L. Jameson, A WAVELET-OPTIMIZED, VERY HIGH-ORDER ADAPTIVE-GRID AND ORDER NUMERICAL-METHOD, SIAM journal on scientific computing (Print), 19(6), 1998, pp. 1980-2013
Wavelets detect information at different scales and at different locat
ions throughout a computational domain. Furthermore, wavelets can dete
ct the local polynomial content of computational data. Numerical metho
ds are most efficient when the basis functions of the method are simil
ar to the data present. By designing a numerical scheme in a completel
y adaptive manner around the data present in a computational domain, o
ne can obtain optimal computational efficiency. This paper extends the
numerical wavelet-optimized finite difference (WOFD) method to arbitr
arily high order, so that one obtains, in effect, an adaptive grid and
adaptive order numerical method which can achieve errors equivalent t
o errors obtained with a ''spectrally accurate'' numerical method.