Higher-Order Taylor Methods
Higher-order Taylor methods (order 2 and beyond) using derivatives of f.
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order 2
Notes
Taylor order 2: wᵢ₊₁ = wᵢ + h[f(tᵢ, wᵢ) + (h/2) f′(tᵢ, wᵢ)], where f′ = df/dt along the solution. Local error O(h³), global O(h²).