Howtosignalprocessing
- Is the forward Euler method consistent?
- Why is backward Euler better than Forward Euler?
- Can you go backwards with Euler's method?
Is the forward Euler method consistent?
Consistency and order
The (forward) Euler method (4) and the backward Euler method (6) introduced above both have order 1, so they are consistent.
Why is backward Euler better than Forward Euler?
The advantage of forward Euler is that it gives an explicit update equation, so it is easier to implement in practice. On the other hand, backward Euler requires solving an implicit equation, so it is more expensive, but in general it has greater stability properties.
Can you go backwards with Euler's method?
The backward Euler method is an iterative method which starts at an initial point and walks the solution forward using the iteration yn+1−hf(tn+1,yn+1)=yn.
