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the idea of local linearity or linear approximation, where we use small tangent lines over a short
distance to approximate the solution to an initial-value problem
The Euler method is a first-order method, which means that the local error (error per step) is
proportional to the square of the step size, and the global error (error at a given time) is proportional
to the step size. The Euler method often serves as the basis to construct more complex methods,
e.g., predictor–corrector method.
The Euler method is named after Leonhard Euler, who treated it in his book Institutionum
calculi integralis (published 1768–1870). ... The Euler method often serves as the basis to
construct more complex methods, e.g., predictor–corrector method.
Ode:
time . We would like to step from A to D. The simple Euler method uses the
ODE to evaluate the slope of the tangent at A. It then steps along the tangent to point
B, which represents the Euler estimate for D. A different exact solution curve passes
through point B as shown, obviously not the same as the exact solution curve passing
through A and D. The problem here is that the solution curve has a large second
derivative, so the local truncation error is large. The slope at A is too steep. A smaller
slope would have been better.
For the modified Euler method, point B is a provisional point. The modified Euler
method evaluates the slope of the tangent at B, as shown, and averages it with the
slope of the tangent at A to determine the slope of the improved step. Averaging is an
improvement because the slope at B is too shallow while the slope at A is too steep.
The line AC represents the modified Euler step with the average slope, leading to the
improved approximation C. Of course, it is still not perfect, and lies on a slightly
different solution curve from the one passing through A and D.