Wavelet-Galerkin Methods
Karsten Urban · Oxford University Press eBooks · 2008
Using wavelets as basis for the test and trial spaces of a Galerkin method allows an optimal preconditioning of the stiffness matrix. It is proven that a diagonal scaling provides such a preconditioning. In order to avoid to compute and store the non-sparse wavelet stiffness matrix one uses the Fast Wavelet Transform. Several numerical comparisons are provided.