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A Constructive Example:
Construct an implicit linear multistep (two-step) method of maximal order, containing one free parameter, and find its order.
Solution: Here by hypothesis. Let be the free parameter. There remain four undetermined coefficients and we can thus set 



.
Solving, we get

and the method is
(*)
Moreover,



If , then and the method is of order 3.
If , then and the method which is now Simpson's rule, is of order 4. Note that when is the two step Adam-Moultan method, while if , it is an explicit method. |