Convergence results for 3D sparse grid approaches

The convergence behaviour is investigated of solution algorithms for the anisotropic Poisson problem on partially ordered, sparse families of regular grids in 3D. In order to study multilevel techniques on sparse families of grids, first we consider the convergence of a two-level algorithm that applies semi-coarsening successively in each of the coordinate directions. This algorithm shows good convergence, but recursive application of the successive semi-coarsening is not sufficiently efficient. Therefore we introduce another algorithm, which uses collective 3D semi-coarsened coarse grid corrections. The convergence behaviour of this collective version is worse, due to the lack of correspondence between the solutions on the different grids. By solving for the trivial solution we demonstrate that a good convergence behaviour of the collective version of the algorithm can be retained when the different solutions are sufficiently coherent. In order to solve also non-trivial problems, we develop a defect correction process. This algorithm makes use of hierarchical smoothing in order to deal with the problems related to the lack of coherence between the solutions on the different grids. Now good convergence rates are obtained also for non-trivial solutions. All convergence results are obtained for two-level processes. The results show convergence rates which are bounded, independent of the discretisation level and of the anisotropy in the problem.