On the Reduction in Accuracy of Finite Difference Schemes on Manifolds without Boundary

Abstract: We investigate error bounds for numerical solutions of divergence structure linear elliptic PDEs on compact manifolds without boundary. Our focus is on a class of monotone finite difference approximations, which provide a strong form of stability that guarantees the existence of a bounded solution. In many settings including the Dirichlet problem, it is easy to show that the resulting solution error is proportional to the formal consistency error of the scheme. We make the surprising observation that this need not be true for PDEs posed on compact manifolds without boundary. We propose a particular class of approximation schemes built around an underlying monotone scheme with consistency error $O(h^\alpha)$. By carefully constructing barrier functions, we prove that the solution error is bounded by $O(h^{\alpha/(d+1)})$ in dimension $d$. We also provide a specific example where this predicted convergence rate is observed numerically. Using these error bounds, we further design a family of provably convergent approximations to the solution gradient.