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Transforming Numerical Methods Education for STEM
Undergraduates
1/10/2010 http://numericalmethods.eng.usf.edu 1
Euler Method
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Euler’s Method
y
= f ( x, y ), y (0 ) = y 0
dy
True value
dx
y1, Predicted
Rise value
Slope = x0,y0 Φ
Run
y1 − y 0
= Step size, h
x1 − x0
= f ( x0 , y 0 ) x
y1 = y 0 + f ( x0 , y 0 )( x1 − x0 )
Figure 1 Graphical interpretation of the first step of Euler’s method
= y0 + f (x0 , y0 )h
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Euler’s Method
y
yi +1 = yi + f ( xi , yi )h True Value
Φ
yi
h
Step size
x
xi xi+1
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How to write Ordinary Differential
Equation
How does one write a first order differential equation in the form of
= f ( x, y )
dy
dx
Example
+ 2 y = 1.3e − x , y (0 ) = 5
dy
dx
is rewritten as
= 1.3e − x − 2 y, y (0 ) = 5
dy
dx
In this case
f (x, y ) = 1.3e − x − 2 y
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Example
A ball at 1200K is allowed to cool down in air at an ambient temperature
of 300K. Assuming heat is lost only due to radiation, the differential
equation for the temperature of the ball is given by
dθ
dt
( )
= −2.2067 ×10 −12 θ 4 − 81×108 , θ (0 ) = 1200 K
Find the temperature at t = 480 seconds using Euler’s method. Assume a step size of
h = 240 seconds.
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Solution
Step 1:
dθ
dt
(
= −2.2067 × 10 −12 θ 4 − 81× 10 8 )
(
f (t , θ) = −2.2067 × 10 −12 θ 4 − 81× 10 8 )
θ i +1 = θ i + f (ti , θ i )h
θ1 = θ 0 + f (t0 , θ 0 )h
= 1200 + f (0,1200 )240
( (
= 1200 + − 2.2067 ×10 −12 1200 4 − 81× 108 240 ))
= 1200 + (− 4.5579 )240
= 106.09 K
θ1 is the approximate temperature at t = t1 = t0 + h = 0 + 240 = 240
θ (240) ≈ θ1 = 106.09 K
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Solution Cont
Step 2: For i = 1, t1 = 240, θ1 = 106.09
θ 2 = θ1 + f (t1 , θ1 )h
= 106.09 + f (240,106.09 )240
( ( ))
= 106.09 + − 2.2067 × 10 −12 106.09 4 − 81× 108 240
= 106.09 + (0.017595)240
= 110.32 K
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Solution Cont
θ (480) = 647.57 K
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Comparison of Exact and
Numerical Solutions
1400
1200
Temperature, θ(K)
1000
Exact Solution
800
600
400
h=240
200
0
0 100 200 300 400 500
Time, t(sec)
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Effect of step size
Table 1. Temperature at 480 seconds as a function of step size, h
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Comparison with exact results
1500
500
h=120
h=240
0
0 100 200 300 400 500
-500
Tim e, t (sec) h=480
-1000
-1500
Figure 4. Comparison of Euler’s method with exact solution for different step sizes
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Effects of step size on Euler’s
Method
800
400
Temperature,θ(K)
0
0 100 200 300 400 500
-400
Step size, h (s)
-800
-1200
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Errors in Euler’s Method
It can be seen that Euler’s method has large errors. This can be illustrated using
Taylor series.
1 d2y 1 d3y
y i +1 = y i +
dy
(xi +1 − xi ) + 2
( x i +1 − x i )2
+ 3
( x i +1 − x i )3
+ ...
dx xi , yi 2! dx x , y 3! dx x , y
i i i i
2! 3!
As you can see the first two terms of the Taylor series
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od.html
THE END
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