[Math] backward euler method

Question

Having abit of trouble, would be very grateful if someone could help.

Derive the backward Euler method for the problem:

$$\frac{du}{dt}=:d_tu=: \dot{u}=\lambda u $$

$$ u(0)=u_0$$

any help would be much appreciated, many thanks

Answer 1

i dont know if it is worth to post as a answer,but ok i will post it http://en.wikipedia.org/wiki/Backward_Euler_method

please read it

there is also description of this method in matlab(i am assuming that you are familiar with matlab) https://stackoverflow.com/questions/2937183/matlab-code-help-backward-euler-method