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DIFFERENTIAL EQUATIONS CHEAT SHEET

jeffdecola.com MIT License

The study of continuous change.

Table of Contents

Documentation and Reference

OVERVIEW

  • Calculus is a broad field of mathematics that includes differentiation (finding derivatives) and integration (finding integrals). It focuses on rates of change and accumulation.

  • Differential Equations (DiffEQ) are a specific branch of mathematics that deals with equations involving derivatives. A differential equation expresses a relationship between a function and its derivatives. Differential equations are used to model real-world phenomena involving rates of change and accumulation.

It's important to understand the role of f ( x ) in both calculus and differential equations.

CONTEXT WHAT f(x) REPRESENTS WHAT WE WANT TO FIND
CALCULUS (Derivatives) f ( x ) is the original function The derivative f ( x ) = d y d x
CALCULUS (Integrals) f ( x ) is function to integrate Function F ( x ) = f ( x ) d x + C
DIFFERENTIAL EQUATIONS f ( x ) is the derivative of y ( x ) Solve for y ( x ) by integrating

It's also important to understand the notation,

  • d x means a small change in x
  • d y means a small change in y
  • d y d x means the rate of change of y with respect to x

HOW TO SOLVE A DIFFERENTIAL EQUATION

The goal of diffEQ is to find the function y(x) that satisfies the
differential equation.

Given this first-order ordinary differential equation let's walk through the steps to solve it.

d y d x = 2 x

Separate the variables,

d y = 2 x d x

Integrate both sides.

d y = 2 x d x

y = x ² + C

Solve for the constant C using initial conditions.

y ( 0 ) = 0 ² + C = 0

Hence

C = 0

Therefore, the solution to the differential equation is

y = x ²

UNDERSTANDING f(x)

Understanding the role of f ( x ) is important because:

  • In calculus, you typically differentiate or integrate f ( x ) to get new functions.
  • In differential equations, you start with y ( x ) = f ( x ) = d y d x and integrate to recover y ( x ) .
  • The notation can be tricky, but knowing whether f ( x ) is the function or its derivative helps avoid confusion.

f(x) in CALCULUS (DERIVATIVE)

Given a function, find the rate of change.

Original function,

f ( x ) = y

Derivative of that function (find rate of change),

f ( x ) = d y d x

As an example,

f ( x ) = y = x ² + 3 x + 5

The derivative of this function (rate of change) is,

f ( x ) = d y d x = 2 x + 3

f(x) in CALCULUS (INTEGRAL)

Given the rate of change, find the function.

Original function,

f ( x ) = d y d x

Integral of that function (find function),

F ( x ) = f ( x ) d x

As an example,

f ( x ) = d y d x = 2 x + 3

The integral of this function is (find function),

F ( x ) = ( 2 x + 3 ) d x = x ² + 3 x + C

You may also see the integral written as,

F ( x ) = y ( x )

f(x) in DIFFERENTIAL EQUATIONS

In differential equations, f(x) is often used to represent the derivative of another function y(x). Like integrals, start with the rate of change and find the function.

f ( x ) = d y d x

Separate the variables

f ( x ) d x = d y

integrate both sides of the equation,

f ( x ) d x = d y

f ( x ) d x = y ( x )

As an example,

f ( x ) = d y d x = 2 x + 3

or

d y d x = 2 x + 3

Separate the variables,

d y = ( 2 x + 3 ) d x

Integrate both sides,

d y = ( 2 x + 3 ) d x

y ( x ) = x ² + 3 x + C

CLASSIFICATION OF DIFFERENTIAL EQUATIONS

Differential equations can be classified in many ways, we will classify them by type and order.

BY TYPE

  • Ordinary Differential Equations (ODEs) involve only one independent variable. For example,

d y d x = 2 x

  • Partial Differential Equations (PDEs) involve more than one independent variable. For example,

u t = ² u x ²

where u is a function of x and t .

BY ORDER

  • First-order differential equations involve only the first derivative. For example,

y ( x ) = d y d x = 2 x

  • Second-order differential equations involve the second derivative. For example,

y ( x ) = d ² y d x ² = 2 x

EXAMPLES

Since differential equations are used to model real-world phenomena, let's consider a simple example. Remember, the goal of differential equations is to find the function y ( x ) that satisfies the equation.

POPULATION GROWTH

Consider a population of bacteria that grows at a rate proportional to the current population. The differential equation that models this growth is,

P ( t ) = d P d t = k P

where P is the population and k is the growth rate constant. We want to find P(t), the population at a particular time.

To solve this differential equation, we integrate both sides,

d P d t d t = k P d t

d P P = k d t

ln P = k t + C

Solving for natural log we get

P ( t ) = e k t + C

P ( t ) = P 0 e k t

where P 0 is the initial population at time t = 0 and k is

k = 1 t l n P ( t ) P 0

As an example, if we have an initial popular of 100 bacteria thats doubles every 3 hours,

P 0 = 100 a n d P ( 3 ) = 2 P 0 = 200

the constant k would be

k = 1 3 l n 200 100 = 1 3 l n 2 = 0.231

Therefore, the population at time t would be,

P ( t ) = 100 e 0.231 t