Application of Wavelet Methods in Computational Physics

Abstract The quantitative study of many physical problems ultimately boils down to solving various partial differential equations (PDEs). Wavelet analysis, known as the “mathematical microscope”, has been hailed for its excellent Multiresolution Analysis (MRA) capabilities and its basis functions that possess various desirable mathematical qualities such as orthogonality, compact support, low‐pass filtering, and interpolation. These properties make wavelets a powerful tool for efficiently solving these PDEs. Over the past 30 years, numerical methods such as wavelet Galerkin methods, wavelet collocation methods, wavelet finite element methods, and wavelet integral collocation methods have been proposed and successfully applied in the quantitative analysis of various physical problems. This article will start from the fundamental theory of wavelet MRA and provide a brief summary of the advantages and limitations of various numerical methods based on wavelet bases. The objective of this article is to assist researchers in choosing the appropriate numerical methodologies for their particular physical issues. Furthermore, it will explore prospective advancements in wavelet‐based techniques, offering valuable insights for researchers committed to enhancing wavelet numerical methods in the field of computational physics.