# Euler Method – Algorithm, Implementation in C With Solved Examples

Numerical Methods & Algorithms / Tuesday, October 23rd, 2018

# Euler Method for Differential Equation

Euler method is the most simple but crude method to solve differential equation of the form

$\frac{dy}{dx}=f\left( x,y \right),~~~y\left( {{x}_{0}} \right)={{y}_{0}}$

Let x1 = x0 +h, where h is small. Then by Taylor’s series

${{y}_{1}}=y\left( {{x}_{0}}+h \right)={{y}_{0}}+h{{\left( \frac{dy}{dx} \right)}_{{{x}_{0}}}}+\frac{{{h}^{2}}}{2}{{\left( \frac{{{d}^{2}}y}{d{{x}^{2}}} \right)}_{{{c}_{1}}}}$

$where~{{c}_{1}}~lies~between~{{x}_{0}}~and~x$

${{y}_{1}}={{y}_{0}}+hf\left( {{x}_{0}},{{y}_{0}} \right)+\frac{{{h}^{2}}}{2}{{y}^{”}}\left( {{c}_{1}} \right)$

If the step size h is chosen small enough, then the second-order term may be neglected and hence y1 is given by

${{y}_{1}}={{y}_{0}}+hf\left( {{x}_{0}},{{y}_{0}} \right)$

Similarly,

${{y}_{2}}={{y}_{1}}+hf\left( {{x}_{1}},{{y}_{1}} \right)$

${{y}_{3}}={{y}_{2}}+hf\left( {{x}_{2}},{{y}_{2}} \right)~~~and~so~on.$

In general,

${{y}_{n+1}}={{y}_{n}}+hf\left( {{x}_{n}},{{y}_{n}} \right),~n=0,1,2,….$

This method is very slow. To get a reasonable accuracy with Euler’s methods, the value of h should be taken as small.

## Algorithm of Euler’s Method

This algorithm finds the solution of the equation

${{y}^{‘}}=f\left( x,y \right),~~~y\left( {{x}_{0}} \right)={{y}_{0}}~~~over~the~\text{interval}~~~\left[ {{x}_{0}},{{x}_{n}} \right]$

By Euler’s method

${{y}_{i+1}}={{y}_{i}}+hf\left( {{x}_{i}},{{y}_{i}} \right),~i=0,1,2,….,n-1.$

## Euler’s Method implementation in C

Output

Enter the initial (x0) and final (xn) values of x: 0 0.2

Enter initial value of y: 1

Enter the step length h: 0.5

x-value                y-value

0.050000            1.100000

0.100000            1.202875

0.150000            1.309389

0.200000            1.420335

 Example 01

Solve the differential equation by Euler’s method

$\frac{dy}{dx}=1-y,y\left( 0 \right)=0$

Find y at x = 0.1, 0.2

Solution:

$Here~~~f\left( x,y \right)=1-y,~~~{{x}_{0}}=0,{{y}_{0}}=0$

Taking h = 0.1, we have by Euler’s method

${{y}_{1}}={{y}_{0}}+hf\left( {{x}_{0}},{{y}_{0}} \right)=0+0.1\left( 1-0 \right)=0.1$

$\therefore y\left( 0.1 \right)=0.1$

Again, we have by Euler’s method

${{y}_{2}}={{y}_{1}}+hf\left( {{x}_{1}},{{y}_{1}} \right)=0.1+0.1f\left( 0.1,0.1 \right)$

$\Rightarrow {{y}_{2}}=0.1+0.1\left( 1-0.1 \right)=0.19$

$\therefore y\left( 0.2 \right)=0.19$

 Example 02

Find y(0.10) and y(0.15) by Euler’s method from the differential equation

$\frac{dy}{dx}={{x}^{2}}+{{y}^{2}},y\left( 0 \right)=0$

Correct upto 4 decimal places, taking step h = 0.05.

Solution:

$Here~~~f\left( x,y \right)={{x}^{2}}+{{y}^{2}},~~~{{x}_{0}}=0,{{y}_{0}}=0,h=0.05$

Therefore by Euler’s method we have

${{y}_{1}}={{y}_{0}}+hf\left( {{x}_{0}},{{y}_{0}} \right)$

$\Rightarrow {{y}_{1}}=0+0.05f(0,0)=0+0.5\times 0$

$\therefore {{y}_{1}}=0$

${{y}_{2}}={{y}_{1}}+hf\left( {{x}_{1}},{{y}_{1}} \right)$

$\Rightarrow {{y}_{2}}=0+0.05f\left( 0.05,0 \right)=0+0.05\left( 0.0025+0 \right)$

$\therefore y\left( 0.10 \right)=0.000125$

Again,

${{y}_{3}}={{y}_{2}}+hf\left( {{x}_{2}},{{y}_{2}} \right)$

$\Rightarrow {{y}_{3}}=0.000125+0.05f\left( 0.10,0.000125 \right)$

$\Rightarrow {{y}_{3}}=0.000125+0.05\left\{ {{\left( 0.10 \right)}^{2}}+{{\left( 0.000125 \right)}^{2}} \right\}$

$\therefore y\left( 0.15 \right)=0.000625$

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