Application of an additive sparse-grid technique to a model singular perturbation problem
Singular perturbations in context of PDEs (35B25) Boundary value problems for second-order elliptic equations (35J25) Finite difference methods for boundary value problems involving PDEs (65N06) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Parallel numerical computation (65Y05)
The authors start from a detailed description of new sparse grid families which are more general than earlier used ones and suitable to cope with adaptively generated grids. The solutions of a partial differential equation (which on the grids of such a family can be computed in parallel) are combined to result a final solution which is much more accurate due to an inherent extrapolation process. The combination formula derived in this paper is corresponding to the more general adaptive grids and makes it possible to decouple grid construction and combination of the solutions. As a test case, the method is applied to a 2D convection-diffusion problem where adaptivity is essential.
- A multiscale sparse grid technique for a two-dimensional convection-diffusion problem with exponential layers
- scientific article; zbMATH DE number 440658
- scientific article; zbMATH DE number 1623045
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- The combination technique for a two-dimensional convection-diffusion problem with exponential layers
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