Fast Wavelet Based Algorithms for Linear Evolution Equations

Abstract

We 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 1 which they applied to general Calderon-Zygmund type integral operators. We apply a modification of their idea to linear hyperbolic and parabolic equations, with spatially varying coefficients. A significant speedup over standard methods is obtained when applied to hyperbolic equations in one space dimension and parabolic equations in multidimensions. wavelets; hyperbolic; parabolic; numerical methods.

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1992
Accession Number
ADA251757

Entities

People

  • Bjorn Engquist
  • Sifen Zhong
  • Stanley Osher

Tags

Communities of Interest

  • Energy and Power Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Bandwidth
  • Boundaries
  • Coefficients
  • Compression
  • Computational Complexity
  • Computations
  • Engineering
  • Equations
  • Errors
  • Integral Equations
  • Integrals
  • Mathematics
  • Standards
  • Truncation
  • Two Dimensional

Fields of Study

  • Mathematics

Readers

  • Calculus or Mathematical Analysis
  • Wave Propagation and Nonlinear Chaotic Dynamics.

Technology Areas

  • Space