A fast adaptive diffusion wavelet method for Burger’s equation

A fast adaptive diffusion wavelet method is developed for solving the Burger’s equation. The diffusion wavelet is developed in 2006 (Coifman and Maggioni, 2006) and its most important feature is that it can be constructed on any kind of manifold. Classes of operators which can be used for construction of the diffusion wavelet include second order finite difference differentiation matrices. The efficiency of the method is that the same operator is used for the construction of the diffusion wavelet as well as for the discretization of the differential operator involved in the Burger’s equation. The diffusion wavelet is used for the construction of an adaptive grid as well as for the fast computation of the dyadic powers of the finite difference matrices involved in the numerical solution of Burger’s equation. In this paper, we have considered one dimensional and two dimensional Burger’s equation with Dirichlet and periodic boundary conditions. For each test problem the CPU time taken by fast adaptive diffusion wavelet method is compared with the CPU time taken by finite difference method and observed that the proposed method takes lesser CPU time. We have also verified the convergence of the given method.