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Euler's Method For Ordinary Differential Equations: After Reading This Chapter, You Should Be Able To
Euler's Method For Ordinary Differential Equations: After Reading This Chapter, You Should Be Able To
Euler's Method For Ordinary Differential Equations: After Reading This Chapter, You Should Be Able To
02
Euler’s Method for Ordinary Differential Equations
Example 1
Rewrite
dy
+ 2 y = 1.3e − x , y (0 ) = 5
dx
in
dy
= f ( x, y ), y (0) = y 0 form.
dx
Solution
dy
+ 2 y = 1.3e − x , y (0 ) = 5
dx
dy
= 1.3e − x − 2 y, y (0 ) = 5
dx
In this case
08.02.1
08.02.2 Chapter 08.02
f ( x, y ) = 1.3e − x − 2 y
Example 2
Rewrite
dy
ey + x 2 y 2 = 2 sin(3 x), y (0 ) = 5
dx
in
dy
= f ( x, y ), y (0) = y 0 form.
dx
Solution
dy
ey + x 2 y 2 = 2 sin(3 x), y (0 ) = 5
dx
dy 2 sin(3 x) − x 2 y 2
= , y (0 ) = 5
dx ey
In this case
2 sin(3 x) − x 2 y 2
f ( x, y ) =
ey
True value
y1,
( x0 , y 0 ) Predicted
Φ
value
Step size, h
x
x1
True Value
Example 3
A ball at 1200K is allowed to cool down in air at an ambient temperature of 300K .
Assuming heat is lost only due to radiation, the differential equation for the temperature of
the ball is given by
dθ
= −2.2067 × 10 −12 (θ 4 − 81 × 10 8 ), θ (0 ) = 1200K
dt
where θ is in K and t in seconds. Find the temperature at t = 480 seconds using Euler’s
method. Assume a step size of h = 240 seconds.
Solution
dθ
dt
(
= −2.2067 × 10 −12 θ 4 − 81 × 10 8 )
(
f (t , θ ) = −2.2067 × 10 −12 θ 4 − 81 × 10 8 )
Per Equation (3), Euler’s method reduces to
θ i +1 = θ i + f (t i ,θ i )h
For i = 0 , t 0 = 0 , θ 0 = 1200
θ1 = θ 0 + f (t 0 ,θ 0 )h
= 1200 + f (0,1200 ) × 240
( ( ))
= 1200 + − 2.2067 × 10 −12 1200 4 − 81 × 10 8 × 240
= 1200 + (− 4.5579 ) × 240
= 106.09 K
θ1 is the approximate temperature at
t = t1 = t 0 + h = 0 + 240 = 240
θ1 = θ (240) ≈ 106.09 K
For i = 1 , t1 = 240 , θ1 = 106.09
θ 2 = θ1 + f (t1 ,θ1 )h
= 106.09 + f (240,106.09 ) × 240
( ( ))
= 106.09 + − 2.2067 × 10 −12 106.09 4 − 81 × 10 8 × 240
= 106.09 + (0.017595) × 240
= 110.32 K
θ 2 is the approximate temperature at
t = t 2 = t1 + h = 240 + 240 = 480
θ 2 = θ (480) ≈ 110.32 K
Figure 3 compares the exact solution with the numerical solution from Euler’s method for the
step size of h = 240 .
Euler’s Method 08.02.5
1400
1200
Temperature, θ (K)
1000
Exact Solution
800
600
400
200
h =240
0
0 100 200 300 400 500
Time, t (sec)
The problem was solved again using a smaller step size. The results are given below in
Table 1.
1500
Temperature, θ (K)
500
h =120
h =240
0
0 100 200 300 400 500
-500
Time, t (sec) h = 480
-1000
-1500
The values of the calculated temperature at t = 480 s as a function of step size are plotted in
Figure 5.
800
Temperature, θ (K)
400
0
0 100 200 300 400 500
-400
Step size, h (s)
-800
-1200
The exact solution of the ordinary differential equation is given by the solution of a non-
linear equation as
θ − 300
0.92593 ln
θ + 300
( )
− 1.8519 tan −1 0.333 × 10 − 2 θ = −0.22067 × 10 −3 t − 2.9282 (4)
The solution to this nonlinear equation is
θ = 647.57 K
It can be seen that Euler’s method has large errors. This can be illustrated using the Taylor
series.
dy 1 d2y 1 d3y
y i +1 = y i + (xi +1 − xi ) + (xi +1 − xi ) +
2
(xi +1 − xi )3 + ... (5)
dx xi , yi 2
2! dx x , y 3
3! dx x , y
i i i i
1 1
f ' ( xi , y i )( xi +1 − xi ) + f ' ' ( xi , y i )( xi +1 − xi ) + ... (6)
2 3
= y i + f ( xi , y i )( xi +1 − xi ) +
2! 3!
As you can see the first two terms of the Taylor series
yi +1 = yi + f (xi , y i )h
are Euler’s method.
The true error in the approximation is given by
f ′( xi , yi ) 2 f ′′( xi , yi ) 3
Et = h + h + ... (7)
2! 3!
The true error hence is approximately proportional to the square of the step size, that is, as
the step size is halved, the true error gets approximately quartered. However from Table 1,
we see that as the step size gets halved, the true error only gets approximately halved. This is
because the true error, being proportioned to the square of the step size, is the local truncation
Euler’s Method 08.02.7
error, that is, error from one point to the next. The global truncation error is however
proportional only to the step size as the error keeps propagating from one point to another.
Can one solve a definite integral using numerical methods such as Euler’s method of
solving ordinary differential equations?
Let us suppose you want to find the integral of a function f (x)
b
I = ∫ f ( x )dx .
a
Both fundamental theorems of calculus would be used to set up the problem so as to solve it
as an ordinary differential equation.
The first fundamental theorem of calculus states that if f is a continuous function in the
interval [a,b], and F is the antiderivative of f , then
b
∫ f (x )dx = F (b ) − F (a )
a
The second fundamental theorem of calculus states that if f is a continuous function in the
open interval D , and a is a point in the interval D , and if
x
F ( x ) = ∫ f (t )dt
a
then
F ′( x ) = f (x )
at each point in D .
b
Asked to find ∫ f (x )dx ,
a
we can rewrite the integral as the solution of an ordinary
differential equation (here is where we are using the second fundamental theorem of
calculus)
dy
= f ( x ), y (a ) = 0,
dx
where then y (b ) (here is where we are using the first fundamental theorem of calculus) will
b
give the value of the integral ∫ f (x )dx .
a
Example 4
Find an approximate value of
8
∫ 6 x dx
3
using Euler’s method of solving an ordinary differential equation. Use a step size of h = 1.5 .
Solution
8
Given ∫ 6 x 3 dx , we can rewrite the integral as the solution of an ordinary differential equation
5
08.02.8 Chapter 08.02
dy
= 6 x 3 , y (5) = 0
dx
8
where y (8) will give the value of the integral ∫ 6 x 3 dx .
5
dy
= 6 x 3 = f ( x, y ) , y (5) = 0
dx
The Euler’s method equation is
yi +1 = yi + f ( xi , yi )h
Step 1
i = 0, x0 = 5, y 0 = 0
h = 1.5
x1 = x0 + h
= 5 + 1.5
= 6.5
y1 = y 0 + f ( x0 , y 0 )h
= 0 + f (5,0 ) × 1.5
= 0 + (6 × 5 3 )× 1.5
= 1125
≈ y (6.5)
Step 2
i = 1, x1 = 6.5, y1 = 1125
x 2 = x1 + h
= 6.5 + 1.5
=8
y 2 = y1 + f ( x1 , y1 )h
= 1125 + f (6.5,1125) × 1.5
( )
= 1125 + 6 × 6.5 3 × 1.5
= 3596.625
≈ y (8)
Hence
8
∫ 6 x dx = y(8) − y(5)
3
5
≈ 3596.625 − 0
= 3596.625
Euler’s Method 08.02.9