WEIGHTED GAUSSIAN QUADRATURES FOR ORTHOGONAL WAVELET FUNCTIONS IN THE INTERVAL
Juarez S. Azevedo, Saulo Pomponet Oliveira, Felipe Wisniewski · International Journal of Apllied Mathematics · 2015
We study the numerical evaluation of integrals involving scaling functions from the Cohen-Daubechies-Vial (CDV) family of compactly supported orthogonal wavelets on the interval.The computation of the wavelet coefficients is performed by a weighted Gaussian quadrature, in conjunction with the Chebyshev and modified Chebyshev algorithms.We validate the proposed quadratures with the numerical approximation of a Fredholm integral equation of second kind by the Galerkin method with CDV scaling functions as basis functions.