Solving PDEs with the aid of two-dimensional Haar wavelets

نویسنده

  • Ülo Lepik
چکیده

In most cases authors are permitted to post their version of the article (e.g. in Word or Tex form) to their personal website or institutional repository. Authors requiring further information regarding Elsevier's archiving and manuscript policies are encouraged to visit: a b s t r a c t Two-dimensional Haar wavelets are applied for solution of the partial differential equations (PDEs). The proposed method is mathematically simple and fast. To demonstrate the efficiency of the method, two test problems (solution of the diffusion and Poisson equations) are discussed. Computer simulation showed that the method guarantees the necessary exactness already for a small number of grid points.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Modified Wavelet Method for Solving Two-dimensional Coupled System of Evolution Equations

As two-dimensional coupled system of nonlinear partial differential equations does not give enough smooth solutions, when approximated by linear, quadratic and cubic polynomials and gives poor convergence or no convergence. In such cases, approximation by zero degree polynomials like Haar wavelets (continuous functions with finite jumps) are most suitable and reliable. Therefore, modified numer...

متن کامل

APPLICATION OF HAAR WAVELETS IN SOLVING NONLINEAR FRACTIONAL FREDHOLM INTEGRO-DIFFERENTIAL EQUATIONS

A novel and eective method based on Haar wavelets and Block Pulse Functions(BPFs) is proposed to solve nonlinear Fredholm integro-dierential equations of fractional order.The operational matrix of Haar wavelets via BPFs is derived and together with Haar waveletoperational matrix of fractional integration are used to transform the mentioned equation to asystem of algebraic equations. Our new met...

متن کامل

The using of Haar wavelets for the expansion of fractional stochastic integrals

Abstract: In this paper, an efficient method based on Haar wavelets is proposed for solving fractional stochastic integrals with Hurst parameter. Properties of Haar wavelets are described. Also, the error analysis of the proposed method is investigated. Some numerical examples are provided to illustrate the computational efficiency and accuracy of the method.  

متن کامل

Haar Matrix Equations for Solving Time-Variant Linear-Quadratic Optimal Control Problems

‎In this paper‎, ‎Haar wavelets are performed for solving continuous time-variant linear-quadratic optimal control problems‎. ‎Firstly‎, ‎using necessary conditions for optimality‎, ‎the problem is changed into a two-boundary value problem (TBVP)‎. ‎Next‎, ‎Haar wavelets are applied for converting the TBVP‎, ‎as a system of differential equations‎, ‎in to a system of matrix algebraic equations‎...

متن کامل

Solving infinite horizon optimal control problems of nonlinear interconnected large-scale dynamic systems via a Haar wavelet collocation scheme

We consider an approximation scheme using Haar wavelets for solving a class of infinite horizon optimal control problems (OCP's) of nonlinear interconnected large-scale dynamic systems. A computational method based on Haar wavelets in the time-domain is proposed for solving the optimal control problem. Haar wavelets integral operational matrix and direct collocation method are utilized to find ...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:
  • Computers & Mathematics with Applications

دوره 61  شماره 

صفحات  -

تاریخ انتشار 2011