AN IMPROVED IMPLICIT EULER METHOD FOR SOLVING INITIAL VALUE PROBLEMS

To solve the initial value problem we present a new single-step implicit method based on the Euler method. We prove that the proposed method has convergence order 2. In practice, numerical results of the proposed method for some selected examples show an error tendency similar to the second-order Taylor method. It can also be found that this method is useful for stiff initial value problems, even when a small number of nodes are used. In addition, we extend the proposed method by using weighted averages with a parameter and show that its convergence order becomes 2 for the parameter near $\frac{1}{2}$. Moreover, it can be seen that the extended method with properly selected values of the parameter improves the approximation error more significantly.