Harmonic superconvergence of the nine-point stencil

ID: harmonic-superconvergence-of-the-nine-point-stencil

For the square-grid nine-point finite-difference stencil for the Laplacian,
If , both displayed correction terms vanish: the mixed sixth derivatives sum to , and the pure sixth derivatives sum to the negative of that sum. Expanding two orders further yields for a smooth harmonic function. Thus the compact harmonic scheme has sixth-order normalized consistency of a numerical method and, with the discrete maximum principle inverse bound, sixth-order nodal convergence on a square with exact smooth Dirichlet boundary data. For example shows that the sixth-order term need not vanish.

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