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Tutorial 8 - Mar4-7

This document discusses Euler's method for numerical integration and solving ordinary differential equations, highlighting its application in science and engineering. It explains the limitations of analytical methods and introduces Euler's method, which provides solutions in tabulated form, along with a modified version that improves accuracy using the trapezoidal rule. The document also briefly compares Euler's method with the Runge-Kutta method, which offers better approximations by calculating multiple slopes.

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16 views10 pages

Tutorial 8 - Mar4-7

This document discusses Euler's method for numerical integration and solving ordinary differential equations, highlighting its application in science and engineering. It explains the limitations of analytical methods and introduces Euler's method, which provides solutions in tabulated form, along with a modified version that improves accuracy using the trapezoidal rule. The document also briefly compares Euler's method with the Runge-Kutta method, which offers better approximations by calculating multiple slopes.

Uploaded by

yashwantj617
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Leonhard Euler

MODULE 3: NUMERICAL INTEGRATION


AND ORDINARY DIFFERENTIAL
EQUATIONS
Unit 3.2: Euler’s method

1
INTRO DU CTION (1)

❖Many problems in science and engineering can be reduced to


the problem of solving differential equations satisfying certain
given conditions.
❖The analytical methods of solution, with which we are familiar,
can be applied to solve only a selected class of differential
equations. Examples?
❖Those equations which govern physical systems do not
possess, in general closed form solutions, and hence we must
use numerical methods for solving such differential equations.
2
INTRO DU CTION (2)

❖Let us consider,
𝑑𝑦
= y′ = f (x, y)
𝑑𝑥
❖with the initial condition,
y(x0) = y0

❖The methods we know, in general will yield the solution in one of the two forms:
o A series for y in terms of powers of x, from which value of y can be obtained by direct
substitution
Examples are Taylor and Picard methods
o A set of tabulated values of x and y.
Examples are Euler, Runge-Kutta methods.

3
INTRO DU CTION (3)

❖ Theseare also called step-by-step methods or marching methods, because values of y are
computed by short steps ahead for equal intervals h of the independent variable.
❖ The interval length h should be kept small and hence these methods can be applied for
tabulating y over a limited range only.
❖A differential equation of the nth order will have n arbitrary constants in its general solution.
❖ In order to compute the numerical solution of such an equation, we need n conditions.
❖ Problems in which all the initial conditions are specified at the initial point only are called initial
value problems.
❖ Inproblems involving second and higher order differential equations, we may prescribe the
conditions at two or more points. These are called boundary value problems.

4
EU LER’S METHOD(1)

❖ We so far discussed methods which yield the solutions of a differential equation in the form of
power series. Euler’s method gives solution in the form of a set of tabulated values.
❖ Suppose wee want to solve these equations
𝑑𝑦
= y′ = f (x, y), with the initial condition y(x0) = y0
𝑑𝑥
for values of y at x = xr = x0 + rh (r = 1, 2, …).
𝑥
❖ Integrating the above equation we get, 𝑦1 = 𝑦0 + ‫ 𝑥׬‬1 𝑓 𝑥, 𝑦 𝑑𝑥
0

❖ Assuming that f (x, y) = f (x0, y0) in x0 ≤ x ≤ x1, this gives Euler’s formula.
y1 ≈ y0 + hf(x0, y0)
𝑥
❖ Similarly for the range x1 ≤ x ≤ x2, we have 𝑦2 = 𝑦1 + ‫ 𝑥׬‬2 𝑓 𝑥, 𝑦 𝑑𝑥
1

❖ Substituting f (x1, y1) for f(x, y) in x1 ≤ x ≤ x2, we obtain y2 ≈ y1 + hf(x1, y1)

5
EU LER’S METHOD(2)

❖ Proceeding this way, we obtain the generic formula as:


yn+1 ≈ yn + hf (xn, yn), where n = 0, 1, 2, 3, …
❖ Thisprocess is slow and to get a good accuracy with this method, we need to take a smaller
value for h (as always!).
❖ Because of this restriction on h, the method is unsuitable for practical applications. Modified
Euler’s method is used in most of the applications.

6
MODIFIED EU LER’S METHOD
𝑥
❖ Instead of approximating f(x, y) by f(x0, y0) in 𝑦1 = 𝑦0 + ‫ 𝑥׬‬1 𝑓 𝑥, 𝑦 𝑑𝑥, let us approximate the
0
integral in the expression using Trapezoidal rule and obtain,
ℎ
y1 ≈ y0 + [f (x0, y0) + f (x1, y1)]
2
❖ We then obtain the iteration formula
ℎ
y1 (n+1) = y0 + [f (x0, y0) + f (x1, y1(n))], where n = 0, 1, 2, 3, ….
2
where y1(n) is nth approximation to y1.
❖ This iteration formula can be started by choosing y 1(0) from Euler’s formula:
y1(0) = y0 + hf (x0, y0)

7
B U T WA I T …

A GRAP H SHOW IN G
THE C OM PARI SO N
B ETWEEN THE
EX ACT SO LU TIO N
A ND THE SO L UTIO N
O BTAIN ED USIN G
EU LER' S METHO D
FO R DI FFERENT
STEP SIZES

The Runge-Kutta Method is a numerical


integration technique which provides a
better approximation to the equation of
motion. Unlike the Euler's Method, which
calculates one slope at an interval, the
Runge-Kutta calculates four different slopes
and uses them as weighted averages.
8
EX AMPLE

9
EX AMPLE

10

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