Module 8: Linear Multistep Methods
  Lecture 26: Linear Multistep Methods (Contd)
 

 

Associated Difference Polynomials; Necessary & Sufficient Condition for Order

The order p and the error coefficient can be expressed in a more convenient way as follows:

We define the polynomials

and

The difference operator associated with (8.1) is given by

Consider the function we have

(8.5)