Table 1 Maximum absolute error and rate of convergence of the scheme for Example 1

\(2^{00}\)

1.5590e-07

3.8974e-08

9.7458e-09

2.4338e-09

5.7258e-10

2.0000

1.9997

2.0016

2.0877

\(2^{-02}\)

5.8936e-07

1.4735e-07

3.6837e-08

9.2184e-09

2.2931e-09

1.9999

2.0000

1.9986

2.0072

\(2^{-04}\)

2.0742e-06

5.1865e-07

1.2967e-07

3.2418e-08

8.1199e-09

1.9997

1.9999

2.0000

1.9973

\(2^{-06}\)

8.2661e-06

2.0681e-06

5.1714e-07

1.2929e-07

3.2323e-08

1.9989

1.9997

1.9999

2.0000

\(2^{-08}\)

3.4244e-05

8.5876e-06

2.1486e-06

5.3725e-07

1.3432e-07

1.9955

1.9989

1.9997

1.9999

\(2^{-10}\)

1.3923e-04

3.5237e-05

8.8363e-06

2.2108e-06

5.5280e-07

1.9823

1.9956

1.9989

1.9997

\(2^{-12}\)

5.3954e-04

1.4155e-04

3.5824e-05

8.9834e-06

2.2476e-06

1.9304

1.9823

1.9956

1.9989

\(2^{-14}\)

1.8128e-03

5.4440e-04

1.4281e-04

3.6140e-05

9.0627e-06

1.7355

1.9306

1.9824

1.9956

\(2^{-16}\)

3.9145e-03

1.8217e-03

5.4691e-04

1.4346e-04

3.6304e-05

1.1035

1.7359

1.9307

1.9824

\(E^N\)

3.9145e-03

1.8217e-03

5.4691e-04

1.4346e-04

3.6304e-05

\(R^N\)

1.1035

1.7359

1.9307

1.9824