Euler’s Method.

: Consider the equation

 
given that Its curve of solution through is show by dotted in Fig. Now we have to find
the ordinate of any other point Q on this curve.

Fig. 1
Let us divide LM into n sub-intervals each of width h at so that h is quite small.
•meets
In the interval we approximate the curve by the tangent at P. If the ordinate through
  this tangent in , then

Let be the curve of solution of (1) through and let its tangent at meet the ordinate
through in . Then

………..(1)
Repeating this process n times, we finally reach on an approximation of MQ given
by

This is Euler’s method of finding an approximate solution of (1).

Obs. In Euler’s method, we approximate the curve of solution by the tangent in each
interval, i.e. by a sequence of short lines. Unless h is small, the error is bound to be
quite significant. This sequence of lines may also deviate considerably from the
curve of solution. As such, the method is very slow and hence there is a modification
of this method which is given in the next section.
Example 1.: Using Euler’s method, find an approximate value of y corresponding to
•  
x = 1, given that
Sol. We take n = 10 and h = 0.1 which is sufficiently small. The various calculations
x y
0.0 1.00 1.00 1.00 + 0.1 (1.00) = 1.10
0.1
0.0 1.10
1.00 1.20
1.00 1.10
1.00 ++ 0.1
0.1 (1.20)
(1.00) == 1.22
1.10
0.2
0.1 1.22
1.10 1.42
1.20 1.22
1.10 + 0.1 (1.20) = 1.36
+ 0.1 (1.42) = 1.22
0.3
0.2 1.36
1.22 1.66
1.42 1.36
1.22 + 0.1 (1.42) = 1.53
+ 0.1 (1.66) = 1.36
0.4
0.3 1.53
1.36 1.93
1.66 1.53
1.36 + 0.1 (1.66) = 1.72
+ 0.1 (1.93) = 1.53
0.5
0.4 1.72
1.53 2.22
1.93 1.72
1.53 + 0.1 (1.93) = 1.94
+ 0.1 (2.22) = 1.72
0.6
0.5 1.94
1.72 2.54
2.22 1.94 +0.1 (2.54) = 2.19
1.72 + 0.1 (2.22) = 1.94
0.7
0.6 2.19
1.94 2.89
2.54 2.19
1.94 ++0.1
0.1 (2.54)
(2.89) == 2.19
2.48
0.8
0.7 2.48
2.19 3.29
2.89 2.48
2.19 ++ 0.1
0.1 (3.29)
(2.89) == 2.81
2.48
0.9
0.8 2.81
2.48 3.71
3.29 2.81
2.48 + 0.1 (3.29) = 3.18
+ 0.1 (3.71) = 2.81
1.0
0.9 3.18
2.81 3.71 2.81 + 0.1 (3.71) = 3.18
1.0 3.18

Thus the required approximate value of y = 3.18.

Example 2.: Given with initial condition y = 1at x = 0; find y for x = 0.1 by
•Euler’s
  method.
Sol. We divide the interval (0 , 0.1) into five step i.e. we take n = 5 and h = 0.02.
The various calculation are arranged as follows:

x y

0.00 1.0000 1.0000 1.0000 + 0.02 (1.0000) = 1.0200

0.02 1.0200 0.9615 1.0200 + 0.02 (0.9615) = 1.0392
0.00
0.04 1.0000
1.0392 1.0000
0926 1.0000
1.0392 ++ 0.02
0.02 (1.0000)
(0.926) == 1.0577
1.0200
0.02
0.06 1.0200
1.0577 0.9615
0.893 1.0200
1.0577++0.02
0.02(0.9615)
(0.893) ==1.0756
1.0392
0.04
0.08 1.0392
1.0756 0926
0.862 1.0392
1.0756 ++ 0.02
0.02 (0.926)
(0.862) == 1.0928
1.0577
0.06
0.10 1.0577
1.0928 0.893 1.0577 + 0.02 (0.893) = 1.0756
0.08 1.0756 0.862 1.0756 + 0.02 (0.862) = 1.0928
0.10 1.0928
Hence the required approximate value of y = 1.0928.
Modified Euler’s Method.: In the Euler’s method, the curve of solution in the
•interval
  is approximated by the tangent at P (Fig. 1) such that at we have
…….(1)

Then the slope of the curve of solution through

is computed and the tangent at to is drawn meeting the ordinate through in

Now we find a better approximation of by taking the slop of the curve as the mean
of the slopes of the tangents at P and i.e.
……….(2)
As the slope of the tangent at is not known, we take as found in (1) by Euler’s
method and insert it on R.H.S. of (2) to obtain the first modified value .
•  
Again (2) is applied and we find a still better value corresponding to as

we repeat this step, till two consecutive values of y agree. This is then taken as the
starting point for the next interval
Once is obtained to desired degree of accuracy, y corresponding to is found from
(1).

and a better approximation is obtained from (2)

We repeat this step until becomes stationary. Then we proceed to calculate as

above and so on.
This is the modified Euler’s method which gives great improvement in accuracy
over the original method.
•x = 0.3, given that
Example 1.: Using modified Euler’s method, find an approximate value of y when

Sol. The various calculation are arranged as follows taking h = 0.1:

x X+y=y Mean slope Old y + 0.1 (mean slope) = new y

0.0 0+1 ----- 1.00 + 0.1 (1.00) = 1.10
0.1 0.1 + 1.1 ½ (1 + 1.2) 1.00 + 0.1 (1.1) = 1.11
0.1 0.1 + 1.11 ½ (1 + 1.21) 1.00 + 0.1 (1.105) = 1.1105
0.1 0.1 + ½ (1 + 1.2105) 1.00 + 0.1 (1.1052) = 1.1105
1.1105
Since last two values are equal, we take y (0.1) = 1.1105.
0.1 1.2105 ----- 1.1105 + 0.1 (1.2105) = 1.2316
0.2 0.2 + ½ (1.12105 + 1.4316) 1.1105 + 0.1 (1.3211) = 1.2426
0.2 1.2316 ½ (1.2105 + 1.4426) 1.1105 + 0.1 (1.3266) = 1.2432
0.2 0.2 + ½ (1.2105 + 1.4432) 1.1105 + 0.1 (1.3268) = 1.2432
1.2426
0.2 +
1.2432
Since last two values are equal, we take y (0.2) = 1.2432
• 0  .2 1.4432
0.3 + 1.3875
-----
½ (1.4432 + 1.6875)
1.2432 + 0.1 (1.4432) = 1.3875
1.2432 + 0.1 (1.5654) = 1.3997
0.3
0.3 0.3 + 1.3997 ½ (1.4432 + 1.6997) 1.2432 + 0.1 (1.5715) = 1.4003
0.3 0.3 + 1.4003 ½ (1.4432 + 1.7003) 1.2432 + 0.1 (1.5718) = 1.4004
0.3 + 1.4004 ½ (1.4432 + 1.7004) 1.2432 + 0.1 (1.5718) = 1.4004
0.3

Since last two values are equal, we take y (0.3) = 1.4004.

Hence y (0.3) = 104004 approximately.

Obs. We obtained the approximate value of y for x = 0.3 to be 1053 whereas by

modified Euler’s method the corresponding value is 1.4003 which is nearer its true
value 1.3997, obtained from its exact solution y = by putting x = 0.3.
Example 2.: Using modified Euler’s method, find y(0.2) and y(0.4) given
•  
Sol. We have
The various calculation are arranged as under:
To calculate y(0.2):

x Mean slope Old y + h (Mean slope = new

y
0.0
0.0 1 ----
---- 0
0 ++ 0.2
0.2 (1)
(1) == 0.2
0.2
0.2
0.2 0.2 + ½
½ (1
(1 ++ 1.4214)
1.4214) == 1.2107
1.2107 0
0 ++ 0.2
0.2 (1.2107)
(1.2107) == 0.2421
0.2421
0.2
0.2 0.2421 + ½
½ (1
(1 ++ 1.4635)
1.4635) == 1.2317
1.2317 0
0 ++ 0.2
0.2 (1.2317)
(1.2317) == 0.2463
0.2463
0.2
0.2 0.2436 + ½
½ (1
(1 ++ 1.4677)
1.4677) == 1.2338
1.2338 0
0 ++ 0.2
0.2 (1.2338)
(1.2338) == 0.2468
0.2468
0.2
0.2 0.2468 + ½
½ (1
(1 ++ 1.4682)
1.4682) == 1.2341
1.2341 0
0 ++ 0.2
0.2 (1.2341)
(1.2341) == 0.2468
0.2468

Since the last two values of y are equal, we take y(0.2) = 0.2468.
To calculate y(0.4):

x Mean slope Old + 0.2 (mean slope) new y

0.2 0.2468 + --- 0.2468 + 0.2 (1.4682) = 0.5404

0.4 0.5404 + ½ (1.4682 + 2.0322) = 1.7502 0.2468 + 0.2 (1.7502) = 0.5968

0.4 0.5968 + ½ (1.4682 + 2.0887) = 17784 0.2468 + 0.2 (1.7784) = 0.6025

0.4 0.6025 + ½ (1.4682 + 2.0943) = 1.78125 0.2468 + 0.2 (1.78125) = 0.6030

0.4 0.6030 + ½ (1.4682 + 2.0949) = 1.7815 0.2468 + 0.2 (1.7815) = 0.6031
0.4 0.6031 + ½ (1.4682 + 2.0949) = 1.7819 0.2468 + 02 (1.7815) = 0.6031

Since the last two value of y are equal, we take y(0.4) = 0.6031
Hence y(0.2) = 0.2468 and y(0.4) = 0.6031 approximately.