EULERS METHOD

(TANGENT LINE APPROXIMATION)

BY
BELZA, ROBETO R.
ORGANIS, ZENAIDA D.
 It is a form of numerical integration a way to approximate
the solution of a first-order differential equation where the
initial point on the solution curve is known, but the shape of
the curve is unknown.

In mathematics and computational science, the euler

methodis a sn-order numerical procedure for solving ordinary
differential equations (odes) with a given initial value. It is the
most basic explicitmethodfor numerical integration of
ordinary differential equations and is the simplest runge
kuttamethod.
 The method that euler used to estimate a solution (i.E. The
corresponding value of y for a given value of x) of a differential
equation was to follow the tangent line from the initial point to
the terminal point.

Here we use the value yn to estimate the value of yact. This can be
directly computed from the information given by the following
equation.
 The insight that euler had was to see how this estimate could be
improved on. The strategy he used was to divide the interval
[x0,xact] (or [xact,x0] in the case xact<x0) into equal subintervals and
recompute the tangent line as you go. This would not allow the
tangent line to drift far from the function itself. This would
hopefully produce a more accurate estimate for yact at the end.
 To apply eulers method
1. Divide the interval n equal subintervals. (In our example 4.)
2. Compute the width of each subinterval which is x=h=(xn-x0)/n.
3. Compute the sequence of points as follows:
EXAMPLE 1:
EXAMPLE 2: EULERS METHOD (1 OF
3)
FOR THE INITIAL VALUE PROBLEM
y 4 t 2 y , y ( 0) 1
WE CAN USE EULERS METHOD WITH H = 0.1
TO APPROXIMATE THE SOLUTION AT T = 1, 2, 3,
y1 4,
AND y0 AS h 1 4 0BELOW.
f 0 SHOWN (2)(1) (0.1) 1.6
y2 y1 f1 h 1.6 4 0.1 (2)(1.6) (0.1) 2.31
y3 y2 f 2 h 2.31 4 0.2 (2)(2.31) (0.1) 3.15
y4 y3 f 3 h 3.15 4 0.3 (2)(3.15) (0.1) 4.15

EXAMPLE 2: ERROR ANALYSIS (2 OF
3)
The first ten euler approxs are given in table below on left. A
table of approximations for t = 0, 1, 2, 3 is given on right. See
text for numerical results with h = 0.05, 0.025, 0.01.
The errors are small initially, but quickly reach an unacceptable
level. This suggests a nonlinear solution.

t Exact y Approx y Error % Rel Error t Exact y Approx y Error % Rel Error
0.00 1.00 1.00 0.00 0.00 0.00 1.00 1.00 0.00 0.00
0.10 1.66 1.60 0.06 3.55 1.00 19.07 15.78 3.29 17.27
0.20 2.45 2.31 0.14 5.81 2.00 149.39 104.68 44.72 29.93
0.30 3.41 3.15 0.26 7.59 3.00 1109.18 652.53 456.64 41.17
0.40 4.57 4.15 0.42 9.14 4.00 8197.88 4042.12 4155.76 50.69
0.50 5.98 5.34 0.63 10.58
0.60 7.68 6.76 0.92 11.96 Exact Solution :
0.70 9.75 8.45 1.30 13.31
0.80 12.27 10.47 1.80 14.64 7 1 11
0.90 15.34 12.89 2.45 15.96 y t e 2t
1.00 19.07 15.78 3.29 17.27 4 2 4
EXAMPLE 2: ERROR ANALYSIS & GRAPHS
Given below are graphs showing the exact solution (red) plotted
together with the euler approximation (blue).

t Exact y Approx y Error % Rel Error Exact Solution :

0.00 1.00 1.00 0.00 0.00
1.00 19.07 15.78 3.29 17.27 7 1 11
2.00 149.39 104.68 44.72 29.93 y t e 2t
3.00 1109.18 652.53 456.64 41.17 4 2 4
4.00 8197.88 4042.12 4155.76 50.69
GENERAL ERROR ANALYSIS DISCUSSION
(1 OF 4)
Recall that if f and f /y are continuous, then our first order
initial value problem
y f (t , y ), y (t0 ) y0
Has a solution y = (t) in some interval about t0.
In fact, the equation has infinitely many solutions, each one
indexed by a constant c determined by the initial condition.
Thus is the member of an infinite family of solutions that
satisfies (t0) = y0.
 GENERAL ERROR ANALYSIS DISCUSSION
The first step of eulers method uses the tangent line to at the
point (t0, y0) in order to estimate (t1) with y1.
The point (t1, y1) is typically not on the graph of , because y1 is
an approximation of (t1).
Thus the next iteration of eulers method does not use a tangent
line approximation to , but rather to a nearby solution 1 that
passes through the point (t1, y1).
Thus eulers method uses a
succession of tangent lines
to a sequence of different
Solutions , 1, 2, of the
Differential equation.