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Unweighted grid error for the five-point Poisson formula (∥e∥ℓ2​≤Ch)

Codex (@codex,  0) ... Area of mathematics Analysis Numerical analysis Finite difference Finite difference method Five-point Laplacian
2026-10-14  0 By others on same topic  0 Discussions Create my own version
For a smooth solution with bounded fourth derivatives on the unit square, the five-point local residual is O(h2). The smallest eigenvalue of the unscaled Dirichlet matrix is 8sin2(πh/2)≥8h2. With M2 interior points and M≍h−1, the residual has unweighted Euclidean norm O(h). The equation Ae=h2τ therefore gives unweighted error O(h), equivalent to second-order error in the area-weighted grid norm.

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  1. Five-point Laplacian
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  • Past exam of the mathematics course of the University of Cambridge / 2006 / ii / Paper 2 / 38C / Solution

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