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    Wavelets and their use

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    This review paper is intended to give a useful guide for those who want to apply discrete wavelets in their practice. The notion of wavelets and their use in practical computing and various applications are briefly described, but rigorous proofs of mathematical statements are omitted, and the reader is just referred to corresponding literature. The multiresolution analysis and fast wavelet transform became a standard procedure for dealing with discrete wavelets. The proper choice of a wavelet and use of nonstandard matrix multiplication are often crucial for achievement of a goal. Analysis of various functions with the help of wavelets allows to reveal fractal structures, singularities etc. Wavelet transform of operator expressions helps solve some equations. In practical applications one deals often with the discretized functions, and the problem of stability of wavelet transform and corresponding numerical algorithms becomes important. After discussing all these topics we turn to practical applications of the wavelet machinery. They are so numerous that we have to limit ourselves by some examples only. The authors would be grateful for any comments which improve this review paper and move us closer to the goal proclaimed in the first phrase of the abstract.Comment: 63 pages with 22 ps-figures, to be published in Physics-Uspekh

    Wavelets and Fast Numerical Algorithms

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    Wavelet based algorithms in numerical analysis are similar to other transform methods in that vectors and operators are expanded into a basis and the computations take place in this new system of coordinates. However, due to the recursive definition of wavelets, their controllable localization in both space and wave number (time and frequency) domains, and the vanishing moments property, wavelet based algorithms exhibit new and important properties. For example, the multiresolution structure of the wavelet expansions brings about an efficient organization of transformations on a given scale and of interactions between different neighbouring scales. Moreover, wide classes of operators which naively would require a full (dense) matrix for their numerical description, have sparse representations in wavelet bases. For these operators sparse representations lead to fast numerical algorithms, and thus address a critical numerical issue. We note that wavelet based algorithms provide a systematic generalization of the Fast Multipole Method (FMM) and its descendents. These topics will be the subject of the lecture. Starting from the notion of multiresolution analysis, we will consider the so-called non-standard form (which achieves decoupling among the scales) and the associated fast numerical algorithms. Examples of non-standard forms of several basic operators (e.g. derivatives) will be computed explicitly.Comment: 32 pages, uuencoded tar-compressed LaTeX file. Uses epsf.sty (see `macros'
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