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Euler Method
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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

            Tech
Arithmetic Ops
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FP : Overview
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Differential Eq.
Euler Method
  
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