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Truncation errors and stability

The following table summarizes the three methods.

Scheme: Truncation Error: Stability requirements:
Crank-Nicolson \mathcal{O}(\Delta x^2) and \mathcal{O}(\Delta t^2) Stable for all \Delta t and \Delta x .
Backward Euler \mathcal{O}(\Delta x^2) and \mathcal{O}(\Delta t) Stable for all \Delta t and \Delta x .
Forward Euler \mathcal{O}(\Delta x^2) and \mathcal{O}(\Delta t) \Delta t\leq \frac{1}{2}\Delta x^2