
6
Intermediate Numerical
Integration
6.1 INTRODUCTION
We continue our exposition of numerical integration introduced in Chapter 3. Additional algorithms
to approximate the solution of differential equation models of continuous-time systems will be
examined. In previous chapters, there was no mention of how to quantify the degree of accuracy one
could expect with the simple Euler and trapezoidal integrators. Truncation errors are introduced in
this chapter as a way of remedying this omission.
This chapter introduces two broad classifications of numerical integrators known as one-step
methods and multistep formulas and presents a case for when to use each ...