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: <math> y' = f(t,y), \quad y(t_0) = y_0. </math>
First calculate an initial guess value <math>\tilde{y}_{[0]}</math> via the [[Euler method]]:
: <math>\tilde{y}_{[0]} = y_i + h f(t_i,y_i)</math>
Next, improve the initial guess through iteration of the [[trapezoidal rule (differential equations)|trapezoidal rule]]. This iteration process normally converges quickly.
: <math>
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