In Taylor's theorem let Y be the state vector , and use it to
estimate to 2nd order, the value of
given
,
and
.
Call the value we obtain in this way
to indicate that it is the result of the
predictor step.
Where for some in
...
As the differential equations only give us the value of the first derivative in terms
of time and value of the state variable, we need an estimate of the second derivative. Now
use Taylor's theorem again to estimate the value of using
and
.
Note that this time we use
in Taylor's theorem.
Where for some in
...
Which we can solve for ...
Now define .
Inserting this into the predictor...
Predictor
Where...
Which is...