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Euler's Method: Building The Function From The Derivative

The document describes Euler's method, which is an iterative procedure for numerically solving differential equations. It works by approximating the slope of the function at discrete points using local linearity. Given a differential equation, initial value, and fixed step size, it uses the derivative and step size to calculate successive approximations, moving from point to point along the graph. Implementing Euler's method involves specifying the differential equation, initial point, and step size, then repeatedly calculating new y-values from the old y-values, derivatives, and step size.

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Ramir Dann Malemit
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29 views6 pages

Euler's Method: Building The Function From The Derivative

The document describes Euler's method, which is an iterative procedure for numerically solving differential equations. It works by approximating the slope of the function at discrete points using local linearity. Given a differential equation, initial value, and fixed step size, it uses the derivative and step size to calculate successive approximations, moving from point to point along the graph. Implementing Euler's method involves specifying the differential equation, initial point, and step size, then repeatedly calculating new y-values from the old y-values, derivatives, and step size.

Uploaded by

Ramir Dann Malemit
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PPT, PDF, TXT or read online on Scribd
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Euler’s Method

Building the function from the


derivative
Local Linearity and Approximation

( x1 , y1 )  ( x0  x, y0  y)
 ( x0  x, y0  f ( x0 )x)
( x1 , y1 )  ( x0  x, y0  y )
y
f  ( x0 ) 
x

f ( x0 )x  y
Slope= f ( x0 )

( x0 , y0 ) x ( x0   x , y0 )
Euler’s Method
Here’s how it works.
Suppose we know the value of
the derivative of a function at
every point and we know the
value of the function at one point.

We can build an approximate


graph of the function using local
linearity to approximate over and
over again. This iterative
procedure is called Euler’s
Method. t
Implementing Euler’s Method
What’s needed to get Euler’s method started?

•Well, you need a differential equation of the form:


y’ = some expression in t and y
•And a point (t0,y0) that lies on the graph of the solution
function y = f (t).
A smaller step size will
•Finally, you need lead to more accuracy, but
a fixed step size will also take more
t. computations.

New t = Old t + t
New y = Old y + y = Old y + (slope at (Old t, Old y)) t
For instance, if
y’= sin(t2)
and (1,1) lies on the graph of y =f (t), then 1000
steps of length .01 yield the following graph of
the function f.

This graph is the


anti-derivative of
sin(t2); a function
which has no
elementary formula!
How do we accomplish this?
Suppose that y’ = t sin(y) and (1,1) lies on the graph.
Let t =.1.

Old Point Slope at old Pt. Change in y New t New y

Old t Old y y’(old t, old y) y= y’*t Old t + t Oldy + y

1 1 .8414 .08414 1.1 1.084


1.1 1.084 .9723 .09723 1.2 1.181
1.2 1.181 1.1101 .11101 1.3 1.292

New t = Old t + t
New y = Old y + y = Old y + y’(Old t, Old y) t

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