J. Inv. Ill-Posed Problems, Vol. 8, No. 1, pp.

31–49 (2000)
c VSP 2000

Stability and convergence of the wavelet-Galerkin

method for the sideways heat equation
T. REGIŃSKA∗ and L. ELDÉN†

Received January 22, 1999

Abstract — We consider an inverse heat conduction problem, the Sideways Heat

Equation. This is a Cauchy problem for the heat equation in a quarter-plane, with data
given along the line x = 1, where the solution is sought for 0 ≤ x < 1. The problem
is ill-posed, in the sense that the solution (if it exists) does not depend continuously
on the data. We discuss the stability and convergence properties of the wavelet-
Galerkin method for solving the sideways heat equation. The wavelets are of Meyer
type that have compact support in frequency space. Previous stability results for
this method were suboptimal. We show that with additional assumptions concerning
the smoothness of the solution, and concerning the definition of the wavelets, we can
obtain almost optimal error estimates.

1. INTRODUCTION
We consider the sideways heat equation in the quarter-plane,

uxx = ut , x ≥ 0, t≥0

u(x, 0) = 0, x≥0

u(1, t) = g(t), t≥0

u(x, · )L2 is bounded as x → ∞. (1.1)

A solution is an L2 (0, ∞)-valued function x → u(x, · ) ∈ D ⊂ L2 (0, ∞) for
x ≥ 0, where D = {f ∈ L2 (0, ∞) : df /dt ∈ L2 (0, ∞), f (0) = 0}. Physically,
(1.1) corresponds to a situation in which the end-point x = 0 is inaccessible, but
for which one can make (internal) measurements at x = 1. Of course, since g
∗ Institute
of Mathematics, Polish Academy of Sciences, 00-950 Warsaw, Poland
† Department
of Mathematics, Linköping University, S-581 83 Linköping, Sweden. E-mail:
laeld@math.liu.se
32 T. Regińska and L. Eldén

is measured, there will be measurement errors, and we would actually have as

data some function gm ∈ L2 , for which

gm − gL2 ≤ ε (1.2)

where the constant ε > 0 represents a bound of the measurement error.

Note that, although we seek to recover u only for 0 ≤ x < 1, the problem
specification includes the heat equation for x > 1 together with the boundedness
at infinity. Since we can obtain u for x > 1, also ux (1, ·) is determined. Thus
we can consider (1.1) as a Cauchy problem with appropriate Cauchy data [u, ux ]
given on the line x = 1.
The problem (1.1) is ill-posed: the solution, if exists, does not depend con-
tinuously on the data gm . However, we assume that for the exact data g the
solution in L2 exists. Moreover, we require for the unknown solution the a priori
smoothness condition
u(0, · )p ≤ M (1.3)
where · p denotes the norm in the Sobolev space Hp , p ∈ R+ . In the frequency
space the problem can be formulated as follows: Let the functions gm (t), g(t),
and u(x, t) be extended to the whole real t axis by defining gm , g, and u(x, ·)
to be zero for t < 0. Applying the Fourier transform with respect to t to the
problem (1.1) with g replaced by gm , we get

u
xx (x, ξ) = iξ
u(x, ξ), 0 ≤ x < ∞, −∞ < ξ < ∞

u
(1, ξ) = 
gm (ξ), u
 is bounded as x → ∞ (1.4)
where  ∞
1
(x, ξ) = √
u u(x, t)e−iξt dt, ξ ∈ R.
2π −∞

If a solution of (1.1) exists, it is given by the formula

√
(x, ξ) = e(1−x)
u iξ
gm (ξ)
 (1.5)

where  
iξ = (1 + sign(ξ)i) |ξ|/2 =: θ(ξ).
Since the real part of θ is nonnegative and tends to infinity as |ξ| tends to
infinity, the existence of a solution depends on a rapid decay of gm (ξ) at high
frequencies.
The quantitative a priori information (1.3) concerning u, for u  takes the
form  ∞ 1/2
(1 + ξ 2 )p |
u(0, ξ)|2 dξ ≤ M. (1.6)
−∞

For a stable numerical approximation of the solution some regularization proce-

dure has to be applied [1, 3, 5, 7, 11]. Optimal error bounds were investigated
in [12]. For a recent survey on numerical procedures see [4].
 Wavelet-Galerkin method 33

Wavelet techniques for approximating solutions of (1.1) and similar prob-

lems have been used in [6, 8–10]. The last two papers describe the wavelet –
Galerkin method, where projections on Meyer wavelet subspaces are applied.
It was demonstrated there that using the wavelet – Galerkin approach we can
solve (1.1) efficiently and in a numerically stable way, without introducing any
high-frequency components. We also gave a rule for choosing an appropriate
wavelet subspace depending on the noise level of the data. However, the the-
oretical result concerning error estimates and convergence were up to now un-
satisfactory. However, in practical computations, see [6], the results were better
than predicted by theory.
The purpose of this paper is to improve convergence estimates, so as to get
almost optimal order of convergence. To this end, two additional conditions are
introduced: the a priori smoothness condition (1.3) concerning the unknown so-
lution and an additional assumption on the Meyer wavelet generating subspaces
applied in Galerkin method.
The outline of the paper is as follows. First, in Section 2 we review some
wavelet theory introducing Meyer wavelets and listing the properties that make
them useful for solving our problem. Then, in Section 3 we describe the wavelet –
Galerkin method. The main theorems concerning approximation of the exact
solution in the wavelet subspaces and the error bound for the distance between
the exact and the Galerkin solutions are proved in Section 3.3. In order to
simplify proofs, some auxiliary lemmas are given in Section 3.2. A few numerical
tests investigating the influence of the smoothness of the function u(0, · ) on
numerical results are presented in Section 4.

2. WAVELETS
A multi-resolution analysis (MRA) of L2 (R) is defined to be a set of increasing,
closed subspaces
. . . ⊂ V−1 ⊂ V0 ⊂ V1 ⊂ . . .
such that
∞ ∞
(a) −∞ Vj = 0, and −∞ Vj = L2 (R),
(b) f (· ) ∈ V0 if and only if f (2j · ) ∈ Vj for all j ∈ Z and f (· ) ∈ V0 ,
(c) f (· ) ∈ V0 if and only if f (· − k) ∈ V0 for all k ∈ Z,
(d) there exists a scaling function ϕ ∈ V0 such that {ϕ(· − k)}k∈Z forms an
orthogonal basis in V0 .
It follows that
Vj = span{ϕjk }k∈Z , ϕjk (x) = 2j/2 ϕ(2j x − k), j, k ∈ Z.

Moreover, there exists the wavelet function ψ ∈ L2 determined by ϕ such that

the set of functions
ψjk (x) = 2j/2 ψ(2j x − k), k∈Z
34 T. Regińska and L. Eldén

for fixed j is an orthogonal basis of Wj which is the orthogonal complement of

the space Vj in Vj+1 (Vj+1 = Vj ⊕ Wj ). So {ψjk }j,k∈Z is an orthonormal basis
of L2 (R).
Let the orthogonal projections of L2 (R) onto Vj and Wj be denoted by Pj
and Qj , respectively. Then

Pj f (t) = (f, ϕjk )ϕjk (t), Qj f (t) = (f, ψjk )ψjk (t)
k∈Z k∈Z

and
Pj+1 = Pj + Qj .
Let the corresponding orthogonal projections in frequency space be denoted by
 j , respectively, i. e.,
Pj and Q

Pj : L2 → Vj = span{ϕ

jk }k∈Z , j : L2 → Wj = span{ψjk } .
Q k∈Z

In this paper Meyer wavelets of class C ∞ will be applied. Following [2, for-
mula (4.2.3)], the Meyer wavelet ψ is a function from C ∞ (R) defined by its
Fourier transform
 = e iξ/2 b(ξ)
ψ(ξ)
where
⎧
⎪ 1 π  3  2π 4π
⎪
⎪ √ sin ν |ξ| − 1 , for ≤ |ξ| ≤
⎪
⎪ 2π 2 2π 3 3
⎪
⎨
b(ξ) = √1 cos  π ν  3 |ξ| − 1, for 4π ≤ |ξ| ≤ 8π (2.1)
⎪
⎪
⎪
⎪ 2π
2 4π 3 3
⎪
⎪
⎩ 0, otherwise

and ν is a C k or C ∞ -function satisfying


0, if s≤0
ν(s) =
1, if s≥1

with the additional property

ν(s) + ν(1 − s) = 1.

The corresponding scaling function ϕ is defined by

⎧
⎪ 1 2π
⎪
⎪ √ , for |ξ| ≤
⎪
⎪ 2π 3
⎪
⎨
ϕ(ξ)
 = √ cos π ν  3 |ξ| − 1,
1 
for
2π
≤ |ξ| ≤
4π (2.2)
⎪
⎪
⎪
⎪ 2π 2 2π 3 3
⎪
⎪
⎩ 0, otherwise.
 Wavelet-Galerkin method 35

From the point of view of an application to the problem (1.1), the important
property of Meyer wavelets is compactness of their support in the frequency
space. Since
 ∞
2−j/2  −j ξ)
ψjk (ξ) = √
−j −j
e−i2 (s+k)ξ
ψ(s) ds = 2−j/2 e−i2 kξ
ψ(2 (2.3)
2π −∞

we have, for any k ∈ Z,

 2 8 
supp(ψjk ) = ξ; π2j ≤ |ξ| ≤ π2j . (2.4)
3 3
Similarly,
−j
jk (ξ) = 2−j/2 e−i2
ϕ kξ
 −j ξ)
ϕ(2 (2.5)
and for any k ∈ Z,
 4 
supp(ϕjk ) = ξ; |ξ| ≤ π2j . (2.6)
3
We see that the projection Pj can be considered as a low pass filter : frequencies
higher than 4π2j /3 are filtered away.

3. THE WAVELET – GALERKIN METHOD

Let us apply the Galerkin method for approximating the solution of (1.1) re-
stricted with respect to x to the interval [0, 1], based on separation of variables
and using wavelet approximation in the time variable.
Consider the weak formulation of the differential equation with test functions
from Vj ,
(vxx − vt , ϕjk ) = 0, for all k ∈ Z
(v(1, · ), ϕjk ) = (gm , ϕjk ), (vx (1, ·), ϕjk ) = (hm , ϕjk ),
for all k ∈ Z
(3.1)
Let h(t) be equal to the first x-derivative of the exact solution at the point
x = 1. The initial value hm (t) is indicated by gm : it is assumed to be equal
to the first x-derivative at x = 1 of the solution of the well-posed quarter-plane
problem vxx = vt for x ≥ 1, v|x→∞ bounded, with the data v(1, t) = gm (t), and
v(x, 0) = 0. It can be easily found that for our model problem
 

h(ξ) = − iξ g(ξ), 
hm (ξ) = − iξ  gm (ξ). (3.2)

The problem (3.1) can be rewritten in the equivalent form: find v ∈ Vj such
that
vxx = Pj (vt )
v(1, · ) = Pj gm , vx (1, · ) = Pj hm .
Then with the Ansatz
vj (x, t) = ck (x)ϕjk (t)
k∈Z
36 T. Regińska and L. Eldén

we get the infinite-dimensional system of ordinary differential equations for the

vector of coefficients c,
cxx = Dj c, x≥0
c(1) = γm , cx (1) = νm (3.3)
where γm = {(gm , ϕjk )}k∈Z , and νm = {(hm , ϕjk )}k∈Z , i. e.,

Pj g m = γmk ϕjk , Pj hm = νmk ϕjk

k∈Z k∈Z

and the matrix Dj is given by

(Dj )νk = (ϕjν , ϕjk ). (3.4)

The matrix Dj is the differentiation operator in Vj . The fact that it is bounded

guarantees the well-posedness of the Galerkin equation (3.1).
It was shown in [9] that the method defined above is a regularization method
for the problem (1.1). The parameter j, specifying the wavelet space, is a
regularization parameter. In Section 3.3 we will derive a new error estimate
assuming that the a priori smoothness condition (1.6) is satisfied.

3.1. Stability

Proposition 3.1. If {ϕjk }k∈Z is the orthogonal basis of Vj corresponding to

Meyer wavelets then the infinite matrix Dj is skew-symmetric and has Toeplitz
structure. Moreover,
Dj  ≤ π2j
and for a continuous function r,

r(Dj ) ≤ max |r(iλ)|.

−π2j ≤λ≤π2j

The proof can be found in [9].

Let us consider the problem of stability of the Galerkin solution with respect
to perturbations of the initial function g. A similar result is proved in [9,
Theorem 3.2] for the case of the wavelet – Galerkin method defined for x ∈ R+ .
Let {Eλ } denote the eigenprojection family for the Hermitian operator −iDj .
Since the spectrum σ(−iDj√ ) is contained in the interval [−π2j , π2j ] (cf. Propo-
sition 3.1), the operator eα Dj
is defined by
√  π2j √
α Dj
e = eα iλ
dEλ . (3.5)
−π2j

Theorem 3.1. Let gm be the measured data, g − gm  ≤ ε. Let uj and vj

be the Galerkin solutions in Vj for g and gm , respectively. Then
√ j
uj (x, · ) − vj (x, · ) ≤ e(1−x) (π/2)2 ε. (3.6)
 Wavelet-Galerkin method 37

Proof. Taking into account the definition of the function hm , we conclude

that
 
(hm , ϕjk ) = (
hm , ϕ
jk ) = (− iξ 
gm , ϕ
jk ) = (gm , ϕjl )(− iξ ϕ
jl , ϕ
jk )
l∈Z

which means that 

νm = − Dj γm .
Thus the solution of (3.3) has the form
√
c(x) = e(1−x) Dj
γm .

Similarly,
√
c∗ (x) = e(1−x) Dj
γ
is the representation of the Galerkin solution uj for the exact data
γ = {(g, ϕjk )}k∈Z in the basis {ϕjk }k∈Z . Consequently, according to Propo-
sition 3.1,
√
uj (x, · ) − vj (x, · ) ≤ e(1−x) Dj  γm − γ
√
≤ max
j j
|e(1−x) iλ
| Pj (gm − g)
−π2 ≤λ≤π2

which, together with the data error assumption, yields (3.6).

3.2. Auxiliary Lemmas

Let us denote
 4 2  2 4 
Ij = − π2j , − π2j ∪ π2j , π2j
3 3 3 3
4  4
Ij+ = (−∞, − π2j ∪ π2j , ∞).
3 3
Lemma 3.1. If the exact solution u(x, t) satisfies the a priori condition (1.3)
for p ≥ 0, then
 −p
Qj u(x, · )Ij ≤ 2M 2j+1 sup |e−xθ(ξ) ψj (ξ)| (3.7)
ξ∈Ij

for the Meyer wavelet ψj (ξ) = ψj0 (ξ) (cf. (2.3)).
Proof. Since
ψjk (ξ) = e−ikξ2 ψj (ξ)
−j

we have
(x, ξ) = ψj (ξ)
j u u(x, · ), ψjk )e−ikξ2 .
−j
Q (
k∈N
38 T. Regińska and L. Eldén

On the other hand, each coefficient ( u(x, · ), ψjk ) can be written as


u(x, ·), ψjk ) = (0, s) ψj (s) e iks2 ds
−j
( e−xθ(s) u
R
 π2j   −j
= G(s − 2π2j ) + G(s) + G(s + 2π2j ) e iks2 ds
−π2j

where
(0, s) ψj (s).
G(s) = e−xθ(s) u
Thus
 
(x, ξ) = ψj (ξ) G(ξ − 2π2j ) + G(ξ) + G(ξ + 2π2j )
j u
Q
and 
 
j u
Q (x, · )2Ij ≤ G(ξ − 2π2j ) + G(ξ) + G(ξ + 2π2j )2 dξ.
Ij

Since supp ψj ⊂ {ξ : (2/3)π2j ≤ |ξ| ≤ (8/3)π2j }, we have

2 4 
G(ξ + 2π2j ) = 0 for ξ ∈ π2j , π2j
3 3
 4 2 
G(ξ − 2π2j ) = 0 for ξ ∈ − π2j , − π2j
3 3
and it follows that
 −(2π/3)2j  
j u
Q (x, · )2Ij ≤ G(ξ) + G(ξ + 2π2j )2 dξ
−(4π/3)2j
 (4π/3)2j  
+ G(ξ) + G(ξ − 2π2j )2 dξ
(2π/3)2j
 −(2π/3)2j
 2  p 2
≤ 2 sup ξ −p e−xθ(ξ) ψj (ξ) ξ u(0, ξ)
ξ∈Ij −(4π/3)2j
 2 
+ (ξ + 2π2j )p u
(0, ξ + 2π2j ) dξ
 j
 −p −xθ(ξ) 2 (4π/3)2  p 2

+ 2 sup ξ e 
ψj (ξ) ξ u
(0, ξ)
ξ∈Ij (2π/3)2j
 2 
+ (ξ − 2π2j )p u
(0, ξ − 2π2j ) dξ
 2
≤ 4M 2 sup ξ −p e−xθ(ξ) ψj (ξ)
ξ∈Ij

which proves inequality (3.7).

The Meyer wavelet ψ depends on the function ν (cf. (2.1)). Under an addi-
tional assumption on ν we can get a better estimation with the desired expo-
nential dependence on 2j .
 Wavelet-Galerkin method 39

Lemma 3.2. For arbitrary Mayer wavelets

  1  −1/2 −x√(π/3)2j
sup  e−xθ(ξ) ψj (ξ) ≤ √ 2j+1 e . (3.8)
ξ∈Ij π

If the function ν generating Meyer wavelet is increasing and satisfies the in-
equality
2  1 √ √ √ 
arcsin √ e−x (π/3)2 ( 3/2− s+1)
j
ν(s) ≤ for s ∈ [0, 1/2] (3.9)
π 2
then
  1  −1/2 −x√(π/2)2j
sup  e−xθ(ξ) ψj (ξ) ≤ √ 2j+1 e . (3.10)
ξ∈Ij π

Proof. Due to the fact that ψj (ξ) and e−xθ(ξ) are even functions, it is
enough to consider the supremum appearing in (3.10) over the interval [(2π/3)2j ,
(4π/3)2j ]. For ξ in this interval we have

 −xθ(ξ) 2 2−j −x√2ξ 2  π  3 −j 

e ψj (ξ) = e sin ν 2 ξ−1
2π 2 2π
from which the estimate (3.8) follows immediately.
Let us use a new variable s = (3/2π)2−j ξ − 1. Then s ∈ [0, 1], ξ(s) =
(s + 1)(2π/3)2j , and
 2
F (s) :=  e−xθ(ξ(s)) ψj (ξ(s)) = a(s)b(s)

where
2−j −2x√(π/3)2j √s+1 π 
a(s) = e , b(s) = sin2 ν(s) .
2π 2
Since a(s) is a decreasing function and b(s) is an increasing function on [0, 1],
and ν(1) = 1, we get for s ∈ [1/2, 1]

1 2−j −2x√(π/2)2j

F (s) ≤ a b(1) = e .
2 2π
It remains to consider the interval [0, 1/2]. We have

a(s)b(s)
F (s) = F (1/2).
a(1/2)b(1/2)

Thus
sup F (s) = F (1/2)
s∈[0,1/2]

if and only if
b(1/2)a(1/2)
b(s) ≤ .
a(s)
40 T. Regińska and L. Eldén

0.7

0.6

0.5

0.4

0.3

0.2

0.1

0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5

Figure 1: Solid line — the function (3.11), dashed lines — the functions ap-
pearing on the right-hand side of the inequality (3.9) for j = 6, 7, 8 (top to
bottom)

The last inequality is equivalent to

π  1 √ j
√ √
sin ν(s) ≤ √ e−x (π/3)2 ( 3/2− s+1)
2 2
so, it is equivalent to the condition (3.9). Since ν(1/2) = 1/2,
2−j −2x√(π/2)2j
F (1/2) = e
4π
which ends the proof.

Remark. The function

⎧
⎪
⎨ 0, s≤0
4 2 3
ν(s) = s (35 − 84s + 70s − 20s ), 0 < s < 1 (3.11)
⎪
⎩
1, s≥1

is an example of the function ν generating the Meyer wavelets (considered in [2]).

The plot in Figure 1 shows that for this function ν the assumption (3.9) is
satisfied for j = 6 but it is not satisfied for j ≥ 7.

Lemma 3.3. Let the function ν generating the Meyer wavelet satisfy the
assumption (3.9) for j = j0 . If j1 > j0 and k are chosen so that
√
k ≥ 2j1 −j0 −1 3 (3.12)

then
 k 1 k − 1 k + 1
νk (s) := ν ks − + for s∈ , (3.13)
2 2 2k 2k
 Wavelet-Galerkin method 41

0.5

0.45

0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0
0 0.05 0.1 0.15 0.2 0.25 0.3 0.35 0.4 0.45 0.5

Figure 2: Solid line — the function (3.11), dashed lines — the functions (3.13)
for k = 2, 3

generates Meyer wavelets also, and νk (s) satisfies the assumption (3.9) for
j = j1 .
The proof is given in Appendix A. The function νk is illustrated in Figure 2.

3.3. Error Estimates

The a priori assumption u(0, · )p ≤ M with p > 0 as well as the assump-
tion (3.9) on the function ν generating Meyer wavelets allows us to improve the
order of convergence of (1 − Pj )u(x, · ) obtained in [9, Lemma 3.3].

Theorem 3.2. If u(0, · )p ≤ M for a certain p ≥ 0, then

√ j
(1 − Pj )u(x, · ) ≤ (2−p + 2−j/2 )(2j+1 )−p M e−x (π/3)2 . (3.14)

If the function ν generating Meyer wavelets is increasing and, in addition, sat-

isfies the condition (3.9), then
√ j
(1 − Pj )u(x, · ) ≤ (2−p + 2−j/2 )(2j+1 )−p M e−x (π/2)2 . (3.15)

Proof. Since

 2π j
u
(x, ξ) − P j u(x, ξ) = 0 for |ξ| < 2
3
and
 4π j
Pj u(x, ξ) = 0 for |ξ| > 2
3
we have
(1 − Pj ) j u
u = Q Ij + 
uI + . (3.16)
j
42 T. Regińska and L. Eldén

Taking into account the assumption (1.6), we can estimate the second term as
follows:
 √  1/2
2
uI + = ξ −2p −x 2|ξ|  p
e ξ u 
(0, ξ) dξ
j
|ξ|>(4π/3)2j
√
≤ (2j+2 )−p M e−x (2π/3)2j
. (3.17)

According to Lemmas 3.1 and 3.2, we have

2 √
j u
Q (x, · )Ij ≤ √ (2j+1 )−p−1/2 M e−x c(j) (3.18)
π
where
π j
c(j) = 2
3
or, if ν satisfies (3.9),
π j
2 . c(j) =
2
The theorem follows now from (3.16), (3.17) and (3.18).
Without any additional assumptions on the function ν, we can get the fol-
lowing result which improves the error estimate obtained in [9, Theorem 3.5], if
the parameter p appearing in the a priori assumption (1.3) is greater than 0.

Theorem 3.3. Let u be the exact solution of (1.1) satisfying u(0, · )p ≤ M
for a certain p ≥ 0, and let vj be the Galerkin solution of (3.1) for the measured
data gm such that
g − gm  ≤ ε.
If j = j(ε) is such that
√ M
(π/2)2j
e (2j+1 )p = (3.19)
ε
then
 M 1−x/√3 √  M 1−x
−p −j/2
u(x, · )−Pj vj+1 (x, · ) ≤ (2 +2 ) εx/ 3
+ εx .
2(j+1)p 2(j+1)p
(3.20)
Proof. In [9, Lemma 3.4] it was proved that

Pj u(x, · ) = Pj uj+1 (x, · ). (3.21)

Thus, using the first statement of Theorems 3.1 and 3.2 we get

u(x, · ) − Pj vj+1  ≤ u(x, · ) − Pj u(x, · ) + Pj (uj+1 (x, · ) − vj+1 (x, · ))
√ j
√ j+1
≤ (2−p + 2−j/2 )2−(j+1)p M e−x (π/3)2 + e(1−x) (π/2)2 ε.

From 3.19 we easily get

√  M 1−x/√3 √
−(j+1)p −x (π/3)2j
2 Me = εx/ 3
2(j+1)p
 Wavelet-Galerkin method 43

√  M 1−x
(π/2)2j+1
e(1−x) ε= εx
2(j+1)p
which ends the proof.
Under the additional assumption on ν we can improve the above result. In
the sequel we are interested in the norm estimation of the distance between the
Galerkin solution vj of the problem (3.1) and the unknown solution u of the
sideways heat equation (1.1) for the exact data g, for x ∈ [0, 1].
Let uj denote the Galerkin solution for the exact data g. We have

u(x, · ) − vj (x, · ) ≤ (1 − Pj )u(x, · ) + Pj u(x, · ) − uj (x, · )

+ uj (x, · ) − vj (x, · ). (3.22)

The last term of the right-hand side corresponds to the stability of the Galerkin
method. The first one describes the approximation of the exact solution in the
wavelets subspaces. It remains to estimate the second one, i. e., the norm of the
“error” function
w = Pj u − uj . (3.23)

Lemma 3.4. Let y(x), z(x) ∈ l2 be the representations in the wavelet

basis {ϕjk } of the functions w(x, t) and ((1 − Pj )u(x, t))t , respectively, i. e.:
d 
yk (x) = (w(x, · ), ϕjk ), zk (x) = (1 − Pj )u(x, ·), ϕjk , k ∈ Z. (3.24)
dt
Then  x √ √  s
1 (x−s) Dj (s−x) Dj

y(x) = e +e z(τ ) dτ ds. (3.25)
2 1 1

Proof. Since the Galerkin equation (3.1) for uj has the form

(uj )xx = Pj (uj )t

uj (1, · ) = Pj g, (uj )x (1, · ) = Pj h

and Pj u satisfies

(Pj u)xx = Pj (Pj u)t + Pj ((1 − Pj )u)t

Pj u(1, · ) = Pj g, (Pj u)x (1, · ) = Pj h

the error function w(x, t) satisfies the equation

wxx = Pj wt + Pj ((1 − Pj )u)t

w(1, · ) = 0, wx (1, · ) = 0. (3.26)

This is equivalent to the infinite system of second-order differential equations
for y = {yk }k∈Z
yxx = Dj w + z, 0≤x≤1
y(1) = 0, yx (1) = 0. (3.27)
44 T. Regińska and L. Eldén

√ √
The fundamental set for (3.27) has the form (cf. (3.5)) ex Dj , e−x Dj . We
look for a solution of the non-homogeneous equation in the form
 x
 (x−s)√Dj √ 
y(x) = c1 e + c2 e(s−x) Dj ν(s) ds
1

where ν(s) ∈ l2 , c1 , c2 ∈ R. We easily find that for c1 = c2 = 1/2,

yxx = Dj y + νx (x), y(1) = 0, yx (1) = ν(1).

So, if ν is the solution of the equation

νx = z, ν(1) = 0,

then y satisfies equation (3.27), which ends the proof.

Theorem 3.4. Let u and uj be the solutions of (1.1) and (3.1), respectively,
for the exact data g. If the function ν generating Meyer wavelets is increasing
and satisfies the condition (3.9), then
√
(π/2)2j
Pj u − uj  ≤ 2.4(1 − x)(2j+1 )1/2−p M e−x . (3.28)

Proof. Since
Pj u − uj L2 = wL2 = yl2

(cf. (3.23), (3.24)), applying Lemma 3.4, we get

 
1 1 √ √   
1 

Pj u − uj  ≤  e(x−s) Dj
+ e(s−x) Dj 
 z(τ ) dτ  ds. (3.29)
2 l2 l2
x s

According to the definition of the vector z = z(x) ∈ l2 ,

z(τ )l2 = Pj (iξ(1 − Pj )

u(τ, · ))L2 .

Therefore 
 2
z(τ )2l2 ≤ j u
ξ Q (τ, ξ) dξ
ξ∈Ij

and, due to (3.18),


 2  4√π √ 2
ξ Q
j u 
(τ, ξ) dξ ≤
j
(2j+1 )1/2−p M e−τ (π/2)2 .
ξ∈Ij 3

Using now the formula (3.5) we have

√
eαA l2 ≤ max eα |λ|/2
.
−π2j ≤λ≤π2j
 Wavelet-Galerkin method 45

Finally, from (3.29)

√
2 π j+1 −p+1/2
Pj u − uj  ≤ (2 ) M
3
 1
 (x−s)√|λ|/2 √  √
(s−x) |λ|/2 −s (π/2)2j
× max
j j
e + e e ds
x −π2 ≤λ≤π2
√  1
2 π j+1 −p+1/2  −s√(π/2)2j √ j
= (2 ) M e + e−x (π/2)2 ds
3 x
√ j
j+1 −p+1/2
≤ 2.4(1 − x)(2 ) M e−x (π/2)2 .

Theorems 3.1, 3.2, and 3.4 give estimations of the three terms appearing in
the error bound inequality (3.22). Now, by combining these results, we can give
a Hölder type error estimate for the wavelet – Galerkin method.

Theorem 3.5. Let u be the exact solution of (1.1) satisfying

u(0, · )p ≤ M , p ≥ 1/2, and let vj be the Galerkin solution of (3.1) for the
measured data gm such that
g − gm  ≤ ε.
If j = j(ε) > 1 is such that
2 M 2
2j = log (3.30)
π ε
and increasing ν satisfies (3.9) for this j(ε), then
u(x, · ) − vj (x, · ) ≤ CM 1−x εx (3.31)
where
C = 1 + 2(1 − x) + 2−(p+j/2) + 2−j < 4.
Proof. Using the recipe (3.30) in the estimates of Theorems 3.1, 3.2, and 3.4
we obtain the result immediately.
Theorem 3.5 gives a simple error estimate. It is possible to improve it by
choosing j0 = j(ε) such that
√ j M
e (π/2)2 (2j+1 )p−1/2 = . (3.32)
ε
Assuming that the function ν (generating the Meyer wavelet) is increasing and
satisfies the condition (3.9) for this j0 , we easily obtain
 M 1−x
u(x, · ) − vj0 (x, · ) ≤ 4 εx . (3.33)
(2j0 +1 )p−1/2
Consider now the case when p = 1. In Appendix B we show that, under the
assumption (3.9), we have continuous dependence on the data even for x = 0:
 M 1−x
u(x, · ) − vj0 (x, · ) ≤ C1 εx (3.34)
log(M/ε) + 1
where C1 < 11. Note that this is similar to the optimal error estimates in [12].
46 T. Regińska and L. Eldén

4. NUMERICAL EXPERIMENTS
In order to illustrate that with a smoother solution we get a more accurate
approximation, we have made two experiments.

Test 1. We chose the solution to be equal to a piecewise constant function,

specified for 0 ≤ t ≤ 1, see Figure 3. The data u(1, t) = g(t) and ux (1, t) = h(t)
were computed by solving numerically the well-posed quarter-plane problem.
Then the data were sampled equidistantly in 2048 points and subsequently per-
turbed by adding normally distributed random noise from N (0, 10−3). We then
solved the sideways heat equation using the wavelet – Galerkin method, based
on a Runge – Kutta ODE solver. For a detailed description of these numerical
procedures, see [6]. Specifically, we used the function ν(s) defined by (3.11).
The parameter j = 5 was chosen according to (3.30). Choosing a smaller or
larger value did not improve the solution. In Figure 3 we have plotted the
approximate solution for x = 0.
The relative error in the solution was measured over the interval [0, 0.9] (for
a discussion why one should not trust any results close to t = 1, see [4]) using
the Euclidean vector norm. For Test 1 the error was 13%.

Test 2. To construct a smoother solution, we took the discrete solution

vector f from Test 1 and computed its discrete Fourier transform,
n/2−1
k2π
fˆk = fj e−iξk j , ξk = .
n
j=−n/2

Then we divided each Fourier coefficient fˆk by (1 + ξk2 )p/2 with p = 0.5, and
computed the inverse Fourier transform. This data vector represents a function

1.2

0.8

0.6

0.4

0.2

−0.2
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Figure 3: The approximate solution of Test 1. Solid line — the approximate

solution, dashed — the exact solution, dashed-dotted — the data. The relative
error is 13 %
 Wavelet-Galerkin method 47

0.45

0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

−0.05
0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1

Figure 4: The approximate solution of Test 2. Solid line — the approximate

solution, dashed — the exact solution, dashed-dotted — the data. The relative
error is 4.9 %

that is non-zero for t = 0. For technical reasons we then subtracted a constant

to make the first component of the vector equal to zero, see Figure 4.
The computations were performed as in Test 1. The recipe (3.30) gave
j = 4, which gave a more accurate approximation than other values. The error
was 4.9 %.

APPENDIX A. PROOF OF LEMMA 3.3

If ν(x) = 0 for x ≤ 0 and ν(x) = 1 for x ≥ 1, then νk has the similar properties:
k−1 k+1
νk (s) = 0 for s≤ , νk (s) = 1 for s ≥ .
2k 2k
Moreover, since ν(s) + ν(1 − s) = 1,
 k − 1  k − 1
νk (s) + νk (1 − s) = ν ks − + ν 1 − ks + = 1.
2 2
Thus, νk generates Meyer wavelets. Since, by the assumption, the function
ν satisfies the inequality (3.9) for j0 , we have
 k 1 2  1 √ j
√ √ 
νk (s) = ν ks − + ≤ arcsin √ e−x (π/3)2 0 ( 3/2− 3/2−k(1/2−s))
2 2 π 2
for s ∈ ((k − 1)/2k, 1/2).
 Since the function arcsin is increasing, it is enough to show that for k ≥
(3/2)2j−j0
√ j
√ √ √ j
√ √
e−x (π/3)2 0 ( 3/2− 3/2−k(1/2−s)) ≤ e−x (π/3)2 ( 3/2− s+1)
48 T. Regińska and L. Eldén

which is equivalent to
  1  √   
3 3 3 √
− −k − s ≥ 2j−j0 − s+1 . (A.1)
2 2 2 2

Let us observe that the function

  1  √   
3 3 3 √
p(s) := − −k − s − 2j−j0 − s+1
2 2 2 2

is equal to 0 at s = 1/2 and


 k 2j−j0
p (s) = −  + .
3/2 − k(1/2 − s) s+1

So, p(s) is decreasing on ((k − 1)/2k, 1/2) if p (s) ≤ 0, i. e.

1  3
k2 (s + 1) + k2j−j0 − s − 2j−j0 ≥ 0.
2 2

If k ≥ (3/2)2j−j0 , then, evidently, the last inequality is true for s ∈ (0, 1/2).
According to (A.1), this ends the proof.

APPENDIX B. PROOF OF (3.34)

We assume that p = 1 in (3.32), and we want to compare the solutions of the

equations

f (y) = yeαy − A = 0 and g(y) = eαy − B = 0

√ 
(cf. (3.30)), where A = M/(ε 2), α = π/2, B = M/ε, and y stands for 2j/2 .
Denote the solutions by yf and yg , and note that yf < yg = (1/α) log(M/ε).
Using the convexity of g(y) we see that

g(yf ) 1 √ 
yg ≤ y1 := yf − = (α + 2)yf − 1 .
g  (yf ) α

This can be rewritten as

√ √
1 1 α+ 2 α+ 2
= ≤ = .
2j/2 yf αyg + 1 log(M/ε) + 1

Substituting this in (3.33) we get (3.34).

 Wavelet-Galerkin method 49

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