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Convergence of the Combination Technique for Second-Order Elliptic Differential Equations

SIAM J. Numer. Anal. Volume 34, Issue 6, pp. 2431-2455 (1997)

Issue Date: 1997
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The combination technique is an algorithm for the approximate solution of partial differential equations on sparse grids that has to be combined with a suitable standard discretization. The advantage of the combination technique compared to the standard discretization is that the same accuracy is achieved with many fewer grid points.

In this paper, the combination technique is used with a bilinear finite element discretization. Depending on the smoothness of the solution and the coefficients, it is proved for general second-order elliptic differential equations on the unit square that the combined solution converges with order O(h) or O(h log h-1) in the energy norm and with order O(h2 log h-1) or O(h3/2) in the L2-norm, respectively. This holds even if the bilinear form corresponding to the elliptic equation is not symmetric positive definite. The proof does not use an asymptotic error expansion, but Sobolev space techniques.

©1997 Society for Industrial and Applied Mathematics

KEYWORDS and AMS

Keywords
AMS Subject Classifications
65N15, 65N30, 65N99

PUBLICATION DATA

ISSN:
0036-1429 (print)   1095-7170 (online)
Publisher:
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