For a uniformly Lipschitz continuous state field with constant , an implicit midpoint rule step is uniquely solvable when , by the contraction mapping theorem. Write its step map as , where . Subtracting the increment equations gives
Therefore , and the triangle inequality gives the bound for . Combining it with the implicit midpoint consistency bound yields
for . This follows by summing the geometric error recurrence with forcing . For and , , proving second-order global error with exact starting data. If , the direct bound is .
Work on a fixed finite interval . Write , , and use the paper's normalized local truncation error
Assume has bounded continuous derivatives through order three on this interval, with and . Assume also that the Jacobian matrix has operator norm at most on the segments joining to the endpoint averages. For a scalar equation this last hypothesis is simply there.
Two symmetric estimates separate the errors. By Taylor's theorem applied to about , the linear term integrates to zero on , giving
Likewise the two linear terms in the endpoint expansions cancel, and their second-order remainders give
The derivative bound on gives a Lipschitz condition in its second variable. Since , the triangle inequality now yields
The constant is independent of and as long as the steps remain in the fixed interval. This implicit midpoint consistency bound proves numerical consistency of order two. The corresponding unnormalized residual is ; the two powers conventionally called local truncation error differ because the paper divides by the step size. If local error instead means the error of an exactly solved numerical step started at , the small-step Lipschitz condition gives the bound as well.