$$ \newcommand{\uex}{{u_{\small\mbox{e}}}} \newcommand{\vex}{{v_{\small\mbox{e}}}} \newcommand{\half}{\frac{1}{2}} \newcommand{\tp}{\thinspace .} \newcommand{\Oof}[1]{\mathcal{O}(#1)} $$

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The central difference for \( u'(t) \) (1)

For the central difference approximation, $$ u'(t_n)\approx [ D_tu]^n, \quad [D_tu]^n = \frac{u^{n+\half} - u^{n-\half}}{\Delta t}, $$ the truncation error is $$ R^n = [ D_tu]^n - u'(t_n)\tp$$ Expand \( u(t_{n+\half}) \) and \( u(t_{n-1/2}) \) in Taylor series around the point \( t_n \) where the derivative is evaluated: $$ \begin{align*} u(t_{n+\half}) = &u(t_n) + u'(t_n)\half\Delta t + {\half}u''(t_n)(\half\Delta t)^2 + \\ & \frac{1}{6}u'''(t_n) (\half\Delta t)^3 + \frac{1}{24}u''''(t_n) (\half\Delta t)^4 + \Oof{\Delta t^5}\\ u(t_{n-1/2}) = &u(t_n) - u'(t_n)\half\Delta t + {\half}u''(t_n)(\half\Delta t)^2 - \\ & \frac{1}{6}u'''(t_n) (\half\Delta t)^3 + \frac{1}{24}u''''(t_n) (\half\Delta t)^4 + \Oof{\Delta t^5} \tp \end{align*} $$

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