Skip to main content
Log in

Galerkin-wavelet methods for two-point boundary value problems

  • Published:
Numerische Mathematik Aims and scope Submit manuscript

Summary

Anti-derivatives of wavelets are used for the numerical solution of differential equations. Optimal error estimates are obtained in the applications to two-point boundary value problems of second order. The orthogonal property of the wavelets is used to construct efficient iterative methods for the solution of the resultant linear algebraic systems. Numerical examples are given.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Axelsson O., Lindskog G. (1986): On the rate of convergence of the preconditioned conjugate gradient method. Numer. Math.48, 499–523

    Google Scholar 

  2. Calderón, A.P. (1964): Intermediate spaces and interpolation, the complex method. Studia Math.24, 113–190

    Google Scholar 

  3. Ciarlet, P.G. (1978): The finite element methods for elliptic problems. North-Holland Amsterdam

    Google Scholar 

  4. Coifman, R., Weiss, G. (1971): Analyse Harmonique non commutative sur certains espaces homogènes. Springer Berlin Heidelberg New York

    Google Scholar 

  5. Combes, J.M., Grossmann A. Tchamitchian, Ph. (eds.) (1990): Wavelets, time-frequency methods and phase space, 2nd ed. Springer, Berlin Heidelberg New York

    Google Scholar 

  6. Cortina, E. Gomes, S.M. (1989): A wavelet based numerical method applied to free boundary problems. IPE Technical Report, Sao Jose dos Campos, Brasil

  7. Daubechies, I. (1988): Orthonormal bases of compactly supported wavelets. Comm. Pure Appl. Math.41, 909–996

    Google Scholar 

  8. Daubechies, I., Lagarias, J.: Two-scale difference equations. I. Global regularity of solutions. II. Infinite matrix products, local regularity and fractals. AT&T Bell Laboratories, preprint

  9. Duffin, R.J., Schaeffer, A.C. (1952): A class of nonharmonic Fourier series Trans. Am. Math. Soc.72, 341–366

    Google Scholar 

  10. Glowinski, R., Lawton, W.M., Ravachol, M., Tenenbaum, E. (1990): Wavelets solution of linear and nonlinear elliptic, parabolic and hyperbolic problems in one space dimension. In: R. Glowinsky, A. Lichnewsky, eds., Computing Methods in Applied Sciences and Engineering. SIAM, Philadelphia, pp. 55–120

    Google Scholar 

  11. Golub, G.H., Van Loan, C.F. (1988): Matrix computations, 2nd ed. Johns Hopkins University Press, Baltimore

    Google Scholar 

  12. Goupillaud, P., Grossmann, A., Morlet, J. (1984/85): Cycle-octave and related transforms in seismic signal analysis. Geoexploration23, 85–102

    Google Scholar 

  13. Grossmann, A., Holschneider, M., Kronland-Martinet, R., Morlet, J. (1987): Detection of abrupt changes in sound signals with the help of wavelet transforms. In: Inverse problems: an interdisciplinary study. Academic Press, London Orlando, pp. 289–306

    Google Scholar 

  14. Grossmann, A., Morlet, J. (1984): Decomposition of Hardy functions into square integrable wavelets of constant shape. SIAM J. Math.15, 723–736

    Google Scholar 

  15. Haar, A. (1910): Zur Theorie der orthogonalen Funktionensysteme. Math. Ann.69, 331–371

    Google Scholar 

  16. Heil, C. (1990): Wavelets and frames. In: Signal processing, pt. 1, 2nd ed., Springer, Berlin Heidelberg New York, pp. 147–160

    Google Scholar 

  17. Kronland-Martinet, R., Morlet, J., Grossmann, A. (1992): Analysis of sound patterns through wavelet transforms. To appear

  18. Latto, A., Tenenbaum, E. (1990): Les ondelettes á support compact et la solution numérique de l'équation de Burgers. Preprint, AWARE Cambridge

  19. Liénard, J.S.: Speech analysis and reconstruction using short-time, elementary waveforms. LIMSI-CNRS, Orsay, France

  20. Mallat, S. (1989): Multiresolution approximations and wavelet orthonormal bases ofL 2ℝ. Trans. Amer. Math. Soc.315, 69–87

    Google Scholar 

  21. Mallat, S. (1989): Multifrequency channel decompositions of images and wavelet models. IEEE Trans. Acoust. Speech Signal Process37, 2091–2110

    Google Scholar 

  22. Meyer, Y. (1985): Principe d'incertitude, bases hilbertiennes et algebres d'operateurs. Bourbaki Seminar, no. 662

  23. Meyer, Y. (1990): Ondelettes et opérateurs, I. Ondelettes. Hermann, Paris

    Google Scholar 

  24. Rodet, X. (1984): Time-domain formant-wave-function synthesis. Comput. Music J.3, 9–14

    Google Scholar 

  25. Strang, G. (1989): Wavelets and dilation equations: A brief introduction. SIAM Review31, 614–627

    Google Scholar 

  26. Stromberg, J. (1983): A modified Franklin system and higher-order systems of ℝn as unconditional bases for Hardy spaces. In: Conference on harmonic analysis in honor of Antoni Zygmund. Wadsworth, Belmont, pp. 475–493

  27. Yserentant, H. (1986): On the multi-level splitting of finite element spaces. Numer. Math.49, 379–412

    Google Scholar 

  28. Zienciewicz, O.C., Kelly, D.W., Gago, J., Babuška, I. (1982): Hierarchical finite element approaches, error estimates and adaptive refinement. In: The mathematics of finite elements and applications IV. Academic Press, London, pp. 313–346

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Additional information

This work was supported by National Science Foundation

Rights and permissions

Reprints and permissions

About this article

Cite this article

Xu, JC., Shann, WC. Galerkin-wavelet methods for two-point boundary value problems. Numer. Math. 63, 123–144 (1992). https://doi.org/10.1007/BF01385851

Download citation

  • Received:

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01385851

Mathematics Subject Classification (1991)

Navigation