ELI5: Explain Like I'm 5

Heun's method

Have you ever played a game where you have to move a character along a path and you can only move one step at a time? Well, Heun's method is kind of like that. It's a way to figure out how to move from one point to another along a path, but instead of a game, it's a math problem!

Imagine you have an equation that describes something changing over time, like the temperature outside. You can use Heun's method to figure out what the temperature will be in the future, based on what it is now and how it's changing.

Here's how it works:

First, you need to pick a starting point. For our temperature example, we might say it's 70 degrees outside right now.

Next, you need to figure out how fast the temperature is changing. This is called the "slope" or "derivative." Let's say the temperature is changing by 5 degrees per hour.

Now, you can use the slope to guess where the temperature will be in the future. If it's changing by 5 degrees per hour, and we wait 1 hour, then we might guess that the temperature will be 75 degrees.

But this is just a guess! We don't know if it's really going to be 75 degrees in an hour. So, we need to refine our guess.

To do this, we take our starting point and our guess for the future temperature and find an average slope between the two. This is like taking a straight line between the two points and finding the slope of that line.

Once we have this average slope, we can use it to make a new and better guess for the temperature in the future. We might now guess that the temperature will be 72.5 degrees in an hour.

We can keep doing this over and over, refining our guess each time, until we get a pretty accurate estimate of what the temperature will be in the future.

And that's basically how Heun's method works! It's a way to use the slope of a function to make a guess for what the function will be in the future, refine that guess, and get a more accurate estimate.