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Heun's Method

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Please note that the content of this book primarily consists of articles available from Wikipedia or other free sources online. In mathematics and computational science, Heun''s method (also called the modified Euler''s method or the explicit trapezoidal rule), named after Karl L. W. M. Heun, is a numerical procedure for solving ordinary differential equations (ODEs) with a given initial value. It can be seen as an extension of the Euler method into a two-stage second-order Runge Kutta method.