$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\tp}{\thinspace .} $$

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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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