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Unformatted text preview: Ch 2.7: Numerical Approximations: Euler’s Method Recall that a first order initial value problem has the form If f and ∂ f / ∂ y are continuous, then this IVP has a unique solution y = φ ( t ) in some interval about t . When the differential equation is linear, separable or exact, we can find the solution by symbolic manipulations. However, the solutions for most differential equations of this form cannot be found by analytical means. Therefore it is important to be able to approach the problem in other ways. ) ( ), , ( y t y y t f dt dy = = Direction Fields For the first order initial value problem we can sketch a direction field and visualize the behavior of solutions. This has the advantage of being a relatively simple process, even for complicated equations. However, direction fields do not lend themselves to quantitative computations or comparisons. , ) ( ), , ( y t y y t f y = = ′ Numerical Methods For our first order initial value problem an alternative is to compute approximate values of the solution y = φ ( t ) at a selected set of tvalues. Ideally, the approximate solution values will be accompanied by error bounds that ensure the level of accuracy. There are many numerical methods that produce numerical approximations to solutions of differential equations, some of which are discussed in Chapter 8. In this section, we examine the tangent line method , which is also called Euler’s Method . , ) ( ), , ( y t y y t f y = = ′ Euler’s Method: Tangent Line Approximation For the initial value problem we begin by approximating solution y = φ ( t ) at initial point t . The solution passes through initial point ( t , y ) with slope f ( t , y ). The line tangent to solution at initial point is thus The tangent line is a good approximation to solution curve on an interval short enough. Thus if t 1 is close enough to t , we can approximate φ ( t 1 ) by ( 29 ( 29 , t t y t f y y + = , ) ( ), , ( y t y y t f y = = ′ ( 29 ( 29 1 1 , t t y t f y y + = Euler’s Formula For a point t 2 close to t 1 , we approximate φ ( t 2 ) using the line passing through (...
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This note was uploaded on 04/11/2011 for the course MECHANICAL MAT 219 taught by Professor Benjaminwalter during the Fall '10 term at Middle East Technical University.
 Fall '10
 BenjaminWalter

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