volcano90
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Hi,
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.
Best
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.
Best