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| | Forward and Backward Euler Methods |
 | | Once again, if the true solution is not known a priori, we can choose, depending on the precision required, the solution obtained with a sufficiently small time step as the 'exact' solution to study the convergence characteristics. |
 | | In Figure 4, I have plotted the solutions computed using the BE method for h=0.001, 0.01, 0.1, 0.2 and 0.5 along with the exact solution. |
 | | The accuracy of the computed solution deteriorates as h is increased, and we expect the global error to scale linearly with h. |
| web.mit.edu /10.001/Web/Course_Notes/Differential_Equations_Notes/node3.html (914 words) |
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