Wavelet–Galerkin solutions for one-dimensional partial differential equations

In this paper we describe how wavelets may be used to solve partial differential equations. These problems are currently solved by techniques such as finite differences, finite elements and multi-grid. The wavelet method, however, offers several advantages over traditional methods. Wavelets have the ability to represent functions at different levels of resolution, thereby providing a logical means of developing a hierarchy of solutions. Furthermore, compactly supported wavelets (such as those due to Daubechies¹) are localized in space, which means that the solution can be refined in regions of high gradient, e.g. stress concentrations, without having to regenerate the mesh for the entire problem.

In order to demonstrate the wavelet technique, we consider the one-dimensional counterpart of Helmholtz's equation. By comparison with a simple finite difference solution to this problem with periodic boundary conditions, we show how a wavelet technique may be efficiently developed. Dirichlet boundary conditions are then imposed, using the capacitance matrix method described by Proskurowski and Widlund² and others. The convergence rates of the wavelet solutions are examined and they are found to compare extremely favourably to the finite difference solutions. Preliminary investigations also indicate that the wavelet technique is a strong contender to the finite element method, at least for problems with simple geometries.