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Euler’s Method

Euler’s Method. Building the function from the derivative. Local Linearity and Approximation. Euler’s Method. Here’s how it works. Suppose we know the value of the derivative of a function at every point and we know the value of the function at one point.

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Euler’s Method

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  1. Euler’s Method Building the function from the derivative

  2. Local Linearity and Approximation

  3. Euler’s Method Here’s how it works. Suppose we know the value of the derivative of a function at every point and we know the value of the function at one point. We can build an approximate graph of the function using local linearity to approximate over and over again. This iterative procedure is called Euler’s Method. Dt

  4. Implementing Euler’s Method What’s needed to get Euler’s method started? • Well, you need a differential equation of the form: • y’ = some expression in t and y • And a point (t0,y0) that lies on the graph of the solution function y = f (t). A smaller step size will lead to more accuracy, but will also take more computations. • Finally, you need a fixed step size • Dt. New t = Old t + Dt New y = Old y + Dy = Old y + (slope at (Old t, Old y)) Dt

  5. For instance, if y’= sin(t2) and (1,1) lies on the graph of y =f (t), then 1000 steps of length .01 yield the following graph of the function f. This graph is the anti-derivative of sin(t2); a function which has no elementary formula!

  6. How do we accomplish this? Suppose that y’ = t sin(y) and (1,1) lies on the graph. Let Dt =.1. New t = Old t + Dt New y = Old y + Dy = Old y + y’(Old t, Old y) Dt

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