ABSTRACT

These two procedures are identical. The terms which are truncated from the infinite Taylor series, which are identical to the remainder term of the Taylor formula, are called the truncation error of the finite difference approximation of the exact derivative. In most cases, our main concern is the order of the truncation error, which is the rate at which the truncation error approaches zero as Ax ~ O. The order of the truncation error, which is the order of the remainder term, is denoted by the notation 0(&").