Multilevel algorithms for finite difference discretizations on sparse grids |
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Authors: | Frauke Sprengel |
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Institution: | (1) SCAI Institute for Algorithms and Scientific Computing, GMD German National Research Center for Information Technology, Schloss Birlinghoven, D-53754 Sankt Augustin, Germany |
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Abstract: | We propose some algorithms to solve the system of linear equations arising from the finite difference discretization on sparse grids. For this, we will use the multilevel structure of the sparse grid space or its full grid subspaces, respectively. |
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Keywords: | finite differences sparse grids multilevel algorithms |
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