Lecture 14: Numerical Application

Solving Differential Equations:

Euler’s Method
 Using Iteration in Numerical Methods

Numerical integration requires a kind of iteration because we

repeatedly add strips of area to a partial total, until the final
area is found.

However, the word iteration is more specific. It means we start

with a value or a guess and this value changes with every
repetition to approximate a solution.

Numerical Differentiation is one example of an iterative

method.
 Solving Differential Equations

Most differential equations can’t be solved analytically and need

numerical approximations. These approximations require:

• the initial conditions (a known point in the solution curve)

• the derivative at that point (known from the equation).

Examples:
d F (x)
f (x, y ) = = 2x
dx
d F (x)
f (x, y ) = = y x 2 cos(x)
dx
 Euler’s Method
This is the easiest numerical method for solving differential
equations. We seek the value of the function at a point xN

F (x)

We know the point (x0 , y0 ) and the derivative at that point.

Take a point x1 and find an approximation to y1 on the initial
slope.
Calculate derivative at new point (x1 , y1 ) which defines a new
slope.
Continue until we find an approximation to the function at xN .
 Derivation of Euler’s Method

The derivative (slope) is:

∆y ∆y
f (xn , yn ) = h = ∆x
yn+1 −yn
f (xn , yn ) = ∆x

Solving for yn+1 we obtain:

yn+1 = yn + f (xn , yn )∆ x
We can apply this formula to successive points until we reach
desired value of yN .

y1 = y0 + f (x0 , y0 )∆ x
y2 = y1 + f (x1 , y1 )∆ x
y3 = y2 + f (x2 , y2 )∆ x
... = ... + ...
yN = yN−1 + f (xN−1 , yN−1 )∆ x

The answer we get is only an approximation. Its accuracy

depends on N and how far xN is from x0 .