On multiresolution methods in numerical analysis

DOI10.4171/DMS/1-3/47MaRDI QIDQ1126843zbMATH OpenFDO

Authors Gregory Beylkin

Publication date 5 August 1998

Published in Documenta Mathematica (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/224313, http://www.emis.de/journals/DMJDMV/xvol-icm/15/Beylkin.MAN.html

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zbMATH Keywords

advection-diffusion equationsdirect multigrid methodfast multipole methodmultiresolution methodsNavier-Stokes equationsstabilitytime evolution schemeswavelets

Mathematics Subject Classification ID

Initial value problems for second-order parabolic equations (35K15) Navier-Stokes equations (35Q30) Direct numerical methods for linear systems and matrix inversion (65F05) Computational methods for sparse matrices (65F50) Stability and convergence of numerical methods for initial value and initial-boundary value problems involving PDEs (65M12) Method of lines for initial value and initial-boundary value problems involving PDEs (65M20) Multigrid methods; domain decomposition for initial value and initial-boundary value problems involving PDEs (65M55)

Review text

Several distinct features of multiresolution methods based on wavelets are presented. It is shown that the multiresolution LU decomposition resembles a direct multigrid method. Also, the exponential of these operators is sparse. Time evolution schemes for advection-diffusion equations, in particular the Navier-Stokes equations, are described. The significant improvement in stability for these schemes is pointed out.

Cited in

(7)

• Residual scaling techniques in multigrid. II: Practical applications
• LU factorization of non-standard forms and direct multiresolution solvers
• Operator-adapted wavelets for finite-element differential forms
• scientific article; zbMATH DE number 524225 (Why is no real title available?)
• scientific article; zbMATH DE number 733525 (Why is no real title available?)
• Multi‐resolution analysis for high accuracy and efficiency of Euler computation
• On multiresolution schemes using a stencil selection procedure: applications to ENO schemes

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