The common basis of the single-step methods discussed earlier is that each requires an amount to be added to in order to get . Formally, we define a general single-step method by:
Definition: A general single-step method for approximating the solution of a differential equation is a method which can be written in the form
where the function is called the increment function and is determined by . The increment function is a function of and only.
Convergence for Single–step methods is defined by:
Definition: The single-step method (5.1) is convergent if for all as and with
for any differential equation which satisfies a Lipschitz condition. |