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    Predictor-Corrector Method

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    Predictor-corrector methods are algorithms that solve problems in two steps: first making an initial rough prediction, then refining the approximation through correction. For solving ordinary differential equations, predictor-corrector methods typically use an explicit method like Euler's method to make the initial prediction, then an implicit method like the trapezoidal rule to correct it. A simple example is Heun's method, which uses Euler's method for the predictor step and the trapezoidal rule for the corrector step. There are different modes depending on how often the corrector step is applied.

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    Predictor-Corrector Method

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    letter_ashish4444
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    Predictor-corrector methods are algorithms that solve problems in two steps: first making an initial rough prediction, then refining the approximation through correction. For solving ordinary differential equations, predictor-corrector methods typically use an explicit method like Euler's method to make the initial prediction, then an implicit method like the trapezoidal rule to correct it. A simple example is Heun's method, which uses Euler's method for the predictor step and the trapezoidal rule for the corrector step. There are different modes depending on how often the corrector step is applied.

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    predictor-corrector method

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    Predictor–corrector method

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    Predictor-corrector methods are algorithms that solve problems in two steps: first making an initial rough prediction, then refining the approximation through correction. For solving ordinary differential equations, predictor-corrector methods typically use an explicit method like Euler's method to make the initial prediction, then an implicit method like the trapezoidal rule to correct it. A simple example is Heun's method, which uses Euler's method for the predictor step and the trapezoidal rule for the corrector step. There are different modes depending on how often the corrector step is applied.

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    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    352 views3 pages

    Predictor-Corrector Method

    Uploaded by

    letter_ashish4444
    Predictor-corrector methods are algorithms that solve problems in two steps: first making an initial rough prediction, then refining the approximation through correction. For solving ordinary differential equations, predictor-corrector methods typically use an explicit method like Euler's method to make the initial prediction, then an implicit method like the trapezoidal rule to correct it. A simple example is Heun's method, which uses Euler's method for the predictor step and the trapezoidal rule for the corrector step. There are different modes depending on how often the corrector step is applied.

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    Predictorcorrector method

    Predictorcorrector method
    In mathematics, particularly numerical analysis, a predictorcorrector method is an algorithm that proceeds in two steps. First, the prediction step calculates a rough approximation of the desired quantity. Second, the corrector step refines the initial approximation using another means.

    Predictorcorrector methods for solving ODEs


    When considering the numerical solution of ordinary differential equations (ODEs), a predictorcorrector method typically uses an explicit method for the predictor step and an implicit method for the corrector step.

    Example: Euler method with the trapezoidal rule


    A simple predictorcorrector method (known as Heun's method) can be constructed from the Euler method (an explicit method) and the trapezoidal rule (an implicit method). Consider the differential equation

    and denote the step size by

    . , calculate an initial guess value via the Euler

    First, the predictor step: starting from the current value method,

    Next, the corrector step: improve the initial guess using trapezoidal rule,

    That value is used as the next step.

    PEC mode and PECE mode


    There are different variants of a predictorcorrector method, depending on how often the corrector method is applied. The PredictEvaluateCorrectEvaluate (PECE) mode refers to the variant in the above example:

    It is also possible to evaluate the function f only once per step by using the method in PredictEvaluateCorrect (PEC) mode:

    Additionally, the corrector step can be repeated in the hope that this achieves an even better approximation to the true solution. If the corrector method is run twice, this yields the PECECE mode:

    The PECEC mode has one fewer function evaluation. More generally, if the corrector is run k times, the method is in P(EC)k or P(EC)kE mode. If the corrector method is iterated until it converges, this could be called PE(CE).

    Predictorcorrector method

    Notes References
    Butcher, John C. (2003), Numerical Methods for Ordinary Differential Equations, New York: John Wiley & Sons, ISBN978-0-471-96758-3. Press, WH; Teukolsky, SA; Vetterling, WT; Flannery, BP (2007). "Section 17.6. Multistep, Multivalue, and Predictor-Corrector Methods" (http://apps.nrbook.com/empanel/index.html#pg=942). Numerical Recipes: The Art of Scientific Computing (3rd ed.). New York: Cambridge University Press. ISBN978-0-521-88068-8.

    External links
    Weisstein, Eric W., " Methods.html Predictor-Corrector Methods (http://mathworld.wolfram.com/ PredictorCorrector)", MathWorld. Predictorcorrector methods (http://www.fisica.uniud.it/~ercolessi/md/md/node22.html) for differential equations

    Article Sources and Contributors

    Article Sources and Contributors


    Predictorcorrector method Source: http://en.wikipedia.org/w/index.php?oldid=580394365 Contributors: Beetstra, Felix116, Jeffareid, Jitse Niesen, Katieh5584, Lunch, Michael Hardy, Phancy Physicist, SciCompTeacher, Tony1, Twri, 9 anonymous edits

    License
    Creative Commons Attribution-Share Alike 3.0 //creativecommons.org/licenses/by-sa/3.0/

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