Time-Stepping Methods

Trapezoidal Rule (Crank-Nicolson Method)

This is an implicit method.

$y_{n+1}=y_n+\frac{h}{2}(f(t_n,y_n)+f(t_{n+1},y_{n+1}))$

The Local Truncation Error is $O(h^3)$.

Related

• Forward Euler Method
• Improved Forward Euler