$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} \newcommand{\x}{\boldsymbol{x}} \newcommand{\dfc}{\alpha} % diffusion coefficient \newcommand{\Ix}{\mathcal{I}_x} \newcommand{\Iy}{\mathcal{I}_y} \newcommand{\If}{\mathcal{I}_s} % for FEM \newcommand{\Ifd}{{I_d}} % for FEM \newcommand{\basphi}{\varphi} \newcommand{\baspsi}{\psi} \newcommand{\refphi}{\tilde\basphi} \newcommand{\xno}[1]{x_{#1}} \newcommand{\dX}{\, \mathrm{d}X} \newcommand{\dx}{\, \mathrm{d}x} \newcommand{\ds}{\, \mathrm{d}s} $$

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A Backward Euler scheme for the vector ODE \( u^{\prime}=f(u,t) \)

$$ \begin{align*} \frac{u_0^n- u_0^{n-1}}{\Delta t} &= f_0(u^n,t_n)\\ \frac{u_1^n- u_1^{n-1}}{\Delta t} &= f_1(u^n,t_n)\\ &\vdots\\ \frac{u_N^n- u_N^{n-1}}{\Delta t} &= f_N(u^n,t_n) \end{align*} $$

This can be written more compactly in vector form as $$ \frac{u^n- u^{n-1}}{\Delta t} = f(u^n,t_n)$$

This is a system of nonlinear algebraic equations, $$ u^n - \Delta t\,f(u^n,t_n) - u^{n-1}=0,$$ or written out $$ \begin{align*} u_0^n - \Delta t\, f_0(u^n,t_n) - u_0^{n-1} &= 0,\\ &\vdots\\ u_N^n - \Delta t\, f_N(u^n,t_n) - u_N^{n-1} &= 0\tp \end{align*} $$

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