An adaptive wavelet method for solving high-dimensional elliptic PDEs

DOI10.1007/s00365-009-9064-0zbMath1205.65313OpenAlexW2062064231MaRDI QIDQ843719

Christoph Schwab, Tammo Jan Dijkema, Rob P. Stevenson

Publication date: 15 January 2010

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00365-009-9064-0

zbMATH Keywords

algorithmconvergencecondition numbersparse gridsmatrix compressiontensor product approximationoptimal computational complexityadaptive wavelet methodsbest N-term approximations

Mathematics Subject Classification ID

Boundary value problems for second-order elliptic equations (35J25) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30) Numerical methods for wavelets (65T60) Spaces of operators; tensor products; approximation properties (46B28) Numerical computation of matrix norms, conditioning, scaling (65F35) Complexity and performance of numerical algorithms (65Y20)

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