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Fourier analysis and wavelet algorithms to solve PDE's

Speaker(s)
Erwan Deriaz
Date
April 24, 2008, 10 a.m.
Room
room 5840
Seminar
Seminar of Numerical Analysis Group

Wavelets permit the construction of iterative algorithms - some kinds of multi-grid methods with Richardson iteration - to compute the numerical solution of PDE's in wavelet domain. We prove the convergence of some of these algorithms for some classes of biorthogonal wavelets by the means of Fourier analysis.