The formulation and implementation of wavelet based methods for the so
lution of multi-dimensional partial differential equations in complex
geometries is discussed. Utilizing the close connection between Daubec
hies wavelets and finite difference methods on arbitrary grids, we for
mulate a wavelet based collocation method, well suited for dealing wit
h general boundary conditions and nonlinearities. To circumvent proble
ms associated with completely arbitary grids and complex geometries we
propose to use a multi-domain formulation in which to solve the parti
al differential equation, with the ability to adapt the grid as well a
s the order of the scheme within each subdomain. Besides supplying the
required geometric flexibility, the multidomain formulation also prov
ides a very natural load-balanced data-decomposition, suitable for par
allel environments. The performance of the overall scheme is illustrat
ed by solving two dimensional hyperbolic problems. (C) 1998 Academic P
ress.