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A proof of the consistency of the finite difference technique on sparse grids

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Publication:1840762
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DOI10.1007/S006070070009zbMath0978.65094OpenAlexW1990853440MaRDI QIDQ1840762

Yanyan Li

Publication date: 21 January 2002

Published in: Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s006070070009


zbMATH Keywords

Galerkin methodconsistencymultiresolution analysiswaveletsparse griddifferential operatorsextrapolationfinite-difference methodcombination technique


Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Numerical methods for wavelets (65T60) Extrapolation to the limit, deferred corrections (65B05) Finite difference methods for boundary value problems involving PDEs (65N06)


Related Items (2)

WAMR: an adaptive wavelet method for the simulation of compressible reacting flow. Part I: Accuracy and efficiency of algorithm ⋮ PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique







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