Error in Numerical Solution of ODE by Euler Method - Patrick

[patrick1990]

Hi,
I recently need to do some numerical simulation by Euler method to solve a PDE.
However, I noticed that there are some errors which are obtained with bigger numerical steps, when applying Euler scheme.
Since my major is not mathematics, I do not know what this phenomenon is called. I have read it somewhere else (from Wikipedia ?), but unfortunately I cannot recall it at all.
Anyone knows the name of this ?
Thank you so much !
patrick

 

[Filip Larsen]

It is generally called numerical instabilities or divergence and occurs because the state of discrete system (the solver) does not converge to the solution of the continuous system. The Euler method is a very simple method with a very small region of absolute stability. In general one usually achieves much faster or more precise (or both) solutions by integrating using a more capable method.

For more information you may want to search your references for "Euler region of absolute stability".

 

[patrick1990]

Thank you so much !
:)