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Finite difference approximation question

  1. Sep 4, 2012 #1

    I have a question regarding finite difference approximation:
    Consider the finite difference approximation
    u'(xj-1/2) + λu(xj−1/2) ≈ 1/h*[u(xj ) − u(xj−1)] + λ(θu(xj ) + (1 − θ)u(xj−1))

    how can I Find the order of approximation as a function of θ?

    I am really new in this field, so appreciate any kind answer.

  2. jcsd
  3. Sep 5, 2012 #2
    nobody knows the answer ?
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