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Sparse finite element approximation of high-dimensional transport-dominated diffusion problems

Christoph SchwabEndre SüliRadu Alexandru Todor — 2008

ESAIM: Mathematical Modelling and Numerical Analysis

We develop the analysis of stabilized sparse tensor-product finite element methods for high-dimensional, non-self-adjoint and possibly degenerate second-order partial differential equations of the form - a : u + b · u + c u = f ( x ) , x Ω = ( 0 , 1 ) d d , where a d × d is a symmetric positive semidefinite matrix, using piecewise polynomials of degree ≥ 1. Our convergence analysis is based on new high-dimensional approximation results in sparse tensor-product spaces. We show that the error between the analytical solution and its stabilized sparse...

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