Finite Difference method - order of error

• April 21st 2009, 08:21 AM
silversand
Finite Difference method - order of error
http://www.mathhelpforum.com/math-he...1&d=1240330898

i checked with wikipedia, and it says:

$\Delta U= O(\delta T) + O((\delta X)^{2})$

but in my question, it asks about order of error. Which order i should answer?

And I substitude $\frac{\delta U}{\delta T}=\frac{\delta^{2}U}{\delta X^{2}}$ and multiply both sides by $\delta T$ ,
I found the error should be : $O((\delta T)^{2}) + O((\delta T)(\delta X)^{2})$

anyone can explain how the answer in wiki comes out?