Table 1 The \(L^{2}\)-norm error estimates at T = 1

N = 10

1.63E−01

–

1.54E−01

–

1.50E−01

–

1.89E−01

–

N = 20

7.27E−02

1.16

7.20E−02

1.10

7.19E−02

1.06

7.7E−02

1.29

N = 40

3.38E−02

1.10

3.45E−02

1.06

3.57E−02

1.01

3.86E−02

1.00

N = 80

1.62E−02

1.06

1.69E−02

1.03

1.78E−02

1.00

1.97E−02

0.97

N = 10

6.42E−02

–

7.28E−02

–

4.76E−02

–

9.59E−02

–

N = 20

1.65E−02

1.96

1.69E−02

2.11

1.38E−02

1.80

2.40E−02

2.00

N = 40

4.08E−03

2.02

4.19E−03

2.01

3.29E−03

2.07

6.30E−03

1.93

N = 80

1.05E−03

1.96

1.20E−03

1.80

9.1E−04

1.85

1.89E−03

1.74

N = 10

1.73E−03

–

2.37E−03

–

2.84E−03

–

6.49E−03

–

N = 20

2.58E−04

2.75

2.91E−04

3.03

3.82E−04

2.89

8.09E−04

3.00

N = 40

3.47E−05

2.89

3.51E−05

3.05

5.16E−05

2.88

9.09E−05

3.15