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Gragg's extrapolation method


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An extrapolation method for the solution of ordinary differential equations based on the midpoint rule. For stiff problems a similar scheme can be based on the implicit midpoint rule:yn-1 = yn - hf(xn - ½h, (yn - yn-1)/2)where h is the stepsize.

yn-1 = yn - hf(xn - ½h, (yn - yn-1)/2)

Subjects: Computing.


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