h

h 2

u ( t n ) u h n u ( t n )

rate

u ( t n ) u h n 1 u ( t n ) 1

rate

S = 0.5

4

8

4.87314e−005

0.00496075

8

16

1.52329e−005

1.67766

0.00295188

0.748923

16

32

4.11693e−006

1.88764

0.0015567

0.923148

32

64

1.0158e−006

2.01898

0.000754857

1.04421