Explicit and implicit methods: Difference between revisions

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: <math>\frac{dy}{dt} = -y^2, \ t\in [0, a]\quad \quad (2)</math>
 
with the initial condition <math>y(0)=1.</math> Consider a grid <math>t_k=a\frac{k}{n}</math> for 0≤0&nbsp;≤&nbsp;''k''&nbsp;&nbsp;''n'', that is, the time step is <math>\Delta t=a/n,</math> and denote <math>y_k=y(t_k)</math> for each <math>k</math>. [[Discretization|Discretize]] this equation using the simplest explicit and implicit methods, which are the ''forward Euler'' and ''backward Euler '' methods (see [[numerical ordinary differential equations]]) and compare the obtained schemes.
 
;Forward Euler method: