A multilevel algorithm for the solution of second order elliptic differential equations on sparse grids (Q1385127)

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.