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

 

Since the function is continuous, it assumes all values between and in the interval . Therefore, for some

which establishes the desired result.

In order to prove (7.29), we may assume, again without loss of generality, that . We then have to show that (7.29) holds for some and

or