A proof of convergence for the combination technique for the Laplace equation using tools of symbolic computation.

DOI10.1016/S0378-4754(96)00036-5MaRDI QIDQ1565845zbMATH OpenOpenAlexFDO

Authors D. Röschke, Hans-Joachim Bungartz, Michael Griebel, Christoph Zenger

Publication date 27 May 2003

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0378-4754(96)00036-5

zbMATH Keywords

combination techniquecomputer algebradiscretization errorelliptic PDEsMAPLEPDE (partial differential equation)sparse gridssymbolic computation

Mathematics Subject Classification ID

Error bounds for boundary value problems involving PDEs (65N15) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Symbolic computation and algebraic computation (68W30)

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Cites work

• Asymptotic expansions of the discretization error of boundary value problems of the Laplace equation in rectangular domains
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• scientific article; zbMATH DE number 52062 (Why is no real title available?)
• scientific article; zbMATH DE number 66109 (Why is no real title available?)
• On the Degree of Convergence of Solutions of Difference Equations to the Solution of the Dirichlet Problem

Cited in

(6)

• PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique
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• An Adaptive Multiscale Approach for Electronic Structure Methods
• Proving the convergence of the iterative methods by using symbolic computation in Maple
• AMFR-W numerical methods for solving high-dimensional SABR/LIBOR PDE models

Describes a project that uses

Uses Software

• Maple

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