A proof of the consistency of the finite difference technique on sparse grids

Authors
Koster, F
Citation
F. Koster, A proof of the consistency of the finite difference technique on sparse grids, COMPUTING, 65(3), 2000, pp. 247-261
Citations number
23
Categorie Soggetti
Computer Science & Engineering
Journal title
COMPUTING
ISSN journal
0010485X → ACNP
Volume
65
Issue
3
Year of publication
2000
Pages
247 - 261
Database
ISI
SICI code
0010-485X(2000)65:3<247:APOTCO>2.0.ZU;2-0
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-ty pe discretization of differential operators on sparse grids based on the id ea of the combination technique and we show the consistency of this discret ization. The equivalence of the new method with that of [7, 18] is establis hed.