Arkansas Tech University

MATH 2924: Calculus II

Dr. Marcel B. Finan
29 Eulers Method
Whenever a mathematical problem is encountered in science or engineering,
which cannot readily or rapidly be solved by a traditional mathematical
method, then a numerical method is usually sought and carried out. In this
section, we study Eulers method for approximating the solution to the initial
value problem
y

= f(t, y), y(t

0
) = y
0
, a < t < b. (1)
Denote the (unique) solution by y(t). Then y(t) satises y

(t) = f(t, y(t)). A

numerical method for solving the initial value problem provides an algo-
rithm for calculating approximate values y
0
, y
1
, y
2
, , y
n
, of the solution
y(t) at a set of points t
0
< t
1
< t
2
< < t
n
< . Usually this is a
step-by-step process.
Eulers Method
Eulers method is a very simple numerical method for solving the rst-order
initial value problem (1). Eulers method can be intuitively derived from
several dierent avenues and, for this reason, is often considered to be the
cornerstone method on which the framework to formulate and discuss sub-
sequent methods is built.
The avenue that we use is a geometrical one, by using the denition of the
derivative. The derivative of y(t
0
) is
y

(t
0
) = lim
h0
y(t
0
+ h) y(t
0
)
h
.
Since y

(t
0
) = f(t
0
, y(t
0
)) then
f(t
0
, y(t
0
)) = lim
h0
y(t
0
+ h) y(t
0
)
h
.
One way of deriving Eulers method comes about by considering the quotient
in this limit to be a good approximation when h is small, that is
f(t
0
, y(t
0
))
y(t
0
+ h) y(t
0
)
h
. (2)
1
Eulers method is derived from Equation (2) by asserting equality in this
approximation and replacing y(t
0
+ h) with the approximation y

(t
0
+ h).
That is,
f(t
0
, y(t
0
)) =
y

(t
0
+ h) y(t
0
)
h
.
Rearranging terms yields the relation
y

(t
0
+ h) = y(t
0
) + hf(t
0
, y(t
0
)) (3)
This is Eulers method approximation to the solution value y(t
0
+ h). (See
Figure 29.1). By letting t
1
= t
0
+h and y
1
= y

(t
1
) the last equation can be
written in the form
y
1
= y
0
+ (t
1
t
0
)f(t
0
, y
0
).
Figure 29.1
Next, we would like to proceed in a similar manner, but we dont have the
value of the solution at t
1
and so we wont know the slope of the tangent
line to the solution at this point. However, since we assumed that y
1
is a
good approximation to y(t
1
) then we can use that to estimate the slope of
the tangent line at t
1
and construct a line through the point (t
1
, y
1
) that has
slope f(t
1
, y
1
). This gives
y = y
1
+ (t t
1
)f(t
1
, y
1
).
Now, to get an approximation to the solution at t = t
2
we will hope that this
new line will be fairly close to the actual solution at t
2
and use the value of
the line at t
2
as an approximation to the actual solution. This gives.
y
2
= y
1
+ (t
2
t
1
)f(t
1
, y
1
).
2
We can continue in this fashion. Use the previously computed approximation
to get the next approximation. So,
y
3
= y
2
+ (t
3
t
2
)f(t
2
, y
2
)
y
4
= y
3
+ (t
4
t
3
)f(t
3
, y
3
)
.
.
.
In general, if we have t
n
and the approximation to the solution at this point,
y
n
, and we want to nd the approximation at t
n+1
all we need to do is use
the following
y
n+1
= y
n
+ (t
n+1
t
n
)f(t
n
, y
n
). (4)
Equation (4) is known as Eulers method.
When implementing Eulers method, we will assume that the step sizes be-
tween the points t
0
, t
1
, t
2
, to a uniform size of h. In other words, we will
often assume that
t
n+1
t
n
= h.
In this case, Equation (4) can be written as
y
n+1
= y
n
+ hf(t
n
, y
n
).
We illustrate Eulers method in the next example.
Example 29.1
Suppose that y(0) = 1 and
dy
dt
= y. Estimate y(0.5) in 5 steps using Eulers
method.
Solution.
The step size is h =
0.50
5
= 0.1. The following chart lists the steps needed:
k t
k
y
k
f(t
k
, y
k
)h
0 0 1 0.1
1 0.1 1.1 0.11
2 0.2 1.21 0.121
3 0.3 1.331 0.1331
4 0.4 1.4641 0.14641
5 0.5 1.61051
Thus, y(0.5) 1.61051. Note that the exact value is y(0.5) = e
0.5
= 1.6487213
3
Figure 29.2
Example 29.2
An investor has a savings account that pays 3.5% interest. The investor
opens the account with $500 and makes an additional deposit of $500 at the
end of each year. Assume the function S(t), which gives the amount in the
savings account after t years, satises the initial value problem
dS
dt
= 0.035S + 500, S(0) = 500.
Use Eulers method to estimate the amount in the account at the end of one
year, using a step size of 0.1.
Solution.
The following chart lists the steps needed:
k t
k
S
k
f(t
k
, S
k
)h
0 0 500 51.75
1 0.1 551.75 51.93
2 0.2 603.68 52.11
3 0.3 655.79 52.30
4 0.4 708.09 52.48
5 0.5 760.57 52.66
6 0.6 813.23 52.85
7 0.7 866.08 53.03
8 0.8 919.11 53.22
9 0.9 972.33 53.40
10 1.0 1025.73
Thus, S(1) $1025.73
Remark 29.1
1. Eulers method approximates the value of the solution at a given point; it
4
does not give an explicit formula of the solution.
2. It can be shown that the error in Eulers method is proportional to
1
n
.
Thus, doubling the number of mesh points will decrease the error by
1
2
.
5