Calculus/Euler's Method

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Euler's Method

Euler's Method is a method for estimating the value of a function based upon the values of that function's first derivative.

The general algorithm for finding a value of is:

where f is . In other words, the new value, , is the sum of the old value and the step size times the change, .

You can think of the algorithm as a person traveling with a map: Now I am standing here and based on these surroundings I go that way 1 km. Then, I check the map again and determine my direction again and go 1 km that way. I repeat this until I have finished my trip.

The Euler method is mostly used to solve differential equations of the form

Examples[edit]

A simple example is to solve the equation:

This yields and hence, the updating rule is:

Step size is used here.

The easiest way to keep track of the successive values generated by the algorithm is to draw a table with columns for .

The above equation can be e.g. a population model, where y is the population size and x is time.

← Optimization Calculus Differentiation/Applications of Derivatives/Exercises →
Euler's Method