A higher order sparse grid combination technique
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2026
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| _version_ | 1866917188506484736 |
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| author | Muñoz-Echániz, Julia Reisinger, Christoph |
| author_facet | Muñoz-Echániz, Julia Reisinger, Christoph |
| contents | We show that a generalised sparse grid combination technique which combines multi-variate extrapolation of finite difference solutions with the standard combination formula lifts a second order accurate scheme on regular meshes to a fourth order combined sparse grid solution. In the analysis, working in a general dimension, we characterise all terms in a multivariate error expansion of the scheme as solutions of a sequence of semi-discrete problems. This is first carried out formally under suitable assumptions on the truncation error of the scheme, stability and regularity of solutions. We then verify the assumptions on the example of the Poisson problem with smooth data, and illustrate the practical convergence in up to seven dimensions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2601_04075 |
| institution | arXiv |
| publishDate | 2026 |
| record_format | arxiv |
| spellingShingle | A higher order sparse grid combination technique Muñoz-Echániz, Julia Reisinger, Christoph Numerical Analysis We show that a generalised sparse grid combination technique which combines multi-variate extrapolation of finite difference solutions with the standard combination formula lifts a second order accurate scheme on regular meshes to a fourth order combined sparse grid solution. In the analysis, working in a general dimension, we characterise all terms in a multivariate error expansion of the scheme as solutions of a sequence of semi-discrete problems. This is first carried out formally under suitable assumptions on the truncation error of the scheme, stability and regularity of solutions. We then verify the assumptions on the example of the Poisson problem with smooth data, and illustrate the practical convergence in up to seven dimensions. |
| title | A higher order sparse grid combination technique |
| topic | Numerical Analysis |
| url | https://arxiv.org/abs/2601.04075 |