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Euler's method is a step-by-step method for solving first order differential equations of the form \displaystyle \frac{dy}{dx} = f(x,y) .

These formulae are used:

y_{n+1} = y_n + h \times f(x_n,y_n); x_{n+1} = x_n +h where h is the step size.

This lecture from M.I.T. is 40-50 minutes long delivered by Professor Arthur Mattuck and covers Euler's Numerical Method for y'=f(x,y) and its Generalizations. It is aimed at undergraduate students.

These lectures will give you some idea of how this subject is treated at university level.

Summary/Background

MathsNet imageLeonhard Euler (15 April 1707 – 18 September 1783) was a Swiss mathematician who made enormous contributions to a wide range of mathematics and physics including analytic geometry, trigonometry, geometry, calculus and number theory. Euler's work in mathematics is so vast that an article of this nature cannot but give a very superficial account of it. He was the most prolific writer of mathematics of all time. He made large bounds forward in the study of modern analytic geometry and trigonometry where he was the first to consider sin, cos etc. as functions rather than as chords as Ptolemy had done.
He made decisive and formative contributions to geometry, calculus and number theory. He integrated Leibniz's differential calculus and Newton's method of fluxions into mathematical analysis. He introduced beta and gamma functions, and integrating factors for differential equations. He studied continuum mechanics, lunar theory with Clairaut, the three body problem, elasticity, acoustics, the wave theory of light, hydraulics, and music. He laid the foundation of analytical mechanics, especially in his Theory of the Motions of Rigid Bodies (1765).

The number e = 2.718281828459 is Euler's number, the base of the natural logarithm. Euler's identity, e^{i\pi} + 1 = 0 is also sometimes called Euler's equation.

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This question appears in the following syllabi:

SyllabusModuleSectionTopicExam Year
AP Calculus BC (USA)4Numerical Methods1st order differential equations-
AQA A-Level (UK - Pre-2017)FP3Numerical Methods1st order differential equations-
AQA A2 Further Maths 2017Pure MathsNumerical MethodsEuler's Method-
AQA AS/A2 Further Maths 2017Pure MathsNumerical MethodsEuler's Method-
Edexcel A2 Further Maths 2017Core Pure MathsDifferential Equation Methods1st order differential equations - More-
Edexcel AS/A2 Further Maths 2017Core Pure MathsDifferential Equation Methods1st order differential equations - More-
I.B. Higher Level9Numerical Methods1st order differential equations-
Methods (UK)M11Numerical Methods1st order differential equations-
OCR MEI A2 Further Maths 2017Further Pure with TechnologyExploring Differential EquationsEuler's Method-
OCR-MEI A-Level (UK - Pre-2017)DENumerical Methods1st order differential equations-
Universal (all site questions)NNumerical Methods1st order differential equations-