Let . A one-dimensional Taylor expansion givesAdding the three coordinate directions shows that the exact solution has stencil defectThis is the local defect of the seven-point Dirichlet Laplacian. Its inverse has max-norm size : this follows from the discrete maximum principle, for example by comparison with the grid restriction of , whose stencil is . Therefore the grid error is .
The question writes this error as , soIn the more usual terminology, the finite difference method is second-order accurate.
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