First derivatives estimates for finite-difference schemes

István Gyöngy, Nicolai Krylov

Research output: Contribution to journalArticlepeer-review

5 Scopus citations

Abstract

We give suffcient conditions under which solutions of discretized in space second-order parabolic and elliptic equations, perhaps degenerate, admit estimates of the first derivatives in the space variables independent of the mesh size.

Original languageEnglish (US)
Pages (from-to)2019-2046
Number of pages28
JournalMathematics of Computation
Volume78
Issue number268
DOIs
StatePublished - Oct 2009

Keywords

  • Cauchy problem
  • Finite differences
  • First derivatives estimates

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