Numerical solution of differential equations using Haar wavelets

被引：243

作者：

Lepik, Ü ^{[1
]}

机构：

[1] Univ Turku, Inst Appl Math, EE-50409 Tartu, Estonia

来源：

MATHEMATICS AND COMPUTERS IN SIMULATION | 2005年 / 68卷 / 02期

关键词：

Haar wavelets; differential equations; segmentation method; collocation method;

D O I：

10.1016/j.matcom.2004.10.005

中图分类号：

TP39 [计算机的应用];

学科分类号：

081203 ; 0835 ;

摘要：

Haar wavelet techniques for the solution of ODE and PDE is discussed. Based on the Chen-Hsiao method [C.F. Chen, C.H. Hsiao, Haar wavelet method for solving lumped and distributed-parameter systems, IEE Proc.-Control Theory Appl. 144 (1997) 87-94; C.F. Chen, C.H. Hsiao, Wavelet approach to optimising dynamic systems, IEE Proc. Control Theory Appl. 146 (1997) 213-219] a new approach-the segmentation method-is developed. Five test problems are solved. The results are compared with the result obtained by the Chen-Hsiao method and with the method of piecewise constant approximation [C.H. Hsiao, W.J. Wang, Haar wavelet approach to nonlinear stiff systems, Math. Comput. Simulat. 57 (2001) 347-353; S. Goedecker, O. lvanov, Solution of multiscale partial differential equations using wavelets, Comput. Phys. 12 (1998) 548-555]. (c) 2004 IMACS. Published by Elsevier B.V. All rights reserved.

引用

页码：127 / 143

页数：17

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