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

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Leading-order error terms in finite differences (1)

$$ \begin{align} \lbrack D_tu \rbrack^n &= \frac{u^{n+\half} - u^{n-\half}}{\Delta t} = u'(t_n) + R^n \tag{3},\\ R^n &= \frac{1}{24}u'''(t_n)\Delta t^2 + \Oof{\Delta t^4} \tag{4}\\ \lbrack D_{2t}u \rbrack^n &= \frac{u^{n+1} - u^{n-1}}{2\Delta t} = u'(t_n) + R^n \tag{5},\\ R^n &= \frac{1}{6}u'''(t_n)\Delta t^2 + \Oof{\Delta t^4} \tag{6}\\ \lbrack D_t^-u \rbrack^n &= \frac{u^{n} - u^{n-1}}{\Delta t} = u'(t_n) + R^n \tag{7},\\ R^n &= -{\half}u''(t_n)\Delta t + \Oof{\Delta t^2} \tag{8}\\ \lbrack D_t^+u \rbrack^n &= \frac{u^{n+1} - u^{n}}{\Delta t} = u'(t_n) + R^n \tag{9},\\ R^n &= {\half}u''(t_n)\Delta t + \Oof{\Delta t^2} \tag{10} \end{align} $$

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