W. Sweldens et R. Piessens, QUADRATURE-FORMULAS AND ASYMPTOTIC ERROR EXPANSIONS FOR WAVELET APPROXIMATIONS OF SMOOTH FUNCTIONS, SIAM journal on numerical analysis, 31(4), 1994, pp. 1240-1264
This paper deals with typical problems that arise when using wavelets
in numerical analysis applications. The first part involves the constr
uction of quadrature formulae for the calculation of inner products of
smooth functions and scaling functions. Several types of quadratures
are discussed and compared for different classes of wavelets. Since th
eir construction using monomials is ill-conditioned, also a modified,
well-conditioned construction using Chebyehev polynomials is presented
. The second part of the paper deals with pointwise asymptotic error e
xpansions of wavelet approximations of smooth functions. They are used
to derive asymptotic interpolating properties of the wavelet approxim
ation and to construct a convergence acceleration algorithm. This is i
llustrated with numerical examples.