Proof: A single-step method for approximating the solution of the IVP ![](Images/image045.png)
is given by
![](Images/image049.png) |
(5.2) |
A change in one of the computed values will lead us to solve
![](Images/image053.png) |
(5.3) |
instead of (5.2).
Subtracting (5.3) from (5.2), we get
![](Images/image059.png)
Since satisfies a Lipschitz condition in , we get
![](Images/image061.png)
which is a bounded multiple of the introduced error and is independent of . Hence the given method (5.1) is stable provided satisfies a Lipschitz c ondition in . |