Numerical solution of stiff differential equations via Haar wavelets

Author： Hsiao Chun-hui  

Publisher： Taylor & Francis Ltd

ISSN： 0020-7160

Source： International Journal of Computer Mathematics, Vol.82, Iss.9, 2005-09, pp. : 1117-1123

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Abstract

A simple and effective algorithm based on Haar wavelets is proposed to the solution of stiff problems in this article. It can integrate the stiff equation with very accurate results for any length of time. The simulation result shows that the single-term Haar wavelet method is better than the improved Runge–Kutta–Fehlberg method, while the terms of both expansions are the same.

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