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The forward difference for u(t)

Now consider a forward difference: u(tn)[D+tu]n=un+1unΔt. Define the truncation error: Rn=[D+tu]nu(tn). Expand un+1 in a Taylor series around tn, u(tn+1)=u(tn)+u(tn)Δt+12u(tn)Δt2+O(Δt3). We get R=12u(tn)Δt+O(Δt2).

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