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Numerical Solution of First-Order Ordinary Differential Equations

This document provides an overview of Euler's method for numerically solving first-order ordinary differential equations. It defines the basic formulation of Euler's method and provides two examples of applying the method to find an approximate solution to initial value problems. The examples demonstrate calculating the solution at discrete time steps using the method and determining the approximate solution value at a specified time point.

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25 views

Numerical Solution of First-Order Ordinary Differential Equations

This document provides an overview of Euler's method for numerically solving first-order ordinary differential equations. It defines the basic formulation of Euler's method and provides two examples of applying the method to find an approximate solution to initial value problems. The examples demonstrate calculating the solution at discrete time steps using the method and determining the approximate solution value at a specified time point.

Uploaded by

terrygoh
Copyright
© Attribution Non-Commercial (BY-NC)
Available Formats
Download as DOC, PDF, TXT or read online on Scribd
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KT Soo 9108 9399

[email protected]

Numerical solution of first-order ordinary differential equations


Euler’s Method
x

dx
 f (t , x )
dt
Differential Equation Model

Graphical Model

dx
Direction field for the equation  t  x (1  x)
dt

The uniform grid method is used on graph window −1  x  1,


−2  y  2. There are 121 grid points.
x
(t2, X2)

h . f(t1, X1)

(t1, X1) h

dx
h . f(t0, x0) Change in x  f (t , x)
dt
h dx  f (t , x)dt
(t0, x0) x  f (t , x) . h
t

t = h

Note: The numerical approximation solution of a differential equation is denoted by a CAPITAL letter X.

Example

The function x(t) satisfies the differential equation


dx x  t
 and the initial condition x(1) = 2. Use Euler’s method to obtain an approximation to the value of x(2)
dt xt
using a step size of h = 0.1.
x

Initial value of t.
xt
Given x(1) = 2 t X (h)
xt
1 2.0000 0.1500
1.1 2.1500 0.1374
t + t 1.2 2.2874 0.1271
(t=h) 1.3 2.4145 0.1183 x
1.4 2.5328 0.1109 2.1500
1.5 2.6437 0.1045 = 2.0000 + 0.1500
1.6 2.7482 0.0989
1.7 2.8471 0.0939
1.8 2.9410 0.0896
Initial value of x. 1.9 3.0306 0.0856
Given x(1) = 2 2 3.1162

Ans: X(2) = 3.1162


Example
Find the value of X(0.3) for the initial-value problem
dx
 x  2t , x(0)  1 using Euler’s method with steps of h = 0.1.
dt

t X X - 2t h.(x - 2t)
0 1.0000 1.0000 0.1000
t+h 0.1 1.1000 0.9000 0.0900
0.2 1.1900 0.7900 0.0790
0.3 1.2690
1.1000
= 1.0000 + 0.1000

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