- #1

volcano90

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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