A fast adaptive wavelet collocation algorithm for multidimensional PDEs
A fast multilevel wavelet collocation method for partial differential equations (PDEs) in multiple dimensions is considered. The computational cost is proportional to the total number of collocation points. By adaptive refinements high resolution is achieved also in regions where singularities or sharp transitions (shocks) accur. By numerical results it is demonstrated that the method has advantages compared to established numerical methods.
scientific article; zbMATH DE number 1110126
scientific article