Python/maths/euler_modified.py

55 lines
1.4 KiB
Python
Raw Normal View History

from collections.abc import Callable
import numpy as np
def euler_modified(
ode_func: Callable, y0: float, x0: float, step_size: float, x_end: float
) -> np.array:
"""
Calculate solution at each step to an ODE using Euler's Modified Method
2021-10-15 10:33:39 +00:00
The Euler Method is straightforward to implement, but can't give accurate solutions.
So, some changes were proposed to improve accuracy.
https://en.wikipedia.org/wiki/Euler_method
Arguments:
ode_func -- The ode as a function of x and y
y0 -- the initial value for y
x0 -- the initial value for x
stepsize -- the increment value for x
x_end -- the end value for x
>>> # the exact solution is math.exp(x)
>>> def f1(x, y):
... return -2*x*(y**2)
>>> y = euler_modified(f1, 1.0, 0.0, 0.2, 1.0)
>>> y[-1]
0.503338255442106
>>> import math
>>> def f2(x, y):
... return -2*y + (x**3)*math.exp(-2*x)
>>> y = euler_modified(f2, 1.0, 0.0, 0.1, 0.3)
>>> y[-1]
0.5525976431951775
"""
N = int(np.ceil((x_end - x0) / step_size))
y = np.zeros((N + 1,))
y[0] = y0
x = x0
for k in range(N):
y_get = y[k] + step_size * ode_func(x, y[k])
y[k + 1] = y[k] + (
(step_size / 2) * (ode_func(x, y[k]) + ode_func(x + step_size, y_get))
)
x += step_size
return y
if __name__ == "__main__":
import doctest
doctest.testmod()