Numericalsolutionof1.1TheexplicitEulermethodordinary.pdfVIP

Numerical solution of 1.1 The explicit Euler method ordinary differential equations The ancestor of all the advanced numerical meth- ods in use today was formed by Leonhard Euler Ernst Hairer and Christian Lubich in 1768. On writing down the first terms in the Universit´e de Gen`eve and Universit¨at T¨ubingen Taylor expansion of the solution at t0 and using the prescribed initial value and the differential equation at t = t0 , it is noted that y (t0 + h) = 1 Introduction: Euler methods y (t ) + hy (t ) + · · · = y + hf (t , y ) + · · · . 0 0 0 0 0 Choosing a small step size h 0 and neglecting Ordinary differential equations are ubiquitous in the higher-order terms represented by the dots, science and engineering: in geometry and me- an approximation y to y (t ) at the later time 1 1 chanics from the first examples onwards (New- t1 = t0 + h is obtained by setting ton, Leibniz, Euler, Lagrange), in chemical re- y = y + hf (t , y ). 1 0 0 0 action kinetics, molecular dynamics, electronic circui