In one step of the Improved Euler method we have
m1 = f(xj, yj) = 3 yj,
m2 = f(xj+h, yj + h m1) = 3 (1 + 3 h) yj,
and
yj+1 = yj + h (m1 + m2)/2 = (1 + 3 h + 9 h2/2) yj.
On the other hand,
.
From the Taylor series,
,
so
the local error is
.
Robert Israel
2002-02-07