diff --git a/maths/explicit_euler.py b/maths/explicit_euler.py new file mode 100644 index 000000000..9fce4e418 --- /dev/null +++ b/maths/explicit_euler.py @@ -0,0 +1,41 @@ +import numpy as np + + +def explicit_euler(ode_func, y0, x0, stepsize, x_end): + """ + Calculate numeric solution at each step to an ODE using Euler's Method + + 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 f(x, y): + ... return y + >>> y0 = 1 + >>> y = explicit_euler(f, y0, 0.0, 0.01, 5) + >>> y[-1] + 144.77277243257308 + """ + N = int(np.ceil((x_end - x0)/stepsize)) + y = np.zeros((N + 1,)) + y[0] = y0 + x = x0 + + for k in range(N): + y[k + 1] = y[k] + stepsize*ode_func(x, y[k]) + x += stepsize + + return y + + +if __name__ == "__main__": + import doctest + + doctest.testmod() +