A Mehrstellen method gains accuracy by exploiting the differential equation in the local truncation error of a compact finite difference method stencil. The extra nearby values alone do not guarantee higher order: one must also modify the source term. Consider on a square with prescribed Dirichlet boundary data, using the same spacing in both directions.
For comparison, the five-point Laplacian has expansion
Its leading error is not a multiple of , because the mixed fourth derivative is missing. To obtain an isotropic leading error, consider a symmetric nine-point finite-difference stencil with weight on each axial neighbor, on each diagonal neighbor, and on the center, all divided by . Vanishing on constants and consistency of a numerical method require and . Taylor expansion then gives the fourth-derivative contribution
For this to equal we must choose , hence , . The resulting nine-point finite-difference stencil operator is
Its expansion, retaining the next term for later use, is
Thus by itself is second order on a general function. On a Poisson equation solution, however, . Approximating this known source derivative by gives the fourth-order Mehrstellen method equation
Equivalently, its two stencils are
The normalized local truncation error is , since . If the equation is multiplied by , the row residual is ; this change of normalization does not make the solution sixth order. The fourth-order correction of the nine-point Poisson stencil retains only the closest axial and diagonal unknowns. A fourth-order one-dimensional second derivative instead uses , widening the unknown stencil and introducing negative outer weights. Mehrstellen method accuracy is obtained by correcting known source values rather than widening that unknown stencil.
The compact scheme has useful stability and solvability properties. With homogeneous Dirichlet boundary data, is symmetric, has positive diagonal and nonpositive off-diagonal entries, and is a positive definite symmetric operator. Indeed its quadratic form is a sum of positive edge weights times squared differences, with boundary values set to zero. Vanishing of this sum would force a constant on the connected grid and then zero by connection to the boundary. Consequently the Dirichlet boundary condition linear system has a unique solution. The same weights give a discrete maximum principle: if at every interior node and on the boundary, a positive maximum inside would make every weighted difference to its neighbors nonpositive. Equality forces the maximum to propagate to the boundary, which is impossible. Thus everywhere.
This also turns consistency of a numerical method into a quantitative convergence result, rather than merely suggesting an order. Let , let be the normalized residual of the exact solution, and set . Exact Dirichlet boundary data imply on the boundary and . On the unit square the quadratic barrier
has exactly, is nonnegative on the boundary, and has maximum . If , then and , while both comparison functions are nonpositive on the boundary. The discrete maximum principle proves
This is maximum-norm convergence of the corrected nine-point Poisson scheme. It requires sufficient smoothness of the solution up to the boundary for the uniform truncation bound. On other domains the source and boundary closures must retain the required accuracy; boundary singularities can invalidate a smooth-solution order estimate.
The same expansion reveals how to add still more accuracy. Differentiating gives
Thus the sixth derivatives appearing in the term can also be expressed solely through the source. With exact source derivatives,
is the sixth-order source correction of the nine-point Poisson stencil, with normalized residual . If source derivatives are replaced by differences, must be approximated through fourth order and the fourth derivatives through second order to retain that accuracy. The unknowns still occupy the same nine-point finite-difference stencil; only evaluation of known source data becomes more elaborate. The same inverse bound yields sixth-order convergence when these approximations and the boundary data have matching accuracy.
A particularly instructive case is the Laplace equation, . Both displayed error corrections automatically vanish: and , which also makes the pure sixth derivatives sum to zero. Expanding the stencil two orders further gives, for a sufficiently smooth harmonic function,
For verification, the three eighth-derivative contributions are , and . Because is a harmonic function, their sum is . The example has , so this term is genuinely present. The unmodified harmonic nine-point scheme therefore has sixth-order nodal convergence under the same smoothness and boundary assumptions. This harmonic superconvergence of the nine-point stencil is special to harmonic functions; it should not be confused with the fourth-order source-corrected scheme for general Poisson equation data.
The appeal of Mehrstellenverfahren is this combination of a compact sparse matrix, favorable discrete maximum principle properties, and high accuracy obtained by using the governing equation. The derivation also shows precisely which accuracy belongs to the operator on arbitrary functions, which belongs to its action on solutions, and which survives in the computed boundary-value solution.