Higher order sparse grid methods for elliptic partial differential equations with variable coefficients

DOI10.1007/s00607-003-0012-8zbMath1030.65114MaRDI QIDQ1412054

S. Achatz

Publication date: 4 November 2003

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00607-003-0012-8

zbMATH Keywords

algorithms; discontinuous coefficients; numerical experiments; boundary value problems; sparse grids; multigrid method; elliptic partial differential equations; adaptive grid refinement; curvilinear boundary; higher order finite elements; hierarchical finite elements

Mathematics Subject Classification ID

65N55: Multigrid methods; domain decomposition for boundary value problems involving PDEs

35J25: Boundary value problems for second-order elliptic equations

65N30: Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs

35R05: PDEs with low regular coefficients and/or low regular data

65N50: Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs

Related Items

Sparse Grid Combination Technique for Hagan SABR/LIBOR Market Model, Fast Fourier-Galerkin methods for solving singular boundary integral equations: Numerical integration and precondition, A prewavelet-based algorithm for the solution of second-order elliptic differential equations with variable coefficients on sparse grids, PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique, Sparse grid discontinuous Galerkin methods for high-dimensional elliptic equations, Fast discrete algorithms for sparse Fourier expansions of high dimensional functions, A Sparse Grid Discretization of the Helmholtz Equation with Variable Coefficients in High Dimensions, Practical considerations when using sparse grids with Bayesian inference for parameter estimation