Figure 9:

Forcing function truncation error vs the number of dimensions Ng. The decay of the coefficients cn(t, f_n), for $n=1,\dots ,N_{\mathbf{\text{f}}}$ are set to 1/n. The decay of the (a) Mean truncation error and the (b) Variance truncation error appears to be faster than linear, which is at least twice the forcing function theoretically predicted rate.