Module 7: Multistep Methods
  Lecture 21: The local error of the formulas based on integration
 

 

where

and

The Adams-Bashforth formula is obtained by neglecting the term in (7.24) and is given as

we now make use of the following two facts about

  1. is of constant sign in the interval and

  2. is a continuous function of . We are thus in a position to apply the second mean value theorem of the integral calculus with the result that

where is one of the values of corresponding to values of in . By the definition of , this may be written as

(7.25)