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.

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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.