This is a short guide to use the Matlab package WASP designed for the numerical solution of two-point linear boundary value problems that arise typically in linear quadratic optimal control. The method relies upon an adaptive computation of discretization based on a wavelet analysis. On a given refined grid, finite differences of various order are used.
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Technical Report RT/APO/01/1. ENSEEIHT-IRIT, UMR CNRS 5505 2 rue Camichel, 31071 Toulouse, France. January 2001
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View WASP: a Wavelet Adaptive Solver for boundary value Problems - Short Reference Manual