Differential Equations › Section B · First order differential equations › Topic B.9
Euler's method and error
When an equation has no formula solution, you can still compute one step at a time along tangent lines. Euler's method is the simplest way to do it, and studying its errors teaches the questions every numerical method must answer: how accurate, how costly, and how stable.
In this topic
- Why approximate
- Where the formula comes from
- Worked example: four steps
- Worked example: halving the step
- Local and global error
- Judging accuracy without the answer
- Worked example: when Euler blows up
- Backward Euler
- Rounding error
- Common mistakes to avoid
- Key takeaways
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