Is the Advanced Euler Method Accurate for Solving Differential Equations?

In summary, the advanced Euler method is a numerical method used to approximate the solutions of ordinary differential equations. It is used when the basic Euler method fails to provide an accurate solution or when the differential equation is stiff. The method works by estimating the slope at multiple points within an interval and repeating this process until the desired level of accuracy is achieved. The advantages of using this method include its simplicity and accuracy for solving stiff differential equations. However, its limitations include only providing an approximation of the solution and being prone to error in certain cases.
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Homework Statement



integrate dy/dx = (1+e^y)(1+x) from x=0 using the improved euler method taking step sizes of 0.125. compare the numerical solution of y(0.5) with the exact value

The Attempt at a Solution



Firstly to find the exact value I use separation of variables and the initial condition y(0)=0 to find that y=-ln[-1+2e^(-x)e^{-(x^2)/2}]

Subbing in x=0.5 yields 2.6518

However, using an advanced euler calculator i found online tells me this:

x_n y_n
0.00000 0.00000
0.12500 0.28560
0.25000 0.67185
0.37500 1.25597
0.50000 2.45219

That is, y(0.5)=2.45219

I was just wondering if somebody would be able to confirm this is correct.

Thanks!
 
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  • #2


Your approach and calculations seem to be correct. The advanced Euler method is a numerical approximation technique and therefore may not give the exact solution. However, the value of y(0.5) obtained using the improved Euler method with step size 0.125 is very close to the exact value of 2.6518. This shows that the method is effective in approximating the solution to the given differential equation.

To confirm the accuracy of your results, you can also try using smaller step sizes (e.g. 0.0625, 0.03125) and see if the value of y(0.5) gets closer to the exact value. This is because smaller step sizes result in a more accurate approximation.

In conclusion, your calculations and results seem to be correct. Keep up the good work!
 

Related to Is the Advanced Euler Method Accurate for Solving Differential Equations?

1. What is the advanced Euler method?

The advanced Euler method is a numerical method used to approximate the solutions of ordinary differential equations. It is an extension of the basic Euler method and provides a more accurate estimation of the solution by using multiple points in the interval instead of just one.

2. When is the advanced Euler method used?

The advanced Euler method is typically used when the basic Euler method fails to provide an accurate solution. It is also commonly used when the ordinary differential equation is stiff, meaning the solution changes rapidly over a small interval.

3. How does the advanced Euler method work?

The advanced Euler method works by using a forward difference approximation to estimate the slope at multiple points within an interval. These slopes are then used to calculate the next point in the solution. This process is repeated until the desired level of accuracy is achieved.

4. What are the advantages of using the advanced Euler method?

The advanced Euler method is relatively simple to implement and does not require as many function evaluations as other numerical methods, such as the Runge-Kutta method. It is also more accurate than the basic Euler method, making it a good choice for solving stiff differential equations.

5. What are the limitations of the advanced Euler method?

One of the main limitations of the advanced Euler method is that it can only provide an approximation of the solution, not the exact solution. It is also prone to error when the interval size is too large or when the differential equation is highly nonlinear. In these cases, a more advanced numerical method may be needed.

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