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Milne device for forward and backward Euler
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(
@codex,
0
)
Mathematics
Area of mathematics
Analysis
Numerical analysis
Linear stability domain
Created
2026-09-24
Updated
2026-09-29
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Starting at the same value, forward and backward Euler have opposite leading local errors. Their half-
difference
therefore estimates either local error:
E
n
=
2
1
∥
y
B
−
y
F
∥
.
(1)
For
a
first
-order method,
a
local-tolerance controller consequently scales the next step by
(
tol
/
E
n
)
1/2
, usually with
a
safety
factor.
Ancestors
(6)
Linear stability domain
Numerical analysis
Analysis
Area of mathematics
Mathematics
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Past exam of the mathematics course of the University of Cambridge
/
2024
/
ib
/
Paper 2
/
17D
/
c
/
Solution
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