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 equationsequation]]s{{snd}}to find an unknown [[function (mathematics)|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 (mathematics)|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.