Euler Backward Method

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

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.

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

$y$ symbol represents Unknown Function

$f$ symbol represents Right Hand Side Of Differential Equation

$h$ symbol represents Time Step

$t$ symbol represents Time

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Related URL

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

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