A Multi-Level-Algorithm for the Solution of Second Order
Elliptic Differential Equations on Sparse Grids
Christoph Pflaum
Institut f"ur Informatik, Technische Universit"at M"unchen
D-80290 M"unchen, Germany
e-mail: pflaum@informatik.tu-muenchen.de
A multilevel algorithm is presented that solves general second order
elliptic partial differential equations on adaptive sparse grids.
The multilevel algorithm consists of several V-cycles.
Suitable discretizations provide that the discrete equation system
can be solved in an efficient way.
Numerical experiments show a convergence rate of order $O(1)$ for the
multilevel algorithm.