Introduction to Numerical

Analysis
Riham K. Ahmed
Lecture 8 – Part 2
Modified Euler Method

2
Modified Euler Method (Heun’s Method)

• Modified Euler’s method uses Trapezoidal rule to integrate the initial value problem:
𝑑𝑦
= 𝑓 𝑡, 𝑦
𝑑𝑡
• Then it becomes:
𝑥𝑖+1 𝑥𝑖+1
න 𝑦 ′ 𝑑𝑡 = න 𝑓 𝑡, 𝑦 𝑑𝑡
𝑥𝑖 𝑥𝑖

ℎ
𝑦𝑖+1 − 𝑦𝑖 = [𝑓 𝑥𝑖 , 𝑦𝑖 + 𝑓 𝑥𝑖+1 , 𝑦𝑖+1 ]
2
ℎ
𝑦𝑖+1 = 𝑦𝑖 + [𝑓 𝑥𝑖 , 𝑦𝑖 + 𝑓 𝑥𝑖+1 , 𝑦𝑖+1 ]
2

3
Modified Euler Method (Heun’s Method)

• Put 𝑦𝑖+1 = 𝑤𝑖+1

ℎ
𝑤𝑖+1 = 𝑤𝑖 + [(𝑓 𝑡𝑖 , 𝑤𝑖 + 𝑓 𝑡𝑖+1 , 𝑤𝑖+1 ]
2

• We find value of 𝑤𝑖+1 that exists in 𝑓 𝑡𝑖+1 , 𝑤𝑖+1 by using Euler’s method, therefore:

ℎ
𝑤𝑖+1 = 𝑤𝑖 + [ 𝑓 𝑡𝑖 , 𝑤𝑖 + 𝑓 𝑡𝑖+1 , 𝑤𝑖 + ℎ𝑓 𝑡𝑖 , 𝑤𝑖 , 𝑖 = 0,1, … , 𝑁 − 1
2

Modified Euler Method Formula

4
Example
• Find solution of the initial-value problem by using the modified Euler’s method. Take
𝑁 = 10.
𝑦 ′ = 𝑦 − 𝑡 2 + 1, 0 ≤ 𝑡 ≤ 2, 𝑦 0 = 0.5
• Solution:
𝑦 𝑡 = (1 + 𝑡)2 − 0.5𝑒 𝑡
• Now ℎ = 0.2 because 𝑁 = 10
• 𝑡𝑖 = 0.2𝑖, 𝑖 = 0,1,2, … , 9
𝑤0 = y 0 = 0.5
ℎ
𝑤𝑖+1 = 𝑤𝑖 + 𝑓 𝑡𝑖 , 𝑤𝑖 + 𝑓 𝑡𝑖+1 , 𝑤𝑖 + ℎ𝑓 𝑡𝑖 , 𝑤𝑖
2
𝑓(𝑡𝑖 , 𝑤𝑖 ) = 𝑤𝑖 − (0.2𝑖)2 +1
5
Solution Cont.
ℎ
𝑤𝑖+1 = 𝑤𝑖 + 𝑓 𝑡𝑖 , 𝑤𝑖 + 𝑓 𝑡𝑖+1 , 𝑤𝑖 + ℎ𝑓 𝑡𝑖 , 𝑤𝑖
2
𝑓𝑖 = 𝑓 𝑡𝑖 , 𝑤𝑖 = 𝑤𝑖 − 0.2𝑖 2 + 1 = 𝑤𝑖 − 0.04𝑖 2 + 1
∗
𝑤𝑖+1 = 𝑤𝑖 + ℎ𝑓 𝑡𝑖 , 𝑤𝑖 = 𝑤𝑖 + 0.2 𝑤𝑖 − 0.04𝑖 2 + 1 = 1.2𝑤𝑖 − 0.008𝑖 2 + 0.2
∗
𝑓𝑖+1 = 𝑓 𝑡𝑖+1 , 𝑤𝑖+1 = −0.04(𝑖 + 1)2 +1 + 1.2𝑤𝑖 − 0.008𝑖 2 + 0.2
= 1.2𝑤𝑖 − 0.048𝑖 2 − 0.08𝑖 + 1.16
ℎ
𝑓𝑖 + 𝑓𝑖+1 = 0.1 𝑤𝑖 − 0.04𝑖 2 + 1 + 1.2𝑤𝑖 − 0.048𝑖 2 − 0.08𝑖 + 1.16
2
= 0.1 2.2𝑤𝑖 − 0.088𝑖 2 − 0.08𝑖 + 2.16
= 0.22𝑤𝑖 − 0.0088𝑖 2 − 0.008𝑖 + 0.216
ℎ
𝑤𝑖+1 = 𝑤𝑖 + 𝑓𝑖 + 𝑓𝑖+1 = 1.22𝑤𝑖 − 0.0088𝑖 2 − 0.008𝑖 + 0.216
2 6
Solution Cont.

ℎ
𝑤𝑖+1 = 𝑤𝑖 + 𝑓 𝑡𝑖 , 𝑤𝑖 + 𝑓 𝑡𝑖+1 , 𝑤𝑖 + ℎ𝑓 𝑡𝑖 , 𝑤𝑖
2
= 𝑤𝑖

0.2 2 2 2
+ 𝑤𝑖 − 0.2𝑖 + 1 + [− 0.2 𝑖 + 1 + 1] + 𝑤𝑖 + 0.2 𝑤𝑖 − 0.2𝑖 +1
2
= 𝑤𝑖 + 0.1 2𝑤𝑖 − 0.04𝑖 2 + 2 − 0.04 𝑖 2 + 2𝑖 + 1 + 0.2[𝑤𝑖 − 0.04𝑖 2 + 1]
= 1.2𝑤𝑖 − 0.004𝑖 2 + 0.2 − 0.004𝑖 2 − 0.008𝑖 − 0.004 + 0.02(𝑤𝑖 − 0.04𝑖 2 + 1)
= 1.22𝑤𝑖 − 0.008𝑖 2 − 0.008𝑖 + 0.196 − 0.0008𝑖 2 + 0.02
∴ 𝑤𝑖+1 = 1.22𝑤𝑖 − 0.0088𝑖 2 − 0.008𝑖 + 0.216

7
Solution Cont.
𝑤𝑖+1 = 1.22𝑤𝑖 − 0.0088𝑖 2 − 0.008𝑖 + 0.216
𝑦 𝑡 = (1 + 𝑡)2 − 0.5𝑒 𝑡

𝒕𝒊 𝒚𝒊 = 𝒚(𝒕𝒊 ) 𝑤𝑖 |𝒚𝒊 − 𝑤𝑖 |
0.0 0.5000000 0.5000000 0
0.2 0.8292986 0.8260000 0.0032986
0.4 1.2140877 1.2069200 0.0071677
0.6 1.6489406 1.6372424 0.0116982
0.8 2.1272295 2.1102357 0.0169938
1.0 2.6408591 2.6176876 0.0231715
1.2 3.1799415 3.1495789 0.0303627
1.4 3.7324000 3.6936862 0.0387138
1.6 4.2834838 4.2350972 0.0483866
1.8 4.8151763 4.7556185 0.0595577
2.0 5.3054720 5.2330546 0.0724173 8