Higher order derivative estimates for finite-difference schemes for linear elliptic and parabolic equations (Q1046458)

This paper is concerned with the study of smoothness of solution \(u_h\) for finite difference schemes related to parabolic and elliptic equations given on the whole \(\mathbb{R}^d\). First, the authors consider a grid in \(\mathbb{R}^d\) and a large class of monotone finite difference schemes in the space variable \(x\). For each small parameter \(h>0\), the given grid is dilated by \(h\) and for each \(x\in\mathbb{R}^d\) it is shifted so that \(x\) becomes a mesh point. The main results give estimates, independent of \(h\), for any order of the derivatives of \(u_h\) in \(x\). Using these estimates, the authors next provide estimates for the derivative of \(u_h\) in \(h\) and thus develop a new method to expand in power series \(u_h\) in terms of \(h\). Furthermore, under general conditions, it is shown in the paper that the accuracy of finite difference schemes can be improved to any order by taking suitable linear combinations of finite difference approximations with different mesh-sizes.