The Euler Method is important in concept for it points the way of solving ODE by marching a small step at a time

on the right-hand-side to approximate the "derivative" on the left-hand-side. To solve a first order ODE

= f(x,y)

Given the initial condition y(x0)=y0 and pick the marching step h and

= hf(xn,yn)  +

+ O(

However, because of high inaccuracy this method has limited practical usage.

The Modified Euler Method, improves the Euler method by adding a midpoint in the step which increases the accuracy by one order. To solve a first order ODE

= f(x,y)

Given the initial condition y(x0)=y0 and pick the marching step h and

= h f( = h f( 

 +

)  , + + O( ) )

The previous method is more accurate than classical Euler method because it uses the derivative in the middle of an interval h. Now if one uses the derivative in the third forth of an interval h, Second-Order Runge-Kutta Method is derived which is clearly more accurate that the modified euler method. This can be summarized as follow:

= h f( = h f( 

  +

) , + ) + O( )

The Fourth-Order Runge-Kutta Method is by far the ODE solving method most often used. It can be summarized as follows To solve a first order ODE

= f(x,y)

Given the initial condition y(x0)=y0 and pick the marching step h and

 = h f( = h f( = h f(  )  ,  , + + ) )

= h f(  +

, (

)    + O( )

In order to calculate v* and u*, according to the definition provided in the project, we have

v*= ( f ( )-f( ) ) u*=f ( )

As stated above, u* is equal to f . Thus, we have just plotted f which is equivalent to u*.