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Table 1 Order of convergence Problem no.
What is the order of convergence?
The new results confirm theoretical order of convergence.
The order of convergence is almost one for each m.
Then the iterative expression (9) has sixth order of convergence.
It is clear that weak order of convergence is greater than strong order of convergence in the Euler-Maruyama method.
Results confirming the method's high order of convergence are shown.
Numerical results are given; they suggest optimal order of convergence.
end{aligned} (3.32) We remark that the order of convergence is determined by the order of convergence of the first singular function.
We then design a Richardson extrapolation scheme to increase the order of convergence in time direction.
We study the local order of convergence of the new iterative methods with memory.
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