Euler's Method

• Write y/t = f'(t,y)  y = t f'(t,y).

• Start with known values yn at tn (initial values).

• Then yn+1 at tn+1 = tn + h is:

  • yn+1 = yn + h f'(tn,yn)

• h is called the step size.

• Integration is not symmetric: derivative evaluated only at start of step  error term O(h2), from Taylor series. So, Euler's method is first order.

Notes: