Applied Numerical Mathematics 9 (1992) l-19 North-Holland
www.sci.utah.edu › Berzins_Appnumv9thetaThe theta method The theta method is defined as follows. Suppose we have the approximation ~7~ to y( x,), and the approximation y,’ to y’( x,), then the numerical solution at x,,+ i, where x,, 1 = x, -t h and h is the step size, is denoted by y,,+ 1 and is defined by