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Optimal scaling parameters for sparse grid discretizations

: Griebel, M.; Hullmann, A.; Oswald, P.


Numerical Linear Algebra with Applications 22 (2015), Nr.1, S.76-100
ISSN: 1070-5325
ISSN: 1099-1506
Fraunhofer SCAI ()

We apply iterative subspace correction methods to elliptic PDE problems discretized by generalized sparse grid systems. The involved subspace solvers are based on the combination of all anisotropic full grid spaces that are contained in the sparse grid space. Their relative scaling is at our disposal and has significant influence on the performance of the iterative solver. In this paper, we follow three approaches to obtain close-to-optimal or even optimal scaling parameters of the subspace solvers and thus of the overall subspace correction method. We employ a Linear Program that we derive from the theory of additive subspace splittings, an algebraic transformation that produces partially negative scaling parameters that result in improved asymptotic convergence properties, and finally, we use the OptiCom method as a variable nonlinear preconditioner.