Application of the Haar Wavelets for Solution of Linear Integral Equations

An efficient algorithm based on the Haar wavelet approach for numerical solution of linear integral equations is proposed. The method is applicable for different kinds of integral equations (Fredholm and Volterra equations, integrodifferential equations, weakly singular integral equations). Five test problems, for which the exact solution is known, are considered. The calculations indicate that the accuracy of the obtained solutions is quite high even when the number of calculation points is small.

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