Haar wavelet approach to linear stiff systems

A simple and effective algorithm based on Haar wavelet is proposed to the solution of linear stiff problems in this paper. And it can integrate the stiff equation with very accurate results for any length of time. The simulation result shows that the single-term Haar wavelet method (STHW) is better than the classical Runge-Kutta fourth-order method (CRK), while the terms of the both expansions are the same. (C) 2003 IMACS. Published by Elsevier B.V. All rights reserved.