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    Modified Euler Method

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    SaiVenkat
    The document describes the modified Euler method for numerically solving ordinary differential equations. The modified Euler method is an improvement over the Euler method as it uses the average slope over each interval rather than the slope at a single point. It first predicts the solution at the next time step using the Euler method, then computes a corrected solution using the average of the slopes at the start and end of the interval. This results in an error term of O(h^3), better than the Euler method's O(h). The document provides the algorithm and works through an example problem to demonstrate the method.

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    © All Rights Reserved
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    Modified Euler Method

    Uploaded by

    SaiVenkat
    782 views5 pages
    The document describes the modified Euler method for numerically solving ordinary differential equations. The modified Euler method is an improvement over the Euler method as it uses the average slope over each interval rather than the slope at a single point. It first predicts the solution at the next time step using the Euler method, then computes a corrected solution using the average of the slopes at the start and end of the interval. This results in an error term of O(h^3), better than the Euler method's O(h). The document provides the algorithm and works through an example problem to demonstrate the method.

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    modified euler method for solving series solutions of differential equations

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    modified euler method

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    The document describes the modified Euler method for numerically solving ordinary differential equations. The modified Euler method is an improvement over the Euler method as it uses the average slope over each interval rather than the slope at a single point. It first predicts the solution at the next time step using the Euler method, then computes a corrected solution using the average of the slopes at the start and end of the interval. This results in an error term of O(h^3), better than the Euler method's O(h). The document provides the algorithm and works through an example problem to demonstrate the method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    782 views5 pages

    Modified Euler Method

    Uploaded by

    SaiVenkat
    The document describes the modified Euler method for numerically solving ordinary differential equations. The modified Euler method is an improvement over the Euler method as it uses the average slope over each interval rather than the slope at a single point. It first predicts the solution at the next time step using the Euler method, then computes a corrected solution using the average of the slopes at the start and end of the interval. This results in an error term of O(h^3), better than the Euler method's O(h). The document provides the algorithm and works through an example problem to demonstrate the method.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 5

    Module1: Numerical Solution of Ordinary Differential Equations

    Lecture 3
    Modified Euler Method

    Keywords: Euler method, local truncation error, rounding error

    Modified Euler Method: Better estimate for the solution than Euler method is expected
    if average slope over the interval (t0,t1) is used instead of slope at a point. This is being

    used in modified Euler method. The solution is approximated as a straight line in the
    interval (t0,t1) with slope as arithmetic average at the beginning and end point of the
    interval.

    y1c
    y1p
    y0
    t0
    t1

    Fig1.3 Schematic Diagram for Modified Euler Method


    Accordingly, y1 is approximated as

    y(t1 ) y1 = y0 + h

    (y0 + y1 )
    (f(t ,y(t 0 ) + f(t1,y(t1 ))
    y0 + h 0
    2
    2

    However the value of y( t1) appearing on the RHS is not known. To handle this, the
    value of y1p is first predicted by Euler method and then the predicted value is used in
    (1.6) to compute y1 from which a better approximation y1c to y1 can be obtained:
    y1,p y 0 h f(t 0 , y 0 )

    y1c y 0 h

    f(t 0 ,y 0 ) f(t1,y1,p )
    2

    The solution at tk+1 is computed as


    y k 1,p y k h f(t k , y k )

    y k 1 y k h

    f(t k ,y k ) f(t k 1, y k 1,p )


    2

    In the fig (1.3), observe that black dotted line indicates the slope f(t0,y(t0)) of the solution
    curve at t0, red line indicates the slope f(t1,y(t1)), at the end point t1. Since the solution at
    end point y(t1) is not known at the moment, its approximation y1p as obtained from Euler

    method is used. The blue line indicates the average slope. Accordingly, y1 is a better
    estimate than y1p. The method is also known as Heuns Method.

    Algorithm 2 For numerical solution by Modified Euler method


    Step 0 [initialization] k=0, h=(b-t0 )/n , y(tk)=yk,
    Step 1 [predict solution] y k 1,p y k h f(t k , y k )
    Step 2 [correct solution] y k 1 y k h
    Step 3 [increment]

    f(t k ,y k ) f(t k 1, y k 1,p )


    2

    tk+1=tk+h, k=k+1

    Step 4 [check for continuation] if k< n go to step 1


    Step 5 [termination]

    stop

    Example 1.4: Solve the IVP in the interval (0.0, 2.0) using Modified Euler method with
    step size h=0.2
    dy
    y 2t 2 1 ;y(0) 0.5
    dt

    Solution: The computations are shown in the Table 1.2.


    To compute local truncation error consider
    y(t k h) y(t k ) h y(t k )

    h2
    h3
    y(t k ) y( ), (t k ,tk h)
    2
    6

    Replacing second derivative by finite difference gives


    y(t k h) y(t k ) h y(t k )

    h2 y(t k 1 ) y(t k ) h3
    (
    ) y( ), (t k ,t k h)
    2
    h
    6

    (1.6)

    Further simplification gives local truncation error of modified Euler formula as O(h3):
    h
    h3

    y(t k h) y(t k ) ( y (t k ) y (t k 1 )) y( ), (t k ,t k h)
    2
    6

    The FGE in this method is of order h2. This means that halving the step size will reduce
    the error by 25%.

    y0

    f(t0,y0)

    t1

    y1p

    f(t1,y1p)

    y1c

    0.5

    1.5

    0.2

    0.8

    1.72

    0.822

    0.2

    0.822

    1.742

    0.4

    1.1704

    1.8504

    1.18124

    0.4

    1.18124

    1.86124

    0.6

    1.553488

    1.833488

    1.550713

    0.6

    1.550713

    1.830713

    0.8

    1.916855

    1.636855

    1.89747

    0.8

    1.89747

    1.61747

    2.220964

    1.220964

    2.181313

    2.181313

    1.181313

    1.2

    2.417576

    0.537576

    2.353202

    1.2

    2.353202

    0.473202

    1.4

    2.447842

    -0.47216

    2.353306

    1.4

    2.353306

    -0.56669

    1.6

    2.239967

    -1.88003

    2.108634

    1.6

    2.108634

    -2.01137

    1.8

    1.70636

    -3.77364

    1.530133

    1.8

    1.530133

    -3.94987

    0.740159

    -6.25984

    0.509162

    0.509162

    -6.49084

    2.2

    -0.78901

    -9.46901

    -1.08682

    Table 1.2 Modified Euler Method Example 1.4


    [Reference excel sheet modified-euler.xlsx]
    The Euler method and Modified Euler methods are explicit single step methods as they
    need to know the solution at a single step. It may be observed that the Euler method is
    derived by replacing derivative by forward difference:
    dy
    dt

    t tk

    y k 1 y k
    O(h)
    h

    The central and backward difference approximation can also be used to give single step
    methods
    dy
    dt

    t tk

    y k y k 1
    O(h)
    h

    or

    dy
    dt

    t tk

    y k 1 y k 1
    O(h2 )
    2h

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