Konsiderojme problemin e vleres fillestare per ekuacionin diferencial

 y(x)=f(x,y), për x  [x 0 , b] , ku
 (1)
 y(x 0 )=y0
Segmenti I = [x0, b] quhet segment i integrimit te ekuacionit diferencial.

Segmenti i integrimit [x0,b] ndahet ne N pjese me anen e rrjetit te pikave nyje

x 0 < x1 < x 2 <  < x N = b (2)

Hap i integrimit ne nyjen xi quhet madhesia hi = xi+1-xi > 0, i = 0,, N - 1. ku h = (b-x0)/N

Ideja qendrore e zgjidhjes numerike te problemit (1) eshte gjenerimi rekurent (ose ndertimi hap
pas hapi) i vargut numerik
y0 , y1 , y 2 ,  , yi ,  , y N (3)

si perafrim i vargut te panjohur teorik

y(x0 ), y(x1 ), y(x2 ),, y(xi ),, y(xN = b) (4)

Metoda Eiler

Eshte metoda me e thjeshte e integrimit numerik. Nxirret lehte si me poshte:

Perafrojme derivatin ne ekuacionin (1) me formula e diferencave nga para

y  xi 1   y  xi  y y
 f  xi , yi   i 1 i  f  xi , yi 
h h

yi1  yi  h  f  xi , yi  per i = 0,…,N-1

1.Te zgjidhet problemi i vleres fillestare me metoden Eiler

y’  x  y, 0  x  1, y  0   2, h  0.5
Ne rastin e mesiperm kemi f  x, y   x  y

Percaktojme nyjet e integrimit

x0  0 x1  0.5 x2  1

Per i=0

y1  y0  h  f  x0 , y0  ;

y1  y0  h  x0  y0   2.0  0.5  0.0  2.0   3.0 y1  y  x1  0.5  3

Per i=1

y2  y1  h  f  x1, y1  ;

y2  y1  h   x1  y1   3.0  0.5  0.5  3.0   4.75 y2  y  x2  1  4.75

2.Te zgjidhet problemi i vleres fillestare me metoden Eiler

y  2 y  x3e2 x , 0  x  1 , y  0   1 , h  0.2

Rishkruajme ekuacionin diferencial y  x e

3 2 x
 2 y , ku f  x, y   x3e2 x  2 y
Percaktojme nyjet e integrimit
x0  0 x1  0.2 x2  0.4 x3  0.6 x4  0.8 x5  1

Per i=0

y1  y0  h  f  x0 , y0  ;


y1  y0  h x03e2 x0 -2y0   1  0.2  03  e20  2  1  0.6
y1  y  x1  0.2   0.6

Per i=1

y2  y1  h  f  x1, y1  ;
y2  y1  h  x13e2 x1  2 y1   0.6  0.2  0.23  e20.2  2  0.6   0.36107

y2  y  x2  0.4  0.36107

Per i=2

y3  y2  h  f  x2 , y2  ;

y3  y2  h  x23e2 x2  2 y2   0.36107  0.2  0.43  e20.4  2  0.36107   0.2223

y3  y  x3  0.6   0.2223
Per i=3

y4  y3  h  f  x3 , y3  ;


y4  y3  h x33e2 x3 -2y3   0.2223  0.2  0.63  e20.6  2  0.2223  0.14644
y4  y  x4  0.8  0.14644

Per i=4

y5  y4  h  f  x4 , y4  ;

y5  y4  h  x43e2 x4 -2y4   0.14644  0.2  0.83  e20.8  2  0.14644  0.1085

y5  y  x5  1  0.1085