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YouTube

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

Steve Brunton via YouTube

Overview

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Explore the fundamental numerical integration schemes for ordinary differential equations (ODEs) in this comprehensive video lecture. Learn how to derive the Forward Euler and Backward Euler integration methods, based on simple forward and backward finite-difference derivative approximations for dx/dt. Understand the sources of error and stability issues in numerical integration techniques, using these basic integrators as a starting point. Delve into the derivation of Forward Euler Integration, followed by Backward Euler Integration, and conclude with an examination of Euler Integration for Linear Dynamics. Gain valuable insights into numerical methods for solving differential equations, essential for various scientific and engineering applications.

Syllabus

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

Taught by

Steve Brunton

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