Euler's Method - Math Modelling | Lecture 20

Analysis can only take us so far when it comes to dynamical systems before we have to eventually hand things over to a computer. In this lecture we present a method for approximating the solution to a continuous-time dynamical system using a looping procedure. The method is called Euler's method and it approximates continuous-time systems as a discrete-time one. I will walk through the basics of the method while also providing an intuition for what it is doing and how errors can build up through successive iterations.

This course is taught by Jason Bramburger for Concordia University.

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