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Thread: Finite Difference method - order of error

  1. April 21st 2009, 08:21 AM #1
    silversand
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    Finite Difference method - order of error



    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?
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