Module 8: Linear Multistep Methods
  Lecture 25: Linear Multistep Methods
 

 

This proves the assertion, even without making use of the assumption that l was an integer.

As an example, consider the mid-point rule [Nystrom's method with ], which in the standardized form (8.1) appears as follows:

The corresponding operator (8.2) is given by

We readily find and thus .

Alternatively, by choosing , we may consider the operator

Again and hence but now . This indicates that the constants depend, in general, on . From the point of view of practical computation, the second method of calculating p and is clearly preferable, since in the Taylor's expansion only terms of odd order occur.

The error constant of the method defined by (8.1) is