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