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. Author manuscript; available in PMC: 2022 Jul 1.
Published in final edited form as: Comput Math Appl. 2021 Apr 15;93:32–49. doi: 10.1016/j.camwa.2021.04.005

Figure 7:

Figure 7:

Truncation error results with linear decay stochastic model i.e. k = 1. (a) From the mean error graph, the truncation error decays quadratically. This is twice the theoretical truncation convergence rate. (b) The variance error also show at least a quadratic convergence rate.