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

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Computing truncation errors in nonlinear problems (1)

$$ \begin{equation} u'=f(u,t) \tag{34} \end{equation} $$ Crank-Nicolson scheme: $$ \begin{equation} [D_t u'=\overline{f}^{t}]^{n+\half}\tp \tag{34} \end{equation} $$ Truncation error: $$ \begin{equation} [D_t \uex' - \overline{f}^{t}= R]^{n+\half}\tp \tag{35} \end{equation} $$ Using (19)-(20) for the arithmetic mean: $$ \begin{align*} \lbrack\overline{f}^{t}\rbrack^{n+\half} &= \half(f(\uex^n,t_n) + f(\uex^{n+1},t_{n+1}))\\ &= f(\uex^{n+\half},t_{n+\half}) + \frac{1}{8}\uex''(t_{n+\half})\Delta t^2 + \Oof{\Delta t^4}\tp \end{align*} $$

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