Loading [MathJax]/extensions/TeX/boldsymbol.js
\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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Truncation error of the \theta -rule

The \theta -rule: [\bar D_t u = -a\overline{u}^{t,\theta}]^{n+\theta} \tp

Truncation error: [\bar D_t \uex + a\overline{\uex}^{t,\theta} = R]^{n+\theta} \tp Use (11)-(12) and (17)-(18) along with \uex'(t_{n+\theta}) + a\uex(t_{n+\theta})=0 to show

\begin{align} R^{n+\theta} = &({\half}-\theta)\uex''(t_{n+\theta})\Delta t + \half\theta (1-\theta)\uex''(t_{n+\theta})\Delta t^2 + \nonumber\\ & \half(\theta^2 -\theta + 3)\uex'''(t_{n+\theta})\Delta t^2 + \Oof{\Delta t^3} \end{align} Note: 2nd-order scheme if and only if \theta =1/2 .

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