Euler integration

We have talked about and used the Euler integration scheme a lot in this book, so you are therefore very familiar with it by now. But what you might not know is that there are several different versions of the Euler scheme. Let's take a look at some of them and their properties.

Explicit Euler

The Euler integration scheme that we derived earlier in this section from the forward difference scheme is called (appropriately enough) the forward Euler scheme. Also, because it is an explicit scheme, it is also known as the explicit Euler scheme. Here are the equations again:


Because it is simple, the explicit Euler scheme is fast, but ...

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