Wavelet compression of anisotropic integrodifferential operators on sparse tensor product spaces
For a class of anisotropic integrodifferential operators arising as semigroup generators of Markov processes, we present a sparse tensor product wavelet compression scheme for the Galerkin finite element discretization of the corresponding integrodifferential equations on [0,1] with possibly large . Under certain conditions on , the scheme is of essentially optimal and dimension independent complexity ( | log |) without corrupting the convergence or smoothness...