Predictor–corrector method: Difference between revisions

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In [[numerical analysis]], '''predictor–corrector methods''' belong to a class of [[algorithm]]s designed to integrate ordinary differential equations - {{snd}}to find an unknown function that satisfies a given differential equation. All such algorithms proceed in two steps:

--# The initial, "prediction" step, starts from a function fitted to the function-values and derivative-values at a preceding set of points to extrapolate ("anticipate") this function's value at a subsequent, new point.

--# The next, "corrector" step refines the initial approximation by using the ''predicted'' value of the function and ''another method'' to interpolate that unknown function's value at the '''same''' subsequent point.__TOC__

-- The next, "corrector" step refines the initial approximation by using the ''predicted'' value of the function and ''another method'' to interpolate that unknown function's value at the '''same''' subsequent point.__TOC__

== Predictor–corrector methods for solving ODEs ==