Differential Equations

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Approximating Solutions for Differential Equations

A differential equation is defined as an equation which relates an unknown function to one or more derivatives. When solved and transformed into its original equation in the form f(x), an exact value can be found at any given point. While some differential equations can be solved, it is important to realize that very few differential equations that come from "real world" problems can be solved explicitly, and often it is necessary to resort to numerical integration for their solutions. For the exploration I will be using an example in which a differential equation is used in the real world, specifically involving Newton's Law of Cooling. To approximate values at various points of the original equation (Which will be able to be found analytically for means of having the exact values to compare to the approximations. For purposes of the exploration, however, we will assume that the differential equation cannot be solved and we must thus resort to numerical methods), Euler's method will be used and compared with other methods to evaluate how accurate each one is when compared to the true value that is being found. Euler's method, being the earliest discovered approach to approximating solutions for differential equations, is an easy, yet rather inaccurate method when compared to more newly discovered methods that differ in their solving processes. I aim to start with Euler's method, and go on to using other methods in order of increasing accuracy for the same example.
Having taken a calculus class two years ago, I was introduced to topics which I either enjoyed or developed a deep hatred towards. From integration by parts to related rates, the one topic that I caught on to the be...

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..., an almost perfect approximation, but with the cost of requiring a great deal of calculations. I can only see this method being used if one has technology on hand, or desires high accuracy and is willing to put in the extra work to get it. Heun's method seems to be the most practical method to use in real-life situations, as it presents a happy medium between accuracy and procedural proccess. Euler's method is really only useful for means of introducing the concept of approximation methods in a classroom context, which is how I had learned about them. However, this method must be given credit, as it was the first one invented, providing a basis for the improved approximation methods. This can be seen by the way that both Heun's method and the Runge-Kutta method incorporate Euler's method in their procedure, and expand on it further to provide a more accurate result.

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