How to use the Backwards Euler Method

$\begingroup$

Given the ODE $\frac{dy}{dt} = f(t,y)$ and the function $f(y) = -y^3$, with the initial condition $y(0)=1$, I want to use the backward Euler Method with $h = \frac{1}{2}$, combined with the Newton-Rapson method to approximate $y$ at $t = 2$.

This ODE is seperable and an exact solution can be found, which I found to be $y = \sqrt{\frac{1}{2t+1}}.$Therefore at $t = 2$ the exact solution would be $\sqrt{\frac{1}{5}}$.

However, I want to know how to use these two numerical methods to approximate a solution. So far, I used the Backward Euler Method as follows:

$$y_{n+1} \approx y_n + hf(t_{n+1}, y_{n+1})$$$$y_{n+1} \approx 1 - \frac{1}{2}y_{n+1}^3$$

This forms the cubic equation $y_{n+1}^3 + 2y_{n+1} - 2 \approx 0$ which can be solved via Newton-Raphson, and this gives me a value of $y_{n+1} = 0.7709$. But where can I go from here? Have I made a mistake? Any guidance would be much appreciated.

$\endgroup$ 5 Reset to default

Know someone who can answer? Share a link to this question via email, Twitter, or Facebook.

Your Answer

Sign up or log in

Sign up using Google Sign up using Facebook Sign up using Email and Password

Post as a guest

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

You Might Also Like