From: On a difference scheme of second order of accuracy for the Bitsadze-Samarskii type nonlocal boundary-value problem
N = M = 20
N = M = 40
N = M = 80
First-order difference scheme
0.173
0.0087
0.0044
Second-order difference scheme
6.245e − 004
1.562e − 004
3.906e − 005