Numerical solution of parabolic equations in high dimensions

DOI10.1051/m2an:2004005zbMath1083.65095OpenAlexW2169797654MaRDI QIDQ5315445

Christoph Schwab, Tobias von Petersdorff

Publication date: 8 September 2005

Published in: ESAIM: Mathematical Modelling and Numerical Analysis (Search for Journal in Brave)

Full work available at URL: http://www.numdam.org/item?id=M2AN_2004__38_1_93_0

zbMATH Keywords

waveletsalgorithmconvergencenumerical resultsheat equationerror estimatesfinite elementsdiscontinuous Galerkin methodsparse gridpreconditionerGMRES iterationshigh dimensionparabolic partial differential equation

Mathematics Subject Classification ID

Abstract parabolic equations (35K90) Heat equation (35K05) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Error bounds for initial value and initial-boundary value problems involving PDEs (65M15)

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