A Wavelet Collocation Method for the Numerical Solution of Partial Differential Equations

Abstract We describe a wavelet collocation method for the numerical solution of partial differential equations which is based on the use of the autocorrelation functions of Daubechie's compactly supported wavelets. For such a method we discuss the application of wavelet based preconditioning techniques along with the treatment of boundary conditions, and we show the results of some numerical tests for several 1- and 2-dimensional model problems.