$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\Oof}[1]{\mathcal{O}(#1)} $$

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Extension to systems of ODEs

Sample system: $$ \begin{align} u' &= a u + bv\\ v' &= cu + dv \end{align} $$

The Forward Euler method: $$ \begin{align} u^{n+1} &= u^n + \Delta t (a u^n + b v^n)\\ v^{n+1} &= u^n + \Delta t (cu^n + dv^n) \end{align} $$

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