Module 8: Linear Multistep Methods
  Lecture 29: Necessary & Sufficient Conditions for Convergence
 

 

Now, using the above lemma with and , where . It follows that

(8.24)

where

(8.25)

Since is uniformly continuous on . In view of this fact and of (8.21) the above bound for tends to zero as for every , establishing the proof of the theorem.