Convergence analysis of wavelet schemes for convection-reaction equations under minimal regularity assumptions
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In this paper, we analyze convergence rates of wavelet schemes for time-dependent convection-reaction equations within the framework of the Eulerian-Lagrangian localized adjoint method (ELLAM). Under certain minimal assumptions that guarantee H 1 -regularity of exact solutions, we show that a generic ELLAM scheme has a convergence rate script O sign(h/ t + t) in L 2 -norm. Then, applying the theory of operator interpolation, we obtain error estimates for initial data with even lower regularity. Namely, it is shown that the error of such a scheme is script O sign((h/t) + (t) ) for initial data in a Besov space B 2,q (0 < < 1, 0 < q ). The error estimates are a priori and optimal in some cases. Numerical experiments using orthogonal wavelets are presented to illustrate the theoretical estimates. 2005 Society for Industrial and Applied Mathematics.