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Tom.Reding (talk | contribs) m WP:GenFixes on, typo(s) fixed: Euler’s → Euler's (7) |
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{{Citation | last1=Ascher | first1=Uri M. | last2=Petzold | first2=Linda R.|author2-link=Linda Petzold | title=Computer Methods for Ordinary Differential Equations and Differential-Algebraic Equations | publisher=[[Society for Industrial and Applied Mathematics]] | ___location=Philadelphia | isbn=978-0-89871-412-8 | year=1998}}.</ref>), or a similar two-stage [[Runge–Kutta method]]. It is named after [[Karl Heun]] and is a [[numerical analysis|numerical]] procedure for solving [[ordinary differential equation]]s (ODEs) with a given [[Initial value problem|initial value]]. Both variants can be seen as extensions of the [[Euler method]] into two-stage second-order Runge–Kutta methods.
The procedure for calculating the numerical solution to the initial value problem
:<math>y'(t) = f(t,y(t)), \qquad \qquad y(t_0)=y_0, </math>
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