Euler method

cosmos 23rd February 2017 at 11:18am
Runge-Kutta methods

https://www.wikiwand.com/en/Euler_method

For a first-order Initial value problem

yi+1=yi+hf(x,y)y_{i+1}=y_i+hf(x,y)

where hh is the time step. It's like the left-hand approximation of the integral, at each step.

The Modified Euler method approximates the trapezium rule.

Truncation error O(h2)O(h^2)