title: Estimating the rate of convergence, finite difference scheme
body: <p>I'm trying to estimate the rate of convergence of a sequence.</p>
  
  <p>background:</p>
  
  <p>u^n+1 = G u_n, where G is a iteration matrix (coming from heat equation).</p>
  
  <p>Fixing dx = 0.1, and setting dt = dx*dx/2.0 to satisfy the a stability constraint
  I then do a number of iterations up to time T = 0.1, and calculate the error (analytical solution is known) using max-norm.</p>
  
  <p>This gives me a sequence of global errors, which from the theory should be of the form O(dt) + O(dx^2). </p>
  
  <p>Now, I want to confirm that we have O(dt). </p>
  
  <p>How should I do this? </p>