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

 

Since for some . But

vanishes also for and . Thus, in view of the fact that has five distinct zeros in the closed interval , the fifth derivative has at least one zero in , the fifth derivative has at least one zero in . We easily find

and thus have, for some

But, by the continuity of it follows as before that

for some between and . Inserting this value in (7.31), (7.29) follows: