6.6 Euler's Method

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6.6 Euler’s Method Leonhard Euler made a huge number of contributions to mathematics, almost half after he was totally blind. (When this portrait was made he had already lost most of the sight in his right eye.) Leonhard Euler 1707 - 1783 Greg Kelly, Hanford High School, Richland, Washington It was Euler who originated the following notations: f x (function notation) e (base of natural log) (pi) i 1 (summation) y (finite change) Leonhard Euler 1707 - 1783 There are many differential equations that can not be solved. We can still find an approximate solution. Goal: to find an approximate solution curve for a differential equation that can’t be solved exactly. dy Notation update: f(,) x y dx Recall our Linearization formula (with new notation): L( x ) y y0 f ( x 0 , y 0 )( x x 0 ) Logic: Starting with an initial point (that is given), use linearizations (tangent lines) to find subsequent points on the approximate solution curve. y f( x0 ) f ( x 0 , y 0 )( x x 0 ) y1 y 0 f( x 0 , y 0 )( x 1 x 0 ) y1 y 0 f(,) x 0 y 0 dx y2 y 1 f(,) x 1 y 1 dx yn1 y n f(,) x n y n dx The procedure is known as Euler’s Method x0 x1 x2 x3 x4 dy Example: 1 y , y (0) 1, dx .1 dx x y The program EULER will generate the entire table for a specified number of steps – try it now for the same problem with 5 steps. The program EULER will generate the entire table for a specified number of steps – try it now for the same problem with 5 steps. The actual solution curve is y = 2ex – 1. Graph this along with the approximate solution from EULER. Draw the slope field for the same differential equation to see how the approximate solution and the actual solution compare to the slope field (keep the same window from when you used EULER.) Example: Approximate f(-1) using Euler’s Method and two steps of equal size. dy 2x 3 y , y (0) 1 x y dx .

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Introduction to Differential Equations
Introduction to Differential Equations Lecture notes for MATH 2351/2352 Jeffrey R. Chasnov k kK m m x1 x2 The Hong Kong University of Science and Technology The Hong Kong University of Science and Technology Department of Mathematics Clear Water Bay, Kowloon Hong Kong Copyright ○c 2009–2016 by Jeffrey Robert Chasnov This work is licensed under the Creative Commons Attribution 3.0 Hong Kong License. To view a copy of this license, visit http://creativecommons.org/licenses/by/3.0/hk/ or send a letter to Creative Commons, 171 Second Street, Suite 300, San Francisco, California, 94105, USA. Preface What follows are my lecture notes for a ﬁrst course in differential equations, taught at the Hong Kong University of Science and Technology. Included in these notes are links to short tutorial videos posted on YouTube. Much of the material of Chapters 2-6 and 8 has been adapted from the widely used textbook “Elementary differential equations and boundary value problems” by Boyce & DiPrima (John Wiley & Sons, Inc., Seventh Edition, ○c 2001). Many of the examples presented in these notes may be found in this book. The material of Chapter 7 is adapted from the textbook “Nonlinear dynamics and chaos” by Steven H. Strogatz (Perseus Publishing, ○c 1994). All web surfers are welcome to download these notes, watch the YouTube videos, and to use the notes and videos freely for teaching and learning. An associated free review book with links to YouTube videos is also available from the ebook publisher bookboon.com. I welcome any comments, suggestions or corrections sent by email to [email protected].
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3 Runge-Kutta Methods
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Runge-Kutta Scheme Takes the Form   K1 = Hf (Tn, Yn);  K2 = Hf (Tn + Αh, Yn + Βk1); (5.11)   Yn+1 = Yn + A1k1 + A2k2
Approximate integral using the trapezium rule: h Y (t ) ≈ Y (t ) + [f (t ; Y (t )) + f (t ; Y (t ))] ; t = t + h: n+1 n 2 n n n+1 n+1 n+1 n Use Euler's method to approximate Y (tn+1) ≈ Y (tn) + hf (tn; Y (tn)) in trapezium rule: h Y (t ) ≈ Y (t ) + [f (t ; Y (t )) + f (t ; Y (t ) + hf (t ; Y (t )))] : n+1 n 2 n n n+1 n n n Hence the modified Euler's scheme 8 K1 = hf (tn; yn) > h <> y = y + [f (t ; y ) + f (t ; y + hf (t ; y ))] , K2 = hf (tn+1; yn + K1) n+1 n 2 n n n+1 n n n > K1 + K2 :> y = y + n+1 n 2 5.3.1 Modified Euler Method Numerical solution of Initial Value Problem: dY Z tn+1 = f (t; Y ) , Y (tn+1) = Y (tn) + f (t; Y (t)) dt: dt tn Use Euler's method to approximate Y (tn+1) ≈ Y (tn) + hf (tn; Y (tn)) in trapezium rule: h Y (t ) ≈ Y (t ) + [f (t ; Y (t )) + f (t ; Y (t ) + hf (t ; Y (t )))] : n+1 n 2 n n n+1 n n n Hence the modified Euler's scheme 8 K1 = hf (tn; yn) > h <> y = y + [f (t ; y ) + f (t ; y + hf (t ; y ))] , K2 = hf (tn+1; yn + K1) n+1 n 2 n n n+1 n n n > K1 + K2 :> y = y + n+1 n 2 5.3.1 Modified Euler Method Numerical solution of Initial Value Problem: dY Z tn+1 = f (t; Y ) , Y (tn+1) = Y (tn) + f (t; Y (t)) dt: dt tn Approximate integral using the trapezium rule: h Y (t ) ≈ Y (t ) + [f (t ; Y (t )) + f (t ; Y (t ))] ; t = t + h: n+1 n 2 n n n+1 n+1 n+1 n Hence the modified Euler's scheme 8 K1 = hf (tn; yn) > h <> y = y + [f (t ; y ) + f (t ; y + hf (t ; y ))] , K2 = hf (tn+1; yn + K1) n+1 n 2 n n n+1 n n n > K1 + K2 :> y = y + n+1 n 2 5.3.1 Modified Euler Method Numerical solution of Initial Value Problem: dY Z tn+1 =
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P698.TP.indd 1 9/8/09 5:23:37 PM This page intentionally left blank Lokenath Debnath The University of Texas-Pan American, USA Imperial College Press ICP P698.TP.indd 2 9/8/09 5:23:39 PM Published by Imperial College Press 57 Shelton Street Covent Garden London WC2H 9HE Distributed by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library. THE LEGACY OF LEONHARD EULER A Tricentennial Tribute Copyright © 2010 by Imperial College Press All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or mechanical, including photocopying, recording or any information storage and retrieval system now known or to be invented, without written permission from the Publisher. For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to photocopy is not required from the publisher. ISBN-13 978-1-84816-525-0 ISBN-10 1-84816-525-0 Printed in Singapore. LaiFun - The Legacy of Leonhard.pmd 1 9/4/2009, 3:04 PM September 4, 2009 14:33 World Scientific Book - 9in x 6in LegacyLeonhard Leonhard Euler (1707–1783) ii September 4, 2009 14:33 World Scientific Book - 9in x 6in LegacyLeonhard To my wife Sadhana, grandson Kirin,and granddaughter Princess Maya, with love and affection.
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