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Theory and Modern Applications

Table 5 \(L^{2} \)-norm error for Problem 2 with \(\tau= 0.2\) at \(T = 1\)

From: High order locally one-dimensional methods for solving two-dimensional parabolic equations

h

r = τ/h

P–R scheme

Fourth order scheme (22)

Sixth order scheme (33)

Error

Error

Error

1/40

8

1.85(−3)

2.94(−5)

3.39(−7)

1/80

16

3.07(−4)

2.97(−6)

5.02(−9)

1/160

32

8.47(−4)

1.32(−7)

1.46(−10)