Analysis of linear difference schemes in the sparse grid combination technique

DOI10.1093/IMANUM/DRS004MaRDI QIDQ4920237zbMATH OpenOpenAlexFDO

Authors C. Reisinger

Publication date 16 May 2013

Published in IMA Journal of Numerical Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/0710.0491

zbMATH Keywords

advection equationcombination techniqueconvergenceerror expansionsfinite difference schemesnumerical resultsparallelizationPoisson problemsparse grids

Mathematics Subject Classification ID

Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Finite difference methods for boundary value problems involving PDEs (65N06) Error bounds for boundary value problems involving PDEs (65N15) Mesh generation, refinement, and adaptive methods for boundary value problems involving PDEs (65N50) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55)

Abstract: Sparse grids are tailored to the approximation of smooth high-dimensional functions. On a $d$-dimensional tensor product space, the number of grid points is $N=mathcalO(h^{-1}|logh{|}^{d-1})$, where $h$ is a mesh parameter. The so-called combination technique, based on hierarchical decomposition and extrapolation, requires specific multivariate error expansions of the discretisation error on Cartesian grids to hold. We derive such error expansions for linear difference schemes through an error correction technique of semi-discretisations. We obtain overall error formulae of the type $epsilon=mathcalO(h^p|logh{|}^{d-1})$ and analyse the convergence, with its dependence on dimension and smoothness, by examples of linear elliptic and parabolic problems, with numerical illustrations in up to eight dimensions.

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