Numerical Integration of Differential Equations in MATLAB: Benchmarking Accuracy, Stability, Stiffness, and Conservation (opens in new tab)

Numerical integration is one of the central tools of scientific computing. Whenever a physical, biological, chemical, mechanical, electrical, or control system is modeled by differential equations, the next practical question is usually not only “what is the equation?” but also “which numerical method should be trusted to simulate it?” This question is more subtle than it first appears. A numerical integrator that performs very well on a smooth non-stiff control example may fail completely on...