x³/3 − …, 1/(1 − x) = Σxᵏ. Lagrange error bound: |f(x) − Pₙ(x)| ≤ M·|x − a|ⁿ⁺¹/(n + 1)!, where M is the largest value of |f⁽ⁿ⁺¹⁾| between a and x.
Answer: f(0.6) = 1.427
Laplace transform: F(s) = ∫₀∞ f(t)·e−st dt turns derivatives into multiplications by s: ℒ{f′} = sF(s) − f(0), ℒ{f″} = s²F(s) − s·f(0) − f′(0). Standard pairs: 1 ↔ 1/s, e−at ↔ 1/(s + a), t·e−at ↔ 1/(s + a)², sin ωt ↔ ω/(s² + ω²), cos ωt ↔ s/(s² + ω²), and a shift s → s + σ multiplies the time function by e−σt. To invert a rational F(s), split it into partial fractions: the residue of a simple pole p is A = [(s − p)·F(s)] at s = p. Final value theorem: f(∞) = lims→0 s·F(s), valid only when all poles of s·F(s) lie in the left half-plane. Initial value theorem: f(0⁺) = lims→∞ s·F(s).
Answer: y(0.1) = 1.118
Laplace transform: F(s) = ∫₀∞ f(t)·e−st dt turns derivatives into multiplications by s: ℒ{f′} = sF(s) − f(0), ℒ{f″} = s²F(s) − s·f(0) − f′(0). Standard pairs: 1 ↔ 1/s, e−at ↔ 1/(s + a), t·e−at ↔ 1/(s + a)², sin ωt ↔ ω/(s² + ω²), cos ωt ↔ s/(s² + ω²), and a shift s → s + σ multiplies the time function by e−σt. To invert a rational F(s), split it into partial fractions: the residue of a simple pole p is A = [(s − p)·F(s)] at s = p. Final value theorem: f(∞) = lims→0 s·F(s), valid only when all poles of s·F(s) lie in the left half-plane. Initial value theorem: f(0⁺) = lims→∞ s·F(s).
Answer: y(0.5) = 0.1571
Continuous convolution: y(t) = ∫ x(τ)·h(t − τ) dτ. Flip h, slide it to position t and integrate the product of the overlapping parts. For causal signals the integral runs from 0 to t. Useful results: the area of y is the area of x times the area of h; if x lasts from t₁ to t₂ and h from t₃ to t₄, y lasts from t₁ + t₃ to t₂ + t₄. For h(t) = e−atu(t) and a step of height A, y(t) = (A/a)(1 − e−at).
Answer: c0 = 0.9
Impulse response and Fourier series: the impulse response h(t) describes an LTI system completely: for y′ + a·y = b·x it is h(t) = b·e−atu(t), and for y[n] = a·y[n − 1] + b·x[n] it is h[n] = b·aⁿu[n]. A sinusoid cos ωt passes through with gain |H(jω)| and phase ∠H(jω), where H is the Fourier transform of h. A periodic signal is a sum of harmonics at k/T: a square wave of ±A has only odd harmonics with amplitudes 4A/(kπ), a triangle wave of peak A has 8A/(π²k²), and a pulse train of height A and duty cycle D has the mean A·D and the harmonics (2A/(kπ))·|sin(kπD)|.
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