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
Euler Backward Method -- from Wolfram MathWorld
mathworld.wolfram.com › EulerBackwardMethodDec 17, 2021 · Euler Backward Method. An implicit method for solving an ordinary differential equation that uses in . In the case of a heat equation, for example, this means that a linear system must be solved at each time step. However, unlike the Euler forward method, the backward method is unconditionally stable and so allows large time steps to be taken.
Backward Euler Method - Prof. Michael T. Heath
heath.cs.illinois.edu › iem › odeSpecifically, from an approximate solution value yk at time tk for an ODE y ′ = f ( t, y), the Backward Euler method approximates the solution y ( tk+1) at time tk+1 = tk + hk by solving the implicit equation yk+1 = yk + hk f ( tk+1 , yk+1) for yk+1. Since this equation may be nonlinear, solving it in general requires an iterative solution ...