Table 2 Maximum absolute error and rate of convergence of the scheme for Example 2

\(2^{00}\)

1.0861e-07

2.7323e-08

6.8515e-09

1.7155e-09

4.2928e-10

1.9910

1.9956

1.9978

1.9986

\(2^{-02}\)

6.6233e-07

1.6559e-07

4.1397e-08

1.0372e-08

2.5643e-09

1.9999

2.0000

1.9968

2.0161

\(2^{-04}\)

2.5661e-06

6.4162e-07

1.6041e-07

4.0103e-08

1.0065e-08

1.9998

2.0000

2.0000

1.9944

\(2^{-06}\)

9.6604e-06

2.4168e-06

6.0430e-07

1.5108e-07

3.7770e-08

1.9990

1.9998

2.0000

2.0000

\(2^{-08}\)

3.7499e-05

9.4020e-06

2.3522e-06

5.8816e-07

1.4705e-07

1.9958

1.9990

1.9997

1.9999

\(2^{-10}\)

1.4619e-04

3.6986e-05

9.2740e-06

2.3202e-06

5.8017e-07

1.9828

1.9957

1.9989

1.9997

\(2^{-12}\)

5.5373e-04

1.4516e-04

3.6729e-05

9.2100e-06

2.3042e-06

1.9315

1.9827

1.9956

1.9989

\(2^{-14}\)

1.8396e-03

5.5161e-04

1.4464e-04

3.6601e-05

9.1780e-06

1.7377

1.9312

1.9825

1.9956

\(2^{-16}\)

3.9534e-03

1.8351e-03

5.5055e-04

1.4439e-04

3.6537e-05

1.1072

1.7369

1.9309

1.9825

\(E^N\)

3.9534e-03

1.8351e-03

5.5055e-04

1.4439e-04

3.6537e-05

\(R^N\)

1.1072

1.7369

1.9309

1.9825