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Math Help - Backward Euler Method

  1. #1
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    Backward Euler Method

    Hi!!! I need some help...
    I want to write a code in matlab for the backward euler method.
    How can I solve the equation to determine y^(n+1)??? Are secant method, newton's method, fixed point iteration, fsolve, fzero equal???
    Last edited by mathmari; April 24th 2013 at 11:46 AM.
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  2. #2
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    Re: Backward Euler Method

    Hey mathmari.

    You should look at a standard solver like Newton-Rhapson.
    Thanks from mathmari
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  3. #3
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    Re: Backward Euler Method

    so do I have to write:

    for i = 1:n
    y^(n+1) = y^n - (g(y^n)/dg(y^n));

    where g=y^(n+1)-y^n-h*f(t^(n+1), y^(n+1)) ???
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  4. #4
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    Re: Backward Euler Method

    Quote Originally Posted by mathmari View Post
    so do I have to write:

    for i = 1:n
    y^(n+1) = y^n - (g(y^n)/dg(y^n));

    where g=y^(n+1)-y^n-h*f(t^(n+1), y^(n+1)) ???
    First try simple formula iteration as shown on the Wikipedia page.

    .
    Thanks from mathmari
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  5. #5
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    Re: Backward Euler Method

    Quote Originally Posted by mathmari View Post
    Are secant method,newton's method, fixed point iteration, fsolve, fzero equal???
    Some methods converge in fewer steps, some diverge less often, some are simpler and some are better at finding multiple roots.
    Thanks from mathmari
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  6. #6
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    Re: Backward Euler Method

    Quote Originally Posted by Shakarri View Post
    Some methods converge in fewer steps, some diverge less often, some are simpler and some are better at finding multiple roots.
    which of these methods is better for the backward euler method?
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