a

u e x a c t u a p r o x = max 0 i 10 max 0 t 1 | u ( x i , t ) w i ( t ) |

Adapted Series

Crank-Nicholson

Dufort-Frankel

0.001

5.48065 ´ 107

0.002319

8.45296 ´ 107

0.01

3.32988 ´ 10−6

0.005306

8.04566 ´ 106

0.1

2.16644 ´ 10−5

0.007507

5.33642 ´ 105

1

3.44297 ´ 10−5

0.008767

8.51915 ´ 105

5

3.44357 ´ 10−5

0.009328

8.52059 ´ 105

10

3.44363 ´ 10−5

0.009501

8.52070 ´ 105

25

3.44371 ´ 10−5

0.011316

8.52077 ´ 10-5

75

3.44390 ´ 10−5

0.014352

0.000123

100

3.44369 ´ 10−5

0.014999

0.000155

120

3.44342 ´ 10−5

0.015378

0.000182

130

3.44329 ´ 10−5

0.015537

0.000195