Runge–Kutta methods | Numerical differential equations

Heun's method

In mathematics and computational science, Heun's method may refer to the improved or modified Euler's method (that is, the explicit trapezoidal rule), or a similar two-stage Runge–Kutta method. It is named after Karl Heun and is a numerical procedure for solving ordinary differential equations (ODEs) with a given 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: by way of Heun's method, is to first calculate the intermediate value and then the final approximation at the next integration point. where is the step size and . (Wikipedia).

Heun's method
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Related pages

Numerical analysis | Mathematics | Computational science | Ordinary differential equation | Explicit and implicit methods | Euler method | Initial value problem