Formula
Improved Euler method / Modified Euler method
`y_(n+1)=y_n+h/2 [f(x_n,y_n) + f(x_n+h,y_n+hf(x_n,y_n))]`
Or
`y_(n+1)=y_n+h/2 [k_(1y) + k_(2y)]`
`k_(1y)=f(x_n,y_n)`
`k_(2y)=f(x_n+h,y_n+hk_(1y))`
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Examples
1. Find y(0.2) for `y'=(x-y)/2`, `x_0=0, y_0=1`, with step length 0.1 using Improved Euler / Modified Euler method (first order differential equation) Solution:Given `y'=(x-y)/(2), y(0)=1, h=0.1, y(0.2)=?`
Here, `x_0=0,y_0=1,h=0.1,x_n=0.2`
`y'=(x-y)/(2)`
`:. f(x,y)=(x-y)/(2)`
Improved Euler method / Modified Euler method
`y_(n+1)=y_n+h/2 [f(x_n,y_n) + f(x_n+h,y_n+hf(x_n,y_n))]`
Or
`y_(n+1)=y_n+h/2 [k_(1y) + k_(2y)]`
`k_(1y)=f(x_n,y_n)`
`k_(2y)=f(x_n+h,y_n+hk_(1y))`
for `n=0,x_0=0,y_0=1`
`k_(1y)=f(x_0,y_0)`
`=f(0,1)`
`=-0.5`
`k_(2y)=f(x_0+h,y_0+hk_(1y))`
`=f(0+0.1,1+0.1*-0.5)`
`=f(0.1,0.95)`
`=-0.425`
`y_1=y_0+h/2 [k_(1y) + k_(2y)]`
`=1+0.1/2 [-0.5 + -0.425]`
`=0.9538`
`x_1=x_0+h=0+0.1=0.1`
for `n=1,x_1=0.1,y_1=0.9538`
`k_(1y)=f(x_1,y_1)`
`=f(0.1,0.9538)`
`=-0.4269`
`k_(2y)=f(x_1+h,y_1+hk_(1y))`
`=f(0.1+0.1,0.9538+0.1*-0.4269)`
`=f(0.2,0.9111)`
`=-0.3555`
`y_2=y_1+h/2 [k_(1y) + k_(2y)]`
`=0.9538+0.1/2 [-0.4269 + -0.3555]`
`=0.9146`
`x_2=x_1+h=0.1+0.1=0.2`
`:.y(0.2)=0.9146`
| `n` | `x_n` | `y_n` | `x_(n+1)` | `y_(n+1)` |
| 0 | 0 | 1 | 0.1 | 0.9538 |
| 1 | 0.1 | 0.9538 | 0.2 | 0.9146 |
This material is intended as a summary. Use your textbook for detail explanation.
Any bug, improvement, feedback then