Adaptive order polynomial algorithm in a multiwavelet representation scheme

We have developed a new strategy to reduce the storage requirements of a multivariate function in a multiwavelet framework. We propose that alongside the commonly used adaptivity in the grid refinement one can also vary the order of the representation k as a function of the scale n. In particular the order is decreased with increasing refinement scale. The consequences of this choice, in particular with respect to the nesting of scaling spaces, are discussed and the error of the approximation introduced is analyzed. The application of this method to some examples of mono- and multivariate functions shows that our algorithm is able to yield a storage reduction up to almost 60%. In general, values between 30 and 40% can be expected for multivariate functions. Monovariate functions are less affected but are also much less critical in view of the so called "curse of dimensionality". (C) 2015 IMACS. Published by Elsevier B.V. All rights reserved.