Finite Differencing Methods (Method 2): Implicit Forward Differences

Approximate f(y) with f("index_44.gif"); then solving the finite difference equation above,
"index_45.gif"= "index_46.gif"+ Δt [f("index_47.gif") ].  So, "index_48.gif"= "index_49.gif" + Δt (f("index_50.gif") + f'("index_51.gif")dy)
"index_52.gif"= "index_53.gif" + Δt (f("index_54.gif") + f'("index_55.gif")("index_56.gif" - "index_57.gif") )
"index_58.gif" = "index_59.gif" - Δt [f("index_60.gif")  - f'("index_61.gif")"index_62.gif"])/(1 -  Δt  f'("index_63.gif") )

"index_64.gif"

"index_65.gif"

"index_66.gif"

"index_67.gif"

We define a function, PlotM2, which takes arguments Δt and InitialCondition and then uses ListPlot with Blue lines and Gray points.

"index_68.gif"


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