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Lecture 13 - 1 DiffEQ

Chapter 2.9 discusses Euler's Method for approximating solutions to first order differential equations, particularly when explicit solutions are not available. The method involves using known values of the solution and its derivative to construct tangent lines, allowing for stepwise approximations. The chapter also includes examples demonstrating the method and its accuracy, emphasizing that smaller step sizes can lead to better approximations.

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0% found this document useful (0 votes)
7 views9 pages

Lecture 13 - 1 DiffEQ

Chapter 2.9 discusses Euler's Method for approximating solutions to first order differential equations, particularly when explicit solutions are not available. The method involves using known values of the solution and its derivative to construct tangent lines, allowing for stepwise approximations. The chapter also includes examples demonstrating the method and its accuracy, emphasizing that smaller step sizes can lead to better approximations.

Uploaded by

brucewayne7410
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Chapter 2 : 1st Order Differential Equations Section 2.

9 : Euler’s Method

2.9 Euler’s Method

Up to this point practically every differential equation that we’ve been presented with could be
solved. The problem with this is that these are the exceptions rather than the rule. The vast
majority of first order differential equations can’t be solved.
In order to teach you something about solving first order differential equations we’ve had to restrict
ourselves down to the fairly restrictive cases of linear, separable, or exact differential equations
or differential equations that could be solved with a set of very specific substitutions. Most first
order differential equations however fall into none of these categories. In fact, even those that are
separable or exact cannot always be solved for an explicit solution. Without explicit solutions to
these it would be hard to get any information about the solution.
So, what do we do when faced with a differential equation that we can’t solve? The answer depends
on what you are looking for. If you are only looking for long term behavior of a solution you can
always sketch a direction field. This can be done without too much difficulty for some fairly complex
differential equations that we can’t solve to get exact solutions.
The problem with this approach is that it’s only really good for getting general trends in solutions
and for long term behavior of solutions. There are times when we will need something more. For
instance, maybe we need to determine how a specific solution behaves, including some values
that the solution will take. There are also a fairly large set of differential equations that are not easy
to sketch good direction fields for.
In these cases, we resort to numerical methods that will allow us to approximate solutions to differ-
ential equations. There are many different methods that can be used to approximate solutions to a
differential equation and in fact whole classes can be taught just dealing with the various methods.
We are going to look at one of the oldest and easiest to use here. This method was originally
devised by Euler and is called, oddly enough, Euler’s Method.
Let’s start with a general first order IVP

dy
= f (t, y) y (t0 ) = y0 (2.20)
dt
where f (t, y) is a known function and the values in the initial condition are also known numbers.
From the second theorem in the Intervals of Validity section we know that if f and fy are continuous
functions then there is a unique solution to the IVP in some interval surrounding t = t0 . So, let’s
assume that everything is nice and continuous so that we know that a solution will in fact exist.
We want to approximate the solution to Equation 2.20 near t = t0 . We’ll start with the two pieces
of information that we do know about the solution. First, we know the value of the solution at t = t0
from the initial condition. Second, we also know the value of the derivative at t = t0 . We can get
this by plugging the initial condition into f (t, y) into the differential equation itself. So, the derivative
at this point is.
dy
= f (t0 , y0 )
dt t=t0

© Paul Dawkins Differential Equations – 111 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

Now, recall from your Calculus I class that these two pieces of information are enough for us to
write down the equation of the tangent line to the solution at t = t0 . The tangent line is

y = y0 + f (t0 , y0 ) (t − t0 )

Take a look at the figure below

If t1 is close enough to t0 then the point y1 on the tangent line should be fairly close to the actual
value of the solution at t1 , or y(t1 ). Finding y1 is easy enough. All we need to do is plug t1 in the
equation for the tangent line.
y1 = y0 + f (t0 , y0 ) (t1 − t0 )

Now, we would like to proceed in a similar manner, but we don’t have the value of the solution at t1
and so we won’t know the slope of the tangent line to the solution at this point. This is a problem.
We can partially solve it however, by recalling that y1 is an approximation to the solution at t1 . If y1
is a very good approximation to the actual value of the solution then we can use that to estimate
the slope of the tangent line at t1 .
So, let’s hope that y1 is a good approximation to the solution and construct a line through the point
(t1 , y1 ) that has slope f (t1 , y1 ). This gives

y = y1 + f (t1 , y1 ) (t − t1 )

Now, to get an approximation to the solution at t = t2 we will hope that this new line will be fairly
close to the actual solution at t2 and use the value of the line at t2 as an approximation to the actual
solution. This gives.
y2 = y1 + f (t1 , y1 ) (t2 − t1 )

We can continue in this fashion. Use the previously computed approximation to get the next ap-

© Paul Dawkins Differential Equations – 112 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

proximation. So,

y3 = y2 + f (t2 , y2 ) (t3 − t2 )
y4 = y3 + f (t3 , y3 ) (t4 − t3 )
etc.

In general, if we have tn and the approximation to the solution at this point, yn , and we want to find
the approximation at tn+1 all we need to do is use the following.

yn+1 = yn + f (tn , yn ) · (tn+1 − tn )

If we define fn = f (tn , yn ) we can simplify the formula to

yn+1 = yn + fn · (tn+1 − tn ) (2.21)

Often, we will assume that the step sizes between the points t0 , t1 , t2 , ... are of a uniform size of
h. In other words, we will often assume that

tn+1 − tn = h

This doesn’t have to be done and there are times when it’s best that we not do this. However, if
we do the formula for the next approximation becomes.

yn+1 = yn + h fn (2.22)

So, how do we use Euler’s Method? It’s fairly simple. We start with Equation 2.20 and decide
if we want to use a uniform step size or not. Then starting with (t0 , y0 ) we repeatedly evaluate
Equation 2.21 or Equation 2.22 depending on whether we chose to use a uniform step size or not.
We continue until we’ve gone the desired number of steps or reached the desired time. This will
give us a sequence of numbers y1 , y2 , y3 , ... yn that will approximate the value of the actual
solution at t1 , t2 , t3 , ... tn .
What do we do if we want a value of the solution at some other point than those used here? One
possibility is to go back and redefine our set of points to a new set that will include the points we are
after and redo Euler’s Method using this new set of points. However, this is cumbersome and could
take a lot of time especially if we had to make changes to the set of points more than once.
Another possibility is to remember how we arrived at the approximations in the first place. Recall
that we used the tangent line
y = y0 + f (t0 , y0 ) (t − t0 )
to get the value of y1 . We could use this tangent line as an approximation for the solution on the
interval [t0 , t1 ]. Likewise, we used the tangent line

y = y1 + f (t1 , y1 ) (t − t1 )

© Paul Dawkins Differential Equations – 113 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

to get the value of y2 . We could use this tangent line as an approximation for the solution on the
interval [t1 , t2 ]. Continuing in this manner we would get a set of lines that, when strung together,
should be an approximation to the solution as a whole.
In practice you would need to write a computer program to do these computations for you. In most
cases the function f (t, y) would be too large and/or complicated to use by hand and in most serious
uses of Euler’s Method you would want to use hundreds of steps which would make doing this by
hand prohibitive. So, here is a bit of pseudo-code that you can use to write a program for Euler’s
Method that uses a uniform step size, h.
1. define f (t, y).
2. input t0 and y0 .
3. input step size, h and the number of steps, n.
4. for j from 1 to n do
(a) m = f (t0 , y0 )
(b) y1 = y0 + h ∗ m
(c) t1 = t0 + h
(d) Print t1 and y1
(e) t0 = t1
(f) y0 = y1
5. end
The pseudo-code for a non-uniform step size would be a little more complicated, but it would essen-
tially be the same.
So, let’s take a look at a couple of examples. We’ll use Euler’s Method to approximate solutions
to a couple of first order differential equations. The differential equations that we’ll be using are
linear first order differential equations that can be easily solved for an exact solution. Of course,
in practice we wouldn’t use Euler’s Method on these kinds of differential equations, but by using
easily solvable differential equations we will be able to check the accuracy of the method. Knowing
the accuracy of any approximation method is a good thing. It is important to know if the method is
liable to give a good approximation or not.

Example 1
For the IVP
y 0 + 2y = 2 − e−4t y (0) = 1

Use Euler’s Method with a step size of h = 0.1 to find approximate values of the solution at
t = 0.1, 0.2, 0.3, 0.4, and 0.5. Compare them to the exact values of the solution at these
points.

© Paul Dawkins Differential Equations – 114 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

Solution
This is a fairly simple linear differential equation so we’ll leave it to you to check that the
solution is
1 1
y (t) = 1 + e−4t − e−2t
2 2

In order to use Euler’s Method we first need to rewrite the differential equation into the form
given in Equation 2.20.
y 0 = 2 − e−4t − 2y

From this we can see that f (t, y) = 2 − e−4t − 2y. Also note that t0 = 0 and y0 = 1. We can
now start doing some computations.

f0 = f (0, 1) = 2 − e−4(0) − 2 (1) = −1


y1 = y0 + h f0 = 1 + (0.1) (−1) = 0.9

So, the approximation to the solution at t1 = 0.1 is y1 = 0.9.


At the next step we have

f1 = f (0.1, 0.9) = 2 − e−4(0.1) − 2 (0.9) = − 0.470320046


y2 = y1 + h f1 = 0.9 + (0.1) (− 0.470320046) = 0.852967995

Therefore, the approximation to the solution at t2 = 0.2 is y2 = 0.852967995.


I’ll leave it to you to check the remainder of these computations.

f2 = −0.155264954 y3 = 0.837441500
f3 = 0.023922788 y4 = 0.839833779
f4 = 0.1184359245 y5 = 0.851677371

Here’s a quick table that gives the approximations as well as the exact value of the solutions
at the given points.

Time, tn Approximation Exact Error


t0 = 0 y0 = 1 y(0) = 1 0%
t1 = 0.1 y1 = 0.9 y(0.1) = 0.925794646 2.79 %
t2 = 0.2 y2 = 0.852967995 y(0.2) = 0.889504459 4.11 %
t3 = 0.3 y3 = 0.837441500 y(0.3) = 0.876191288 4.42 %
t4 = 0.4 y4 = 0.839833779 y(0.4) = 0.876283777 4.16 %
t5 = 0.5 y5 = 0.851677371 y(0.5) = 0.883727921 3.63 %

© Paul Dawkins Differential Equations – 115 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

We’ve also included the error as a percentage. It’s often easier to see how well an approxi-
mation does if you look at percentages. The formula for this is,

|exact − approximate|
percent error = × 100
exact

We used absolute value in the numerator because we really don’t care at this point if the
approximation is larger or smaller than the exact. We’re only interested in how close the two
are.

The maximum error in the approximations from the last example was 4.42%, which isn’t too bad,
but also isn’t all that great of an approximation. So, provided we aren’t after very accurate ap-
proximations this didn’t do too badly. This kind of error is generally unacceptable in almost all real
applications however. So, how can we get better approximations?
Recall that we are getting the approximations by using a tangent line to approximate the value of
the solution and that we are moving forward in time by steps of h. So, if we want a more accurate
approximation, then it seems like one way to get a better approximation is to not move forward as
much with each step. In other words, take smaller h’s.

Example 2
Repeat the previous example only this time give the approximations at t = 1, t = 2, t = 3,
t = 4, and t = 5. Use h = 0.1, h = 0.05, h = 0.01, h = 0.005, and h = 0.001 for the
approximations.

Solution
Below are two tables, one gives approximations to the solution and the other gives the errors
for each approximation. We’ll leave the computational details to you to check.

Percentage Errors
Time h = 0.1 h = 0.05 h = 0.01 h = 0.005 h = 0.001
t=1 1.08% 0.53% 0.105% 0.053% 0.0105%
t=2 0.036% 0.010% 0.00094% 0.00041% 0.0000703%
t=3 0.029% 0.013% 0.0025% 0.0013% 0.00025%
t=4 0.0065% 0.0033% 0.00067% 0.00034% 0.000067%
t=5 0.0012% 0.00064% 0.00013% 0.000068% 0.000014%

We can see from these tables that decreasing h does in fact improve the accuracy of the
approximation as we expected.

© Paul Dawkins Differential Equations – 116 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

There are a couple of other interesting things to note from the data. First, notice that in general,
decreasing the step size, h, by a factor of 10 also decreased the error by about a factor of 10 as
well.
Also, notice that as t increases the approximation actually tends to get better. This isn’t the case
completely as we can see that in all but the first case the t = 3 error is worse than the error at
t = 2, but after that point, it only gets better. This should not be expected in general. In this case
this is more a function of the shape of the solution. Below is a graph of the solution (the line) as
well as the approximations (the dots) for h = 0.1.

Notice that the approximation is worst where the function is changing rapidly. This should not be
too surprising. Recall that we’re using tangent lines to get the approximations and so the value of
the tangent line at a given t will often be significantly different than the function due to the rapidly
changing function at that point.
Also, in this case, because the function ends up fairly flat as t increases, the tangents start looking
like the function itself and so the approximations are very accurate. This won’t always be the case
of course.
Let’s take a look at one more example.

Example 3
For the IVP
1 t t
y 0 − y = − e 2 sin (5t) + 5e 2 cos (5t) y (0) = 0
2

Use Euler’s Method to find the approximation to the solution at t = 1, t = 2, t = 3, t = 4,


and t = 5. Use h = 0.1, h = 0.05, h = 0.01, h = 0.005, and h = 0.001 for the approxima-
tions.

© Paul Dawkins Differential Equations – 117 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

Solution
We’ll leave it to you to check the details of the solution process. The solution to this linear
first order differential equation is.
t
y (t) = e 2 sin (5t)

Here are two tables giving the approximations and the percentage error for each approxi-
mation.

Approximations
Time Exact h = 0.1 h = 0.05 h = 0.01 h = 0.005 h = 0.001
t=1 −1.58100 −0.97167 −1.26512 −1.51580 −1.54826 −1.57443
t=2 −1.47880 0.65270 −0.34327 −1.23907 −1.35810 −1.45453
t=3 2.91439 7.30209 5.34682 3.44488 3.18259 2.96851
t=4 6.74580 15.56128 11.84839 7.89808 7.33093 6.86429
t=5 −1.61237 21.95465 12.24018 1.56056 0.0018864 −1.28498

Percentage Errors
Time h = 0.1 h = 0.05 h = 0.01 h = 0.005 h = 0.001
t=1 38.54% 19.98% 4.12% 2.07% 0.42%
t=2 144.14% 76.79% 16.21% 8.16% 1.64%
t=3 150.55% 83.46% 18.20% 9.20% 1.86%
t=4 130.68% 75.64% 17.08% 8.67% 1.76%
t=5 1461.63% 859.14% 196.79% 100.12% 20.30%

So, with this example Euler’s Method does not do nearly as well as it did on the first IVP.
Some of the observations we made in Example 2 are still true however. Decreasing the size
of h decreases the error as we saw with the last example and would expect to happen. Also,
as we saw in the last example, decreasing h by a factor of 10 also decreases the error by
about a factor of 10.
However, unlike the last example increasing t sees an increasing error. This behavior is fairly
common in the approximations. We shouldn’t expect the error to decrease as t increases
as we saw in the last example. Each successive approximation is found using a previous
approximation. Therefore, at each step we introduce error and so approximations should,
in general, get worse as t increases.
Below is a graph of the solution (the line) as well as the approximations (the dots) for
h = 0.05.

© Paul Dawkins Differential Equations – 118 –


Chapter 2 : 1st Order Differential Equations Section 2.9 : Euler’s Method

As we can see the approximations do follow the general shape of the solution, however, the
error is clearly getting much worse as t increases.

So, Euler’s method is a nice method for approximating fairly nice solutions that don’t change rapidly.
However, not all solutions will be this nicely behaved. There are other approximation methods that
do a much better job of approximating solutions. These are not the focus of this course however,
so I’ll leave it to you to look further into this field if you are interested.
Also notice that we don’t generally have the actual solution around to check the accuracy of the
approximation. We generally try to find bounds on the error for each method that will tell us how
well an approximation should do. These error bounds are again not really the focus of this course,
so I’ll leave these to you as well if you’re interested in looking into them.

© Paul Dawkins Differential Equations – 119 –

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