Predictor–corrector method: Difference between revisions

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In [[numerical analysis]], a '''predictor–corrector methodmethods''' isbelong anto a class of [[algorithm]]s thatdesigned proceedsto inintegrate twoordinary steps.differential equations First,- theto predictionfind stepan calculatesunknown afunction roughthat approximationsatisfies ofa thegiven desireddifferential quantityequation. Second,All thesuch correctoralgorithms stepproceed refinesin thetwo initialsteps: approximation using another means.

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-- The initial, "prediction" step, starts from a polynomial fit to the values of the function and its derivative at a preceding set of points to extrapolate this function to its value at a subsequent, new point.

-- The next, "corrector" step refines the initial approximation by using another means to interpolate that unknown function's derivative at the subsequent point.__TOC__

== Predictor–corrector methods for solving ODEs ==