A general method of integrating Ordinary Differential Equations. It proceeds by
extrapolating a polynomial fit to the derivative from the previous points to the new point (the predictor step), then using
this to interpolate the derivative (the corrector step). Press *et al. *(1992) opine that predictor-corrector methods have
been largely supplanted by the Bulirsch-Stoer and Runge-Kutta
Methods, but predictor-corrector schemes are still in common use.

**References**

Abramowitz, M. and Stegun, C. A. (Eds.).
*Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.*
New York: Dover, pp. 896-897, 1972.

Arfken, G. *Mathematical Methods for Physicists, 3rd ed.* Orlando, FL: Academic Press, pp. 493-494, 1985.

Press, W. H.; Flannery, B. P.; Teukolsky, S. A.; and Vetterling, W. T.
``Multistep, Multivalue, and Predictor-Corrector Methods.'' §16.7 in
*Numerical Recipes in FORTRAN: The Art of Scientific Computing, 2nd ed.* Cambridge, England:
Cambridge University Press, pp. 740-744, 1992.

© 1996-9

1999-05-26