A Wavelet Collocation Method for the Numerical Solution
of Partial
Differential Equations
S. Bertoluzza, G. Naldi
We describe a wavelet collocation method for the numerical
solution of partial differential equations which is based on the use of the
autocorrelation functions of I. Daubechies's compactly supported wavelets.
For such a method we discuss the application of wavelet based preconditioning techniques along with the treatment of boundary conditions, and we show the
results of some numerical tests for several 1- and 2-dimensional model problems.
Applied and
Computational Harmonic Analysis, 3, 1--9 (1996)
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