Table 1:
Maximum error behavior versus grid size reduction for Example
5.1
at
𝑇
=
1
.
0
.
ℎ
=
𝜏
Maximum error
1
/
1
0
4.8148E-2
1
/
2
0
1.0111E-2
1
/
4
0
2.0587E-3
1
/
8
0
7.3019E-4