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Welcome class! Today, we are diving into Euler's Method. Can anyone tell me why we might need numerical methods like this?
Is it because some ODEs can't be solved analytically?
Exactly! Euler's Method helps us approximate solutions when analytical methods are too complex. It relies on using the slope to predict the next point.
How do we find that slope?
Great question! The slope is determined by the function \( f(x,y) \). We use the derivative at our current point to estimate the next value.
What happens if we choose a larger step size?
Good point! A larger step size can lead to less accurate results as we are approximating the curve with straight lines.
So remember: smaller step sizes lead to better accuracy but require more computations. Let's get into our example problem!
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For our example, we have \( \frac{dy}{dx} = x + y \), with \( y(0) = 1 \). Who can tell me what \( f(x, y) \) is in this case?
It's \( x + y \)!
Exactly! Now we need to set our initial conditions: \( x_0 = 0 \) and \( y_0 = 1 \). Can anyone explain why we need an initial condition?
We need it to kick off the calculations and have a starting point for the iterations.
Right! Now, let’s apply Euler’s method to compute the first approximate values at \( x = 0.1 \).
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Let’s calculate the first iteration. Using our formula, we calculate \( y_1 \): \[ y_1 = y_0 + h \cdot f(x_0, y_0) \]. What’s \( h \) again?
It's \( 0.1 \)!
Correct! Now we substitute: \( y_1 = 1 + 0.1(0 + 1) \). Can someone finish the calculation?
That makes \( y_1 = 1 + 0.1 = 1.1 \).
Well done! Now let’s move to the second iteration. Who remembers what we do next?
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Now we calculate the second iteration, \( x = 0.2 \). Can anyone write down the formula for \( y_2 \)?
It's \( y_2 = y_1 + h \cdot f(x_1, y_1) \).
Exactly! Let's substitute our values: \( y_2 = 1.1 + 0.1(0.1 + 1.1) \). Can anyone compute \( y_2 \)?
I think \( y_2 = 1.1 + 0.12 = 1.22 \).
Perfect! Now let’s do it for the final iteration, \( x = 0.3 \). What do we get?
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For our last iteration, we calculate: \( y_3 = y_2 + h \cdot f(x_2, y_2) \). What is our \( f(x_2, y_2) \)?
It's \( 0.2 + 1.22 = 1.42 \).
Exactly! So, \( y_3 = 1.22 + 0.1(1.42) = 1.22 + 0.142 = 1.362 \). Great job! Now, what are our final approximate values?
We have \( y(0.1) \approx 1.1, \; y(0.2) \approx 1.22, \; y(0.3) \approx 1.362! \)
Excellent! To summarize, Euler’s method provides a straightforward approach to approximating solutions of ODEs. It involves computing values step by step based on the initial point and given slope. Don’t forget that accuracy can depend on the step size. Well done, everyone!
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The example walks through the step-by-step process of using Euler's method to approximate solutions for a first-order ODE, highlighting iterations and the importance of step size in reaching accurate solutions.
In this section, we discuss an illustrative example of Euler's method by solving the ordinary differential equation (ODE) given by \( \frac{dy}{dx} = x + y \) with the initial condition \( y(0) = 1 \). The task is to compute the approximate values for \( y \) at \( x = 0.1, 0.2, 0.3 \) using a step size of \( h = 0.1 \).
We begin by identifying \( f(x, y) = x + y \) and initializing with \( x_0 = 0 \) and \( y_0 = 1 \). The iterative process is outlined as follows:
Finally, we obtain the approximate values:
- \( y(0.1) \approx 1.1 \)
- \( y(0.2) \approx 1.22 \)
- \( y(0.3) \approx 1.362 \)
This example clearly illustrates the step-by-step nature of Euler's method and highlights its application in numerical solution of ODEs.
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Problem: Use Euler’s method to solve
𝑑𝑦/𝑑𝑥 = 𝑥 + 𝑦, 𝑦(0) = 1
for 𝑥 = 0.1, 0.2, 0.3 using step size ℎ = 0.1
In this example, we are tasked with solving a first-order ordinary differential equation (ODE) using Euler’s method. The ODE we have is written as 𝑑𝑦/𝑑𝑥 = 𝑥 + 𝑦, which describes how the variable 𝑦 changes with respect to the variable 𝑥. We know the initial condition, 𝑦(0) = 1, which means that when 𝑥 is 0, the value of 𝑦 is 1. We want to estimate the values of 𝑦 at three points: 0.1, 0.2, and 0.3, using a small step size ℎ of 0.1.
Think of this setup as tracking the height of a plant that grows based on both its current height and the amount of sunlight it received (this is analogous to the term 𝑥 + 𝑦). You start measuring its height at time 0 (when it's 1 meter tall) and want to predict its height after 1 minute, 2 minutes, and 3 minutes while considering how tall it grows over each minute.
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Step 1: First iteration (x = 0.1)
𝑦 = 𝑦 + ℎ ⋅ 𝑓(𝑥 ,𝑦 ) = 1 + 0.1(0 + 1) = 1 + 0.1 = 1.1
In the first iteration, we start at the initial point where 𝑥 = 0 and 𝑦 = 1. We apply Euler’s method to estimate the value of 𝑦 at the next point 𝑥 = 0.1. We calculate the slope using the function 𝑓(𝑥, 𝑦) = 𝑥 + 𝑦. For 𝑥 = 0 and 𝑦 = 1, this gives us 𝑓(0, 1) = 0 + 1 = 1. We then plug this into the Euler formula: 𝑦 = 1 + 0.1 * 1, which results in 𝑦 = 1.1.
Imagine you took a small step outside your house, and you measured the change in height of the plant. If the plant is currently 1 meter tall and grows 10 centimeters because of the sunlight at that moment, you can predict its new height (1.1 meters) after that minute.
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Step 2: Second iteration (x = 0.2)
𝑦 = 𝑦 + ℎ⋅𝑓(𝑥 ,𝑦 ) = 1.1 + 0.1(0.1 + 1.1) = 1.1 + 0.1(1.2) = 1.1 + 0.12 = 1.22
In the second iteration, we now start with our newly calculated value of 𝑦 = 1.1 at 𝑥 = 0.1. We calculate the slope again using 𝑓(𝑥, 𝑦) with our current values: 𝑓(0.1, 1.1) = 0.1 + 1.1 = 1.2. We apply this to the Euler formula: 𝑦 = 1.1 + 0.1 * 1.2, which results in 𝑦 ≈ 1.22.
Continuing to observe your plant, you check its height again after the second minute. It's now 1.1 meters, and with the sunlight still working its magic, it grows an additional 12 centimeters, resulting in a new height of approximately 1.22 meters.
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Step 3: Third iteration (x = 0.3)
𝑦 = 𝑦 + ℎ ⋅ 𝑓(𝑥 ,𝑦 ) = 1.22 + 0.1(0.2 + 1.22) = 1.22 + 0.1(1.42) = 1.22 + 0.142 = 1.362
For the third iteration, we now take our latest found value of 𝑦 = 1.22 when 𝑥 = 0.2. Again, we compute the slope: 𝑓(0.2, 1.22) = 0.2 + 1.22 = 1.42. Using the Euler formula, we calculate 𝑦 = 1.22 + 0.1 * 1.42, leading to 𝑦 ≈ 1.362.
You take another peek at your growing plant after three minutes. With the plant now at around 1.22 meters, it absorbs even more sunlight and stretches to approximately 1.362 meters tall. This growth demonstrates how changes compound over time.
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Final Approximate Values:
• 𝑦(0.1) ≈ 1.1
• 𝑦(0.2) ≈ 1.22
• 𝑦(0.3) ≈ 1.362
After performing the three iterations using Euler's method, we arrive at our approximate values for 𝑦 at the specified points. Our final results show that 𝑦 is approximately 1.1 when 𝑥 = 0.1, about 1.22 at 𝑥 = 0.2, and approximately 1.362 when 𝑥 = 0.3. These values give us a numerical approximation of how 𝑦 changes as we increment 𝑥.
In the end, just like measuring the height of your growing plant at different intervals, you've collected approximations of its height at each moment (0.1 meters, 0.2 meters, and 0.3 meters), highlighting how it has steadily grown over time.
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Key Concepts
Step-by-step approximation: Euler's method computes the next value based on the current value and slope derived from the ODE.
Dependent variable estimation: The method allows estimation of dependent variables at specific intervals based on the initial condition.
See how the concepts apply in real-world scenarios to understand their practical implications.
Using the ODE \( \frac{dy}{dx} = x + y \) with an initial condition of \( y(0) = 1 \), we can estimate values step by step using Euler's method.
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Euler's method, so neat and bright, step by step, it guides us right.
Imagine creating a staircase using Euler’s method: each step helps you climb closer to your solution, one step at a time.
For Euler's method: Slope, Step, Solve - Remember: find the slope, take a step, and then solve for the next value.
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Review the Definitions for terms.
Term: Ordinary Differential Equation (ODE)
Definition:
An equation relating a function with its derivatives. Often used to describe dynamic systems.
Term: Euler's Method
Definition:
A numerical technique for approximating solutions to first-order ordinary differential equations.
Term: Step Size (h)
Definition:
The interval at which we calculate the values of the dependent variable in numerical methods.
Term: Initial Condition
Definition:
The value of the dependent variable at a specific point, necessary to begin iterative methods.