First derivatives estimates for finite-difference schemes
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Publication:3055187
DOI10.1090/S0025-5718-09-02229-7zbMath1198.65165arXiv0802.1180OpenAlexW3099387089MaRDI QIDQ3055187
István Gyöngy, Nicolai V. Krylov
Publication date: 7 November 2010
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0802.1180
Finite difference methods for initial value and initial-boundary value problems involving PDEs (65M06) Difference operators (39A70)
Related Items (2)
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
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