Numerical solution of stiff differential equations via Haar wavelets

Abstract

A simple and effective algorithm based on Haar wavelets is proposed to the solution of stiff problems in this article. It can integrate the stiff equation with very accurate results for any length of time. The simulation result shows that the single-term Haar wavelet method is better than the improved Runge–Kutta–Fehlberg method, while the terms of both expansions are the same.

Keywords:

• Stiff differential equations
• Haar wavelets
• Single-term Haar wavelet