Back to Differential Equations repository
Differential Equations2D

Numerical Methods for DEs - Theory & Concepts

Solving differential equations using numerical approximations, including Euler's method, Runge-Kutta methods, and error analysis.

Open the complete lesson

Numerical Methods Comparison

Solving y=yy' = y with y(0)=1y(0)=1.

Compare the simple Euler method (1st order) to the Runge-Kutta method (4th order). Notice how much faster RK4 converges to the exact solution as step size hh decreases.

1.00
Fine (0.1)Coarse (1.5)
Exact (exe^x)
Euler's MethodE ~ O(h)
RK4 MethodE ~ O(h^4)
x ∈ [0, 3]