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In mathematics and computational science, the Euler method (also called the forward Euler method) is a first-order numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.
In mathematics and computational science, Heun's method may refer to the improved [1] or modified Euler's method (that is, the explicit trapezoidal rule [2]), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value.
This is the Euler method (or forward Euler method, in contrast with the backward Euler method, to be described below). The method is named after Leonhard Euler who described it in 1768. The Euler method is an example of an explicit method. This means that the new value y n+1 is defined in terms of things that are already known, like y n.
However, the semi-implicit Euler method is a symplectic integrator, unlike the standard method. As a consequence, the semi-implicit Euler method almost conserves the energy (when the Hamiltonian is time-independent). Often, the energy increases steadily when the standard Euler method is applied, making it far less accurate.
This differs from the (forward) Euler method in that the forward method uses (,) in place of (+, +). The backward Euler method is an implicit method: the new approximation y k + 1 {\displaystyle y_{k+1}} appears on both sides of the equation, and thus the method needs to solve an algebraic equation for the unknown y k + 1 {\displaystyle y_{k+1}} .
Suppose that we want to solve the differential equation ′ = (,). The trapezoidal rule is given by the formula + = + ((,) + (+, +)), where = + is the step size. [1]This is an implicit method: the value + appears on both sides of the equation, and to actually calculate it, we have to solve an equation which will usually be nonlinear.
Single-step methods (such as Euler's method) refer to only one previous point and its derivative to determine the current value. Methods such as Runge–Kutta take some intermediate steps (for example, a half-step) to obtain a higher order method, but then discard all previous information before taking a second step. Multistep methods attempt ...
A simple predictor–corrector method (known as Heun's method) can be constructed from the Euler method (an explicit method) and the trapezoidal rule (an implicit method). Consider the differential equation ′ = (,), =, and denote the step size by .