First derivatives estimates for finite-difference schemes
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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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Cited in
(5)- Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations
- Spatial approximation of nondivergent type parabolic PDEs with unbounded coefficients related to finance
- Accelerated finite difference schemes for second order degenerate elliptic and parabolic problems in the whole space
- A formula for the derivative in terms of finite differences
- Importance of the first-order derivative formula in the Obrechkoff method
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