For a small step size
, the derivative
is close enough to the ratio
. In the Euler's method, such an approximation
is attempted. To recall, we consider the problem (
).
Let
be the step size and
let
with
. Let
be the approximate value of
at
. We define
The integral on the right hand side is approximated, for sufficiently small value of
and neglecting terms that contain powers of
We illustrate the Euler's method with an example. The example is only for illustration. In
(), we do not need numerical computation at each step as we know the exact
value of the solution. The purpose of the example is to have a feeling for the behaviour of
the error and its estimate. It will be more transparent to look at the percentage of error.
It may throw more light on the propagation of error.
The Euler's algorithm now reads as
See the Tables
We now give a sample flow chart for the Euler's method.
A K Lal 2007-09-12