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arxiv: 1401.5782 · v1 · pith:EPEVLMHJnew · submitted 2014-01-22 · 🧮 math.NA

An efficient space-time adaptive wavelet Galerkin method for time-periodic parabolic partial differential equations

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keywords waveletadaptivedifferentialequationsgalerkinlinearmethodparabolic
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We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best possible rate in linear complexity and can be applied for a wide range of wavelet bases. We discuss the implementational challenges arising from the Petrov-Galerkin nature of the variational formulation and present numerical results for the heat and a convection-diffusion-reaction equation.

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