On the spline-based wavelet differentiation matrix

Abstract

The differentiation matrix for a spline-based wavelet basis is constructed. Given an n-th order spline basis it is proved that the differentiation matrix is accurate of order 2n + 2 when periodic boundary conditions are assumed. This high accuracy, or superconvergence, is lost when the boundary conditions are no longer periodic. Furthermore, it is shown that spline-based bases generate a class of compact finite difference schemes.