Evaluation of a continuous wavelet transform by solving the Cauchy problem for a system of partial differential equations

It is shown that the problem of evaluating the continuous Morlet wavelet transform can be stated as the Cauchy problem for a system of two partial differential equations. The initial conditions for the desired functions, i.e., for the real and imaginary parts of the wavelet transform, are the analyzed function and a vanishing function, respectively. Numerical examples are given.