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								---
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								id: 59880443fb36441083c6c20e
							 
						 
					
						
							
								
									
										
										
										
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								title: Euler method
							 
						 
					
						
							
								
									
										
										
										
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								challengeType: 5
							 
						 
					
						
							
								
									
										
										
										
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								forumTopicId: 302258
							 
						 
					
						
							
								
									
										
										
										
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								dashedName: euler-method
							 
						 
					
						
							
								
									
										
										
										
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								---
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								# --description--
 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								Euler's method numerically approximates solutions of first-order ordinary differential equations (ODEs) with a given initial value. It is an explicit method for solving initial value problems (IVPs), as described in [the wikipedia page ](<https://en.wikipedia.org/wiki/Euler method> "wp: Euler method" ).
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								The ODE has to be provided in the following form:
							 
						 
					
						
							
								
									
										
										
										
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								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $\frac{dy(t)}{dt} = f(t,y(t))$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								with an initial value
							 
						 
					
						
							
								
									
										
										
										
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								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li > < big > $y(t_0) = y_0$< / big > < / li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								To get a numeric solution, we replace the derivative on the LHS with a finite difference approximation:
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $\frac{dy(t)}{dt}  \approx \frac{y(t+h)-y(t)}{h}$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								then solve for $y(t+h)$:
							 
						 
					
						
							
								
									
										
										
										
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								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $y(t+h) \approx y(t) + h \, \frac{dy(t)}{dt}$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								which is the same as
							 
						 
					
						
							
								
									
										
										
										
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								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $y(t+h) \approx y(t) + h \, f(t,y(t))$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								The iterative solution rule is then:
							 
						 
					
						
							
								
									
										
										
										
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								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $y_{n+1} = y_n + h \, f(t_n, y_n)$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								where $h$ is the step size, the most relevant parameter for accuracy of the solution. A smaller step size increases accuracy but also the computation cost, so it has always has to be hand-picked according to the problem at hand.
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								**Example: Newton's Cooling Law**
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								Newton's cooling law describes how an object of initial temperature $T(t_0) = T_0$ cools down in an environment of temperature $T_R$:
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $\frac{dT(t)}{dt} = -k \, \Delta T$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								or
							 
						 
					
						
							
								
									
										
										
										
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								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $\frac{dT(t)}{dt} = -k \, (T(t) - T_R)$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								It says that the cooling rate $\\frac{dT(t)}{dt}$ of the object is proportional to the current temperature difference $\\Delta T = (T(t) - T_R)$ to the surrounding environment.
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								The analytical solution, which we will compare to the numerical approximation, is
							 
						 
					
						
							
								
									
										
										
										
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								< ul  style = 'list-style: none;' > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li >< big > $T(t) = T_R + (T_0 - T_R) \; e^{-k t}$</ big ></ li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								# --instructions--
 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								Implement a routine of Euler's method and then use it to solve the given example of Newton's cooling law for three different step sizes of:
							 
						 
					
						
							
								
									
										
										
										
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								< ul > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li > < code > 2 s< / code > < / li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  < li > < code > 5 s< / code >  and< / li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  < li > < code > 10 s< / code > < / li > 
							 
						 
					
						
							
								
									
										
										
										
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								< / ul > 
							 
						 
					
						
							
								
									
										
										
										
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								and compare with the analytical solution.
							 
						 
					
						
							
								
									
										
										
										
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								**Initial values:**
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								< ul > 
							 
						 
					
						
							
								
									
										
										
										
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								  < li > initial temperature < big > $T_0$< / big >  shall be < code > 100 °C< / code > < / li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  < li > room temperature < big > $T_R$< / big >  shall be < code > 20 °C< / code > < / li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  < li > cooling constant < big > $k$< / big >  shall be < code > 0.07< / code > < / li > 
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  < li > time interval to calculate shall be from < code > 0 s< / code >  to < code > 100 s< / code > < / li > 
							 
						 
					
						
							
								
									
										
										
										
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								< / ul >   
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								First parameter to the function is initial time, second parameter is initial temperature, third parameter is elapsed time and fourth parameter is step size.
							 
						 
					
						
							
								
									
										
										
										
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								# --hints--
 
							 
						 
					
						
							
								
									
										
										
										
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								`eulersMethod`  should be a function.
							 
						 
					
						
							
								
									
										
										
										
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								```js
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								assert(typeof eulersMethod === 'function');
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								```
							 
						 
					
						
							
								
									
										
										
										
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								`eulersMethod(0, 100, 100, 2)`  should return a number.
							 
						 
					
						
							
								
									
										
										
										
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								```js
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								assert(typeof eulersMethod(0, 100, 100, 2) === 'number');
							 
						 
					
						
							
								
									
										
										
										
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								```
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								`eulersMethod(0, 100, 100, 2)`  should return 20.0424631833732.
							 
						 
					
						
							
								
									
										
										
										
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								```js
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								assert.equal(eulersMethod(0, 100, 100, 2), 20.0424631833732);
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								```
							 
						 
					
						
							
								
									
										
										
										
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								`eulersMethod(0, 100, 100, 5)`  should return 20.01449963666907.
							 
						 
					
						
							
								
									
										
										
										
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								```js
							 
						 
					
						
							
								
									
										
										
										
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								assert.equal(eulersMethod(0, 100, 100, 5), 20.01449963666907);
							 
						 
					
						
							
								
									
										
										
										
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								```
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
									
										
										
										
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								`eulersMethod(0, 100, 100, 10)`  should return 20.000472392.
							 
						 
					
						
							
								
									
										
										
										
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								```js
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								assert.equal(eulersMethod(0, 100, 100, 10), 20.000472392);
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								```
							 
						 
					
						
							
								
									
										
										
										
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								# --seed--
 
							 
						 
					
						
							
								
									
										
										
										
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								## --seed-contents--
 
							 
						 
					
						
							
								
									
										
										
										
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								```js
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								function eulersMethod(x1, y1, x2, h) {
							 
						 
					
						
							
								
									
										
										
										
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								}
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								```
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								# --solutions--
 
							 
						 
					
						
							
								
									
										
										
										
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								```js
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								function eulersMethod(x1, y1, x2, h) {
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  let x = x1;
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  let y = y1;
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  while ((x <  x2  & &  x1  <  x2 )  | |  ( x  >  x2 & &  x1 > x2)) {
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								    y += h * (-0.07 *  (y - 20));
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								    x += h;
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  }
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								  return y;
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								}
							 
						 
					
						
							
								
							 
							
								
							 
							
								 
							 
							
							
								```