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Module1: Numerical Solution of Ordinary Differential Equations

The document discusses the modified Euler method for numerically solving ordinary differential equations. [1] The modified Euler method improves upon the Euler method by taking the average slope over each interval rather than the slope at just one point. It predicts the solution at the next point using the Euler method, then corrects this value using the average slope. [2] The local truncation error of the modified Euler method is O(h^3), better than the Euler method's error of O(h^2). Halving the step size h reduces the error by about 25%. [3] The document provides an example problem solved using the modified Euler method and compares it to the explicit Euler method.

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52 views5 pages

Module1: Numerical Solution of Ordinary Differential Equations

The document discusses the modified Euler method for numerically solving ordinary differential equations. [1] The modified Euler method improves upon the Euler method by taking the average slope over each interval rather than the slope at just one point. It predicts the solution at the next point using the Euler method, then corrects this value using the average slope. [2] The local truncation error of the modified Euler method is O(h^3), better than the Euler method's error of O(h^2). Halving the step size h reduces the error by about 25%. [3] The document provides an example problem solved using the modified Euler method and compares it to the explicit Euler method.

Uploaded by

PiyooshTripathi
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© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Module1: Numerical Solution of Ordinary Differential Equations

Lecture 3
Modified Euler Method






Keywords: Euler method, local truncation error, rounding error









Modified Euler Method: Better estimate for the solution than Euler method is expected
if average slope over the interval (t
0
,t
1
) is used instead of slope at a point. This is being
used in modified Euler method. The solution is approximated as a straight line in the
interval (t
0
,t
1
) with slope as arithmetic average at the beginning and end point of the
interval.






Fig1.3 Schematic Diagram for Modified Euler Method
Accordingly, y
1
is approximated as
0 1 0 0 1 1
1 1 0 0
(y +y ) (f(t ,y(t )+f(t ,y(t ))
y(t ) y =y +h y +h
2 2


However the value of y( t
1
)

appearing on the RHS is not known. To handle this, the
value of y
1p
is first predicted by Euler method and then the predicted value is used in
(1.6) to compute y
1
from which a better approximation y
1c
to y
1
can be obtained:

1,p 0 0 0
y y hf(t ,y )
;


0 0 1 1,p
1c 0
f(t ,y ) f(t ,y )
y y h
2

The solution at t
k+1
is computed as
k 1,p k k k
y y hf(t ,y )


;
k k k 1 k 1,p
k 1 k
f(t ,y ) f(t ,y )
y y h
2




y
1c

y
1p

t
0

t
1

y
0

In the fig (1.3), observe that black dotted line indicates the slope f(t
0
,y(t
0
)) of the solution
curve at t
0
, red line indicates the slope f(t
1
,y(t
1
)), at the end point t
1
. Since the solution at
end point y(t
1
) is not known at the moment, its approximation y
1p
as obtained from Euler
method is used. The blue line indicates the average slope. Accordingly, y
1
is a better
estimate than y
1p.
The method is also known

as Heuns Method.

Algorithm 2 For numerical solution by Modified Euler method
Step 0 [initialization] k=0, h=(b-t
0
)/n , y(t
k
)=y
k
,
Step 1 [predict solution]
k 1,p k k k
y y hf(t ,y )


Step 2 [correct solution]
k k k 1 k 1,p
k 1 k
f(t ,y ) f(t ,y )
y y h
2



Step 3 [increment] t
k+1
=t
k
+h, k=k+1
Step 4 [check for continuation] if k<n go to step 1
Step 5 [termination] stop
Example 1.4: Solve the IVP in the interval (0.0, 2.0) using Modified Euler method with
step size h=0.2
2
dy
y 2t 1;y(0) 0.5
dt


Solution: The computations are shown in the Table 1.2.
To compute local truncation error consider
2 3
k k k k k k
h h
y(t h) y(t ) hy(t ) y (t ) y ( ), (t ,t h) (1.6)
2 6


Replacing second derivative by finite difference gives

2 3
k 1 k
k k k k k
y(t ) y(t ) h h
y(t h) y(t ) hy(t ) ( ) y ( ), (t ,t h)
2 h 6





Further simplification gives local truncation error of modified Euler formula as O(h
3
):
3
k k k k 1 k k
h h
y(t h) y(t ) (y(t ) y(t )) y ( ), (t ,t h)
2 6



The FGE in this method is of order h
2
. This means that halving the step size will reduce
the error by 25%.









Table 1.2 Modified Euler Method Example 1.4
[Reference excel sheet modified-euler.xlsx]
The Euler method and Modified Euler methods are explicit single step methods as they
need to know the solution at a single step. It may be observed that the Euler method is
derived by replacing derivative by forward difference:
( )


k
k 1 k
t t
y y dy
O h
dt h

t y0 f(t0,y0) t1 y1p f(t1,y1p) y1c
0 0.5 1.5 0.2 0.8 1.72 0.822
0.2 0.822 1.742 0.4 1.1704 1.8504 1.18124
0.4 1.18124 1.86124 0.6 1.553488 1.833488 1.550713
0.6 1.550713 1.830713 0.8 1.916855 1.636855 1.89747
0.8 1.89747 1.61747 1 2.220964 1.220964 2.181313
1 2.181313 1.181313 1.2 2.417576 0.537576 2.353202
1.2 2.353202 0.473202 1.4 2.447842 -0.47216 2.353306
1.4 2.353306 -0.56669 1.6 2.239967 -1.88003 2.108634
1.6 2.108634 -2.01137 1.8 1.70636 -3.77364 1.530133
1.8 1.530133 -3.94987 2 0.740159 -6.25984 0.509162
2 0.509162 -6.49084 2.2 -0.78901 -9.46901 -1.08682
The central and backward difference approximation can also be used to give single step
methods
( )


k
k k 1
t t
y y dy
O h
dt h
or ( )


k
2 k 1 k 1
t t
y y dy
O h
dt 2h

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