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Superconvergence of Biorthogonal Wavelet Differentiation Rules

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Abstract

In this paper, we derive the connection coefficients for computing wavelet expansion of the nth derivative f(n ) of a sufficiently smooth function f in terms of the expansion of f, using biorthogonal wavelet bases. The same coefficients also provide finite difference rules for f(n ). Both of these rules provide unexpected high orders of accuracy(superconvergence).

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