First derivatives estimates for finite-difference schemes

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

zbMATH Keywords

Cauchy problemfinite differencesfirst derivatives estimates

Mathematics Subject Classification ID

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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