@Andriy, you are absolutely correct but question he is asking is related to the attachment, which I understand is a part of truncation error which goes to zero as delta t goes to zero because other terms in the series are of higher order and become smaller at faster rate as delta t tends to zero.
According to attached question, it is a part of truncation error which tends to zero as “delta t” and higher order terms in the series became smaller at faster rate as “delta t” approaches to zero.
I hope your Question is not precise and it must be "While the truncation error occurred in the numerical approximation and it goes to zero as delta t tends to zero, Why?"