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

 

In order to prove (7.28), we may assume without loss of generality that and we then have to show that (7.28) holds with

and

(7.30)

Using Taylor's expansion with remainder, we have

where , and similarly

where . Inserting in (7.30), we get