subroutine backward_euler ( dydt, tspan, y0, n, m, t, y ) !*****************************************************************************80 ! !! backward_euler() uses the backward Euler method + fsolve_be() to solve an ODE. ! ! Licensing: ! ! This code is distributed under the MIT license. ! ! Modified: ! ! 14 November 2023 ! ! Author: ! ! John Burkardt ! ! Input: ! ! external dydt: a subroutine that evaluates the right ! hand side of the ODE, of the form ! subroutine dydt ( t, y, dy ) ! ! real ( kind = rk ) tspan(2): the initial and final times. ! ! real ( kind = rk ) y0(m): the initial condition. ! ! integer n: the number of steps to take. ! ! integer m: the number of variables. ! ! Output: ! ! real ( kind = rk ) t(n+1), y(n+1,m): the times and solution values. ! implicit none integer, parameter :: rk = kind ( 1.0D+00 ) integer m integer n real ( kind = rk ) dt external dydt real ( kind = rk ) fn(m) integer i integer info real ( kind = rk ) t(n+1) real ( kind = rk ) tn real ( kind = rk ) to real ( kind = rk ) tol real ( kind = rk ) tspan(2) real ( kind = rk ) y(n+1,m) real ( kind = rk ) y0(m) real ( kind = rk ) yn(m) real ( kind = rk ) yo(m) dt = ( tspan(2) - tspan(1) ) / n tol = 1.0D-05 do i = 0, n if ( i == 0 ) then t(i+1) = tspan(1) y(i+1,1:m) = y0(1:m) else to = t(i) yo = y(i,1:m) tn = t(i) + dt yn(1:m) = y(i,1:m) ! ! Call fsolve_be() to compute yn. ! call fsolve_be ( dydt, m, to, yo, tn, yn, fn, tol, info ) if ( info /= 1 ) then write ( *, '(a)' ) '' write ( *, '(a)' ) 'backward_euler(): Fatal error!' write ( *, '(a,i10)' ) ' info = ', info stop 1 end if t(i+1) = tn y(i+1,1:m) = yn(1:m) end if end do return end