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Foil 21 Predictor / Corrector Methods
From CPS615-Discussion of Ordinary Differential Equations and Start of Parallel N-Body Algorithm Delivered Lectures of CPS615 Basic Simulation Track for Computational Science -- 10 October 96. byGeoffrey C. Fox * Secs 169.9
First, predict Xi+1 using an explicit equation, with O(hn) error, and known values.
Then correct this value by using it in an implicit equation, with O(hn+1) error.