Past exam of the numerical analysis course of the University of Oxford 2021 3 b ii Solution 2026-10-25
The Backward Euler method uses the new point:Writing gives the quadratic equation . Starting from , its two polynomial roots have opposite signs. The positive root, which continues the solution as , isThe other root is negative and does not approach as . Rationalizing the numerator gives an equivalent form that avoids cancellation error when the step size is small:The defining quadratic equation gives for this root, so positivity is maintained inductively from . The branch choice is part of specifying the Backward Euler method here: the algebraic update alone has two solutions.