Application of an additive sparse-grid technique to a model singular perturbation problem (Q5928225)

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.