Local truncation error of Crank-Nicolson for PDE $u_t+au_x = 0$ 
Exercise 4:
  The Crank-Nicolson scheme for $u_t + a u_x = 0$ is given by
  $$ \frac{U_{j,n+1}-U_{j,n}}{\Delta t} + \frac{a}{2}\frac{D_xU_{j,n}}{2\Delta x} + \frac{a}{2}\frac{D_xU_{j,n+1}}{2\Delta x} = 0 .$$
  Show that the LTE is given by
  $$ \mathcal{L}_\Delta u = au_{xxx} \left(\frac{1}{6} + \frac{p^2}{12}\right) {\Delta x}^2 + O({\Delta x}^3,{\Delta t}^3) , $$
  where $p = a{\Delta t}/{\Delta x}$. Find the amplification factor and find the conditions for stability.

I am just trying to work out the LTE of the Crank-Nicolson scheme, however i do not get the same answers the book. Here is my working if anyone could have a look and tell me what i am doing wrong, thank you. 
The scheme $ u_j^{n+1}  = u_j^n -\frac{1}{4}(u_{j+1}^n -u_{j-1}^{n}+ u_{j+1}^{n+1}-u_{j-1}^{n+1})$ rewrites as 
$$
\frac{(u(x,t+\Delta t) - u(x.t)}{\Delta t} + \frac{a}{4 \Delta x} [ u(x+\Delta x,t) - u(x-\Delta x ,t) + u(x+ \Delta x, t+ \Delta t)- u ( x-\Delta x , t+\Delta t)
$$
Expanding using Taylor series, I get 
$$
u_t + \frac{1}{2} u_{tt} \Delta t + \frac{1}{6}u_{ttt} \Delta t^{2} + O(\Delta t^{3})
$$
and similarly for the $x$ and $t$. I  get 
$$
\frac{a}{4 \Delta x} [ u(x,t) + u_x \Delta + \frac{1}{2} u_{xx} \Delta x^2 + \frac{1}{6} u_{xxx}  \Delta x^{3} + O(\Delta x ^{4})- (u(x,t)-u_{x} \Delta x......)]
$$
after some simplification i get the even terms remaining.. 
$$
\frac{a}{2}u_{x} + \frac{au_{xxx}\Delta x^{2}}{12} + O(\Delta x^{3})
$$
similarly for the last expansion. And $t$ and $x$ together, i get 
$$
\frac{a}{2}u_{x} + \frac{a}{2} u_{xt} \Delta t  + o(\Delta t^{2}) + \frac{a}{12}u_{xxx}  \Delta x^{2}
$$
Putting all these terms back into the equation and using 
$u_{t} - = -au_{x}$,
$u_{tt} = -au_{xt}$, I am left with $\frac{1}{6} u_{ttt} \Delta t^{2} + \frac{1}{6} a u_{xxx} \Delta x^{2} + O( \Delta t^{3}  \Delta x^{3})$.
However the answer in the book is $ au_{xxx}(\frac{1}{6} + \frac{p^2}{12} )\Delta x^{2}$.

Let us write the Crank-Nicolson method for the linear advection equation $u_t + au_x = 0$ by averaging forward and backward Euler time-integration and by using centered spatial differences:
$$
\frac{u_{j}^{n+1} - u_j^n}{\Delta t} = -\frac{a}{2}\left(\frac{u_{j+1}^n - u_{j-1}^n}{2\Delta x} + \frac{u_{j+1}^{n+1} - u_{j-1}^{n+1}}{2\Delta x}\right) ,
\qquad
u_j^n \simeq u(j\Delta x, n\Delta t) .
\tag{1}
$$
Thus, the scheme reads
$
u_{j}^{n+1} = u_j^n - \frac{1}{4} p\big(u_{j+1}^n - u_{j-1}^n + u_{j+1}^{n+1} - u_{j-1}^{n+1}\big) = 0
$,
where $p = {a \Delta t}/{\Delta x}$ denotes the Courant number. To perform the local truncation error analysis, we need to expand the smooth function $u$ as a Taylor series in two variables in the vicinity of $(x, t)$. Doing so at the third order, we have
\begin{aligned}
v &= u + h u_x + k u_t 
+ \tfrac{1}{2} \left( h^2 u_{xx} + 2 hk u_{xt} + k^2 u_{tt}\right) \\
&+ \tfrac{1}{6} \left( h^3 u_{xxx} + 3 h^2 k u_{xxt} + 3 h k^2 u_{xtt} + k^3 u_{ttt}\right) 
+ O(h^4 + k^4)
\end{aligned}
with the notation $v(x,t) = u(x+h, t+k)$ for the steps $h \in \lbrace{0, \pm\Delta x}\rbrace$ and $k \in \lbrace{0,\Delta t}\rbrace$. Assuming that $u$ satisfies the PDE $u_t = -au_x$, we replace time-derivatives by spatial derivatives as follows
$$
v = u + (h-ak)u_x
+ \tfrac{1}{2} ( h-ak)^2 u_{xx}
+ \tfrac{1}{6} ( h-ak)^3 u_{xxx}
+ O(h^4 + k^4) .
$$
For a fixed value of the Courant number, we obtain the following expressions to be substituted in the numerical scheme $(1)$:
\begin{aligned}
v_{j}^{n+1} &= u - p\Delta x\,u_x + \tfrac{1}{2}(p\Delta x)^2 u_{xx} - \tfrac{1}{6} (p\Delta x)^3 u_{xxx} + O(\Delta x^4) \\
v_j^n &= u \\
v_{j\pm 1}^{n} &= u \pm \Delta x\,u_x + \tfrac{1}{2} \Delta x^2 u_{xx} \pm \tfrac{1}{6} \Delta x^3 u_{xxx} + O(\Delta x^4) \\
v_{j\pm 1}^{n+1} &= u + (\pm 1 -p)\Delta x\, u_x
+ \tfrac{1}{2} ( \pm 1-p)^2\Delta x^2 u_{xx}
+ \tfrac{1}{6} ( \pm 1 -p)^3\Delta x^3 u_{xxx} + O(\Delta x^4)
\end{aligned}
The divided finite-difference operators become
\begin{aligned}
\frac{v_{j}^{n+1} - v_j^n}{\Delta t} &= {-a} u_x + \tfrac{1}{2}pau_{xx} \Delta x - \tfrac{1}{6} p^2 au_{xxx} \Delta x^2 + O(\Delta x^3) \, , \\
\frac{v_{j+1}^{n} - v_{j-1}^n}{2\Delta x} &= u_x + \tfrac{1}{6} u_{xxx} \Delta x^2 + O(\Delta x^3) \, , \\
\frac{v_{j+1}^{n+1} - v_{j-1}^{n+1}}{2\Delta x} &= u_x - pu_{xx}\Delta x + \tfrac{1}{6} (1 + {3}p^2) u_{xxx} \Delta x^2 + O(\Delta x^3)
\end{aligned}
leading to the local truncation error
$a u_{xxx} \big({\tfrac{1}{6}} + \tfrac{1}{12} p^2\big) \Delta x^2 + O(\Delta x^3)$.
