Dormand-Prince method

English

Etymology

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

Noun

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.