Euler Method with MATLAB

The Euler method is a simple numerical method for approximating solutions to ordinary differential equations (ODEs). It works by approximating the solution at each time step using the slope of the tangent line at the current point.

The basic idea is to start with an initial value for the solution at a given time, and then approximate the solution at the next time step using the current value and the slope of the tangent line at that point. This slope is approximated using the derivative of the function at that point. The approximation is then used as the current value for the next time step, and the process is repeated until the desired time has been reached.

The Euler method is an example of a “first-order” method because the error in the approximation is proportional to the size of the time step used. Therefore, the accuracy of the method can be improved by using smaller time steps. However, this also increases the computational cost of the method.

Here is the formula for the Euler method:

y_{n+1} = y_n + hf(t_n, y_n)

where y_n is the approximation of the solution at time t_n, h is the time step, and f(t_n, y_n) is the derivative of the function at time t_n and y_n.

While the Euler method is a simple and straightforward method, it can produce inaccurate results for certain types of differential equations, particularly those with stiff behavior or rapidly changing behavior. In these cases, more advanced numerical methods, such as Runge-Kutta methods, are typically used.

Euler Method with MATLAB

Here is an implementation of the Euler method in MATLAB for solving a first-order ODE:

% Define the function f(t,y)
function dydt = f(t,y)
    dydt = t - y;

% Define the initial condition and time range
y0 = 0;
tspan = [0 1];

% Define the step size
h = 0.1;

% Initialize arrays to store the solution
t = tspan(1):h:tspan(2);
y = zeros(size(t));
y(1) = y0;

% Implement Euler's method
for n = 1:length(t)-1
    y(n+1) = y(n) + h*f(t(n), y(n));

% Plot the solution
plot(t, y, 'o-', 'LineWidth', 2)
title('Euler Method Solution')

In this example, we are solving the differential equation ‘dy/dt = t - y‘ with the initial condition ‘y(0) = 0‘ on the interval ‘[0,1]‘. We choose a step size ‘h=0.1‘ and use the Euler method to compute the solution. Finally, we plot the solution using MATLAB ‘plot‘ function.