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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Sprengel, F. Multilevel algorithms for finite difference discretizations on sparse grids. Numerical Algorithms 26, 111–121 (2001). https://doi.org/10.1023/A:1016651510463
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DOI: https://doi.org/10.1023/A:1016651510463