Wavelet-based algorithms for linear initial-value problems
Stanley Osher, Bjorn E. Engquist, Sifen Zhong, A. Jiang · Proceedings of SPIE, the International Society for Optical Engineering/Proceedings of SPIE · 1993
the complexity decreases tremendously, e.g. for one dimensional parabolicequation it becomes O(log4N) as opposed to O(N(log3N)).We expect to do multidimension hyperbolic problems using the new ideaand get a significant speed-up.For a general multidimensional parabolic equation, the complexity is O(log4 N)).For a d dimensional hyperbolic system the complexity is O(N'22 log3 N). Thisis advantageous for dimension d =