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 = 2

4

8

0.000194869

0.00496075

8

16

6.09049e−005

1.67788

0.00295188

0.748923

16

32

1.64595e−005

1.88764

0.0015567

0.923148

32

64

4.06109e−006

2.01898

0.000754857

1.04421