An adaptive wavelet-galerkin method for parabolic partial differentia equations

Abstract

In this paper an Adaptive Wavelet-Galerkin method for the solution of parabolic partial differential equations modeling physical problems with different spatial and temporal scales is developed. A semi-implicit time difference scheme is applied and B-spline multiresolution structure on the interval is used. As in many cases these solutions are known to present localized sharp gradients, local error estimators are designed and an efficient adaptive strategy to choose the appropriate scale for each time is developed. Finally, experiments were performed to illustrate the applicability and efficiency of the proposed method.

Keywords

• B-spline
• multiresolution analysis
• wavelet-Galerkin