MATH319 Slides

78 Conclusion

e-xh-1h+x=h(e-xh-1+hxh2)

where by comparing the coefficients in the power series, we see that

|e-xh-1+hxh2|eδx-1-δxδ2

and eδxe-sxf(x) is integrable. (This is justified by uniform convergence or dominated convergence theorems.)