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

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Leading-order error terms in finite differences (2)

$$ \begin{align} [\bar D_tu]^{n+\theta} &= \frac{u^{n+1} - u^{n}}{\Delta t} = u'(t_{n+\theta}) + R^{n+\theta} \tag{11},\\ R^{n+\theta} &= \half(1-2\theta)u''(t_{n+\theta})\Delta t - \frac{1}{6}((1 - \theta)^3 - \theta^3)u'''(t_{n+\theta})\Delta t^2 + \Oof{\Delta t^3} \tag{12}\\ \lbrack D_t^{2-}u \rbrack^n &= \frac{3u^{n} - 4u^{n-1} + u^{n-2}}{2\Delta t} = u'(t_n) + R^n \tag{13},\\ R^n &= -\frac{1}{3}u'''(t_n)\Delta t^2 + \Oof{\Delta t^3} \tag{14}\\ \lbrack D_tD_t u \rbrack^n &= \frac{u^{n+1} - 2u^{n} + u^{n-1}}{\Delta t^2} = u''(t_n) + R^n \tag{15},\\ R^n &= \frac{1}{12}u''''(t_n)\Delta t^2 + \Oof{\Delta t^4} \tag{16} \end{align} $$

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