Predictor–corrector method

Algorithms in numerical analysis

In numerical analysis, predictor–corrector methods belong to a class of algorithms designed to integrate ordinary differential equations – to find an unknown function that satisfies a given differential equation. All such algorithms proceed in two steps: The initial, "prediction" step, starts from a function fitted to the function-values and derivative-values at a preceding set of points to extrapolate ("anticipate") this function's value at a subsequent, new point.