Improved Euler Formulae for Solving First Order Differential Equations Differential Equations Numerically
Several methods exists for finding better numerical solutions to first order differential equations of the formthan Euler's simple formula
One method uses forwards and backwards Euler formulae to derive a 'central' formula.
Subtracting these gives
Theterm means that the error at each iteration is of the order ofThe error for the simple Euler forwards or backwards formulae are of the order ofso the central formula is more accurate.
Another method uses Euler's simple formula to find an estimate forusingat then uses this estimate to find a second estimate forat the pointAn average of these two values ofis used to provide an improved estimate for
The process is
Use this value ofto find
The problem can be solved exactly by separation of variables.
This is very accurate.