Difference between revisions of "Euler method"
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Latest revision as of 15:30, 20 April 2016
In mathematics and computational science, the Euler method is a SN-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.
Description
It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta method.
The Euler method is named after Leonhard Euler, who treated it in his book Institutionum calculi integralis (published 1768–70).
The Euler method is a first-order method, which means that the local error (error per step) is proportional to the square of the step size, and the global error (error at a given time) is proportional to the step size.
The Euler method often serves as the basis to construct more complex methods.
See also
External links
- Euler method @ Wikipedia
