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Euler Method - Numeric Method

The document discusses the Euler method, a numerical technique for solving ordinary differential equations commonly encountered in engineering. It explains the method's reliance on the first order Taylor series, highlighting that the global truncation error is O(h). The algorithm for implementing the Euler method is provided in a step-by-step format.

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M Hasnain Khan
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4 views2 pages

Euler Method - Numeric Method

The document discusses the Euler method, a numerical technique for solving ordinary differential equations commonly encountered in engineering. It explains the method's reliance on the first order Taylor series, highlighting that the global truncation error is O(h). The algorithm for implementing the Euler method is provided in a step-by-step format.

Uploaded by

M Hasnain Khan
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

4/12/2017 Euler Method ­ Numeric Method

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Home About Numerical Methods > Ordinary Differential Equations


About Numerical Methods >
Curve Fitting
Numerical Differentiation
Euler Method
Numerical Integration
Ordinary Differential Equations
Solving ordinary differential equations appears
Partial Differential Equations
Roots of Equations frequently in engineering problems. Generally, there
System of Linear Equations
are no close form analytic solutions for most of
System of Nonlinear Equations
Company ordinary differential equations. To solve these
Contact us problems, scientists often use numerical techniques.
Products
Engineering Software
The first order differential equation can be written in
Numeric Basic the general form as follows:
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Engineering Design
Engineering Simulation
Software Design
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Using the Taylor series, the function y can be
represented in the following form:

The Euler method use only up to the first order terms


of the Taylor series to predict the next step:

or

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4/12/2017 Euler Method ­ Numeric Method

Using first order Taylor series, the error of the above


equation is O(h2). But in the next steps the error
propagates because of the approximations produced
in the previous steps. It can be shown that global
truncation error of the Euler method is O(h). The
algorithm of the Euler method is very easy and can
written as follows:

Step 1: Choose initial point (x0,y0) and end point xn.


Step 2: For i=1 to n do steps 3,4.
Step 3: xi = x0 + ih.
Step 4: yi = yi­1 + hf(xi­1,yi­1).
Step 5: End.

Ordinary Differential
Equations
(Source Code in C++)

o Euler Method

o Runge­Kutta
Method

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