Solution of time-dependent diffusion equations with variable coefficients using multiwavelets (Q1287987)

A numerical algorithm is developed for the solution of time-dependent differential equations of diffusion type. It allows an accurate and efficient treatment of multidimensional equations with variable coefficients, nonlinearities and general boundary conditions. For space discretization, the multiwavelet bases are applied, which are attractive for solving problems in finite domains. Boundary conditions are imposed by means a penalty technique. This penalty approach was extended to ensure the continuity of the solution and its first derivative across interior boundaries between neighbouring subdomains. The time discretization method of \textit{G. Beylkin}, \textit{J. M. Keiser} and \textit{L. Vozovoi} [J. Comput. Phys. 147, No. 2, 362-- 387 (1998; Zbl 0924.65089)] was applied in view of its favorable stability properties. Numerical results are presented for evolution equations with variable coefficients in one and two dimensions.