Euler's method is a numerical method to solve first order first degree differential equation with a given initial value. It is the most basic explicit method for numerical integration of ordinary differential equations and is the simplest Runge–Kutta method. The Euler method is a first-order method, which means that the local error (error per step) is proportional to the square of the step size, and the global error (error at a given time) is proportional to the step size.
Enter initial value of x i.e. x0: 0
Enter initial value of y i.e. y0: 0.5
Enter the final value of x: 2
Enter the step length h: 0.2
Manotosh Mandal (2020). Euler Method (https://www.mathworks.com/matlabcentral/fileexchange/72522-euler-method), MATLAB Central File Exchange. Retrieved .
Euler method of numerical differentiation with example.