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Numerical Solution of Ordinary Differential Equations: Euler and Modified Euler Method

This document discusses numerical methods for solving ordinary differential equations, including the Euler method and modified Euler method. [1] The Euler method approximates the solution curve between points as a straight line with a slope equal to the value of the function f(t,y) at the starting point. [2] The modified Euler method instead approximates the integral using the trapezoidal rule to obtain a more accurate solution. [3] Both methods work by iteratively calculating successive approximations to the solution values y at increasing values of t.

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92 views5 pages

Numerical Solution of Ordinary Differential Equations: Euler and Modified Euler Method

This document discusses numerical methods for solving ordinary differential equations, including the Euler method and modified Euler method. [1] The Euler method approximates the solution curve between points as a straight line with a slope equal to the value of the function f(t,y) at the starting point. [2] The modified Euler method instead approximates the integral using the trapezoidal rule to obtain a more accurate solution. [3] Both methods work by iteratively calculating successive approximations to the solution values y at increasing values of t.

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Ahtisham ul haq
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Numerical Solution of Ordinary

Differential Equations

Euler and Modified Euler Method

Numerical Computation

Class: BCS-7 (A, B, C, D)


Instructor: Dr. Tayyab Mahmood
Recall
To describe various numerical methods for the solution of ordinary differential
equations, we consider the general first order differential equation
dy
 f ( x, y ),
dx
with initial condition

y ( x0 )  y0

and illustrate the theory with respect to this equation. The methods so developed can, in
general, be applied to the solution of systems of first-order equations, and will yield the
solution in one of the two forms:
i. A series for y in terms of powers of x, from which the value of y can be obtained by
direct substitution.
ii. A set of tabulated values of x and y.
The methods of Taylor and Picard belong to class (i), whereas those of Euler, Runge—Kutta,
etc., belong to class (ii)
(i) Taylor’s Series Method
We consider the differential equation
dy
 f ( x, y ), y ( x0 )  y0
dx
If y(x) is the exact solution of above equation, then the Taylor's series for y(x) around x  x0
is given by

( x  x0 ) 2 '' ( x  x0 )3 '''
y ( x)  y ( x0 )  ( x  x0 ) y ' ( x0 )  y ( x0 )  y ( x0 )
2! 3!
( x  x0 ) 4 ( iv )
 y ( x0 )  ...
4!
(ii) Picard’s Method of Successive Approximation
We consider the differential equation
dy
 f ( x, y ), y ( x0 )  y0
dx
By integrating the above differential equation, we have found successive approximation
formula for n=0, 1, 2, 3…….
x
y ( n )  y0   f ( x, y ( n 1) )dx with y ( x0 )  y0 .
x0
Euler Method
We consider the differential equation
dy
 f (t , y ), y (t0 )  y0
dt
The integral of above equation is a curve in ty-plane. Here, we find successively 𝑦 , 𝑦 , … , 𝑦 ,
where 𝑦 is the value of y at 𝑡 = 𝑡 = 𝑡 + 𝑚ℎ, 𝑚 = 1, 2, …. and h being small. In this method,
we use the property that in a small interval, a curve is nearly a straight line. Thus at (𝑡 , 𝑦 ),
we approximate the curve by a tangent at that point. Therefore
𝑑𝑦 𝑦−𝑦
= = 𝑓(𝑡 , 𝑦 )
𝑑𝑡 ( , ) 𝑡−𝑡

That is
𝑦 = 𝑦 + (𝑡 − 𝑡 )𝑓(𝑡 , 𝑦 )
Hence, the value of y corresponding to 𝑡 = 𝑡 is given by
𝑦 = 𝑦 + (𝑡 − 𝑡 )𝑓(𝑡 , 𝑦 )
Similarly approximating the solution curve in the next interval (𝑡 , 𝑡 ), by a line through
(𝑡 , 𝑦 ),yhaving its slope 𝑓(𝑡 , 𝑦 ), we obtain
𝑦 = 𝑦 + ℎ𝑓(𝑡 , 𝑦 )
Thus. we obtain in general, the solution of the given differential in the form of recurrence
relation
𝑦 = 𝑦 + ℎ𝑓(𝑡 , 𝑦 )
Geometrically, this method has a very simple meaning. The desired function curve is
approximated by a polygon train, where the direction of each part is determined by the value
of the function f (t, y) at its starting point. This idea is illustrated by figure below
Modified Euler Method
Instead of approximating 𝑓(𝑡, 𝑦) by 𝑓(𝑡 , 𝑦 ), we now approximate the integral by means of
trapezoidal rule to obtain
( )
𝑓(𝑡 , 𝑦 ) + 𝑓 𝑡 , 𝑦
𝑦 =𝑦 +ℎ
2

We thus obtain the iteration formula


( )
𝑓 (𝑡 , 𝑦 ) + 𝑓 𝑡 ,𝑦
𝑦 =𝑦 +ℎ
2

This is modified Euler’s method.

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