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Euler Method (1st-Order Ordinary Differential Equation)

TOP/Numerical Analysis/Ordinary differential equations
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Find the solution y=f(x) of the first-order ordinary differential equation y’=F(x,y) using the Euler method. Starting from y0=f(x0), calculate the solution for x0≦x≦xn.
\(\normalsize y'=F(x,y)\hspace{30px} y_0=f(x_0)\rightarrow\ y=f(x)\\\)
F(x,y)
x0
Initial conditions
y0
=f(x0) Initial conditions
xn
x0≦x≦xn
[ n]Number of segments
\(\normalsize Euler's\ method\\ (1)\ y'=F(x,y),\hspace{30px} y_0=f(x_0)\rightarrow\ y=f(x)\\ (2)\ y_{n+1}=y_n+hF(x_n,\ y_n)+{\small O}(h^2), \hspace{5px} x_n=x_0+nh\\ \)

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