Forward and Backward Euler Methods
web.mit.edu › 10 › WebForward and Backward Euler Methods. Let's denote the time at the nth time-step by t n and the computed solution at the nth time-step by y n, i.e., . The step size h (assumed to be constant for the sake of simplicity) is then given by h = t n - t n-1. Given (t n, y n), the forward Euler method (FE) computes y n+1 as
Backward Euler method - Wikipedia
https://en.wikipedia.org/wiki/Backward_Euler_methodIn numerical analysis and scientific computing, the backward Euler method (or implicit Euler method) is one of the most basic numerical methods for the solution of ordinary differential equations. It is similar to the (standard) Euler method, but differs in that it is an implicit method. The backward Euler method has error of order one in time.