Skip to content

Numerical ODE Methods

Undergraduate

Definition

Numerical ODE methods approximate solutions to differential equations that are difficult to solve analytically.

Formulas

y_n+1 = yₙ + h f(tₙ, yₙ)

Euler method (forward)

y_n+1 = yₙ + h f(tₙ + h/2, yₙ + (h)/(2)f(tₙ, yₙ))

Midpoint method (RK2)

Examples

Example 1

Solve dy/dt = y, y(0) = 1 using Euler method (h = 0.1).

Applications

Physics

Motion simulation

Engineering

Circuits, control systems

Biology

Population models

Related Documents

Was this page helpful?