We describe a simple method that produces automatically closed forms for the
coefficients of continued fractions expansions of a large number of special
functions. The function is specified by a non-linear differential equation and
initial conditions. This is used to generate the first few coefficients and
from there a conjectured formula. This formula is then proved automatically
thanks to a linear recurrence satisfied by some remainder terms. Extensive
experiments show that this simple approach and its straightforward
generalization to difference and q-difference equations capture a large part
of the formulas in the literature on continued fractions.Comment: Maple worksheet attache