content_image/321674.jpg content_image/321673.jpg content_image/321672.jpg content_image/321671.jpg content_image/321670.jpg content_image/321669.jpg content_image/321668.jpg
with finite difference and finite element methods, in which the resolution of the grid needs to be sufficiently large in order to avoid numerical instabilities when the P´ eclet number is large O˜ nate (2000). The debiasing estimates are more variable in time taken to obtain an estimate, with the most expen- sive estimate taking 113 seconds in these experiments. This demonstrates that extreme draws for the halting value can add a significant amount of computational expense 

## 5.2. 2D Example 

Now consider the following 2D PDE system, 

<img src='content_image/321674.jpg'>

with initial and boundary conditions 

Here we choose 

<img src='content_image/321673.jpg'>

<img src='content_image/321672.jpg'>

<img src='content_image/321671.jpg'>

<img src='content_image/321670.jpg'>

<img src='content_image/321669.jpg'>

<img src='content_image/321668.jpg'>

