Euler Method

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

http://numericalmethods.eng.usf.
edu

Transforming Numerical Methods Education for STEM

http://numericalmethods.eng.usf.ed
Undergraduates

09/16/16

Euler Method

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.edu

Eulers Method
y

dy
f x, y , y 0 y 0
dx
Slope

Rise
Run

y1 y 0
x1 x0

f x0 , y 0

y1 y 0 f x0 , y 0 x1 x0

y0 f x0 , y0 h
3

True value

x0,y0

y1, Predicted
value

Step size, h
x

Figure 1 Graphical interpretation of the first step of Eulers m

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Eulers Method
y

yi 1 yi f xi , yi h

True Value

h xi 1 xi

yi+1, Predicted value

yi
h
Step size
xi

xi+1

Figure 2. General graphical interpretation of Eulers m

4

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How to write Ordinary

Differential Equation

How does one write a first order differential equation in the form o
dy
f x, y
dx

Example
dy
2 y 1.3e x , y 0 5
dx

is rewritten as
dy
1.3e x 2 y, y 0 5
dx
In this case

f x, y 1.3e x 2 y
5

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Example
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
d
2.2067 10 12 4 81108 , 0 1200 K
dt

Find the temperature at

t 480 seconds using Eulers method. Assume a step size of

h 240 seconds.

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Solution
Step 1:

d
2.2067 10 12 4 81 10 8
dt

f t , 2.2067 10 12 4 81 108

i 1 i f ti , i h
1 0 f t0 , 0 h
1200 f 0,1200 240

1200 2.2067 10 12 1200 4 81108 240

1
7

1200 4.5579 240

106.09 K

is the approximate temperature at t t1 t0 h 0 240 240

240 1 106.09 K

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Solution Cont
Step 2:

For

i 1,

t1 240, 1 106.09

2 1 f t1 , 1 h
106.09 f 240,106.09 240

106.09 2.2067 10 12 106.09 4 81108 240

106.09 0.017595 240
110 .32 K

2 is the approximate temperature at t t2 t1 h 240 240 480

480 2 110 .32 K

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Solution Cont
The exact solution of the ordinary differential equation is given by
the solution of a non-linear equation as

0.92593 ln

300
1.8519 tan 1 0.00333 0.22067 10 3 t 2.9282
300

The solution to this nonlinear equation at t=480 seconds is

(480) 647.57 K

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Comparison of Exact and

Numerical Solutions

Figure 3. Comparing exact and Eulers method

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Effect of step size

Table 1. Temperature at 480 seconds as a function of step size, h

Step, h

(480)

Et

|t|%

480
240
120
60
30

987.81
110.32
546.77
614.97
632.77

1635.4
537.26
100.80
32.607
14.806

252.54
82.964
15.566
5.0352
2.2864

(480) 647.57 K

11

(exact)

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Comparison with exact

results

Figure 4. Comparison of Eulers method with exact solution for different s

12

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Effects of step size on Eulers

Method

Figure 5. Effect of step size in Eulers method.

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Errors in Eulers Method

It can be seen that Eulers method has large errors. This can be
illustrated using Taylor series.
dy
1 d2y
1 d3y
2
3
xi 1 xi

y i 1 y i
x

x
...
i

1
i
i

1
i
2
3
dx xi , yi
2! dx x , y
3! dx x , y
i i
i i

yi 1 yi f ( xi , yi ) xi 1 xi

1
1
2
3
f ' ( xi , yi ) xi 1 xi f ' ' ( xi , yi ) xi 1 xi ...
2!
3!

As you can see the first two terms of the Taylor series
yi 1 yi f xi , yi h are the Eulers method.

The true error in the approximation is given by

Et
14

f xi , yi 2 f xi , yi 3
h
h ...
2!
3!

Et h 2
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Additional Resources
For all resources on this topic such as digital
audiovisual lectures, primers, textbook chapters,
multiple-choice tests, worksheets in MATLAB,
MATHEMATICA, MathCad and MAPLE, blogs,
related physical problems, please visit
http://numericalmethods.eng.usf.edu/topics/eule
r_method.html

THE END
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