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Lecture 14: Numerical Application: Solving Differential Equations

This document discusses numerical methods for solving differential equations. It introduces Euler's method, which is the simplest iterative numerical method. Euler's method takes an initial condition and derivative and calculates successive approximations of the solution by taking small steps of a fixed size. The method works by calculating the slope at each step using the derivative and previous value to estimate the next value along the solution curve.

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Sholpan Sholps
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128 views

Lecture 14: Numerical Application: Solving Differential Equations

This document discusses numerical methods for solving differential equations. It introduces Euler's method, which is the simplest iterative numerical method. Euler's method takes an initial condition and derivative and calculates successive approximations of the solution by taking small steps of a fixed size. The method works by calculating the slope at each step using the derivative and previous value to estimate the next value along the solution curve.

Uploaded by

Sholpan Sholps
Copyright
© Attribution Non-Commercial (BY-NC)
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Lecture 14: Numerical Application

Solving Differential Equations:


Euler’s Method
Using Iteration in Numerical Methods

Numerical integration requires a kind of iteration because we


repeatedly add strips of area to a partial total, until the final
area is found.

However, the word iteration is more specific. It means we start


with a value or a guess and this value changes with every
repetition to approximate a solution.

Numerical Differentiation is one example of an iterative


method.
Solving Differential Equations

Most differential equations can’t be solved analytically and need


numerical approximations. These approximations require:

• the initial conditions (a known point in the solution curve)


• the derivative at that point (known from the equation).

Examples:
d F (x)
f (x, y ) = = 2x
dx
d F (x)
f (x, y ) = = y x 2 cos(x)
dx
Euler’s Method
This is the easiest numerical method for solving differential
equations. We seek the value of the function at a point xN

F (x)

We know the point (x0 , y0 ) and the derivative at that point.


Take a point x1 and find an approximation to y1 on the initial
slope.
Calculate derivative at new point (x1 , y1 ) which defines a new
slope.
Continue until we find an approximation to the function at xN .
Derivation of Euler’s Method

The derivative (slope) is:


∆y ∆y
f (xn , yn ) = h = ∆x
yn+1 −yn
f (xn , yn ) = ∆x

Solving for yn+1 we obtain:

yn+1 = yn + f (xn , yn )∆ x
We can apply this formula to successive points until we reach
desired value of yN .

y1 = y0 + f (x0 , y0 )∆ x
y2 = y1 + f (x1 , y1 )∆ x
y3 = y2 + f (x2 , y2 )∆ x
... = ... + ...
yN = yN−1 + f (xN−1 , yN−1 )∆ x

The answer we get is only an approximation. Its accuracy


depends on N and how far xN is from x0 .

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