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Wavelet Galerkin Solutions of Ordinary Differential Equations

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<strong>Wavelet</strong> <strong>Galerkin</strong> solutions 417<br />

u( a)<br />

u a &u(<br />

b)<br />

ub.<br />

Let u and f are periodic with period d , 0 a b d .<br />

If f is not periodic, it can be make periodic making it zero or extending smoothly<br />

outside [ a , b].<br />

Let v(x) be the solution in [ a, b]<br />

with periodic boundary conditions.<br />

The solution u (x)<br />

with Dirichlet boundary conditions is by adding another functions<br />

w (x)<br />

such that<br />

u v w.<br />

(4.8)<br />

2 2<br />

v w<br />

From (18) <br />

v w f , i.e.<br />

2 2<br />

x<br />

x<br />

2<br />

w<br />

w<br />

0 in a ,b.<br />

2<br />

x<br />

However on or outside [ a , b],<br />

wxx<br />

may take such values as to make u satisfy the<br />

given boundary conditions. The desired effect may be achieved by placing sources<br />

(or delta functions) along the boundary [ 0,<br />

d ] which encompasses [ a , b]<br />

. In other<br />

words, we need the solution w to<br />

2<br />

w<br />

<br />

w X in [ 0,<br />

d ],<br />

2<br />

x<br />

where X ( x)<br />

X ( x a)<br />

X ( x b).<br />

X a<br />

b<br />

a X b<br />

X , are constants, and stands for delta function.<br />

Now Green’s function G (x)<br />

(or impulse response) <strong>of</strong> the differential equation is<br />

given by<br />

2<br />

G<br />

G ( x).<br />

2<br />

x<br />

So the solution w G(<br />

x)<br />

* X ( x)<br />

X aG(<br />

x a)<br />

X bG(<br />

x b).<br />

(4.9)<br />

From (4.8) and (4.9)<br />

( a)<br />

X G(<br />

o)<br />

X G(<br />

a b)<br />

u v(<br />

a).<br />

w a<br />

b<br />

a<br />

w b)<br />

X aG(<br />

b a)<br />

X bG(<br />

o)<br />

ub<br />

(<br />

Equivalently,<br />

v(<br />

b).<br />

G(<br />

o)<br />

<br />

G(<br />

b a)<br />

G(<br />

a b)<br />

<br />

X a ua<br />

v(<br />

a)<br />

<br />

.<br />

G(<br />

o)<br />

<br />

<br />

( )<br />

<br />

<br />

X b ub<br />

v b <br />

Solving for X a , X b , the solution w is obtained.

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