The ODE problem is solved by a finite difference scheme

The \( \theta \) rule, $$ u^{n+1} = \frac{1 - (1-\theta) a\Delta t}{1 + \theta a\Delta t}u^n, \quad n=0,1,\ldots,N-1 $$ contains the Forward Euler (\( \theta=0 \)), the Backward Euler (\( \theta=1 \)), and the Crank-Nicolson (\( \theta=0.5 \)) schemes.

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