Backward differentiation formula - Wikipedia
en.wikipedia.org › wiki › Backward_differentiationThe backward differentiation formula is a family of implicit methods for the numerical integration of ordinary differential equations. They are linear multistep methods that, for a given function and time, approximate the derivative of that function using information from already computed time points, thereby increasing the accuracy of the approximation. These methods are especially used for the solution of stiff differential equations. The methods were first introduced by Charles F. Curtiss and
Backward Euler method - Wikipedia
https://en.wikipedia.org/wiki/Backward_Euler_methodDescription. Consider the ordinary differential equation = (,) with initial value () =. Here the function and the initial data and are known; the function depends on the real variable and is unknown. A numerical method produces a sequence ,,, … such that approximates (+), where is called the step size.. The backward Euler method computes the approximations using