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best we can.
To approximate, we're going to use
sequences.
Let's begin, first of, all, along the time
axis.
We're going to write a sequence, t sub n,
that
goes from t0, t1, all the way to t,
capital n,
where t not is the initial time, and t
capital
N is our final time, t star.
This is going to be a uniform
grid, meaning that we have a step size, h,
equal
to the final time, minus the initial time,
divided by capital
N.
We are likewise going to approximate
the x values by a sequence x sub n where
x not is the initial condition on x and
hopefully
our final x value x N is close enough to x
star that we have a good approximation.
The simplest way to do this is called
Euler's method.
Perhaps you've seen it before, but we're
going
to look at it from a discrete calculus
perspective.
We're going to take our differential
equation and discretize it using
sequences, and instead of derivatives,
differences, a literal quotient of
differences.
What does this mean?
While if we consider at
the nth time step that on the right we
have f evaluated at
x sub n comma t sub n, on the
left we have the quotient of differences.
Delta x is
x n plus 1 minus x n.
Delta t is t n plus
1 minus t.
And of course,
since we're using a uniform grid, that
delta t is simply equal
to hr step size.
And now, with a little bit of
rearrangement, we obtain Euler's method,
this is an update rule.
It tells you that if
you know X sub N and T sub N, you can
obtain X sub N plus
1 as XN plus H times F evaluated at XN
coma TN.
That's the method, but what does it mean
geometrically?
Well, if we are at time step T sub N and
kappa.
That means we get 1 plus 1 plus one-half.
That's a better approximation to A.
Finally when we go all the
way and write down all of those formulae
for the Runge-Kutta Fourth Order Method.
Then with a little bit of algebra, you'll
see we get 1 plus 1
plus a half plus 1 6th plus 1 24th.
And now
you see the pattern.
These numerical methods are really
just giving higher and higher terms from
the Taylor series.
Moral of our story is that, by looking
at things from a Taylor series point of
view, you can understand errors.
We've now seen just a small taste of how
discrete or digital methods help us solve
smooth calculus problems.
But this is, by no means, the only
possible example.
In our next lesson, we'll consider how to
use the discreet calculus to solve
problems involving
definite integrals.