Loading [MathJax]/extensions/TeX/boldsymbol.js
\newcommand{\uex}{{u_{\small\mbox{e}}}}
\newcommand{\Aex}{{A_{\small\mbox{e}}}}
\newcommand{\half}{\frac{1}{2}}
\newcommand{\Oof}[1]{\mathcal{O}(#1)}
Convergence
The numerical scheme is convergent if the global error
e^n\rightarrow 0 as \Delta t\rightarrow 0 .
If the error has a leading order term \Delta t^r , the
convergence rate is of order r .