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This paper is concerned with the construction of optimized sparse grid approximation spaces for elliptic pseudodifferential operators of arbitrary order. Based on the framework of tensor-product biorthogonal wavelet bases and stable subspace splittings, we construct operator-adapted subspaces with a dimension smaller than that of the standard full grid spaces but which have the same approximation order as the standard full grid spaces, provided that certain additional regularity assumptions on the solution are fulfilled. Specifically for operators of positive order, their dimension is O ( 2 J ) O(2^{J}) independent of the dimension n n of the problem, compared to O ( 2 J n ) O(2^{Jn}) for the full grid space. Also, for operators of negative order the overall cost is significantly in favor of the new approximation spaces. We give cost estimates for the case of continuous linear information. We show these results in a constructive manner by proposing a Galerkin method together with optimal preconditioning. The theory covers elliptic boundary value problems as well as boundary integral equations.

This paper is concerned with the construction of optimized grids and approximation spaces for elliptic differential and integral equations. The main result is the analysis of the approximation of the embedding of the intersection of classes of functions with bounded mixed derivatives in standard Sobolev spaces. Based on the framework of tensor-product biorthogonal wavelet bases and stable subspace splittings, the problem is reduced to diagonal mappings between Hilbert sequence spaces. We construct operator adapted finite element subspaces with a lower dimension than the standard full-grid spaces. These new approximation spaces preserve the approximation order of the standard full-grid spaces, provided that certain additional regularity assumptions are fulfilled. The form of the approximation spaces is governed by the ratios of the smoothness exponents of the considered classes of functions. We show in which cases the so-called curse of dimensionality can be broken. The theory covers elliptic boundary value problems as well as boundary integral equations.

For problems with strongly varying or discontinuous diffusion coefficients we present a method to compute coarse-scale operators and to approximately determine the effective diffusion tensor on the coarse-scale level. The approach is based on techniques that are used in multigrid, such as matrix-dependent prolongations and the construction of coarse-grid operators by means of the Galerkin approximation. In numerical experiments we compare our multigrid-homogenization method with continuous homogenization, renormalization, and simple averaging approaches.