In this paper we show how, under minimal conditions, a combination extrapolation can be introduced for an adaptive sparse grid. We apply this technique for the solution of a two-dimensional model singular perturbation problem, defined on the domain exterior of a circle.

Mesh generation and refinement (msc 65N50), Multigrid methods; domain decomposition (msc 65N55)
CWI
Modelling, Analysis and Simulation [MAS]

Noordmans, J. (1999). Adaptive sparse-grid combination-solutions for a singular perturbation problem. Modelling, Analysis and Simulation [MAS]. CWI.