Problem
Given the IVP
y(t0) = y0
approximate y(t1).
Assumptions
The function f(t, y) should be continuous in both variables.
Tools
We will use the backward divided-difference formula.
Initial Conditions
Set h = t1 − t0. Let y1 be the approximation of y(t1).
Process
Solve the equation
for &upsilon and set y1 = υ.
Copyright ©2005 by Douglas Wilhelm Harder. All rights reserved.