Bulirsch–Stoer algorithm

<p>In <a href="/facts/Numerical_analysis/QT9cYa9z">numerical analysis</a>, the Bulirsch–Stoer algorithm is a method for the <a href="/facts/Numerical_ordinary_differential_equations/rbrYBco3">numerical solution of ordinary differential equations</a> which combines three powerful ideas: <a href="/facts/Richardson_extrapolation/46hdzKDA">Richardson extrapolation</a>, the use of rational function extrapolation in Richardson-type applications, and the modified midpoint method, to obtain numerical solutions to <a href="/facts/Ordinary_differential_equation/ygKGQ8kD">ordinary differential equations</a> (ODEs) with high accuracy and comparatively little computational effort. It is named after <a href="/facts/Roland_Bulirsch/3v04WbKz">Roland Bulirsch</a> and <a href="/facts/Josef_Stoer/9tSMII8G">Josef Stoer</a>. It is sometimes called the Gragg–Bulirsch–Stoer (GBS) algorithm because of the importance of a result about the error function of the modified midpoint method, due to <a href="/facts/William_B._Gragg/J3QTGT5K">William B. Gragg</a>.
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Bulirsch–Stoer algorithm open-in-new

Bulirsch–Stoer algorithm