Ordinary Differential Equations

Topic: Euler Method

Major: General Engineering

Authors: Autar Kaw, Charlie Barker

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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  y0
 Step size, h
x1  x0
 f  x0 , y 0  x

y1  y0  f x0 , y0 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

h  xi 1  xi yi+1, Predicted value

Φ
yi
h
Step size
x
xi xi+1

Figure 2. General graphical interpretation of Euler’s method

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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
d
dt
 
 2.2067  10 12  4  81 108 , 0  1200 K

Find the temperature at t  480 seconds using Euler’s method. Assume a step size of
h  240 seconds.
d
dt

 2.2067  10 12  4  81 10 8 

f t ,   2.2067 10 12  4  81108 
 i 1   i  f t i ,  i h
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 Solution
Step 1: 1   0  f t 0 ,  0 h

 1200  f 0,1200240

  
 1200   2.2067 10 12 1200 4  81108 240
 1200   4.5579240

 106.09K

1 is the approximate temperature at

t  t1  t 0  h  0  240  240

1  240  106.09K

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 Solution Cont
Step 2: For i  1 , t1  240 , 1  106.09

2  1  f t1,1 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
 110.32K
 2 is the approximate temperature at
t  t 2  t1  h  240  240  480

2   480  110.32K

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 Solution Cont

The exact solution of the ordinary differential equation is given by the

solution of a non-linear equation as
  300
0.92593 ln  1.8519 tan 1 0.00333  0.22067  10 3 t  2.9282
  300

The solution to this nonlinear equation at t=480 seconds is

 (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)

Figure 3. Comparing exact and Euler’s method

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 Effect of step size

Table 1. Temperature at 480 seconds as a function of step size, h

Step h 480 Et |t | %

480 -987.81 1635.4 252.54

240 110.32 537.26 82.964
120 546.78 100.80 15.566
60 614.97 32.607 5.0352
30 632.77 14.806 2.2864

 (480)  647.57 K (exact)

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 Comparison with exact results
1500

1000 Exact solution

Temperature, θ(K)

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

Figure 5. Effect of step size in Euler’s method.

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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

yi 1  yi  f ( xi , yi )  f ' ( xi , yi ) xi 1  xi   f ' ' ( xi , yi ) xi 1  xi   ...

1 2 1 3

2! 3!
As you can see the first two terms of the Taylor series

yi 1  yi  f xi , yi h are the Euler’s method.

The true error in the approximation is given by

f xi , yi  2 f xi , yi  3 Et  h 2
Et  h  h  ...
2! 3!
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