An introduction to the analysis and implementation of sparse grid finite element methods

DOI10.1515/CMAM-2016-0042zbMATH Open1367.65153arXiv1511.07193OpenAlexW2962918130MaRDI QIDQ521658FDOQ521658

Authors: Niall Madden, S. J. Russell 

Publication date: 11 April 2017

Published in: Computational Methods in Applied Mathematics (Search for Journal in Brave)

Abstract: Our goal is to present an elementary approach to the analysis and programming of sparse grid finite element methods. This family of schemes can compute accurate solutions to partial differential equations, but using far fewer degrees of freedom than their classical counterparts. After a brief discussion of the classical Galerkin finite element method with bilinear elements, we give a short analysis of what is probably the simplest sparse grid method: the two-scale technique of Lin et al. (2001). We then demonstrate how to extend this to a multiscale sparse grid method which, up to choice of basis, is equivalent to the hierarchical approach, as described by, e.g., Bungartz and Griebel (2004). However, by presenting it as an extension of the two-scale method, we can give an elementary treatment of its analysis and implementation. For each method considered, we provide MATLAB code, and a comparison of accuracy and computational costs.

Full work available at URL: https://arxiv.org/abs/1511.07193

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zbMATH Keywords

finite elementsparse gridsMATLABmultiscale discretisationtwo-scale discretisation

Mathematics Subject Classification ID

Complexity and performance of numerical algorithms (65Y20) Error bounds for boundary value problems involving PDEs (65N15) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

Cites Work

• Matlab Guide
• Sparse grids
• The Mathematical Theory of Finite Element Methods
• Error analysis of the combination technique
• The combination technique and some generalisations
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• A two-scale sparse grid method for a singularly perturbed reaction-diffusion problem in two dimensions
• An Introduction to Numerical Analysis
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• A multiscale sparse grid technique for a two-dimensional convection-diffusion problem with exponential layers

Cited In (7)

• A multiscale sparse grid finite element method for a two-dimensional singularly perturbed reaction-diffusion problem
• Efficient parallelization for 3D-3V sparse grid particle-in-cell: single GPU architectures
• Algorithm 847
• Balanced-norm error estimates for sparse grid finite element methods applied to singularly perturbed reaction-diffusion problems
• A sparse matrix scheme for finite elements
• A new approach to energy-based sparse finite-element spaces
• Efficient parallelization for 3d-3v sparse grid particle-in-cell: shared memory architectures

Uses Software

• Matlab
• Octave
• CHOLMOD
• Chebfun
• p1afem
• na14
• SparseGrids

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