Wavelet multilevel augmentation method for linear boundary value problems

Abstract

© 2015, Utudee and Maleewong; licensee Springer. This work presents a new approach to numerically solve the general linear two-point boundary value problems with Dirichlet boundary conditions. Multilevel bases from the anti-derivatives of the Daubechies wavelets are constructed in conjunction with the augmentation method. The accuracy of numerical solutions can be improved by increasing the number of basis levels, but the computational cost also increases drastically. The multilevel augmentation method can be applied to reduce the computational time by splitting the coefficient matrix into smaller submatrices. Then the unknown coefficients in the higher level can be solved separately. The convergent rate of this method is 2^s, where 1≤s≤p+1, when the anti-derivatives of the Daubechies wavelets order p are applied. Some numerical examples are also presented to confirm our theoretical results.