amac
5th August 2007 - 02:39 AM
I'll try a quick explanation.
Euler's method is a way of approximating values on a curve if you are only given an initial value and the derivative of the curve. From my experience, it's used in equations where you are given the derivative as a function of the curve's value, for example y'(x) = y +3x. You might wonder why we don't just integrate to find the exact answer, but some functions you either don't know how to integrate or they can't be integrated at all.
The basic idea is that you take a starting point on the curve (which is given to you), and use the tangent line (derivative) at that point to approximate another point on the curve that is close by. You then use the point you just found as the starting point and repeat the process again and again until you've estimated the point you are looking for.

When I was learning Euler's method I didn't really get it until I saw some pictures of what was happening. Do a Google image search for Euler's Method: it should help you to understand the concept.
Now let's get a little more into the math. We'll use the differential equation y'(x) = 2y +x. Let's say we are given the point on y(0)=0 and we want to approximate the point at x=4 by using two steps to get there. That means each step is going to be 2 apart on the x axis. Now we'll calculate the first point on our way to x=4, which for steps of size 2 will be at x=2. Here's the important part: because the derivative is the slope of the curve, we can say that it is represented by rise over run, or change in y over a change in x. This is basic graphing stuff. So if we take the derivative(delta y / delta x) and multiply it by the step we're taking, we will get the change in y of the function. This is because each step is just a change in x, so we essentially have (delta y / delta x) * (delta x) = delta y. For the example function we picked, the point y(2) would be equal to it's initial value plus the change in height of the function, so y(2) = 0 + 2*y'(0) = 2*(0) = 0. We now have the point (2,0). To approximate the value of y(4), we repeat the process with our new numbers: y(4) = y(2) + 2*y'(2) = 0 + 2*(0 + 2) = 4.
The general formula you use is y(x+h) = y(x) + h*y'(x), where h is the size of each step you take. As h becomes smaller, the approximation becomes more accurate. To keep track of all of your iterations, it helps to create a chart of all of your information.
I realize that might be a little unclear, but try and understand the general idea before you attempt the math. As I've said, pictures really help. As always, feel free to ask for any clarifications.
Sorry, this wasn't as quick of an explanation as I was aiming for. Oh well.