Higher order derivative estimates for finite-difference schemes

Abstract

We give sufficient conditions under which solutions of finite-difference schemes in the space variable for second order possibly degenerate parabolic and elliptic equations admit estimates of spatial derivatives up to any given order independent of the mesh size.

29 pages

References in corpus (1)

• A priori estimates of smoothness of solutions to difference Bellman equations with linear and quasilinear operators

Cited by in corpus (1)

• Accelerated finite difference schemes for stochastic partial differential equations in the whole space