Solving Hyperbolic PDEs Using Interpolating Wavelets

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The wavelet representation of a function comprises a finite linear combination of scaling functions and wavelets. The representation may be compressed by deleting wavelet coefficients less than some threshold \(\epsilon\), to leave \(N_s\) significant coefficients, with \(N_s\) generally much smaller than \(N\), the original number of coefficients. Such a procedure has the advantage of leading to significant savings in storage and computing time. In this paper, the author reports on a procedure for exploiting the sparsity of wavelet representations in solving time-dependent hyperbolic partial differential equations. The method uses a sparse point representation, which is based on an interpolating wavelet transform using polynomial interpolation on dyadic grids. Centred finite differences are used to approximate spatial derivatives, and a Runge-Kutta method is used for time integration. A detailed description is provided of an interpolatory subdivision scheme, which is an algorithm through which function values \(f_{j,k}\), defined on the set of dyadic grids \(V_j = \{ x_{j,k} \in R: x_{j,k} = 2^{-j}k\), \(k \in Z \}\), may be extended to all points in \(V_{j+1}\). Essentially, values at the even-numbered points \(x_{j+1,2k}\) already exist, while values at the odd-numbered points are obtained by polynomial interpolation from the values at even-numbered points. Used recursively, the algorithm generates function values on a fine grid, given values on a coarse grid. The reverse process, of computing function values on a fine grid, given those on a coarse grid, entails computing the difference between the known function value and the value predicted by interpolation on the coarser grid, to obtain the wavelet coefficients \(d_{j,k}\). This process provides an algorithm for computing the full wavelet representation from function values on a fine grid, or in other words, the interpolating wavelet transform. The process for obtaining the inverse transform is straightforward. Due to the one-to-one correspondence between wavelet coefficients and point values, the process of transforming \(N_s\) wavelet coefficients to \(N_s\) point values is well-defined. The process is referred to as the inverse sparse wavelet transform leading to a sparse point representation (SPR). The SPR is used to solve approximately hyperbolic initial boundary value problems on domains in \(R^n\) that are \(n\)-cubes. The algorithm entails transforming and thresholding the initial value function, extending the SPR in space and frequency, and discretising to obtain a system of ordinary differential equations, which are solved by a Runge-Kutta method. A number of examples is treated. First, the author examines the errors in approximating various test functions in one dimension by SPRs. Next, he considers the quality of approximations arising after multiplication and differentiation of functions. He then solves the first-order linear advection-diffusion equation with initial conditions in the form of a superposition of a sine function and a Gaussian, and Burgers' equation with initial condition a sine function. Corresponding two-dimensional versions of the one-dimensional examples are also presented. It is found that the proposed method outperforms a finite difference method on a uniform grid, in the sense that it is accurate, and faster.




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