Smoothing the extrapolated midpoint rule

SummaryThe extrapolated midpoint rule is a popular way to solve the initial value problem for a system of ordinary differential equations. As originally formulated by Gragg, the results are smoothed to remove the weak instability of the midpoint rule. It is shown that this smoothing is not necessary. A cheaper smoothing scheme is proposed. A way to exploit smoothing to increase the robustness of extrapolation codes is formulated.