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Coordinated Calculus

Section 8.3 Euler’s Method

In Section 8.2, we saw how a slope field can be used to sketch solutions to a differential equation. In particular, the slope field is a plot of a large collection of tangent lines to a large number of solutions of the differential equation, and we sketch a single solution by simply following these tangent lines. With a little more thought, we can use this same idea to approximate numerically the solutions of a differential equation.

Example 8.21.

Consider the initial value problem
dydt=12(y+1), y(0)=0.
  1. Use the differential equation to find the slope of the tangent line to the solution y(t) at t=0. Then use the given initial value to find the equation of the tangent line at t=0.
  2. Sketch the tangent line on the axes provided in Figure 8.22 on the interval 0t2 and use it to approximate y(2), the value of the solution at t=2.
    Figure 8.22. Grid for plotting the tangent line.
  3. Assuming that your approximation for y(2) is the actual value of y(2), use the differential equation to find the slope of the tangent line to y(t) at t=2. Then, write the equation of the tangent line at t=2.
  4. Add a sketch of this tangent line on the interval 2t4 to your plot Figure 8.22; use this new tangent line to approximate y(4), the value of the solution at t=4.
  5. Repeat the same step to find an approximation for y(6).

Subsection 8.3.1 Euler’s Method

Example 8.21 demonstrates an algorithm known as Euler’s
 3 
“Euler” is pronounced “Oy-ler.” Among other things, Euler is the mathematician credited with the famous number e; if you incorrectly pronounce his name “You-ler,” you fail to appreciate his genius and legacy.
Method, which generates a numerical approximation to the solution of an initial value problem. In this algorithm, we will approximate the solution by taking horizontal steps of a fixed size that we denote by Δt.
Before explaining the algorithm in detail, let’s remember how we compute the slope of a line: the slope is the ratio of the vertical change to the horizontal change, as shown in Figure 8.23.
In other words, m=ΔyΔt. Solving for Δy, we see that the vertical change is the product of the slope and the horizontal change, or
Δy=mΔt.
Figure 8.23. The role of slope in Euler’s Method.
Now, suppose that we would like to solve the initial value problem
dydt=ty, y(0)=1.
There is an algorithm by which we can find an algebraic formula for the solution to this initial value problem, and we can check that this solution is y(t)=t1+2et. But we are instead interested in generating an approximate solution by creating a sequence of points (ti,yi), where yiy(ti). For this first example, we choose Δt=0.2.
Since we know that y(0)=1, we will take the initial point to be (t0,y0)=(0,1) and move horizontally by Δt=0.2 to the point (t1,y1). Thus, t1=t0+Δt=0.2. Now, the differential equation tells us that the slope of the tangent line at this point is
m=dydt|(0,1)=01=1,
so to move along the tangent line by taking a horizontal step of size Δt=0.2, we must also move vertically by
Δy=mΔt=10.2=0.2.
We then have the approximation y(0.2)y1=y0+Δy=10.2=0.8. At this point, we have executed one step of Euler’s method, as seen graphically in Figure 8.24.
Figure 8.24. One step of Euler’s method.
Now we repeat this process: at (t1,y1)=(0.2,0.8), the differential equation tells us that the slope is
m=dydt|(0.2,0.8)=0.20.8=0.6.
If we move forward horizontally by Δt to t2=t1+Δ=0.4, we must move vertically by
Δy=0.60.2=0.12.
We consequently arrive at y2=y1+Δy=0.80.12=0.68, which gives y(0.2)0.68. Now we have completed the second step of Euler’s method, as shown in Figure 8.25.
Figure 8.25. Two steps of Euler’s method.
If we continue in this way, we may generate the points (ti,yi) shown in Figure 8.26. Because we can find a formula for the actual solution y(t) to this differential equation, we can graph y(t) and compare it to the points generated by Euler’s method, as shown in Figure 8.27.
Figure 8.26. The points and piecewise linear approximate solution generated by Euler’s method.
Figure 8.27. The approximate solution compared to the exact solution (shown in blue).
Because we need to generate a large number of points (ti,yi), it is convenient to organize the implementation of Euler’s method in a table as shown. We begin with the given initial data.
ti yi dy/dt Δy
0.0000 1.0000
From here, we compute the slope of the tangent line m=dy/dt using the formula for dy/dt from the differential equation, and then we find Δy, the change in y, using the rule Δy=mΔt.
ti yi dy/dt Δy
0.0000 1.0000 1.0000 0.2000
Next, we increase ti by Δt and yi by Δy to get
ti yi dy/dt Δy
0.0000 1.0000 1.0000 0.2000
0.2000 0.8000
We continue the process for however many steps we decide, eventually generating a table like Table 8.28.
Table 8.28. Euler’s method for 6 steps with Δt=0.2.
ti yi dy/dt Δy
0.0000 1.0000 1.0000 0.2000
0.2000 0.8000 0.6000 0.1200
0.4000 0.6800 0.2800 0.0560
0.6000 0.6240 0.0240 0.0048
0.8000 0.6192 0.1808 0.0362
1.0000 0.6554 0.3446 0.0689
1.2000 0.7243 0.4757 0.0951

Approximating a solution using Euler’s Method.

Generate a sequence of points (ti,yi) with yiy(ti) as follows:
  • Use the initial value to obtain (t0,y0)
  • Choose a small step size, Δt, and compute t1=t0+Δt
  • Evaluate the slope m=dydt at (t0,y0)
  • Compute Δy=mΔt and find y1 using y1y(t1)=y0+Δy
  • Use (t1,y1) as the initial point to find (t2,y2) using the above steps; Repeat process for as many points as desired.

Example 8.29.

Consider the initial value problem
dydt=2t1, y(0)=0
  1. Use Euler’s method with Δt=0.2 to approximate the solution at ti=0.2,0.4,0.6,0.8, and 1.0. Record your work in the following table, and sketch the points (ti,yi) on the axes provided.
    ti yi dy/dt Δy
    0.0000 0.0000
    0.2000
    0.4000
    0.6000
    0.8000
    1.0000
    Table 8.30. Table for recording results of Euler’s method.
    Figure 8.31. Grid for plotting points generated by Euler’s method.
  2. Find the exact solution to the original initial value problem and use this function to find the error in your approximation at each one of the points ti.
  3. Explain why the value y5 generated by Euler’s method for this initial value problem produces the same value as a left Riemann sum for the definite integral 01(2t1) dt.
  4. How would your computations differ if the initial value was y(0)=1? What does this mean about different solutions to this differential equation?
Hint.
  1. Small hints for each of the prompts above.
Answer.
  1. ti yi dy/dt Δy
    0 0 1 0.2
    0.2 0.2 0.6 0.12
    0.4 0.32 0.2 0.04
    0.6 0.36 0.2 0.04
    0.8 0.32 0.6 0.12
    1.0 0.2 1 0.2
  2. y=t2t, with errors e1=0.04, e2=0.08, e3=0.12, e4=0.16, e5=0.2.
  3. If we first think about how y1 is generated for the initial value problem dydt=f(t)=2t1, y(0)=0, we see that y1=y0+Δtf(t0). Since y0=0, we have y1=Δtf(t0). From there, we know that y2 is given by y2=y1+Δtf(t1). Substituting our earlier result for y1, we see that y2=Δtf(t0)+Δtf(t1). Continuing this process up to y5, we get
    y5=Δtf(t0)+Δtf(t1)+Δtf(t2)+Δtf(t3)+Δtf(t4)
    This is precisely the left Riemann sum with five subintervals for the definite integral 01(2t1) dt.
  4. Solutions to this differential equation all differ by only a constant.
Solution.
  1. Using Euler’s Method with Δt=0.2, we find the results shown in the table and graph below.
    ti yi dy/dt Δy
    0 0 1 0.2
    0.2 0.2 0.6 0.12
    0.4 0.32 0.2 0.04
    0.6 0.36 0.2 0.04
    0.8 0.32 0.6 0.12
    1.0 0.2 1 0.2
  2. The exact solution to the initial value problem dydt=2t1, y(0)=0 is y=t2t, which we find by integrating both sides with respect to t and then applying the fact that y(0)=0 to determine that the integration constant is 0. From here, we can see that the errors are e1=y(0.2)y1=0.04, e2=y(0.4)y2=0.08, e3=y(0.6)y3=0.12, e4=y(0.8)y4=0.16, e5=y(1.0)y5=0.2.
  3. If we first think about how y1 is generated for the initial value problem dydt=f(t)=2t1, y(0)=0, we see that y1=y0+Δtf(t0). Since y0=0, we have y1=Δtf(t0). From there, we know that y2 is given by y2=y1+Δtf(t1). Substituting our earlier result for y1, we see that y2=Δtf(t0)+Δtf(t1). Continuing this process up to y5, we get
    y5=Δtf(t0)+Δtf(t1)+Δtf(t2)+Δtf(t3)+Δtf(t4)
    This is precisely the left Riemann sum with five subintervals for the definite integral 01(2t1) dt.
  4. Since dydt=2t1, the slope of the tangent line depends only on t. Thus, the different initial condition of y(0)=1 simply adds 1 to every value of yi in our computations, which shifts every point we compute by Euler’s Method up by 1 unit. This tells us that the solutions to this differential equation all differ by only a constant. We can see that both in our computations with Euler’s Method and if we solve the differential equation to get y=t2t+C.

Example 8.32.

Consider the differential equation dydt=6yy2.
  1. Sketch the slope field for this differential equation on the axes provided in Figure 8.33.
    Figure 8.33. Grid for plotting the slope field of the given differential equation.
  2. Identify any equilibrium solutions and determine whether they are stable or unstable.
  3. What is the long-term behavior of the solution that satisfies the initial value y(0)=1?
  4. Using the initial value y(0)=1, use Euler’s method with Δt=0.2 to approximate the solution at ti=0.2,0.4,0.6,0.8, and 1.0. Record your results in Table 8.34 and sketch the corresponding points (ti,yi) on the axes provided in Figure 8.35. Note the different horizontal scale on the axes in Figure 8.35 compared to Figure 8.33.
    ti yi dy/dt Δy
    0.0 1.0000
    0.2
    0.4
    0.6
    0.8
    1.0
    Table 8.34. Table for recording results of Euler’s method with Δt=0.2.
    Figure 8.35. Axes for plotting the results of Euler’s method.
  5. What happens if we apply Euler’s method to approximate the solution with y(0)=6?
Hint.
  1. Small hints for each of the prompts above.
Answer.
  1. y=0 or y=6.
  2. The solution will tend to y=6.
  3. ti yi dy/dt Δy
    0.0 1.0000 5.0000 1.0000
    0.2 2.0000 8.0000 1.6000
    0.4 3.6000 8.6400 1.7280
    0.6 5.3280 3.5804 0.7161
    0.8 6.0441 0.2664 0.0533
    1.0 5.9908 0.0551 0.0110
  4. The value of yi=6 for every value of i.
Solution.
  1. The slope field for this differential equation is shown in the following figure.
  2. If y is an equilibrium solution, then y is constant so dydt=0. Solving 0=6yy2, we see that either y=0 or y=6, which is also consistent with what we see in the slope field.
  3. The long-term behavior of the solution that satisfies the initial value y(0)=1 is that the solution will tend to y=6.
  4. Using Euler’s method with Δt=0.2, we approximate the solution of the IVP at ti=0.2,0.4,0.6,0.8, and 1.0 as shown in the following table and figure. We see that our estimates actually jump slightly above the equilibrium solution before being pulled back down.
    ti yi dy/dt Δy
    0.0 1.0000 5.0000 1.0000
    0.2 2.0000 8.0000 1.6000
    0.4 3.6000 8.6400 1.7280
    0.6 5.3280 3.5804 0.7161
    0.8 6.0441 0.2664 0.0533
    1.0 5.9908 0.0551 0.0110
  5. If we apply Euler’s method to approximate the solution with y(0)=6, the value of yi=6 for every value of i since y=6 is an equilibrium solution and the slope of the tangent line will always be 0.

Subsection 8.3.2 The Error in Euler’s Method

Since we are approximating the solutions to an initial value problem using tangent lines, we should expect that the error in the approximation will be smaller when the step size is smaller. Consider the initial value problem
dydt=y, y(0)=1,
whose solution we can easily find.
The question posed by this initial value problem is “what function do we know that is the same as its own derivative and has value 1 when t=0?” It is not hard to see that the solution is y(t)=et. We now apply Euler’s method to approximate y(1)=e using several values of Δt. These approximations will be denoted by EΔt, and we’ll use them to see how accurate Euler’s Method is.
To begin, we apply Euler’s method with a step size of Δt=0.2. In that case, we find that y(1)E0.2=2.4883. The error is therefore
y(1)E0.2=e2.48830.2300.
Repeatedly halving Δt gives the following results, expressed in both tabular and graphical form.
Δt EΔt Error
0.200 2.4883 0.2300
0.100 2.5937 0.1245
0.050 2.6533 0.0650
0.025 2.6851 0.0332
Table 8.36. Errors that correspond to different Δt values.
Figure 8.37. A plot of the error as a function of Δt.
Notice, both numerically and graphically, that the error is roughly halved when Δt is halved. This example illustrates the following general principle.
If Euler’s method is used to approximate the solution to an initial value problem at a point t, then the error is proportional to Δt. That is,
y(t)EΔtKΔt
for some constant of proportionality K.

Subsection 8.3.3 Summary

  • Euler’s method is an algorithm for approximating the solution to an initial value problem by following the tangent lines while we take horizontal steps across the t-axis.
  • If we wish to approximate y(t) for some fixed t by taking horizontal steps of size Δt, then the error in our approximation is proportional to Δt.

Exercises 8.3.4 Exercises

1. A few steps of Euler’s method.

Consider the differential equation y=xy.
Use Euler’s method with Δx=0.1 to estimate y when x=1.4 for the solution curve satisfying
y(1)=1 : Euler’s approximation gives y(1.4)
Use Euler’s method with Δx=0.1 to estimate y when x=2.4 for the solution curve satisfying y(1)=0 : Euler’s approximation gives y(2.4)

2. Using Euler’s method for a solution of y=4y.

Consider the solution of the differential equation y=3y passing through y(0)=0.5.
A. Sketch the slope field for this differential equation, and sketch the solution passing through the point (0,0.5).
B. Use Euler’s method with step size Δx=0.2 to estimate the solution at x=0.2,0.4,,1, using these to fill in the following table. (Be sure not to round your answers at each step!)
x= 0 0.2 0.4 0.6 0.8 1.0
y 0.5
C. Plot your estimated solution on your slope field. Compare the solution and the slope field. Is the estimated solution an over or under estimate for the actual solution?
  • over
  • under
D. Check that y=0.5e3x is a solution to y=3y with y(0)=0.5.

3. Using Euler’s method with different time steps.

Use Euler’s method to solve
dBdt=0.04B
with initial value B=1300 when t=0 .
A. Δt=1 and 1 step: B(1)
B. Δt=0.5 and 2 steps: B(1)
C. Δt=0.25 and 4 steps: B(1)
D. Suppose B is the balance in a bank account earning interest. Be sure that you can explain why the result of your calculation in part (a) is equivalent to compounding the interest once a year instead of continuously. Then interpret the result of your calculations in parts (b) and (c) in terms of compound interest.

4. Using Euler’s method to approximate temperature change.

Newton’s Law of Cooling says that the rate at which an object, such as a cup of coffee, cools is proportional to the difference in the object’s temperature and room temperature. If T(t) is the object’s temperature and Tr is room temperature, this law is expressed at
dTdt=k(TTr),
where k is a constant of proportionality. In this problem, temperature is measured in degrees Fahrenheit and time in minutes.
  1. Two calculus students, Alice and Bob, enter a 70 classroom at the same time. Each has a cup of coffee that is 100. The differential equation for Alice has a constant of proportionality k=0.5, while the constant of proportionality for Bob is k=0.1. What is the initial rate of change for Alice’s coffee? What is the initial rate of change for Bob’s coffee?
  2. What feature of Alice’s and Bob’s cups of coffee could explain this difference?
  3. As the heating unit turns on and off in the room, the temperature in the room is
    Tr=70+10sint.
    Implement Euler’s method with a step size of Δt=0.1 to approximate the temperature of Alice’s coffee over the time interval 0t50. This will most easily be performed using a spreadsheet such as Excel. Graph the temperature of her coffee and room temperature over this interval.
  4. In the same way, implement Euler’s method to approximate the temperature of Bob’s coffee over the same time interval. Graph the temperature of his coffee and room temperature over the interval.
  5. Explain the similarities and differences that you see in the behavior of Alice’s and Bob’s cups of coffee.

5. Accelerated convergence.

We have seen that the error in approximating the solution to an initial value problem is proportional to Δt. That is, if EΔt is the Euler’s method approximation to the solution to an initial value problem at t, then
y(t)EΔtKΔt
for some constant of proportionality K.
In this problem, we will see how to use this fact to improve our estimates, using an idea called accelerated convergence.
  1. We will create a new approximation by assuming the error is exactly proportional to Δt, according to the formula
    y(t)EΔt=KΔt.
    Using our earlier results from the initial value problem dy/dt=y and y(0)=1 with Δt=0.2 and Δt=0.1, we have
    y(1)2.4883=(0.2Ky(1)2.5937=(0.1K.
    This is a system of two linear equations in the unknowns y(1) and K. Solve this system to find a new approximation for y(1). (You may remember that the exact value is y(1)=e=2.71828.)
  2. Use the other data, E0.05=2.6533 and E0.025=2.6851 to do similar work as in (a) to obtain another approximation. Which gives the better approximation? Why do you think this is?
  3. Let’s now study the initial value problem
    dydt=ty, y(0)=0.
    Approximate y(0.3) by applying Euler’s method to find approximations E0.1 and E0.05. Now use the idea of accelerated convergence to obtain a better approximation. (For the sake of comparison, you want to note that the actual value is y(0.3)=0.0408.)

6. The Improved Euler’s Method.

In this problem, we’ll modify Euler’s method to obtain better approximations to solutions of initial value problems. This method is called the Improved Euler’s method.
In Euler’s method, we walk across an interval of width Δt using the slope obtained from the differential equation at the left endpoint of the interval. Of course, the slope of the solution will most likely change over this interval. We can improve our approximation by trying to incorporate the change in the slope over the interval.
Let’s again consider the initial value problem dy/dt=y and y(0)=1, which we will approximate using steps of width Δt=0.2. Our first interval is therefore 0t0.2. At t=0, the differential equation tells us that the slope is 1, and the approximation we obtain from Euler’s method is that y(0.2)y1=1+1(0.2)=1.2.
This gives us some idea for how the slope has changed over the interval 0t0.2. We know the slope at t=0 is 1, while the slope at t=0.2 is 1.2, trusting in the Euler’s method approximation. We will therefore refine our estimate of the initial slope to be the average of these two slopes; that is, we will estimate the slope to be (1+1.2)/2=1.1. This gives the new approximation y(1)=y1=1+1.1(0.2)=1.22.
The first few steps look like what is found in Table 8.38.
Table 8.38. The first several steps of the improved Euler’s method
ti yi Slope at (ti+1,yi+1) Average slope
0.0 1.0000 1.2000 1.1000
0.2 1.2200 1.4640 1.3420
0.4 1.4884 1.7861 1.6372
  1. Continue with this method to obtain an approximation for y(1)=e.
  2. Repeat this method with Δt=0.1 to obtain a better approximation for y(1).
  3. We saw that the error in Euler’s method is proportional to Δt. Using your results from parts (a) and (b), what power of Δt appears to be proportional to the error in the Improved Euler’s Method?