Wavelet Methods for Elliptic Partial Differential Equations.

By: Urban, KarstenMaterial type: TextTextSeries: Numerical Mathematics and Scientific Computation SerPublisher: Oxford : Oxford University Press USA - OSO, 2008Copyright date: ©2009Description: 1 online resource (509 pages)Content type: text Media type: computer Carrier type: online resourceISBN: 9780191523526Subject(s): Differential equations, Elliptic | Wavelets (Mathematics)Genre/Form: Electronic books.Additional physical formats: Print version:: Wavelet Methods for Elliptic Partial Differential EquationsDDC classification: 515.3533 LOC classification: QA403.3U733 2009Online resources: Click to View
Contents:
Intro -- Contents -- List of Algorithms -- Preface -- Acknowledgements -- List of Figures -- List of Tables -- 1 Introduction -- 1.1 Some aspects of the history of wavelets -- 1.2 The scope of this book -- 1.3 Outline -- 2 Multiscale approximation and multiresolution -- 2.1 The Haar system -- 2.1.1 Projection by interpolation -- 2.1.2 Orthogonal projection -- 2.2 Piecewise linear systems -- 2.3 Similar properties -- 2.3.1 Stability -- 2.3.2 Refinement relation -- 2.3.3 Multiresolution -- 2.3.4 Locality -- 2.4 Multiresolution analysis on the real line -- 2.4.1 The scaling function -- 2.4.2 When does a mask define a refinable function? -- 2.4.3 Consequences of the refinability -- 2.5 Daubechies orthonormal scaling functions -- 2.6 B-splines -- 2.6.1 Centralized B-splines -- 2.7 Dual scaling functions associated to B-splines -- 2.8 Multilevel projectors -- 2.9 Approximation properties -- 2.9.1 A general framework -- 2.9.2 Stability properties -- 2.9.3 Error estimates -- 2.10 Plotting scaling functions -- 2.10.1 Subdivision -- 2.10.2 Cascade algorithm -- 2.11 Periodization -- 2.12 Exercises and programs -- 3 Elliptic boundary value problems -- 3.1 A model problem -- 3.1.1 Variational formulation -- 3.1.2 Existence and uniqueness -- 3.2 Variational formulation -- 3.2.1 Operators associated by the bilinear form -- 3.2.2 Reduction to homogeneous boundary conditions -- 3.2.3 Stability -- 3.3 Regularity theory -- 3.4 Galerkin methods -- 3.4.1 Discretization -- 3.4.2 Stability -- 3.4.3 Error estimates -- 3.4.4 L[sub(2)]-estimates -- 3.4.5 Numerical solution -- 3.5 Exercises and programs -- 4 Multiresolution Galerkin methods -- 4.1 Multiscale discretization -- 4.2 Multiresolution multiscale discretization -- 4.2.1 Piecewise linear multiresolution -- 4.2.2 Periodic boundary value problems -- 4.2.3 Common properties -- 4.3 Error estimates.
4.4 Some numerical examples -- 4.5 Setup of the algebraic system -- 4.5.1 Refinable integrals -- 4.5.2 The right-hand side -- 4.5.3 Quadrature -- 4.6 The BPX preconditioner -- 4.7 MultiGrid -- 4.8 Numerical examples for the model problem -- 4.9 Exercises and programs -- 5 Wavelets -- 5.1 Detail spaces -- 5.1.1 Updating -- 5.1.2 The Haar system again -- 5.2 Orthogonal wavelets -- 5.2.1 Multilevel decomposition -- 5.2.2 The construction of wavelets -- 5.2.3 Wavelet projectors -- 5.3 Biorthogonal wavelets -- 5.3.1 Biorthogonal complement spaces -- 5.3.2 Biorthogonal projectors -- 5.3.3 Biorthogonal B-spline wavelets -- 5.4 Fast Wavelet Transform (FWT) -- 5.4.1 Decomposition -- 5.4.2 Reconstruction -- 5.4.3 Efficiency -- 5.4.4 A general framework -- 5.5 Vanishing moments and compression -- 5.6 Norm equivalences -- 5.6.1 Jackson inequality -- 5.6.2 Bernstein inequality -- 5.6.3 A characterization theorem -- 5.7 Other kinds of wavelets -- 5.7.1 Interpolatory wavelets -- 5.7.2 Semiorthogonal wavelets -- 5.7.3 Noncompactly supported wavelets -- 5.7.4 Multiwavelets -- 5.7.5 Frames -- 5.7.6 Curvelets -- 5.8 Exercises and programs -- 6 Wavelet-Galerkin methods -- 6.1 Wavelet preconditioning -- 6.2 The role of the FWT -- 6.3 Numerical examples for the model problem -- 6.3.1 Rate of convergence -- 6.3.2 Compression -- 6.4 Exercises and programs -- 7 Adaptive wavelet methods -- 7.1 Adaptive approximation of functions -- 7.1.1 Best N-term approximation -- 7.1.2 The size and decay of the wavelet coefficients -- 7.2 A posteriori error estimates and adaptivity -- 7.2.1 A posteriori error estimates -- 7.2.2 Ad hoc refinement strategies -- 7.3 Infinite-dimensional iterations -- 7.4 An equivalent l[sub(2)] problem: Using wavelets -- 7.5 Compressible matrices -- 7.5.1 Numerical realization of APPLY -- 7.5.2 Numerical experiments for APPLY -- 7.6 Approximate iterations.
7.6.1 Adaptive Wavelet-Richardson method -- 7.6.2 Adaptive scheme with inner iteration -- 7.6.3 Optimality -- 7.7 Quantitative efficiency -- 7.7.1 Quantitative aspects of the efficiency -- 7.7.2 An efficient modified scheme: Ad hoc strategy revisited -- 7.8 Nonlinear problems -- 7.8.1 Nonlinear variational problems -- 7.8.2 The DSX algorithm -- 7.8.3 Prediction -- 7.8.4 Reconstruction -- 7.8.5 Quasi-interpolation -- 7.8.6 Decomposition -- 7.9 Exercises and programs -- 8 Wavelets on general domains -- 8.1 Multiresolution on the interval -- 8.1.1 Refinement matrices -- 8.1.2 Boundary scaling functions -- 8.1.3 Biorthogonal multiresolution -- 8.1.4 Refinement matrices -- 8.1.5 Boundary conditions -- 8.1.6 Symmetry -- 8.2 Wavelets on the interval -- 8.2.1 Stable completion -- 8.2.2 Spline-wavelets on the interval -- 8.2.3 Further examples -- 8.2.4 Dirichlet boundary conditions -- 8.2.5 Quantitative aspects -- 8.2.6 Other constructions on the interval -- 8.2.7 Software for wavelets on the interval -- 8.2.8 Numerical experiments -- 8.3 Tensor product wavelets -- 8.4 The Wavelet Element Method (WEM) -- 8.4.1 Matching in 1D -- 8.4.2 The setting in arbitrary dimension -- 8.4.3 The WEM in the two-dimensional case -- 8.4.4 Trivariate matched wavelets -- 8.4.5 Software for the WEM -- 8.5 Embedding methods -- 8.6 Exercises and programs -- 9 Some applications -- 9.1 Elliptic problems on bounded domains -- 9.1.1 Numerical realization of the WEM -- 9.1.2 Model problem on the L-shaped domain -- 9.2 More complicated domains -- 9.2.1 Influence of the mapping - A non-rectangular domain -- 9.2.2 Influence of the matching -- 9.2.3 Comparison of the different adaptive methods -- 9.3 Saddle point problems -- 9.3.1 The standard Galerkin discretization: The LBB condition -- 9.3.2 An equivalent l[sub(2)] problem -- 9.3.3 The adaptive wavelet method: Convergence without LBB.
9.4 The Stokes problem -- 9.4.1 Formulation -- 9.4.2 Discretization -- 9.4.3 B-spline wavelets and the exact application of the divergence -- 9.4.4 Bounded domains -- 9.4.5 The divergence operator -- 9.4.6 Compressibility of A and B[sup(T)] -- 9.4.7 Numerical experiments -- 9.4.8 Rate of convergence -- 9.5 Exercises and programs -- A: Sobolev spaces and variational formulations -- A.1 Weak derivatives and sobolev spaces with integer order -- A.2 Sobolev spaces with fractional order -- A.3 Sobolev spaces with negative order -- A.4 Variational formulations -- A.5 Regularity theory -- B: Besov spaces -- B.1 Sobolev and Besov embedding -- B.2 Convergence of approximation schemes -- C: Basic iterations -- References -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- X -- Y -- Z.
Summary: A text based on the author's course that introduces graduates to the basics of wavelet methods for partial differential equations and describes the construction and analysis of adaptive wavelet methods.
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Intro -- Contents -- List of Algorithms -- Preface -- Acknowledgements -- List of Figures -- List of Tables -- 1 Introduction -- 1.1 Some aspects of the history of wavelets -- 1.2 The scope of this book -- 1.3 Outline -- 2 Multiscale approximation and multiresolution -- 2.1 The Haar system -- 2.1.1 Projection by interpolation -- 2.1.2 Orthogonal projection -- 2.2 Piecewise linear systems -- 2.3 Similar properties -- 2.3.1 Stability -- 2.3.2 Refinement relation -- 2.3.3 Multiresolution -- 2.3.4 Locality -- 2.4 Multiresolution analysis on the real line -- 2.4.1 The scaling function -- 2.4.2 When does a mask define a refinable function? -- 2.4.3 Consequences of the refinability -- 2.5 Daubechies orthonormal scaling functions -- 2.6 B-splines -- 2.6.1 Centralized B-splines -- 2.7 Dual scaling functions associated to B-splines -- 2.8 Multilevel projectors -- 2.9 Approximation properties -- 2.9.1 A general framework -- 2.9.2 Stability properties -- 2.9.3 Error estimates -- 2.10 Plotting scaling functions -- 2.10.1 Subdivision -- 2.10.2 Cascade algorithm -- 2.11 Periodization -- 2.12 Exercises and programs -- 3 Elliptic boundary value problems -- 3.1 A model problem -- 3.1.1 Variational formulation -- 3.1.2 Existence and uniqueness -- 3.2 Variational formulation -- 3.2.1 Operators associated by the bilinear form -- 3.2.2 Reduction to homogeneous boundary conditions -- 3.2.3 Stability -- 3.3 Regularity theory -- 3.4 Galerkin methods -- 3.4.1 Discretization -- 3.4.2 Stability -- 3.4.3 Error estimates -- 3.4.4 L[sub(2)]-estimates -- 3.4.5 Numerical solution -- 3.5 Exercises and programs -- 4 Multiresolution Galerkin methods -- 4.1 Multiscale discretization -- 4.2 Multiresolution multiscale discretization -- 4.2.1 Piecewise linear multiresolution -- 4.2.2 Periodic boundary value problems -- 4.2.3 Common properties -- 4.3 Error estimates.

4.4 Some numerical examples -- 4.5 Setup of the algebraic system -- 4.5.1 Refinable integrals -- 4.5.2 The right-hand side -- 4.5.3 Quadrature -- 4.6 The BPX preconditioner -- 4.7 MultiGrid -- 4.8 Numerical examples for the model problem -- 4.9 Exercises and programs -- 5 Wavelets -- 5.1 Detail spaces -- 5.1.1 Updating -- 5.1.2 The Haar system again -- 5.2 Orthogonal wavelets -- 5.2.1 Multilevel decomposition -- 5.2.2 The construction of wavelets -- 5.2.3 Wavelet projectors -- 5.3 Biorthogonal wavelets -- 5.3.1 Biorthogonal complement spaces -- 5.3.2 Biorthogonal projectors -- 5.3.3 Biorthogonal B-spline wavelets -- 5.4 Fast Wavelet Transform (FWT) -- 5.4.1 Decomposition -- 5.4.2 Reconstruction -- 5.4.3 Efficiency -- 5.4.4 A general framework -- 5.5 Vanishing moments and compression -- 5.6 Norm equivalences -- 5.6.1 Jackson inequality -- 5.6.2 Bernstein inequality -- 5.6.3 A characterization theorem -- 5.7 Other kinds of wavelets -- 5.7.1 Interpolatory wavelets -- 5.7.2 Semiorthogonal wavelets -- 5.7.3 Noncompactly supported wavelets -- 5.7.4 Multiwavelets -- 5.7.5 Frames -- 5.7.6 Curvelets -- 5.8 Exercises and programs -- 6 Wavelet-Galerkin methods -- 6.1 Wavelet preconditioning -- 6.2 The role of the FWT -- 6.3 Numerical examples for the model problem -- 6.3.1 Rate of convergence -- 6.3.2 Compression -- 6.4 Exercises and programs -- 7 Adaptive wavelet methods -- 7.1 Adaptive approximation of functions -- 7.1.1 Best N-term approximation -- 7.1.2 The size and decay of the wavelet coefficients -- 7.2 A posteriori error estimates and adaptivity -- 7.2.1 A posteriori error estimates -- 7.2.2 Ad hoc refinement strategies -- 7.3 Infinite-dimensional iterations -- 7.4 An equivalent l[sub(2)] problem: Using wavelets -- 7.5 Compressible matrices -- 7.5.1 Numerical realization of APPLY -- 7.5.2 Numerical experiments for APPLY -- 7.6 Approximate iterations.

7.6.1 Adaptive Wavelet-Richardson method -- 7.6.2 Adaptive scheme with inner iteration -- 7.6.3 Optimality -- 7.7 Quantitative efficiency -- 7.7.1 Quantitative aspects of the efficiency -- 7.7.2 An efficient modified scheme: Ad hoc strategy revisited -- 7.8 Nonlinear problems -- 7.8.1 Nonlinear variational problems -- 7.8.2 The DSX algorithm -- 7.8.3 Prediction -- 7.8.4 Reconstruction -- 7.8.5 Quasi-interpolation -- 7.8.6 Decomposition -- 7.9 Exercises and programs -- 8 Wavelets on general domains -- 8.1 Multiresolution on the interval -- 8.1.1 Refinement matrices -- 8.1.2 Boundary scaling functions -- 8.1.3 Biorthogonal multiresolution -- 8.1.4 Refinement matrices -- 8.1.5 Boundary conditions -- 8.1.6 Symmetry -- 8.2 Wavelets on the interval -- 8.2.1 Stable completion -- 8.2.2 Spline-wavelets on the interval -- 8.2.3 Further examples -- 8.2.4 Dirichlet boundary conditions -- 8.2.5 Quantitative aspects -- 8.2.6 Other constructions on the interval -- 8.2.7 Software for wavelets on the interval -- 8.2.8 Numerical experiments -- 8.3 Tensor product wavelets -- 8.4 The Wavelet Element Method (WEM) -- 8.4.1 Matching in 1D -- 8.4.2 The setting in arbitrary dimension -- 8.4.3 The WEM in the two-dimensional case -- 8.4.4 Trivariate matched wavelets -- 8.4.5 Software for the WEM -- 8.5 Embedding methods -- 8.6 Exercises and programs -- 9 Some applications -- 9.1 Elliptic problems on bounded domains -- 9.1.1 Numerical realization of the WEM -- 9.1.2 Model problem on the L-shaped domain -- 9.2 More complicated domains -- 9.2.1 Influence of the mapping - A non-rectangular domain -- 9.2.2 Influence of the matching -- 9.2.3 Comparison of the different adaptive methods -- 9.3 Saddle point problems -- 9.3.1 The standard Galerkin discretization: The LBB condition -- 9.3.2 An equivalent l[sub(2)] problem -- 9.3.3 The adaptive wavelet method: Convergence without LBB.

9.4 The Stokes problem -- 9.4.1 Formulation -- 9.4.2 Discretization -- 9.4.3 B-spline wavelets and the exact application of the divergence -- 9.4.4 Bounded domains -- 9.4.5 The divergence operator -- 9.4.6 Compressibility of A and B[sup(T)] -- 9.4.7 Numerical experiments -- 9.4.8 Rate of convergence -- 9.5 Exercises and programs -- A: Sobolev spaces and variational formulations -- A.1 Weak derivatives and sobolev spaces with integer order -- A.2 Sobolev spaces with fractional order -- A.3 Sobolev spaces with negative order -- A.4 Variational formulations -- A.5 Regularity theory -- B: Besov spaces -- B.1 Sobolev and Besov embedding -- B.2 Convergence of approximation schemes -- C: Basic iterations -- References -- Index -- A -- B -- C -- D -- E -- F -- G -- H -- I -- J -- K -- L -- M -- N -- O -- P -- Q -- R -- S -- T -- U -- V -- W -- X -- Y -- Z.

A text based on the author's course that introduces graduates to the basics of wavelet methods for partial differential equations and describes the construction and analysis of adaptive wavelet methods.

Description based on publisher supplied metadata and other sources.

Electronic reproduction. Ann Arbor, Michigan : ProQuest Ebook Central, 2018. Available via World Wide Web. Access may be limited to ProQuest Ebook Central affiliated libraries.

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