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enter image description hereWhy is the order of accuracy for the Du Fort Frankel finite difference scheme $O(x^2) + O(t^2) + O(t^2/x^2)$ where $t$ represents time and $x$ represents space. I understand the first two terms, but why is their the third one? And how could I see this?

EDIT: I have included the scheme above. Thanks.

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...and Du Fort Frankel finite difference scheme came from some books you are reading, I reckon. Which book, if you cannot be bothered to write the formulae for the finite difference scheme itself? –  J. M. Nov 22 '11 at 7:39
    
I added the scheme. Sorry about that, I thought it was a common scheme. –  icobes Nov 22 '11 at 22:16
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