Solving Hyperbolic PDEs Using Interpolating Wavelets

Authors:
Mats Holmström
Affiliations:
-
Venue:
SIAM Journal on Scientific Computing
Year:
1999

Citing 0
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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 thresholding the wavelet coefficients. Operations such as differentiation and multiplication are fast and simple due to the one-to-one correspondence between point values and wavelet coefficients in the interpolating basis. Treatment of boundary conditions is simplified in this sparse point representation (SPR). Numerical examples are presented for one- and two-dimensional problems. It is found that the proposed method outperforms a finite difference method on a uniform grid for certain problems in terms of flops.