MTH 343 · 5.2 Euler's method

Euler's Method Lab

Choose a problem and the number of steps N. See what halving h does to the error, and use the error bound of Theorem 5.9 to choose N for a target error, as on slide 12.

From the slides
Exercise Set 5.2 (9th edition)

Each problem starts with the h of its exercise.

Selected problem

Exact value y(b) —
Euler's method wN —
Absolute error |y(b) − wN| —
Error bound at t = b (Theorem 5.9) —

Exact solution and Euler's method

    Halving h

    Choose N for a target error

    |y(b) − wN| ≤

    Type 0.01, 1e-3 or 10^-4.

    Make the error bound of Theorem 5.9 at t = b at most the target and solve for N. The lab also finds the smallest N the actual error needs.

    Error at t = b as N grows

      The steps