Backward Euler method: Difference between revisions

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{{Short description|Numerical method for ordinary differential equations}}

In [[numerical analysis]] and [[scientific computing]], the '''backward Euler method''' (or '''implicit Euler method''') is one of the most basic [[numerical methods for ordinary differential equations|numerical methods for the solution of ordinary differential equations]]. It is similar to the (standard) [[Euler method]], but differs in that it is an [[explicit and implicit methods|implicit method]]. The backward Euler method has error of order one in time.

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The backward Euler method can also be seen as a [[linear multistep method]] with one step. It is the first method of the family of [[Adams–Moulton method]]s, and also of the family of [[backward differentiation formula]]s.

==See also==