A Proof of the Consistency of the Finite Difference Technique on Sparse Grids |
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Authors: | Frank Koster |
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Affiliation: | Institut für Angewandte Mathematik Universit?t Bonn, Wegelerstr. 6 D-53115 Bonn koster@iam.uni-bonn.de http://wwwwissrech.iam.uni-bonn.de/people/koster.html, DE
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Abstract: | In this paper, we give a proof of the consistency of the finite difference technique on regular sparse grids 7, 18]. We
introduce an extrapolation-type discretization of differential operators on sparse grids based on the idea of the combination
technique and we show the consistency of this discretization. The equivalence of the new method with that of 7, 18] is established.
Received February 8, 2000; revised June 8, 2000 |
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Keywords: | AMS Subject Classifications: 33F05 41A05 41A25 65B05 65D05 65M06 65D25 |
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