Predictor–corrector method: Difference between revisions

Revision as of 11:12, 11 March 2013

Revision as of 21:12, 20 April 2013

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In [[mathematics]], particularly [[numerical analysis]], a '''predictor–corrector method''' is an [[algorithm]] that proceeds in two steps. First, the prediction step calculates a rough approximation of the desired quantity. Second, the corrector step refines the initial approximation using another means.

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== Predictor–corrector methods for solving ODEs ==

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The PECEC mode has one fewer function evaluation. More generally, if the corrector is run ''k'' times, the method is in P(EC)^''k''

or P(EC)^''k''E mode. If the corrector method is iterated until it converges, this could be called PE(CE)^∞. <ref>{{harvnb|Butcher|2003|p=104}}</ref>

== See also ==

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* [http://www.fisica.uniud.it/~ercolessi/md/md/node22.html Predictor–corrector methods] for differential equations

{{DEFAULTSORT:Predictor-corrector method}}

[[Category:Algorithms]]

[[Category:Numerical analysis]]