WAVELET BASED MODIFIED GALERKIN METHOD FOR THE NUMERICAL SOLUTION OF PARABOLIC PARTIAL DIFFERENTIAL EQUATIONS

Wavelet analysis is a newly developed mathematical tool in applied mathematics. In this paper, we proposed wavelet based modified Galerkin method for the numerical solution of parabolic partial differential equations using Daubechies wavelets. The approach of the proposed method for the numerical solution of parabolic partial differential equations is mentioned. Obtained numerical solutions are compared with exact solution and simple finite difference method that suggests for this class of problems, the present method will provide better option to other classical methods. Some of the test problems are considered to demonstrate the applicability and validity of the method.