ABSTRACT

A finite difference approximation of ji'ln' which will be denoted by y'lm can be obtained from Eq. (7.40) by truncating the remainder term. Thus,

'I _Yn+l - Y" Y " - .'11 0(.'1/) (7.41 )

(7.42)

(7.43)

where the 0(.'1/) term is shown to remind us of the order of the remainder term which was truncated, which is the order of the approximation ofYin' The remainder term which has been truncated to obtain Eq. (7.41) is called the Iruncalion error of the finite difference approximation ofji'ln' Equation (7.41) is a first-order forward-difference approximation of Y at grid point n.