HIGHER-ORDER ESTIMATES FOR FULLY NONLINEAR DIFFERENCE EQUATIONS. II

The purpose of this work is to establish a priori $C^{2,\alpha}$ estimates for mesh function solutions of nonlinear difference equations of positive type in fully nonlinear form on a uniform mesh, where the fully nonlinear finite difference operator $\F$ is concave in the second-order variables. The estimate is an analogue of the corresponding estimate for solutions of concave fully nonlinear elliptic partial differential equations. We use the results for the special case that the operator does not depend explicitly upon the independent variables (the so-called frozen case) established in part I to approach the general case of explicit dependence upon the independent variables. We make our approach for the diagonal case via a discretization of the approach of Safonov for fully nonlinear elliptic partial differential equations using the discrete linear theory of Kuo and Trudinger and an especially agreeable mesh function interpolant provided by Kunkle. We generalize to non-diagonal operators using an idea which, to the author’s knowledge, is novel. In this paper we establish the desired Hölder estimate in the large, that is, on the entire mesh $n$-plane. In a subsequent paper a truly interior estimate will be established in a mesh $n$-box.AMS 2000 Mathematics subject classification: Primary 35J60; 35J15; 39A12. Secondary 39A70; 39A10; 65N06; 65N22; 65N12