WAVELET BASED FULL APPROXIMATION SCHEME FOR THE NUMERICAL SOLUTION OF NON-LINEAR PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS

Recently, wavelet based numerical methods are the new development in the area of science and engineering. In this paper, we proposed a wavelet based full-approximation scheme for the numerical solution of non-linear parabolic partial differential equations using Daubechies wavelet filter coefficients as prolongation and restriction operators. The presented scheme gives higher accuracy in terms of higher convergence in less CPU time, which has been illustrated through some test problems.