A high-precision method for general nonlinear initial-boundary value problems

Abstract

A high precision, and space time fully decoupled, wavelet formulation numerical method is developed for a class of nonlinear initial boundary value problems. This method is established based on a proposed Coiflet based approximation scheme with an adjustable high order for a square integrable function over a bounded interval, which allows expansion coefficients to be explicitly expressed by function values at a series of single points. In applying the solution method, the nonlinear initial boundary value problems are first spatially discretized into a nonlinear initial value problem by combining the proposed wavelet approximation scheme and the conventional Galerkin method. A novel high order step by step time integrating approach is then developed for the resulting nonlinear initial value problem using the same function approximation scheme based on wavelet theory. The solution method is shown to have Nth-order accuracy, as long as the Coiflet with [0, 3N-1] compact support is adopted, where N can be any positive even number. In addition, the stability property of the method is analyzed, and the stable domain is determined. Numerical examples are considered to justify both the accuracy and efficiency of the method. Results show that the proposed solution method has better accuracy and efficiency than most other methods.