A constant-step linear multistep method has the form
with . The characteristic polynomials of a linear multistep method encode both accuracy and error propagation. The method has order of a numerical method when insertion of a sufficiently smooth exact solution leaves an unnormalized local truncation error . The exponential-symbol order criterion for a multistep method expresses this as . In particular, first-order consistency of a numerical method requires and .
Accuracy alone is insufficient. For , perturbations obey the recurrence . The root condition for a multistep method requires every root of a polynomial to lie in the closed unit disk, with each unit-circle root simple. This is zero-stability. A root outside the unit disk causes geometric amplification as increases; a repeated unit-circle root permits polynomial growth in . Either can destroy convergence even for starting perturbations tending to zero.
The Dahlquist equivalence theorem states that, for a fixed-coefficient method and a well-posed ordinary differential equation with a suitably Lipschitz continuous right-hand side, consistency of a numerical method and zero-stability are equivalent to convergence for all convergent starting data. If the starting errors are and the exact solution is sufficiently smooth, the global error is on a fixed time interval. A stability estimate bounds the propagated sum of local defects over steps; the discrete Gronwall inequality controls the dependence of on the accumulated error. Implicit methods also require the locally consistent, uniquely solvable update branch for sufficiently small .
For example, the explicit Euler method has order one and , satisfying the root condition for a multistep method. The two-step Adams-Bashforth method has order two and , again satisfying it. The trapezoidal rule has order two with one step. The two-step Simpson multistep method, , has order four and the simple roots : it is zero-stable, although its parasitic amplification root can spoil long-time decay. These examples distinguish finite-time numerical convergence from absolute stability.
The first Dahlquist barrier gives the maximum possible order of a convergent ordinary real -step method:
These bounds assume only first-derivative evaluations, fixed coefficients and zero-stability; the sixth-order multiderivative multistep method in solution is outside that class.
To obtain arbitrarily high convergent order within the ordinary class, increase the number of steps. The Adams-Bashforth method integrates a polynomial interpolation of past derivative values and has order . The Adams–Moulton method includes the new endpoint and has order for steps. In both families , so the root condition for a multistep method holds for every fixed . Starting values can be generated by a Runge-Kutta method of sufficient accuracy. The backward differentiation formula instead differentiates an interpolating polynomial; its order- members are zero-stable only for .
Finally, high order and favorable stiff stability are separate design goals. By the Second Dahlquist barrier, an ordinary A-stable linear multistep method has order at most two. One may accept a smaller linear stability domain, use suitable backward differentiation formula members for stiff problems, or switch to high-order implicit Runge-Kutta methods or multiderivative multistep methods. A convergent high-order formula still needs time steps appropriate to its stability properties and the problem's eigenvalues.