Numerical solution of differential equations using Haar wavelets

被引：233
|
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
收藏
页码：127 / 143
页数：17
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