Multilevel frames for sparse tensor product spaces (Q943368): Difference between revisions

For \(Au=f\) with an elliptic differential operator \(A:{\mathcal H}\rightarrow {\mathcal H}'\) and stochastic data \(f\), the \(m\)-point correlation function \({\mathcal M}^m u\) of the random solution \(u\) satisfies a deterministic equation with the \(m\)-fold tensor product operator \(A^{(m)}\) of \(A\). Sparse tensor products of hierarchic finite element spaces in \({\mathcal H}\) are known to allow for approximations to \({\mathcal M}^m u\) which converge at essentially the rate as in the case \(m=1\). They have been realized by wavelet-type finite element bases in the papers by \textit{T. von Petersdorff} and \textit{Ch. Schwab} [Appl. Math., Praha 51, No.~2, 145--180 (2006; Zbl 1164.65300)] or \textit{Ch. Schwab} and \textit{R. A. Todor} [Computing 71, No.1, 43--63 (2003; Zbl 1044.65006)]. If wavelet bases are not available, it is shown in the present paper how to achieve the fast computation of sparse approximations of \({\mathcal M}^m u\) for Galerkin discretizations of \(A\) by multilevel frames. Numerical examples illustrate feasibility and scope of the method.