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Stability of Forward Euler and Backward Euler Integration Schemes for Differential Equations

Steve Brunton via YouTube

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This course analyzes the stability of Forward Euler and Backward Euler schemes for ordinary differential equations. It relates the eigenvalues of scalar and matrix update equations to discrete-time stability and step-size effects.

Syllabus

Overview and goals of stability analysis
Stability of continuous dynamics
Stability of discrete time dynamics
Eigenvalues in the complex plane
Stability of Euler integration for scalar dynamics
Stability of Euler integration for matrix systems

Taught by

Steve Brunton

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