Linear multistep method
= Linear multistep method
{wiki=Linear_multistep_method}
Linear multistep methods are numerical techniques used to solve ordinary differential equations (ODEs) by approximating the solutions at discrete points. Unlike single-step methods (like the Euler method or Runge-Kutta methods) that only use information from the current time step to compute the next step, linear multistep methods utilize information from multiple previous time steps.