backward Euler method

Community: MathModDB

discrete-time expression

mathematical expression

Available identifiers

WikidataQ2736820 ScholiaQ2736820MaRDI QIDQ6674269

one of the most basic numerical methods in numerical analysis and scientific computing for the solution of ordinary differential equations, named after Leonhard Euler

Also known as implicit Euler method

Description

Similar to the (standard, forward, explicit) Euler method, but differs in that it is an implicit method. The backward Euler method has error of order one in time.

Defining Formula: $y_{n+1}=y_n+hf(t_{n+1},y_{n+1})$

$y$ represents unknown function

$f$ represents right hand side of differential equation

$h$ represents time step

$t$ represents time

Mathematical expressions specializing backward Euler method

Darcy equation (Euler backward)

Stokes equation (Euler backward)

Described at:

https://en.wikipedia.org/wiki/Backward_Euler_method

Further items linking to backward Euler method

Item	Property
Euler method	specialized by
Runge–Kutta method	specialized by
Schrödinger equation (differencing scheme)	contains
second order differencing method	contains
Verlet integration	contains

This page was built for formula: backward Euler method