Existence and Uniqueness Theorem 1: Given the initial value problem
y 0 + p(t)y = g(t), y(t0 ) = y0 ,
if the functions p(t) and g(t) are continuous on an open interval I = (a, b) containing the point t0 , then there exists a unique solution to the IVP defined on the interval I.
Eulers Method: Consider the IVP
y 0 = f (t, y), y(t0 ) = y0 . Let h = tn+1 tn be the step size. One step of Eulers method is yn+1 = yn + f (tn , yn ) h. The value of yn is an approximation to the solution of the DE at time tn .