Things to remember about Euler's Method:
- Euler's Method gives only approximate values unless the function happens to be a straight line, in which case Euler's Method gives exact values of the function.
- Euler's method does NOT produce a formula. It generates a numerical solution; that is, approximate values of the function at certain points.
The error in an approximation is the difference between the approximation and the real value of the function.
We can only figure out the error if we know the real value of the function.
Sample Problem
Our first examples of Euler's method used the function y that satisfied the IVP

By thinking backwards we can figure out that
y = x2.
Now we can compute the real value of y at 1:
y(1) = (1)2 = 1.
This lets us figure out how bad our approximations were in some earlier examples.
Using a step size of 0.5 we estimated
y(1) ≅ 0.5.
This has an error of 0.5, since it's 0.5 off from the real answer y(1) = 1.
Using a step size of 0.25 we estimated
y(1) ≅ 0.75.
The error here is 0.25.
Using a step size of 0.2 we estimated
y(1) ≅ 0.8.
This has an error of 0.2.
Practice:
Let y = f (x) be a solution to the IVP 
Does Euler's method produce an over- or under-estimate for the value of f (2)? | |
We left out the number of steps to use with Euler's method, but that doesn't matter for the answer. The slope field for looks like this: 
Since the initial condition puts the solution under the line y = x, the solution is concave down: 
Therefore that Euler's method will produce an overestimate. | |
Let y = f (x) be a solution to the IVP 
For which starting points will Euler's method produce underestimates and for which starting points will Euler's method produce overestimates? | |
The slope field looks like this:
A non-zero solution to this d.e. must lie either entirely above or entirely below the x-axis. If a solution lies above, it is concave up. If a solution lies below, it is concave down. For any starting point of the form (x,y) where y > 0, Euler's method will produce an underestimate. For any starting point of the form (x,y) where y < 0, Euler's method will produce an overestimate. | |
Let y = f (x) be a solution to the IVP

What is the error when Euler's method is used to estimate f (2) with a step size of 0.5? With a step size of 0.25?
Answer
Since we're asked about error, we'll need to know the exact value of f (2). Thinking backwards, f (x) = 2x2 + C. Since f (1) = 3,
2(1)2 + C = 3
so C = 1 and f (x) = 2x2 + 1. The exact value in question is
f (2) = 2(2)2 + 1 = 9.
Euler's method with step size 0.5 gets us this table:

The error is 1, since the exact value of f (2) is 9 but Euler's method approximated f (2) ≅ 8. Euler's method with step size .25 gets us this table:

With step size 0.25 Euler's method approximates f (2) ≅ 8.5. The error in this case is 0.5.
If f is concave up around x = a, is the tangent line to f at a above or below the graph of f? What about if f is concave down?
Answer
If f is concave up, the tangent line to f at a is below the graph of f. This is true whether the slope of the tangent line is negative, zero, or positive.
The moral of the previous exercise is that when f is concave up, a tangent line approximation is an underestimate. Since Euler's method is a bunch of tangent line approximations stuck together, Euler's method will also provide an underestimate, regardless of how many steps are used
When f is concave down, a tangent line approximation is an overestimate. Since Euler's method is a sequence of tangent line approximations, Euler's method also provides an overestimate, regardless of how many steps are used.
Remember when we drew, on a slope field, solutions to a differential equation that passed through a particular point? If we can sketch a solution, we can tell whether it's concave up or concave down. That's all we need to tell whether Euler's method will overestimate or underestimate.
Let y = f (x) be a solution to the IVP

Does Euler's method produce an over- or under-estimate for the value of f (2)?
Answer
If we draw the solution and slope field, we see that this solution is concave up:

This means Euler's method will produce an underestimate to the value f (2).
Let y = f (x) be a solution to the IVP

Does Euler's method produce an over- or under-estimate for the value of f (3.5)?
Answer
We draw the slope field and the solution that passes through (3,1):

The solution is concave down, so Euler's method will produce an overestimate to the value f (3.5).
Let y = f (x) be a solution to the IVP

Does Euler's method produce an over- or under-estimate for the value of f (1)?
Answer
Draw the solution to this differential equation that passes through (0,5):

This solution is concave up, so Euler's method will produce an underestimate to the value f (1).
Let y = f (x) be a solution to the IVP

Does Euler's method produce an over- or under-estimate for the value of f (2)?
Answer
This is a trick question. The solution to
that passes through the point (1,1) is the line y = x.
Since the tangent line to a line is that line, Euler's method in this case will produce the exact value of f (2).
Let y = f (x) be a solution to the IVP

Does Euler's method produce an over- or under-estimate for the value of f (5.9)?
Answer
The solution that passes through (5,-1) is concave down.
Therefore Euler's method will produce an overestimate to f (5.9).