Module 7: Multistep Methods
  Lecture 22: Local Error of Nystrom & Milne-Simpson Methods
 

 

The error in Nystrom's formula is given by

and similarly in the Generalized Milne-Simpson method, we have the error as

The method used above for getting the expression for the errors in Adams-Bashforth and Adams-Moulton formulas does not work here, since now changes sign in the interval of integration. However, we confine ourselves to the derivation, again by special methods, of error formulas for the mid-point rule and for the special Milne formula. Specifically, we shall show that

(7.28)

and

(7.29)