Abstract

AbstractWe present a discretisation of parabolic problems in the time direction based on piecewise linear wavelets. This discretisation of the solution admits a sparse representation, i.e. few coef.cients have to be stored to achieve a reasonable close approximation to the exact solution. To demonstrate the advantages of this method we provide numerical experiments for Tikhonov regularisation of the inverse heat equation. (© 2005 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)

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