See Euler method

$y_{i+1}=y_i+\frac{h}{2}[f(x_i,y_i)+f(x_{i+1}, y_{i+1})]=y_i+\frac{h}{2}[f(x_i,y_i)+f(x_{i+1}, y_{i}+hf(x_{i},y_{i}))]$

where we use the Euler method for $y_{i+1}$ on the RHS. This is an example of a prediction-correction method.

Truncation error of order $h^3$