Numerical Algorithms Based on Biorthogonal Wavelets

Abstract

Wavelet bases are used to generate spaces of approximation for the resolution of bidimensional elliptic and parabolic problems. Under some specific hypotheses relating the properties of the wavelets to the order of the involved operators, it is shown that an approximate solution can be built. This approximation is then stable and converges towards the exact solution. It is designed such that fast algorithms involving biorthogonal multi resolution analyses can be used to resolve the corresponding numerical problems. Detailed algorithms are provided as well as the results of numerical tests on partial differential equations defined on the bidimensional torus.