Euler's Method for O.D.E.
's
1. Euler's Method for O.D.E.'s
The first method we shall study for solving differential equations is called Euler's method, it serves to
illustrate the concepts involved in the advanced methods. It has limited use because of the larger error
that is accumulated with each successive step. However, it is important to study Euler's method because
the remainder term and error analysis is easier to understand.
Theorem (Euler's Method) Assume that f(t,y) is continuous and satisfies a Lipschits condition in
the variable y, and consider the I. V. P. (initial value problem)
with , over the interval .
Euler's method uses the formulas , and
for
as an approximate solution to the differential equation using the discrete set of points .
Error analysis for Euler's Method
When we obtained the formula for Euler's method, the neglected term for
each step has the form . If this was the only error at each step, then at the end of the
interval , after steps have been made, the accumulated error would be
The error is more complicated, but this estimate predominates.
Theorem (Precision of Euler's Method) Assume that is the solution to the I.V.P.
with . If and is the sequence of
approximations generated by Euler's method, then at each step, the local trunctaion error is of the order
, and the overall global truncation error is of the order
, for .
The error at the right end of the interval is called the final global error
Remark. The global truncation error is used to study the behavior of the error for
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Euler's Method for O.D.E.'s
various step sizes. It can be used to give us an idea of how much computing effort must be done to
obtain an accurate approximation.
Algorithm (Modified Euler's Method). To approximate the solution of the initial value problem
with over at a discrete set of points using the
formulas
, and for
Example 1. Solve the I.V.P. .
Solution 1.
Example 2. Solve with over .
Solution 2.
Example 3. Solve the I.V.P. .
Solution 3.
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Euler's Method for O.D.E.'s
Example 1. Solve the I.V.P. .
Solution 1.
Compute the Euler and modified Euler solutions based on 25 subintervals and plot the results.
First, find Euler's solution.
Second, find the modified Euler solution.
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Euler's Method for O.D.E.'s
Just for fun, plot both the Euler solution and the modified Euler solution. Notice that there is a difference.
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Euler's Method for O.D.E.'s
Example 2. Solve with over .
Solution 2.
Just for fun, plot both the Euler solution and the modified Euler solution. Notice that there is a difference.
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Euler's Method for O.D.E.'s
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Euler's Method for O.D.E.'s
Example 3. Solve the I.V.P. .
Solution 3.
Compute the Euler and modified Euler solutions based on 50 subintervals and plot the results.
Note, for this example we will extend one subinterval more to the right of t=1.
First, find Euler's solution.
Second, find the modified Euler solution.
Note, for this example we will extend one subinterval more to the right of t=1.
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Euler's Method for O.D.E.'s
Just for fun, plot both the Euler solution and the modified Euler solution. Notice that there is a difference.
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