The Forward Euler scheme: \begin{equation} \lbrack D_t^+ u = -au \rbrack^n \tag{25} \tp \end{equation} Definition of the truncation error R^n : \begin{equation} \lbrack D_t^+ \uex + a\uex = R \rbrack^n \tag{26} \tp \end{equation} From (9)-(10): [D_t^+ \uex]^n = \uex'(t_n) + \half\uex''(t_n)\Delta t + \Oof{\Delta t^2}\tp Inserted in (26): \uex'(t_n) + \half\uex''(t_n)\Delta t + \Oof{\Delta t^2} + a\uex(t_n) = R^n \tp Note: \uex'(t_n) + a\uex^n = 0 since \uex solves the ODE. Then \begin{equation} R^n = \half\uex''(t_n)\Delta t + \Oof{\Delta t^2} \tag{27} \tp \end{equation}