 Convergence of a zero-stable multiderivative method

For a fixed-step multiderivative multistep method, the ordinary zero-stability root condition still controls propagation of the starting errors when all derivative evaluation maps are uniformly Lipschitz continuous on the relevant bounded region. A local defect $O(h^{p+1})$ then yields global error $O(h^p)$ over a fixed time interval, provided the starting errors are $O(h^p)$ and the implicit updates use the nearby solution branch.

For example, writing the numerical error equation as $\rho (E)e_n=h{F}_h(e_{n+s})+d_n$, with $F_h$ uniformly Lipschitz continuous, a bounded impulse response for the root condition for a multistep method givesAbsorbing the last current-step term for small $h$ and applying the discrete Gronwall inequality gives the stated order. The higher derivatives enter through $F_h$, whose bound stays uniform as $h\to 0$.