A sparse Laplacian in tensor product wavelet coordinates

Authors
Publication date 2010
Journal Numerische Mathematik
Volume | Issue number 115 | 3
Pages (from-to) 433-449
Organisations
  • Faculty of Science (FNWI) - Korteweg-de Vries Institute for Mathematics (KdVI)
Abstract
We construct a wavelet basis on the unit interval with respect to which both the (infinite) mass and stiffness matrix corresponding to the one-dimensional Laplacian are (truly) sparse and boundedly invertible. As a consequence, the (infinite) stiffness matrix corresponding to the Laplacian on the n-dimensional unit box with respect to the n-fold tensor product wavelet basis is also sparse and boundedly invertible. This greatly simplifies the implementation and improves the quantitative properties of an adaptive wavelet scheme to solve the multi-dimensional Poisson equation. The results extend to any second order partial differential operator with constant coefficients that defines a boundedly invertible operator.
Document type Article
Language English
Published at https://doi.org/10.1007/s00211-010-0288-5
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