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: https://www.youtube.com/playlist?list=PLMrJAkhIeNNTYaOnVI3QpH7jgULnAmvPA Course Website: http://faculty.washington.edu/sbrunton/me564/ @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