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This method is known as the "trapezoidal rule." Indeed, this method can also be derived by rewriting the differential equation as
:<math> y(t) = y(t_0) + \int_{t_0}^t f(\tau, y(\tau)) \,\textrm{d}
and approximating the integral on the right-hand side by the [[trapezoidal rule]] for integrals.
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