Numerical methods for ordinary differential equations: Difference between revisions

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The backward Euler method is an ''implicit'' method, meaning that we have to solve an equation to find ''y''<sub>''n''+1</sub>. One often uses [[fixed point iteration]] or (some modification of) the [[Newton's method|Newton-Raphson method]] to achieve this. Of course, it costs time to solve this equation; this cost must be taken into consideration when one selects the method to use. The advantage of implicit methods such as (6) is that they are usually more stable for solving a [[stiff equation]], meaning that a larger step size ''h'' can be used.
 
=== GeneralisationsGeneralizations ===
The Euler method is often not accurate enough. In more precise terms, it only has order one (the concept of ''order'' is explained below). This caused mathematicians to look for higher-order methods.