This study aims to determine the improvement of students' mathematical problem-solving abilities and selfefficacy. The population in this study were Mechanical Engineering students in semester 4 of the 2020 academic year at the Muhammadiyah University of Tangerang who took Engineering Mathematics courses on the topic of Differential Equations. Two classes of the population were analyzed as research samples by treating one class as a control group and the other as an experimental class. The

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... imental group applied the Problem Based Learning method while the control group applied conventional learning. Data collection was carried out by analyzing student worksheets Problem Based Learning on the topic of Differential Equations to evaluate students' mathematical problem-solving abilities and self-efficacy. The statistical methods used were the mean rank and the Mann Whitney U test. The results showed that the mean ranking of students in the experimental class obtained an average score of 31.89 higher than students in the control class with an average score of 13.11. In addition, the results of the Mann Whitney U test with a U value of 35,500 and p less than 0.05 indicate that the Problem Based Learning method affects students' mathematical problem-solving abilities and self-efficacy.