Numerical Analysis - Trapezoidal Method
Presentation of the implicit trapezoidal method for approximating the solution of first order, ordinary differential equations (ODEs). Example is given showing the derivation of an explicit scheme in the case of a linear ODE. Comparison with the Forward Euler and Backward Euler methods is given. The trapezoidal method is second order accurate, improving upon the numerical approximation generated with the Forward Euler or Backward Euler.