Two-dimensional Haar wavelets are applied for solution of the partial differential equations (PDEs). The proposed method is mathematically simple and fast. To demonstrate the efficiency of the method, two test problems (solution of the diffusion and Poisson equations) are discussed. Computer simulation showed that the method guarantees the necessary exactness already for a small number of grid points. © 2011 Elsevier Ltd. All rights reserved.
Lepik, Ü. (2011). Solving PDEs with the aid of two-dimensional Haar wavelets. Computers and Mathematics with Applications, 61(7), 1873–1879. https://doi.org/10.1016/j.camwa.2011.02.016