How to implement backward Euler's method?
250 views (last 30 days)
Show older comments
I am trying to implement these formulas:
Forward Euler's method:
this is what I have tried:
x_new = (speye(nv)+ dt * lambda * L) * x_old;
Is there anything wrong with this? How can I calculate this using sparse operation?
Backward Euler's method:
I have tried this:
x_new = (speye(nv)- dt * lambda * L) \ x_old;
How to implement the backward part where the existing x is calculated based on the new x? Is it OK to use division?
=============================================================================
L is a sparse matrix like this:
full(L) =
-1.0000 0.2500 0.2500 0.2500 0.2500
0.3333 -1.0000 0.3333 0 0.3333
0.3333 0.3333 -1.0000 0.3333 0
0.3333 0 0.3333 -1.0000 0.3333
0.3333 0.3333 0 0.3333 -1.0000
also for other variable we have something like this:
nv = 5;
dt = 0.01;
lambda = 0.5;
x_old = [-4 0 5;
1 -5 5;
1 0 1;
1 5 5;
1 0 0]
0 Comments
Answers (1)
Dinesh Yadav
on 27 Nov 2019
Hi,
Kindly go through the following existing posts for backward euler method.
Hope it helps.
0 Comments
See Also
Categories
Find more on Matrix Indexing in Help Center and File Exchange
Community Treasure Hunt
Find the treasures in MATLAB Central and discover how the community can help you!
Start Hunting!