Integral Operators on Sparse Grids

In this paper we are concerned with the construction and use of wavelet approximation spaces for the fast evaluation of integral expressions. The spaces are based on biorthogonal anisotropic tensor product wavelets. We introduce sparse grid (hyperbolic cross) approximation spaces which are adapted not only to the smoothness of the kernel but also to the norm in which the error is measured. Furthermore, we introduce compression schemes for the corresponding discretizations. Numerical examples for the Laplace equation with Dirichlet boundary conditions and an additional integral term with a smooth kernel demonstrate the validity of our theoretical results.

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