Step by step
The question
Question: use Euler's method on dy/dx = xy, with y(0) = 1, step 0.5, to find y(1.5).
1 The idea
We cannot solve it exactly here.
So we walk: from a point, follow its slope for a short step h.
Then look at the slope again.
New y = old y + h times the slope.
2 The step size
From x = 0 to x = 1.5, in steps of 0.5: that is 3 steps.
3 Go to x = 0.5
The slope at our point (0, 1): put x and y into xy.
It is 0.
New y = old y + h times the slope: 1 + 0.5 × 0, which is 1.
Now we are at x = 0.5.
Careful!
Times the step size h!
We only move 0.5 to the right, so y changes by 0.5 times the slope.
4 Go to x = 1
The slope at (0.5, 1) is 0.5.
New y: 1 + 0.5 × 0.5 = 1.25.
5 Go to x = 1.5
The slope at (1, 1.25) is 1.25.
New y: 1.25 + 0.5 × 1.25 = 1.875.
All the points in a table.
On a graph:
Euler's steps: straight lines, each with the slope at its start.
The true solution, in green, bends away a little.
So y(1.5) ≈ 1.875.
6 Check
Let's check: a calculator with very tiny steps gives about 3.0802.
Close to our 1.875.
Euler is a bit low: the slope changes during each step.
Smaller steps get closer.
Right!
Let's look back.
First: the idea.
Then: the step size.
Then: go to x = 0.5.
Then: go to x = 1.
Then: go to x = 1.5.
Last: check.