Given y′=x+y2,y(0)=1, find y(0.2) , using the backward Euler's method.
Solution:
Backward difference approximation for first derivative:
y′ ≈hyn−yn−1 , h=xn−xn−1
x0=0,x1=0.2
h=xn−xn−1=x1−x0=0.2−0=0.2
yn=yn−1+hyn′ , yn′=f(yn,xn)=xn+yn2
y0=y(x0)=y(0)=1; y1=y(x1)=y(0.2)
y1=y0+hy1′=y0+h(x1+y12)=1+0.2(0.2+12)=1.24
Answer: y(0.2)=1.24.
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