$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\Aex}{{A_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\Oof}[1]{\mathcal{O}(#1)} $$

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Truncation error

$$ \lbrack D_t u = -au\rbrack^n$$ i.e., $$ \frac{u^{n+1}-u^n}{\Delta t} = -au^n$$ Insert \( \uex \) (which does not in general fulfill this equation): $$ \begin{equation} \frac{\uex(t_{n+1})-\uex(t_n)}{\Delta t} + a\uex(t_n) = R^n \neq 0 \tag{31} \end{equation} $$

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