Euler Backward Method

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.

See also

Euler Forward Method

Explore with Wolfram|Alpha


More things to try:

Cite this as:

Weisstein, Eric W. "Euler Backward Method." From MathWorld--A Wolfram Web Resource.

Subject classifications