A multilevel algorithm for the solution of second order elliptic differential equations on sparse grids (Q1385127): Difference between revisions
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Latest revision as of 23:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multilevel algorithm for the solution of second order elliptic differential equations on sparse grids |
scientific article |
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A multilevel algorithm for the solution of second order elliptic differential equations on sparse grids (English)
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1 November 1998
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For a general second-order elliptic partial differential equation a numerical algorithm, based on the adaptive sparse grid method is proposed. This algorithm has a multilevel character and reduces the computational time for numerical approximation of the problem. The algorithm consists of several \(V\)-cycles in \(x\)- and \(y\)-direction. A suitable discretization provides that the discrete equation system can be solved in an efficient way. Numerical experiments show a convergence rate of order \(O(1)\) for the multilevel algorithm.
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multilevel algorithm
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numerical experiments
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adaptive sparse grid method
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