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Dormand-Prince method

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English

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Etymology

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Described in a 1980 paper by J. R. Dormand and P. J. Prince.

Noun

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the Dormand-Prince method

  1. (mathematics, numerical analysis) A method for solving ordinary differential equations, using six function evaluations to calculate fourth- and fifth-order accurate solutions, the difference between which is then taken to be the error of the (fourth-order) solution.
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