# Thread: Finite Difference method - order of error

1. ## Finite Difference method - order of error

i checked with wikipedia, and it says:

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

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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