Majak J., Shvartsman B.S. Convergence theorem for the Haar wavelet based discretization method

Composite Structures, Elsevier, 2015, 126, 227–232The accuracy issues of Haar wavelet method (Lepik U., Hein H. Haar Wavelets: With Applications, Springer, 2014, /file/1401545/) are studied. The order of convergence as well as error bound
of the Haar wavelet method is derived for general nth order ODE. The Richardson extrapolation method is utilized for improving the accuracy of the solution. A number of model problems are examined. The numerically estimated order of convergence has been found in agreement with convergence theorem results in the case of all model problems considered.