Heun's method
First compute a step using Euler's method. Denote it with a capital letter
to distinguish it from the result of Heun's method.
- Xim+1
= xim
+ h vim
- Vim+1
= vim
+ h aim
Heun's method proceeds by averaging the "slopes" used at the current
time m and the predicted values from the Euler step.
- xim+1
= xim
+ h/2 (vim
+ Vim+1)
- vim+1
= vim
+ h/2 (aim
+ Aim+1)
The acceleration Aim+1 is calculated
from the usual acceleration formula using the Euler-predicted
positions Xim+1.
This method is like the trapezoidal rule but with a predicted Euler step in
place of the unknown values.
References
- in the Burden and Faires "Numerical Analysis" textbook: page 277 in Section
5.4 (as the "modified Euler" method)
- in Hairer, Norsett, and Wanner's "Solving Ordinary Differential Equations I:
Nonstiff Problems"
- HNMI
at USF
- Silly-pedia