Bulirsch–Stoer algorithm: Difference between revisions

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In [[numerical analysis]], the '''Bulirsch–Stoer algorithm''' is a method for the [[numerical ordinary differential equations|numerical solution of ordinary differential equations]] which combines three powerful ideas: [[Richardson extrapolation]], the use of [[rational function extrapolation]] in Richardson-type applications, and the [[modified midpoint method]]<ref>http://www.xmds.org/bulirschStoer.html</ref>, to obtain numerical solutions to [[ordinary differential equation]]s (ODEs) with high accuracy and comparatively little computational effort. It is named after [[Roland Bulirsch]] and [[Josef Stoer]]. It is sometimes called the '''Gragg–Bulirsch–Stoer (GBS) algorithm''' because of the importance of a result about the error function of the modified midpoint method, due to [[William B. Gragg]].

==Underlying ideas==