Backward Euler method: Difference between revisions

Revision as of 17:42, 15 April 2022

Revision as of 05:10, 23 March 2023

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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.