By Taylor's formula, the expression in the brackets can be written as
![](Images/image045.png)
where is a value between and .
We now divide (2.11) by h and introduce the quantities
, and thus (2.11) can now be written in the form
![](Images/image055.png) |
(2.12) |
where and is a constant
Define the function
we can look at (2.12) as the result of applying Euler's method to the solution of a new differential equation for a function ![](Images/image063.png)
![](Images/image065.png) |
(2.13) |
making at each step an additional error not exceeding . The initial value is zero, because .
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