Explicit and implicit methods: Difference between revisions

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to find <math>Y(t+\Delta t).</math>
 
== Computation ==
Implicit methods require an extra computation (solving the above equation), and they can be much harder to implement. Implicit methods are used because many problems arising in practice are [[Stiff equation|stiff]], for which the use of an explicit method requires impractically small time steps <math>\Delta t</math> 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. That said, whether one should use an explicit or implicit method depends upon the problem to be solved.