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Wavelet compressed, modified Hilbert transform in the space-time discretization of the heat equation

by H. Harbrecht and Ch. Schwab and M. Zank

(Report number 2024-08)

Abstract
On a finite time interval $(0,T)$, we consider the multiresolution Galerkin discretization of a modified Hilbert transform $\cH_T$ which arises in the space-time Galerkin discretization of the linear diffusion equation. To this end, we design spline-wavelet systems in $(0,T)$ consisting of piecewise polynomials of degree $\geq 1$ with sufficiently many vanishing moments which constitute Riesz bases in the Sobolev spaces $H^{s}_{0,}(0,T)$ and $H^{s}_{,0}(0,T)$. These bases provide multilevel splittings of the temporal discretization spaces into ``increment'' or ``detail'' spaces of direct sum type. Via algebraic tensor-products of these temporal multilevel discretizations with standard, hierarchic finite element spaces in the spatial domain (with standard Lagrangian FE bases), \emph{sparse space-time tensor-product spaces} are obtained, which afford a substantial reduction in the number of the degrees of freedom as compared to time-marching discretizations. In addition, temporal spline-wavelet bases allow to compress certain nonlocal integrodifferential operators which appear in stable space-time variational formulations of initial-boundary value problems, such as the heat equation and the acoustic wave equation. An efficient preconditioner is proposed that affords linear complexity solves of the linear system of equations which results from the sparse space-time Galerkin discretization.

Keywords: Wavelets, Modified Hilbert transform, Space-time variational formulation of parabolic PDEs, Generalized Hilbert transform, Sparse space-time approximation of evolution

@Techreport{HSZ24_1090,
  author = {H. Harbrecht and Ch. Schwab and M. Zank},
  title = {Wavelet compressed, modified Hilbert transform in the space-time discretization of the heat equation},
  institution = {Seminar for Applied Mathematics, ETH Z{\"u}rich},
  number = {2024-08},
  address = {Switzerland},
  url = {https://www.sam.math.ethz.ch/sam_reports/reports_final/reports2024/2024-08.pdf },
  year = {2024}
}

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