Solving hyperbolic PDEs using interpolating wavelets

Authors
Citation
M. Holmstrom, Solving hyperbolic PDEs using interpolating wavelets, SIAM J SC C, 21(2), 1999, pp. 405-420
Citations number
18
Categorie Soggetti
Mathematics
Journal title
SIAM JOURNAL ON SCIENTIFIC COMPUTING
ISSN journal
10648275 → ACNP
Volume
21
Issue
2
Year of publication
1999
Pages
405 - 420
Database
ISI
SICI code
1064-8275(19991026)21:2<405:SHPUIW>2.0.ZU;2-R
Abstract
A method is presented for adaptively solving hyperbolic PDEs. The method is based on an interpolating wavelet transform using polynomial interpolation on dyadic grids. The adaptability is performed automatically by thresholdi ng the wavelet coefficients. Operations such as differentiation and multipl ication are fast and simple due to the one-to-one correspondence between po int values and wavelet coefficients in the interpolating basis. Treatment o f boundary conditions is simplified in this sparse point representation (SP R). Numerical examples are presented for one- and two-dimensional problems. It is found that the proposed method outperforms a finite difference metho d on a uniform grid for certain problems in terms of flops.