9.

2 Direction Fields and Euler's Method

KIU
Direction Fields and Euler's Method
Unfortunately, it’s impossible to solve most differential equations in the sense of
obtaining an explicit formula for the solution.

In this section we show that, despite the absence of an explicit solution, we can
still learn a lot about the solution through a graphical approach (direction fields)
or a numerical approach (Euler’s method).

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Direction Fields

4
Direction Fields (1 of 10)
Suppose we are asked to sketch the graph of the solution of the initial-value
problem

y = x + y y (0) = 1

We don’t know a formula for the solution, so how can we possibly sketch its
graph? Let’s think about what the differential equation means.

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Direction Fields (2 of 10)
The equation y  = x + y tells us that the slope at any point (x, y) on the graph
(called the solution curve) is equal to the sum of the x- and y-coordinates of the
point (see Figure 1).

A solution of y  = x + y
Figure 1

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Direction Fields (3 of 10)
In particular, because the curve passes through the point (0, 1), its slope there
must be 0 + 1 = 1. So a small portion of the solution curve near the point (0, 1)
looks like a short line segment through (0, 1) with slope 1. (See Figure 2.)

Beginning of the solution curve through (0, 1)

Figure 2

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Direction Fields (4 of 10)
As a guide to sketching the rest of the curve, let’s draw short line segments at a
number of points (x, y) with slope x + y. The result is called a direction field and
is shown in Figure 3.

Direction field y  = x +y
Figure 3

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Direction Fields (5 of 10)
For instance, the line segment at the point (1, 2) has slope 1 + 2 = 3.
The direction field allows us to visualize the general shape of the solution
curves by indicating the direction in which the curves proceed at each point.

Now we can sketch the solution curve through the point (0, 1) by following the
direction field as in Figure 4.

The solution curve through (0, 1)

Figure 4
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Direction Fields (6 of 10)
Notice that we have drawn the curve so that it is parallel to nearby line
segments.
In general, suppose we have a first-order differential equation of the form

y  = F ( x, y )

where F(x, y) is some expression in x and y. The differential equation says that
the slope of a solution curve at a point (x, y) on the curve is F(x, y).

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Direction Fields (7 of 10)
If we draw short line segments with slope F(x, y) at several points (x, y), the
result is called a direction field (or slope field).

These line segments indicate the direction in which a solution curve is heading,
so the direction field helps us visualize the general shape of these curves.

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Example 1
(a) Sketch the direction field for the differential equation y  = x 2
+ y 2
− 1.

(b) Use part (a) to sketch the solution curve that passes through the origin.

Solution:
(a) We start by computing the slope at several points in the following table:

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Example 1 – Solution (1 of 2)
Now we draw short line segments with these slopes at these points. The result
is the direction field shown in Figure 5.

Figure 5

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Example 1 – Solution (2 of 2)
(b) We start at the origin and move to the right in the direction of the line
segment (which has slope −1).

We continue to draw the solution curve so that it moves parallel to the nearby
line segments. The resulting solution curve is shown in Figure 6.
Returning to the origin, we draw the solution curve to the left as well.

Figure 6

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Direction Fields (8 of 10)
Now let’s see how direction fields give insight into physical situations.

The simple electric circuit shown in Figure 8 contains an electromotive force

(usually a battery or generator) that produces a voltage of E(t) volts (V) and a
current of I(t) amperes (A) at time t.

Figure 8

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Direction Fields (9 of 10)
The circuit also contains a resistor with a resistance of R ohms (Ω) and an
inductor with an inductance of L henries (H).

Ohm’s Law gives the drop in voltage due to the resistor as RI. The voltage drop
due to the inductor is L =  dl  . One of Kirchhoff’s laws says that the sum of the
 dt 
voltage drops is equal to the supplied voltage E(t). Thus we have

dI
1 L + RI = E ( t )
dt

which is a first-order differential equation that models the current I at time t.

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Direction Fields (10 of 10)
A differential equation of the form
y = f (y )

in which the independent variable is missing from the right side, is called
autonomous.

For such an equation, the slopes corresponding to two different points with the
same y-coordinate must be equal.

This means that if we know one solution to an autonomous differential

equation, then we can obtain infinitely many others just by shifting the graph of
the known solution to the right or left.

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Euler’s Method

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Euler’s Method (1 of 11)
The basic idea behind direction fields can be used to find numerical
approximations to solutions of differential equations.

We illustrate the method on the initial-value problem that we used to introduce

direction fields:
y = x + y y (0) = 1

The differential equation tells us that y (0) = 0 + 1 = 1, so the solution curve has
slope 1 at the point (0, 1).

As a first approximation to the solution we could use the linear approximation

L(x) = x + 1.

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Euler’s Method (2 of 11)
In other words, we could use the tangent line at (0, 1) as a rough approximation
to the solution curve (see Figure 11).

First Euler approximation

Figure 11

Euler’s idea was to improve on this approximation by proceeding only a short

distance along this tangent line and then making a midcourse correction by
changing direction as indicated by the direction field.
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Euler’s Method (3 of 11)
Figure 12 shows what happens if we start out along the tangent line but stop
when x = 0.5. (This horizontal distance traveled is called the step size.)

Since L(0.5) = 1.5, we have y(0.5) ≈ 1.5 and we take (0.5, 1.5) as the starting
point for a new line segment.

Euler approximation with step size 0.5

Figure 12

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Euler’s Method (4 of 11)
The differential equation tells us that y (0.5) = 0.5 + 1.5 = 2, so we use the
linear function
y = 1.5 + 2 ( x − 0.5 ) = 2 x + 0.5

as an approximation to the solution for x > 0.5 (the green segment in Figure 12).
If we decrease the step size from 0.5 to 0.25, we get the better Euler
approximation shown in Figure 13.

Euler approximation with step size 0.25

Figure 13

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Euler’s Method (5 of 11)
In general, Euler’s method says to start at the point given by the initial value
and proceed in the direction indicated by the direction field.

Stop after a short time, look at the slope at the new location, and proceed in
that direction.

Keep stopping and changing direction according to the direction field.

Euler’s method does not produce the exact solution to an initial-value

problem—it gives approximations.

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 Euler’s Method (6 of 11)
But by decreasing the step size (and therefore increasing the number of
midcourse corrections), we obtain successively better approximations to the
exact solution. (Compare Figures 11, 12, and 13.)

First Euler approximation Euler approximation with step size 0.5 Euler approximation with step size 0.25
Figure 11 Figure 12 Figure 13

For the general first-order initial-value problem y  = F ( x, y ) , y ( x0 ) = y 0 ,

our aim is to find approximate values for the solution at equally spaced
numbers x0, x1 = x0 + h, x2 = x1 + h,…, where h is the step size.
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Euler’s Method (7 of 11)
The differential equation tells us that the slope at (x0, y0) is y  = F ( x0 , y 0 ) ,
so Figure 14 shows that the approximate value of the solution when x = x1 is

y1 = y 0 + hF ( x0 , y 0 )

Similarly, y 2 = y1 + hF ( x1, y1 )

In general, y n = y n −1 + hF ( xn −1, y n −1 )

Figure 14

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Euler’s Method (8 of 11)
Euler's Method Approximate values for the solution of the initial-value problem
y  = F ( x, y ) , y ( x0 ) = y 0 , with step size h, at xn = xn−1 + h, are

y n = y n −1 + hF ( xn −1, y n −1 ) n = 1, 2, 3,

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Example 3
Use Euler’s method with step size 0.1 to construct a table of approximate
values for the solution of the initial-value problem
y = x + y y (0) = 1
Solution:
We are given that h = 0.1, x0 = 0, y0 = 1, and F(x, y) = x + y. So we have

y1 = y 0 + hF ( x0 , y 0 ) = 1 + 0.1( 0 + 1) = 1.1
y 2 = y1 + hF ( x1, y1 ) = 1.1 + 0.1( 0.1 + 1.1) = 1.22
y 3 = y 2 + hF ( x2 , y 2 ) = 1.22 + 0.1( 0.2 + 1.22 ) = 1.362
This means that if y(x) is the exact solution, then y(0.3) ≈ 1.362.

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Example 3 – Solution
Proceeding with similar calculations, we get the values in the table:

n xn yn n xn yn
1 0.1 1.100000 6 0.6 1.943122
2 0.2 1.220000 7 0.7 2.197434
3 0.3 1.362000 8 0.8 2.487178
4 0.4 1.528200 9 0.9 2.815895
5 0.5 1.721020 10 1.0 3.187485

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Euler’s Method (9 of 11)
For a more accurate table of values in Example 3 we could decrease the step
size.
But for a large number of small steps the amount of computation is
considerable and so we need to program a calculator or computer to carry out
these calculations.

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Euler’s Method (10 of 11)
The following table shows the results of applying Euler’s method with decreasing step
size to the initial-value problem of Example 3.
Step size Euler estimate of y(0.5) Euler estimate of y(1)
0.500 1.500000 2.500000
0.250 1.625000 2.882813
0.100 1.721020 3.187485
0.050 1.757789 3.306595
0.020 1.781212 3.383176
0.010 1.789264 3.409628
0.005 1.793337 3.423034
0.001 1.796619 3.433848

Notice that the Euler estimates in the table seem to be approaching limits, namely, the
true values of y(0.5) and y(1).
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Euler’s Method (11 of 11)
Figure 15 shows graphs of the Euler approximations with step sizes 0.5, 0.25,
0.1, 0.05, 0.02, 0.01, and 0.005.

They are approaching the exact solution curve as the step size h approaches 0.

Euler approximations approaching the exact solution

Figure 15

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