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)}

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Computation of the truncation error

Tool: Taylor expand \uex around the point where the ODE is sampled (here t_n ) \uex(t_{n+1}) = \uex(t_n) + \uex'(t_n)\Delta t + \half\uex''(t_n) \Delta t^2 + \cdots Inserting this Taylor series in (31) gives R^n = \uex'(t_n) + \half\uex''(t_n)\Delta t + \ldots + a\uex(t_n) Now, \uex solves the ODE \uex'=-a\uex , and then R^n \approx \half\uex''(t_n)\Delta t This is a mathematical expression for the truncation error.

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