Implicit Methods for Linear and Nonlinear Systems of ODEs
web.mit.edu › 16 › BackUpWhen the ODEs are nonlinear, implicit methods require the solution of a nonlinear system of algebraic equations at each iteration. To see this, consider the use of the trapezoidal method for a nonlinear problem, vn+1 =vn + 1 2 ∆t f(vn+1,tn+1)+f(vn,tn). We can define the following residual vector for the trapezoid al method, R(w)≡w−vn − 1 2 ∆t
Explicit and implicit methods - Wikipedia
en.wikipedia.org › wiki › Explicit_and_implicit_methodsImplicit methods are used because many problems arising in practice are stiff, for which the use of an explicit method requires impractically small time steps to keep the error in the result bounded (see numerical stability). For such problems, to achieve given accuracy, it takes much less computational time to use an implicit method with larger time steps, even taking into account that one needs to solve an equation of the form (1) at each time step.