A dynamically adaptive wavelet method for solving partial differential equations

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It is well known that wavelets provide orthonormal bases with good localization properties in both Fourier and physical spaces. For this reason they seem particularly adapted to approximate functions with local lack of regularity, like the solutions of some partial differential equations. The authors analyse the adaptive method introduced by \textit{Y. Maday, V. Perrier} and \textit{J. C. Ravel} [C. R. Acad. Sci., Paris, Ser. I 312, No. 5, 405-410 (1991; Zbl 0709.65099)] for the periodic Burgers' equation, based on a Galerkin approach, where at each time step a minimal set of wavelet bases is automatically chosen to update solutions. Some error estimate is given and a stability result is established. A comparison of the method with the standard Galerkin method is presented.




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