Deriving Forward Euler and Backward/Implicit Euler Integration Schemes for Differential Equations

This video introduces and derives the simples numerical integration scheme for ordinary differential equations (ODEs): the Forward Euler and Backward Euler integration schemes. These integrators are based on the simplest forward and backward finite-different derivative approximations for dx/dt. Although these are not the best all-purpose integrators, they provide a great starting point for understanding sources of error and the stability of numerical integration techniques.

Playlist:    • Engineering Math: Differential Equati...  
Course Website: http://faculty.washington.edu/sbrunto...

@eigensteve on Twitter
eigensteve.com
databookuw.com

This video was produced at the University of Washington

%%% CHAPTERS %%%
0:00 Deriving Forward Euler Integration
14:24 Deriving Backward Euler Integration
19:03 Euler Integration for Linear Dynamics