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predictor-corrector methods

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predictor-corrector methods [′pri¦dik·tər kə′rek·tər ‚meth·ədz]
(mathematics)
Methods of calculating numerical solutions of differential equations that employ two formulas, the first of which predicts the value of the solution function at a pointxin terms of the values and derivatives of the function at previous points where these have already been calculated, enabling approximations to the derivatives atxto be obtained, while the second corrects the value of the function atxby using the newly calculated values.


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