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Analysis of linear difference schemes in the sparse grid combination technique

Abstract:

Sparse grids (Zenger, C. (1990) Sparse grids. Parallel Algorithms for Partial Differential Equations (W. Hackbusch ed.) Notes on Numerical Fluid Dynamics 31. Proceedings of the Sixth GAMM-Seminar; Bungartz, H.-J. and Griebel, M. (2004) Sparse grids. Acta Numer., 13, 1-123.) are tailored to the approximation of smooth high-dimensional functions. On a d-dimensional tensor product space, the number of grid points is N = O(h-1 |log h| d-1), where h is a mesh parameter. The so-called combination t...

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Publication status:
Published

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Publisher copy:
10.1093/imanum/drs004

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Publication date:
2013-04-05
DOI:
EISSN:
1464-3642
ISSN:
0272-4979
URN:
uuid:31c14741-bd77-4eec-afec-14de41f56d46
Source identifiers:
722
Local pid:
pubs:722

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