Euler Method

Major: All Engineering Majors

Authors: Autar Kaw, Charlie Barker

http://numericalmethods.eng.usf.edu
Transforming Numerical Methods Education for STEM
Undergraduates

10/28/2015

http://numericalmethods.eng.usf.edu

Euler Method

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Eulers Method
y

dy
f x, y , y0 y0
dx
Slope

Rise
Run

y1 y 0
x1 x0

f x0 , y 0

y1 y0 f x0 , y0 x1 x0

y0 f x0 , y0 h
3

True value

x0,y0

y1, Predicted
value

Step size, h
x

Figure 1 Graphical interpretation of the first step of Eulers method

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Eulers Method
y

yi 1 yi f xi , yi h

True Value

h xi 1 xi

yi+1, Predicted value

yi
h

Step size

xi

xi+1

Figure 2. General graphical interpretation of Eulers method

4

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How to write Ordinary Differential

Equation
How does one write a first order differential equation in the form of
dy
f x, y
dx

Example
dy
2 y 1.3e x , y0 5
dx

is rewritten as
dy
1.3e x 2 y, y0 5
dx
In this case

f x, y 1.3e x 2 y
5

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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
2.2067 1012 4 81108 , 0 1200 K
dt

Find the temperature at

t 480 seconds using Eulers method. Assume a step size of

h 240 seconds.

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Solution
Step 1:

d
2.2067 10 12 4 81108
dt

f t , 2.2067 10 12 4 81108

i 1 i f ti , i h
1 0 f t0 , 0 h

1200 f 0,1200240

1200 2.2067 10 12 1200 4 81108 240

1200 4.5579 240

1
7

106.09 K

is the approximate temperature at t t1 t0 h 0 240 240

240 1 106.09K

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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 240,106.09240

106.09 2.2067 10 12 106.09 4 81108 240

106.09 0.017595240
110.32 K

2 is the approximate temperature at t t2 t1 h 240 240 480

480 2 110.32K

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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

0.92593 ln

300
1.8519 tan 1 0.00333 0.22067 103 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
Temperature, (K)

1400
1200
1000
Exact Solution
800
600
400

h=240

200
0
0

100

200

300

400

500

Time, t(sec)

Figure 3. Comparing exact and Eulers 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
240
120
60
30

987.81
110.32
546.77
614.97
632.77

1635.4
537.26
100.80
32.607
14.806

252.54
82.964
15.566
5.0352
2.2864

(480) 647.57 K

11

(exact)

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Comparison with exact results

Temperature, (K)

1500
1000

Exact solution

500

h=120

h=240

0
0
-500

100

200

Tim e, t (sec)

300

400

500

h=480

-1000
-1500

Figure 4. Comparison of Eulers method with exact solution for different step sizes
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Effects of step size on Eulers

Method
Temperature,(K)

800
400
0
0

100

200

300

400

500

-400

Step size, h (s)

-800
-1200

Figure 5. Effect of step size in Eulers method.

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Errors in Eulers Method

It can be seen that Eulers method has large errors. This can be illustrated using
Taylor series.
dy
1 d2y
1 d3y
2
3
xi 1 xi

yi 1 yi
x

x
...
i

1
i
i

1
i
2
3
dx xi , yi
2! dx x , y
3! dx x , y
i

yi 1 yi f ( xi , yi )xi 1 xi

1
1
2
3
f ' ( xi , yi )xi 1 xi f ' ' ( xi , yi )xi 1 xi ...
2!
3!

As you can see the first two terms of the Taylor series
yi 1 yi f xi , yi h are the Eulers method.

The true error in the approximation is given by

Et
14

f xi , yi 2 f xi , yi 3
h
h ...
2!
3!

Et h 2
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Additional Resources
For all resources on this topic such as digital audiovisual
lectures, primers, textbook chapters, multiple-choice
tests, worksheets in MATLAB, MATHEMATICA, MathCad
and MAPLE, blogs, related physical problems, please
visit
http://numericalmethods.eng.usf.edu/topics/euler_meth
od.html

THE END
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