backward Euler method (Q6674269)

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one of the most basic numerical methods in numerical analysis and scientific computing for the solution of ordinary differential equations
  • implicit Euler method
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backward Euler method
one of the most basic numerical methods in numerical analysis and scientific computing for the solution of ordinary differential equations
  • implicit Euler method

Statements

yn+1=yn+hf(tn+1,yn+1)
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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.
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Identifiers

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