Estimate the mean distance from the origin to random points in the unit square:
Compare to the asymptotic result:
Solve an ill-conditioned linear system

with a known solution:
Get the norm of the residual:
Get the norm of the actual error:
Approximate the solution of

using
n spatial points and
k time steps:
Find two solutions with fixed
n where the second has twice as many time steps:
Estimate the error by the norm of the difference:
Extrapolate to a better solution from the first-order convergence of the backward Euler method:
Compute a more accurate solution with
NDSolve:
Compare the errors in the three solutions: