euler's method
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Assuming Euler backward method | Use instead

Input interpretation

Euler backward method

Alternate names

Euler approximation | Euler's method

Definition

An implicit method for solving an ordinary differential equation that uses f(x_n, y_n) in y_(n + 1). In the case of a heat equation, for example, this means that a linear system must be solved at each time step. However, unlike the Euler forward method, the backward method is unconditionally stable and so allows large time steps to be taken.
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Related term

Euler forward method

Subject classifications

MathWorld

ordinary differential equations | ODE solving

MSC 2010

34-XX | 65Lxx

Associated person

Leonhard Euler
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