Hi all, I'm writing myself a ordinary differential equation solver and I've already implemented several explicit integrators, which were pretty easy for me to do. Now I've decided to work on some implicit methods (for any stiff equations) and I've run into some issues.(adsbygoogle = window.adsbygoogle || []).push({});

The most basic one is the Backward Euler:

[tex]y_{n+1} = y_{n} + hf(t_{n+1}, y_{n+1})[/tex]

And as I understand, to solve this you need to use some iteration to get the value of [tex]y_{n+1}[/tex] to solve that equation for the next time step.

The problem I have is: How can I solve this? I thought I could use something like Newton's method, but I don't know how to properly apply it.

Any help, even a push in the right direction would be appreciated. Thanks!

**Physics Forums - The Fusion of Science and Community**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Solving differential equations using implicit methods

Loading...

Similar Threads for Solving differential equations | Date |
---|---|

B Solving a differential equation with a unit vector in it | Nov 25, 2017 |

I Need a help in solving an equation (probably differentiation | Nov 20, 2017 |

I Differential Equations For Solving A Recursive equation | Feb 13, 2017 |

I What differential equations need to be solved more quickly? | Feb 12, 2017 |

**Physics Forums - The Fusion of Science and Community**