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

 

This is the desired expression for the remainder in the Adams-Bashforth formula.

In a completely analogous manner, we find for the Adams-Moulton formula

 

(7.26)

where

and

The Adams-Moulton formula is obtained by neglecting the remainder term in (7.26). Again, we use the following two facts about

  1. is of constant sign in the interval and

  2. is a continuous function of .

Thus applying second mean value theorem of integral calculus, we have

for some satisfying . By definition of , we have

(7.27)