How to convert a differential equation to differnce equation?

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xdot=F(x,u) to xk+1=f(xk,uk)

Answers (1)

Torsten
Torsten on 10 Feb 2017
Take a look at the "Methods" section under
https://en.wikipedia.org/wiki/Numerical_methods_for_ordinary_differential_equations
Best wishes
Torsten.
  2 Comments
Torsten
Torsten on 10 Feb 2017
If you use one of the ODE-integrators under
https://de.mathworks.com/help/matlab/ref/ode45.html
the conversion method is already integrated.
If you want to write your own ODE solver, you will have to implement the method on your own.
Best wishes
Torsten.

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