Figure 7
Order of accuracy for non-linear system. Error versus stepsize for (a) mean, and (b) variance of the non-linear system X+Y→∅, with c=10−5, X(0)=[10000,10000]T,T=12. The gradients of linear regression lines fitted to the points are shown in the legend. The first three points of the SBS with k=2 are omitted from the regression line, as they are clearly affected by Monte Carlo error.