Euler’s Method · Differential Equation Numerical Solution

In this blog, we are discussing the Euler’s Method. Nestled within the realm of mathematics, where equations dance and numbers hold secrets, lies the Euler method. This versatile tool, named after the legendary Leonhard Euler, isn’t a magic spell, but rather a clever trick – a way to tame the untamed beasts of ordinary differential equations, those thorny creatures that describe how things change over time. The Euler method, with its simple steps and unwavering efficiency, offers a window into the future, estimating the behavior of these enigmatic equations without getting lost in a maze of calculations. So, prepare to embark on a journey where intuition meets calculation, and the Euler method becomes your compass on the path to unraveling the mysteries of change!

What is Euler’s Method?

In the realm of mathematics, where equations whisper secrets and numbers dance, Euler’s method stands as a steadfast guide through the uncharted territories of ordinary differential equations. It is a numerical technique, a treasure map of sorts, that allows us to approximate solutions to these equations when exact solutions are elusive or too complex to obtain directly.

Here’s how Euler’s method works, unraveled step by step:

  1. Imagine a starting point: You begin with a known value of a function at a specific time, like a hiker poised at the trailhead of a winding path.
  2. Small steps lead to big insights: Euler’s method breaks down the path into manageable intervals or tiny steps along the trail.
  3. The slope reveals the way: At each step, it calculates the slope of the function using its derivative, similar to a hiker consulting a map’s inclines.
  4. Linear approximation forges ahead: It then approximates the function’s value at the next point by assuming a linear path forward, akin to the hiker following a straight line between two map points.
  5. Repeat for new horizons: This process repeats for each interval, steadily trekking forward and charting the approximate path of the function over time.

While not perfect, Euler’s method offers a practical and accessible approach:

  • Simple and efficient: It’s relatively easy to implement, making it a popular choice for numerical computations.
  • Foundation for more advanced techniques: It serves as a stepping stone to understanding more sophisticated numerical methods for differential equations.
  • Wide range of applications: It finds use in various fields, from physics and engineering to finance and biology, wherever change reigns supreme.

Euler’s Method Formula/Equation:

Euler’s method navigates the landscape of ordinary differential equations with a straightforward formula that bridges the present to the future:

y_{n+1} = y_n + hf(t_n, y_n)

Here’s how to decipher this powerful guide:

  • y_{n+1}: This represents the approximated value of the function at the next time step (where we want to reach).
  • y_n: This is the known value of the function at the current time step (where we’re starting from).
  • h: This denotes the size of the step, or the interval between time points, acting as our pace along the journey.
  • f(t_n, y_n): This is the derivative of the function at the current time step, serving as our compass, revealing the slope and direction of change.

To put this formula into action, follow these steps:

  1. Start with initial conditions: Know the value of y at the starting time (y_0) and the step size (h).
  2. Calculate the slope: Use f(t_n, y_n) to find the slope of the function at the current point.
  3. Project forward: Multiply the slope by the step size (h) and add it to the current value of y (y_n) to estimate the value at the next point (y_{n+1}).
  4. Repeat: Continue this process for each subsequent time step, marching forward along the approximated path of the function.

The Method:

Here’s a breakdown of Euler’s method using equations, illuminating its step-by-step approach:

  1. Setting the Stage:

Given an initial value problem (IVP) in the form:
dy/dt = f(t, y),  y(t_0) = y_0

  • Where:

    • dy/dt represents the derivative of the unknown function y(t).
    • f(t, y) is a known function representing the rate of change.
    • t_0 is the starting time.
    • y_0 is the initial value of y at t_0.
  1. Discretizing Time:

Divide the time interval [t_0, t_end] into smaller subintervals of equal size, denoted by h:
t_1 = t_0 + h, t_2 = t_1 + h, …, t_n = t_0 + nh

  1. Recursive Approximation:

Apply the Euler formula iteratively to approximate the value of y at each time step:
y_1 = y_0 + hf(t_0, y_0)

y_2 = y_1 + hf(t_1, y_1)

y_n = y_{n-1} + hf(t_{n-1}, y_{n-1})

  1. Unraveling the Formula:
  • y_n represents the approximated value of y at time t_n.
  • h is the step size, controlling the accuracy and computational cost.
  • f(t_n, y_n) calculates the slope of the tangent line to the solution curve at (t_n, y_n).
  • The formula essentially approximates the solution curve with a series of straight-line segments.
  1. Error and Convergence:
  • Euler’s method is a first-order method, meaning its error is proportional to the step size h.
  • Smaller step sizes generally lead to more accurate approximations, but also increase computational effort.
  • Theoretical analysis proves that Euler’s method converges to the exact solution as h approaches zero, ensuring its reliability for numerical computations.

Worked Example:

Here are two worked examples to illustrate Euler’s method in action, showcasing its versatility across different domains:

Example 1: Exponential Growth

Problem: Approximate the solution of the differential equation dy/dt = 0.5y, y(0) = 1, using Euler’s method with a step size of h = 0.2 for the first two steps.


  1. Set up the table:
Step t_n y_n f(t_n, y_n) y_{n+1}
0 0 1 0.5 1.1
1 0.2 1.1 0.55 1.21
  1. Apply Euler’s formula:

    • y_1 = y_0 + hf(t_0, y_0) = 1 + 0.2(0.5) = 1.1
    • y_2 = y_1 + hf(t_1, y_1) = 1.1 + 0.2(0.55) = 1.21

Interpretation: The approximations suggest that the solution y(t) grows exponentially, starting at 1 and reaching approximately 1.21 at t = 0.4.

Example 2: Projectile Motion

Problem: A ball is thrown upward with an initial velocity of 20 m/s. Use Euler’s method with a step size of h = 0.5 seconds to approximate its height after 1 second, assuming a gravitational acceleration of -9.8 m/s^2.


  1. Model as a differential equation: dy/dt = -9.8, y(0) = 20 (where y represents height).
  2. Apply Euler’s method:
Step t_n y_n f(t_n, y_n) y_{n+1}
0 0 20 -9.8 15.1
1 0.5 15.1 -9.8 10.4

Interpretation: The approximated height of the ball after 1 second is 10.4 meters.

Euler’s Method in a Nutshell:

Here’s Euler’s method in a nutshell, with equations to guide the way:


  • Approximates solutions to ordinary differential equations (ODEs) when exact solutions are difficult or impossible to obtain.

Key Equation:

  • y_{n+1} = y_n + hf(t_n, y_n)
    • y_n: The approximated value of y at time t_n
    • h: Step size (controls accuracy and computational effort)
    • f(t_n, y_n): Derivative of y at (t_n, y_n)


  1. Set up the Initial Value Problem (IVP): 
    • dy/dt = f(t, y), y(t_0) = y_0
  2. Choose a Step Size (h): 
    • Smaller h generally leads to better accuracy but more computations.
  3. Iterate: 
    • Start with the initial values (t_0, y_0).
    • Apply the Euler formula repeatedly to approximate y at each time step:
      • y_1 = y_0 + hf(t_0, y_0)
      • y_2 = y_1 + hf(t_1, y_1)
      • y_n = y_{n-1} + hf(t_{n-1}, y_{n-1})

Table for Organization:

Step t_n y_n f(t_n, y_n) y_{n+1} = y_n + hf(t_n, y_n)
0 t_0 y_0 f(t_0, y_0) y_1 = y_0 + hf(t_0, y_0)
1 t_1 = t_0 + h y_1 f(t_1, y_1) y_2 = y_1 + hf(t_1, y_1)

Error and Convergence:

  • First-order method, meaning error is proportional to h.
  • Converges to the exact solution as h approaches zero.

Graphical Interpretation:

  • Approximates the solution curve with a series of straight-line segments.


  • Euler’s method is a basic numerical technique. More advanced methods offer higher accuracy and stability.
  • It’s a foundational tool for understanding numerical solutions of differential equations.

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