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Differential Equations: Euler's Methods

The document describes the modified Euler's method for solving differential equations numerically. It involves approximating the solution curve between points (x0, y0) and (x0 + h, y1) as two straight line segments. The first segment has slope equal to the derivative at (x0, y0). The second segment has slope equal to the average of the derivatives at (x0, y0) and an intermediate point (x0 + h/2, y1/2). This provides a more accurate approximation of the curve than the basic Euler's method.
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0% found this document useful (0 votes)
221 views5 pages

Differential Equations: Euler's Methods

The document describes the modified Euler's method for solving differential equations numerically. It involves approximating the solution curve between points (x0, y0) and (x0 + h, y1) as two straight line segments. The first segment has slope equal to the derivative at (x0, y0). The second segment has slope equal to the average of the derivatives at (x0, y0) and an intermediate point (x0 + h/2, y1/2). This provides a more accurate approximation of the curve than the basic Euler's method.
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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O EXERCISES

X y at x = 0.1, 0.2 given that = 0.5, y = |

whenr= (0. [Ans. y (0.1) 1.049, y (0.2) 1.099]


= =

x +y2 = 0, with y (0) = 1. y (0) = 0, obtain


Gnend?
alues of y (0.1) and y (0.2) correct to 3 decimal places
he
series method.
sing Taylor
[Ans.y (0.l) = 0.995, y (0.2) = 0.981

+y 0 with the conditions y (0) = 1


Solvethe equation d
=

ndy (0) = 0. Find y (0.2) and y (0.4).


[Ans. y (0.2) =
1.0204, y (0.4) = 1.0]

EULER'S METHOD
Consider the first order differential equation
. (1)
dx f y)
Lel us
this differential equation under the condition
o The solution of (1)gives y as a function x, which may
*witten symbolically as
y F (x) (2)
As
.... UNIT4
L METHa

curve
he XY
in the XYplane; and
plar s
is
from any a smosth
4.30
a
o f(2) for short distance
for aa short
graph t
poinm
straight
The
p r a c t i c a l l y

curve is from
figure
have
we
it,

tan6 AY
Ax
6 Yo
Artan
Ay o Xo Ax =hh
i.e
=Ar(

.Slope at (ro. Y0o)


=\drlane
1 ot Ay
(d Ar
y Yot dx)
Assuming Ar=h
=
fa.,)from(1)

The next value of y corresponding to x =*2 (=x1 +h) is

(dy
Y21+
+dx) h

ie.
1+f (.y1) h =f
'32+f (t2, y2) h, etc.
In
general Ln+1 yn tfn yn)h
By takingh
2 n n e r ,

small enough and


cOuld tabulate
the expression (2)
proceeding " ding
valt

of x and as a set or co
This
m e t h o d

This is method is
y.
Euler. m
r This
either too slow given
given by case
(in of h 1S
(in
not
small) for case use. is small) or too inaccurate
UNIT 4..
practical
MERICA
Modified Euler's Method
In Improved Euler's method
the solution curve is approximated
in the interval [ xo. Xo+h] by a
RICALEHOO
straight line. This line is passing
through (x o) whose slope is Po-Yo
the averages of the slopes viz,
(dy dy
dx dx
2
2
But in modified Euler's method the curve
averaging the points. is
Let P ya) be the point on the
o solution y ximated by
tangent at (Xo» Yo) to the curve. Let this curve. Let
PAbe
PA the
tangent meet the
at O X+) P. The
at
Y-co-ordinate of thene pointordinar
Va+ Ay.. (1) where Ay is the mall point P

increment along QP
Now P.
considering the triangle PP M, we have tan 6 =
Ax
i.e., Ay =
(tan 8) Ar =dx
)
Ay fto. o)
.(2)
Here Ax =
Substituting (2) in (1) we get the Y- co-ordinate of the
h pomi
is yo+fCo Yo)
Hence the
co-ordinates of the point P is
h
The slope at P is
at P1
But
But
fx. y) (Given diff-equation
UNIT 4
E G R A T

A T I O NA N D I N T E
E E R E N T I A T I O N A N DI N T E

ALDEFERENTIA
aP fotot5f.). ... (4)

h yo+2 s(t0. o)1


4):rbyxo+ andy by
Replacmgi n( 4 ) draw a
this pe (slope
at P). Then
line is
PB. This
with

PjB to the
line
1e parallel interval
and
( oo )and curve in the
drawa

the approximation to the


oximation
this line
viz., PC is
e q u a t i o n
oft
of
h).
The
... (5)

hich
which equation of
is the equation
of
= m (- x0)
y-o
.theformula and having slope m]
through (o Yo)
i gthe

passing
raight
line
( +h) at the point
x
=
=X1
(5) meets tthe ordinate
meets

his line (5)


line
(5), we have
e this
Letuth
lies on the line
.
Since (1 )
h

hf 4o+.o*äfGo.o)
h

h general,

h
a+1 n +hf,+), +5fYn
+h) y(t) +hf|x4 =

Thissformula is
called modified Euler's
Noke :A. formula.
The ererror in
the solution can be reduced
decreasing the step size. by
The
method
gven function villis provide error-freee solutions if the
linear.
OMEERI
JMER
3. Because in Euler's method we aCAL ETHO
ICAL METH
segments to approximatee the use
is referred to as a first order solution.
method.
straigh
his m
me
4. The error in
one-step of the
method is Oh3). This is
There is an accumulation called the
modified E
of error ocal etor
step, so that the error over from step t
0 (h2) and is called the whole
global error. range s

mproved Euler's method find y Example 1


(0) 1 with h 0.2.
=
= (0.2) and y (0.4) fron
om
[A.UMay 200
oved Euler's algorithm is
h
+flm 'm) +flxm +h, ym +hf m Yml
=0 in (1) we get
If (To. yo)+f o +h, yo +hf (to o}l}

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