Convergence Analysis of the Standard Central Finite Difference Method for Poisson Equation

Abstract

We consider the standard central finite difference method for solving the Poisson equation with the Dirichlet boundary condition. This scheme is well known to produce second order accurate solutions. From numerous tests, its numerical gradient was reported to be also second order accurate, but the observation has not been proved yet except for few specific domains. In this work, we first introduce a refined error estimate near the boundary and a discrete version of the divergence theorem. Applying the divergence theorem with the estimate, we prove the second order accuracy of the numerical gradient in arbitrary smooth domains.