An Efficient Modified Haar Wavelet Collocation Method for Numerical Solution of Two-Dimensional Elliptic PDEs

Abstract

In this work, we present a new method for solving elliptic partial differential equations using Haar wavelet. This work improves the earlier work (Aziz et al. in Appl Math Model 37:676–694, 2013) in terms of efficiency and contains an extension to nonlinear elliptic partial differential equations as well. In this paper the earlier algorithm (Aziz et al. in Appl Math Model 37:676–694, 2013) has been modified by starting the approximation with a fourth order mixed derivative rather than approximation of the second order derivatives with respect to x and y separately which results in a more efficient algorithm than the earlier algorithm. The use of Kronecker tensor products makes the new algorithm robust and easier to implement in a programming language. A distinguishing feature of the new method is that it can be applied to a variety of boundary conditions with a little modification of the program. The method is tested on several benchmark linear as well as nonlinear models. The numerical results show convergence, simple applicability and efficiency of the method.