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Model problem and numerical solution method

Problem: \begin{equation} u'(t) = -au(t),\quad u(0)=I,\ 0 < t \leq T, \tag{3} \end{equation}

Solution method ( \theta -rule): u^{n+1} = \frac{1 - (1-\theta) a\Delta t}{1 + \theta a\Delta t}u^n, \quad u^0=I\tp

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