Numerical Integration and Characteristic Root Errors

This video considers the errors associated with simulating a first order, linear differential equation. Euler integration is used to illustrate the method for deriving an approximate expression for the characteristic error due to the numerical integration method used. General guidelines for how to select a simulation time step, as a function of integration method, are given. MATLAB is used to contrast Euler and Trapezoidal integration time steps that yield the same characteristic root error. A MATLAB example is also provided to illustrate the accuracy of the approximate formula used to express the characteristic root error. Note: This video assumes familiarity with the video titled "Introduction to Numerical Integration."