theta_method

theta_method, a MATLAB code which solves one or more ordinary differential equations (ODE) using the theta method, and using a fixed time step.

The theta method uses a parameter theta, between 0 and 1. Special values of theta are:

• theta = 0: backward Euler method;
• theta = 1/2: trapezoidal method;
• theta = 1: forward Euler method;

Licensing:

The information on this web page is distributed under the MIT license.

Languages:

theta_method is available in a MATLAB version and an Octave version and a Python version.

Related Data and codes:

theta_method_test

matlab_ode_solver, a MATLAB code which solves one or more differential equations (ODE) using a method of a particular order, either explicit or implicit. Some methods require a nonlinear equation solver. Some methods used a fixed stepsize, while others adapt the stepsize based on an error estimate.

Source Code:

• theta_method.m, implements the theta method, solving the implicit theta method step equation using fsolve() from the MATLAB Optimization Toolbox.