First derivatives estimates for finite-difference schemes

  • Gyöngy I
  • Krylov N
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Abstract

We give sufficient 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.

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Gyöngy, I., & Krylov, N. (2009). First derivatives estimates for finite-difference schemes. Mathematics of Computation, 78(268), 2019–2046. https://doi.org/10.1090/s0025-5718-09-02229-7

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