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Numerical solution of differential equations using Haar wavelets

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  • Lepik, Ü.

Abstract

Haar wavelet techniques for the solution of ODE and PDE is discussed. Based on the Chen–Hsiao method [C.F. Chen, C.H. Hsiao, Haar wavelet method for solving lumped and distributed-parameter systems, IEE Proc.—Control Theory Appl. 144 (1997) 87–94; C.F. Chen, C.H. Hsiao, Wavelet approach to optimising dynamic systems, IEE Proc. Control Theory Appl. 146 (1997) 213–219] a new approach—the segmentation method—is developed. Five test problems are solved. The results are compared with the result obtained by the Chen–Hsiao method and with the method of piecewise constant approximation [C.H. Hsiao, W.J. Wang, Haar wavelet approach to nonlinear stiff systems, Math. Comput. Simulat. 57 (2001) 347–353; S. Goedecker, O. Ivanov, Solution of multiscale partial differential equations using wavelets, Comput. Phys. 12 (1998) 548–555].

Suggested Citation

  • Lepik, Ü., 2005. "Numerical solution of differential equations using Haar wavelets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 68(2), pages 127-143.
    • Handle: RePEc:eee:matcom:v:68:y:2005:i:2:p:127-143
    DOI: 10.1016/j.matcom.2004.10.005
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    References listed on IDEAS

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    1. Hsiao, Chun-Hui & Wang, Wen-June, 2000. "State analysis of time-varying singular bilinear systems via Haar wavelets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 52(1), pages 11-20.
    2. Hsiao, Chun-Hui & Wang, Wen-June, 2001. "Haar wavelet approach to nonlinear stiff systems," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 57(6), pages 347-353.
    3. Hsiao, Chun-Hui & Wang, Wen-June, 1999. "State analysis of time-varying singular nonlinear systems via Haar wavelets," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 51(1), pages 91-100.
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