scholarly journals Time accurate fast wavelet-Taylor Galerkin method for partial differential equations

2006 ◽  
Vol 22 (2) ◽  
pp. 274-295 ◽  
Author(s):  
B. V. Rathish Kumar ◽  
Mani Mehra
Author(s):  
B. V. Rathish Kumar ◽  
Gopal Priyadarshi

We describe a wavelet Galerkin method for numerical solutions of fourth-order linear and nonlinear partial differential equations (PDEs) in 2D and 3D based on the use of Daubechies compactly supported wavelets. Two-term connection coefficients have been used to compute higher-order derivatives accurately and economically. Localization and orthogonality properties of wavelets make the global matrix sparse. In particular, these properties reduce the computational cost significantly. Linear system of equations obtained from discretized equations have been solved using GMRES iterative solver. Quasi-linearization technique has been effectively used to handle nonlinear terms arising in nonlinear biharmonic equation. To reduce the computational cost of our method, we have proposed an efficient compression algorithm. Error and stability estimates have been derived. Accuracy of the proposed method is demonstrated through various examples.


2005 ◽  
Vol 02 (01) ◽  
pp. 75-97 ◽  
Author(s):  
B. V. RATHISH KUMAR ◽  
MANI MEHRA

In this study a set of new space and time accurate numerical methods based on different time marching schemes such as Euler, leap-frog and Crank-Nicolson for partial differential equations of the form [Formula: see text], where ℒ is linear differential operator and [Formula: see text] is a nonlinear function, are proposed. To produce accurate temporal differencing, the method employs forward/backward time Taylor series expansions including time derivatives of second and third order which are evaluated from the governing partial differential equation. This yields a generalized time discretized scheme which is approximated in space by Galerkin method. The compactly supported orthogonal wavelet bases developed by Daubechies are used in Galerkin scheme. This new wavelet-Taylor Galerkin approach is successively applied to heat equation, convection equation and inviscid Burgers' equation.


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