Rapid solution of parabolic equations in high dimensions
C. Schwab (ETH Zürich)
We analyze the deterministic numerical solution of parabolic equations
Using hp-discontinuous Galerkin timestepping and sparse tensor products
of spline wavelet bases of degree in space with meshwidth
and degrees of freedom, we show how for T>0 an
approximate solution can be computed to accuracy in log-linear
complexity with respect to N.