# 预估-校正方法

1. 首先，"预估"步，基于之前若干步的一组函数值及导数值拟合出的函数出发，进而外插此函数在后续点的值。
2. 其次，"校正"步，通过使用函数的 预估 值和 另一种方法 改进初始近似，以内插这一未知的函数在相同后续点的值。

## 预估-校正方法求解常微分方程

### 例如：欧拉方法与梯形规则

${\displaystyle y'=f(t,y),\quad y(t_{0})=y_{0},}$

${\displaystyle {\tilde {y}}_{i+1}=y_{i}+hf(t_{i},y_{i}).}$

${\displaystyle y_{i+1}=y_{i}+{\tfrac {1}{2}}h{\bigl (}f(t_{i},y_{i})+f(t_{i+1},{\tilde {y}}_{i+1}){\bigr )}.}$

### PEC模式和PECE模式

{\displaystyle {\begin{aligned}{\tilde {y}}_{i+1}&=y_{i}+hf(t_{i},y_{i}),\\y_{i+1}&=y_{i}+{\tfrac {1}{2}}h{\bigl (}f(t_{i},y_{i})+f(t_{i+1},{\tilde {y}}_{i+1}){\bigr )}.\end{aligned}}}

{\displaystyle {\begin{aligned}{\tilde {y}}_{i+1}&=y_{i}+hf(t_{i},{\tilde {y}}_{i}),\\y_{i+1}&=y_{i}+{\tfrac {1}{2}}h{\bigl (}f(t_{i},{\tilde {y}}_{i})+f(t_{i+1},{\tilde {y}}_{i+1}){\bigr )}.\end{aligned}}}

{\displaystyle {\begin{aligned}{\tilde {y}}_{i+1}&=y_{i}+hf(t_{i},y_{i}),\\{\hat {y}}_{i+1}&=y_{i}+{\tfrac {1}{2}}h{\bigl (}f(t_{i},y_{i})+f(t_{i+1},{\tilde {y}}_{i+1}){\bigr )},\\y_{i+1}&=y_{i}+{\tfrac {1}{2}}h{\bigl (}f(t_{i},y_{i})+f(t_{i+1},{\hat {y}}_{i+1}){\bigr )}.\end{aligned}}}

PECEC模式比PECECE模式少了一次函数评价过程。