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A wavelet collocation method for the numerical solution of partial differential equations. (English) Zbl 0853.65122

A wavelet collocation method for the numerical solution of partial differential equations is described. It is based on the Daubechie’s compactly supported wavelets. Preconditioning techniques and the treatment of boundary conditions are discussed. Results are presented for several 1D and 2D model problems.

MSC:

65N35 Spectral, collocation and related methods for boundary value problems involving PDEs
65F35 Numerical computation of matrix norms, conditioning, scaling
35J25 Boundary value problems for second-order elliptic equations
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