In this paper we study the convergence of the approximate solutions for the following first order problem u'(t) = f(t,u(t));t ∈ [0,T], au(0)-bu(t_0) = c,a,b > 0, a + b > 0, t_0 (0,T]. Here f: I x R →R is such that □ exists and is a continuous function for some k ≥ 1. Under some additional conditions on □, we prove that it is possible to construct two sequences of approximate solutions converging to a solution with rate of convergence of order k.