Step by step
The question
Question: use Euler's method on dy/dx = x + y, with y(0) = 1, step 0.5, to find y(1).
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.
The slope is how much y goes up for each 1 to the right.
So for a step h, y goes up h times the slope: new y = old y + h times the slope.
2 The step size
From x = 0 to x = 1, in steps of 0.5: that is 2 steps.
3 Go to x = 0.5
The slope at our point (0, 1): put x and y into x + y.
It is 1.
New y = old y + h times the slope: 1 + 0.5 × 1, which is 1.5.
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.
The right way: y₁ = 1 + 0.5 × 1 = 1.5.
4 Go to x = 1
The slope at (0.5, 1.5) is 2.
New y: 1.5 + 0.5 × 2 = 2.5.
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) ≈ 2.5.
5 Check
Let's check: a calculator with very tiny steps gives about 3.4366.
Close to our 2.5.
Euler is a bit low: the slope changes during each step, and each step uses only the slope at its start.
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.
Last: check.