backward_euler


backward_euler, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (implicit) backward Euler method, using fsolve() to solve the implicit equation.

Unless the right hand side of the ODE is linear in the dependent variable, each backward Euler step requires the solution of an implicit nonlinear equation. Such equations can be approximately solved using methods such as fixed point iteration, or an implicit equation solver like fsolve().

Licensing:

The computer code and data files described and made available on this web page are distributed under the GNU LGPL license.

Languages:

backward_euler is available in a FreeFem++ version and a MATLAB version and an Octave version and a Python version and an R version.

Related Data and codes:

backward_euler_test

backward_euler_fixed, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (implicit) backward Euler method, using fixed point iteration to solve the implicit equation.

cauchy_method, a MATLAB code which solves one or more ordinary differential equations (ODE) using the Cauchy method.

euler, a MATLAB code which solves one or more ordinary differential equations (ODE) using the forward Euler method.

leapfrog, a MATLAB code which uses the leapfrog method to solve a second order ordinary differential equation (ODE) of the form y''=f(t,y).

midpoint, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (implicit) midpoint method.

midpoint_explicit, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (explicit) midpoint method, also called the modified Euler method.

midpoint_fixed, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (implicit) midpoint method, using a simple fixed-point iteration to solve the implicit equation.

rk12, a MATLAB code which implements Runge-Kutta solvers of orders 1 and 2 for a system of ordinary differential equations (ODE).

rk23, a MATLAB code which implements Runge-Kutta ODE solvers of orders 2 and 3.

rk34, a MATLAB code which implements Runge-Kutta ODE solvers of orders 3 and 4.

rk4, a MATLAB code which applies the fourth order Runge-Kutta (RK) algorithm to estimate the solution of an ordinary differential equation (ODE).

rk45, a MATLAB code which implements Runge-Kutta ODE solvers of orders 4 and 5.

rkf45, a MATLAB code which implements the Runge-Kutta-Fehlberg ODE solver.

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

trapezoidal, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (implicit) trapezoidal method.

trapezoidal_explicit, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (explicit) trapezoidal method.

trapezoidal_fixed, a MATLAB code which solves one or more ordinary differential equations (ODE) using the (implicit) trapezoidal method, using the fixed point method to handle the implicit system.

velocity_verlet, a MATLAB code which uses a version of the velocity Verlet method to solve a secord order ordinary differential equation (ODE) of the form y''=f(t,y).

Source Code:


Last revised on 11 October 2020.