Published online by Cambridge University Press: 15 April 2002
In this article we introduce an adaptive multi-levelmethod in space and time for convection diffusion problems. The scheme is based on a multi-level spatial splitting and the use of differenttime-steps. The temporal discretization relies on the characteristics method. We derive an a posteriori error estimate and design a correspondingadaptive algorithm. The efficiency of the multi-level method is illustrated by numerical experiments,in particular for a convection-dominated problem.