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Numerische Mathematik

, Volume 98, Issue 1, pp 67–97 | Cite as

Multiresolution weighted norm equivalences and applications

  • S. Beuchler
  • R. Schneider
  • C. Schwab
Article

Summary.

We establish multiresolution norm equivalences in weighted spaces L 2 w ((0,1)) with possibly singular weight functions w(x)≥0 in (0,1). Our analysis exploits the locality of the biorthogonal wavelet basis and its dual basis functions. The discrete norms are sums of wavelet coefficients which are weighted with respect to the collocated weight function w(x) within each scale. Since norm equivalences for Sobolev norms are by now well-known, our result can also be applied to weighted Sobolev norms. We apply our theory to the problem of preconditioning p-Version FEM and wavelet discretizations of degenerate elliptic and parabolic problems from finance.

Keywords

Basis Function Weight Function Mathematical Method Wavelet Coefficient Wavelet Discretizations 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Berlin Heidelberg 2004

Authors and Affiliations

  1. 1.Johann Radon Institute for Computational and Applied MathematicsAustrian Academy of ScienceLinzAustria
  2. 2.Scientific ComputingInstitute of Computer ScienceKielGermany
  3. 3.Seminar für Angewandte MathematikEidgenössische Technische HochschuleZürichSwitzerland

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