3. Heun's method may refer to the improved or modified Euler's method
or a similar two-stage Runge–Kutta method
Used to solve Initial Value Problem (I.V.P)
Named after Karl Heun
A numerical procedure for solving ordinary differential equations
(ODEs) with a given initial value
It is an attempt to use information about the slope at both end points to
find the average slope
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Introduction
5. yn+1 = yn + (1/2) h (slopeleft + sloperight)
xn+1 = xn + h
yn+1 = yn + (h/2) (f(xn, yn) + f(xn + h, yn + h f(xn, yn)))
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Heun's Formula
6. References
• Süli, Endre; Mayers, David (2003), An Introduction to Numerical Analysis,
Cambridge University Press, ISBN 0-521-00794-1.
• "Numerical Methods for Solving Differential Equations". San Joaquin Delta
College. Archived from the original on 2009-02-1
• http://calculuslab.deltacollege.edu/ODE/7-C-2/7-C-2-h.html (figures)
• "The Euler-Heun Method" (PDF). LiveToad.org.
• Leader, Jeffery J. (2004), Numerical Analysis and Scientific Computation,
Boston: Addison-Wesley, ISBN 0-201-73499-0.
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