| The Euler method provides the simplest approach for solving ODEs 
              and most of the more sophisticated techniques derive from it. In 
              the Euler approach, the first order differential equation      can be approximated by making small increments in t 
              and assuming that the slope, f(x,t), 
              is nearly constant over those increments. So, beginning at point 
              x0, the 
              next point x1 
              becomes      for small dx, which 
              relates to the increment in dt 
              as      then      
                Repeating for the next point     
                This can be summarized in the finite difference equation: 
                 
                The Euler method assumes that the slope f(xn,tn) 
              evaluated at the point (xn,tn) 
              remains approximately constant over the dt 
              interval to x(n+1). See the demonstration of the Euler Method 
              for the case of an object falling in a constant gravitational field. Latest update: Dec.12.2003  |