Wavelet multiresolution analyses adapted for the fast solution of boundary value ordinary differential equations

Abstract

We present ideas on how to use wavelets in the solution of boundary value ordinary differential equations. Rather than using classical wavelets, we adapt their construction so that they become (bi)orthogonal with respect to the inner product defined by the operator. The stiffness matrix in a Galerkin method then becomes diagonal and can thus be trivially inverted. We show how one can construct an O(N) algorithm for various constant and variable coefficient operators.