$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\Oof}[1]{\mathcal{O}(#1)} $$

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Analysis of finite difference equations

Model: $$ \begin{equation} u'(t) = -au(t),\quad u(0)=I \end{equation} $$

Method: $$ \begin{equation} u^{n+1} = \frac{1 - (1-\theta) a\Delta t}{1 + \theta a\Delta t}u^n \tag{28} \end{equation} $$

Problem setting.

How good is this method? Is it safe to use it?

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