Modified Euler's
Method :
The Euler forward scheme may be very easy to implement but it can't
give accurate solutions. A very small step size
is required for any meaningful result. In this scheme, since, the
starting point of each sub-interval is used to find the slope of the solution
curve, the solution would be correct only if the function is linear.
So an improvement over this is to take the arithmetic average of the slopes
at xi and xi+1(that is, at the
end points of each sub-interval). The scheme so obtained is called modified
Euler's method. It works first by approximating a value to yi+1
and then improving it by making use of average slope.
yi+1 |
= yi+ h/2 (y'i + y'i+1) |
|
= yi + h/2(f(xi, yi) + f(xi+1,
yi+1)) |
If Euler's method is used to find the first approximation
of yi+1 then
yi+1 = yi + 0.5h(fi +
f(xi+1, yi + hfi))
Truncation error:
yi+1 = yi + h y'i + h2yi''
/2 + h3yi''' /3! + h4yiiv
/4! + . . .
fi+1 = y'i+1 = y'i
+ h y''i + h2yi'''' /2 + h3yiiv
/3! + h4yiv /4! + . . .
By substituting these expansions in the Modified Euler formula gives
yi + h y'i + h2yi''
/2 + h3yi''' /3! + h4yiiv
/4! + . . . = yi+ h/2 (y'i +
y'i + h y''i +
h2yi'''' /2 + h3yiiv
/3! + h4yiv /4! + . . . )
So the truncation error is: - h3yi''' /12 -
h4yiiv /24 + . . . that is,
Modified Euler's method is of order two.
Worked
out problems
Example 1 |
Find y(1.0) accurate upto four
decimal places using Modified Euler's method by solving the IVP y'
= -2xy2, y(0) = 1 with step length 0.2. |
Solution |
Example 2 |
Find y in [0,3] by solving the initial value problem
y' = (x - y)/2, y(0) = 1. Compare solutions for h = 1/2, 1/4
and 1/8. |
Solution |
Example 3 |
Find y(0.1) for y' = x - y2, y(0) = 1 correct upto
four decimal places. |
Solution |
Example 4 |
Find y at x = 1.1 and 1.2 by solving y' = x2 + y2
, y(1) = 2.3 |
Solution |