Discretization of PDEs with variable coefficients using locally adaptive sparse grids

Author:

Scherner‐Grießhammer Riccarda1ORCID,Pflaum Christoph1ORCID

Affiliation:

1. Department of Computer Science Friedrich‐Alexander‐Universität Erlangen‐Nürnberg Erlangen Germany

Abstract

AbstractElliptic partial differential equations with variable coefficients can be discretized on sparse grids. With prewavelets being L2‐orthogonal, one can apply the Ritz‐Galerkin discretization to obtain a linear equation system with unknowns. However, for several applications like partial differential equations with corner singularities or the high‐dimensional Schrödinger equation, locally adaptive grids are needed to obtain optimal convergence. Therefore, we introduce a new kind of locally adaptive sparse grid and a corresponding algorithm that allows solving the resulting finite element discretization equation with optimal complexity. These grids are constructed by local tensor product grids to generate adaptivity but still maintain a local unidirectional approach. First simulation results of a two‐dimensional Helmholtz problem are presented.

Publisher

Wiley

Subject

Electrical and Electronic Engineering,Atomic and Molecular Physics, and Optics

Reference11 articles.

1. Zenger C.(1991). InW. Hackbusch(Ed.) Parallel algorithms for partial differential equations Proceedings of the Sixth GAMM‐Seminar Kiel 1990(Vol.31). Notes on Numerical Fluid Mechanics.

2. A Sparse Grid Discretization of the Helmholtz Equation with Variable Coefficients in High Dimensions

3. Bungartz H.‐J.(1992).Dünne Gitter und deren Anwendung bei der adaptiven Lösung der dreidimensionalen Poisson‐Gleichung[Dissertation]. Fakultät für Informatik Technische Universität München.

4. The Solution of Multidimensional Real Helmholtz Equations on Sparse Grids

5. A Multigrid Method for Adaptive Sparse Grids

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