An Approximation on a Compact Interval Calculated with a Wavelet Collocation Method can Lead to Much Better Results than other Methods

Marco Schuchmann, M. Rasguljajew · 2013

As part of a research project we ran several simulations with a wavelet collocation method to find out how the optimal parameters can be determined. Comparing the approximations of functions on a compact interval I, we noticed that when y is not in L 2 (R) a certain wavelet collocation method approximation was significantly better than projecting 1Iy orthogonal to Vj (with the indicator function 1I). This method even gives very good approximations when using relatively few basis elements.

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