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Fast wavelet based algorithms for linear evolution equations
KTH, School of Computer Science and Communication (CSC), Numerical Analysis, NA.
1994 (English)In: SIAM Journal on Scientific Computing, ISSN 1064-8275, E-ISSN 1095-7197, ISSN 1064-8275, Vol. 15, no 4, 755-775 p.Article in journal (Refereed) Published
Abstract [en]

The authors devise a class of fast wavelet based algorithms for linear evolution equations whose coefficients are time independent. The method draws on the work of Beylkin, Coifman, and Rokhlin [Comm. Pure Appl. Math., 44 (1991), pp. 141-1841, which they applied to general Calderon-Zygmund type integral operators. The authors apply a modification of their idea to linear hyperbolic and parabolic equations, with spatially varying coefficients. The complexity for hyperbolic equations in one dimension is reduced from O(N2) to O(N log3 N). There are somewhat better gains for parabolic equations in multidimensions

Place, publisher, year, edition, pages
1994. Vol. 15, no 4, 755-775 p.
Keyword [en]
WAVELETS; HYPERBOLIC; PARABOLIC; NUMERICAL METHODS
National Category
Computer and Information Science
Identifiers
URN: urn:nbn:se:kth:diva-90482DOI: 10.1137/0915048OAI: oai:DiVA.org:kth-90482DiVA: diva2:505662
Note
NR 20140805Available from: 2012-02-24 Created: 2012-02-24 Last updated: 2017-12-07Bibliographically approved

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