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Backward  Method :

Instead of using Taylor's formula at the point x0+h one can also use x0-h and develop Euler's backward formula in the following manner. Consider the Taylor series at x = x0 - h

 y(x0 - h) = y(x0) - hy'(x0) + (h2/2) y''(x0) + . . .

If we truncate the infinite series on the right hand side after second term, we can write
 

y(x0 - h) = y(x0) - hy'(x0)
-y(x0) = -y(x0 - h) - h f(x0, y0)
or  yi = yi-1 + h fi for any i

since fi = f(xi, yi) has also the unknown yi, the formula has more than one term which has the unknown and hence the scheme is an implicit one.
Local truncation error is (h2/2) y''(x) where xi < x < xi+1.

That is, the order of the scheme is same as Euler forward scheme, which is very convenient to use because of its explicit nature whereas the backward scheme is an implicit one in which an approximation to yi has to be computed with help of some other scheme. Hence using Euler Forward scheme is time saving process than Euler backward scheme with the same order of accuracy.
 

Mid-point Method :

Euler's forward and backward schemes 

yi+1 = yi + h f(xi, yi)
yi = yi-1 + h f(xi, yi)

can be clubbed together to get a second order scheme of the form

yi+1 = yi-1 + 2h f(xi, yi)

The only drawback of this scheme is at i = 0, the scheme uses the value of the dependent variable at i = -1 which is not available. Hence one has to use some other scheme to compute the value of the dependent variable at first node (next to the initial point). However from second node onwards the solution can be obtained with second order accuracy using the mid point Nystrom method.
 

Local truncation error : 

Ti+1 = y(xi+1) - yi+1
        = y(xi+1) - yi-1 + 2h f(xi, yi)
       = h3/3 y'''(x)         where xi < x < xi+1

or |Ti+1| <  h3/3 M 
 
where M = 
max
 |y'''(x)|
x Î (x0, xn)


Solution of Transcendental Equations | Solution of Linear System of Algebraic Equations | Interpolation & Curve Fitting
Numerical Differentiation & Integration | Numerical Solution of Ordinary Differential Equations
Numerical Solution of Partial Differential Equations