A generic approach to the filtering of matrix fields with singular PDEs

There is an increasing demand to develop image processing tools for the filtering and analysis of matrix-valued data, so-called matrix fields. In the case of scalar-valued images parabolic partial differential equations (PDEs) are widely used to perform filtering and denoising processes. Especially interesting from a theoretical as well as from a practical point of view are PDEs with singular diffusivities describing processes like total variation (TV-) diffusion, mean curvature motion and its generalisation, the so-called self-snakes. In this contribution we propose a generic framework that allows us to find the matrix-valued counterparts of the equations mentioned above. In order to solve these novel matrix-valued PDEs successfully we develop truly matrix-valued analogs to numerical solution schemes of the scalar setting. Numerical experiments performed on both synthetic and real world data substantiate the effectiveness of our matrix-valued, singular diffusion filters

A generic approach to diffusion filtering of matrix-fields

Diffusion tensor magnetic resonance imaging (DT-MRI), is a image acquisition method, that provides matrix-valued data, so-called matrix fields. Hence image processing tools for the filtering and analysis of these data types are in demand. In this artricle we propose a generic framework that allows us to find the matrix-valued counterparts of the Perona-Malik PDEs with various diffusivity functions. To this end we extend the notion of derivatives and associated differential operators to matrix fields of symmetric matrices by adopting an operator-algebraic point of view. In order to solve these novel matrix-valued PDEs successfully we develop truly matrix-valued analogs to numerical solution schemes of the scalar setting. Numerical experiments performed on both synthetic and real world data substantiate the effectiveness of our novel matrix-valued Perona-Malik diffusion filters

PDE-based morphology for matrix fields : numerical solution schemes

Tensor fields are important in digital imaging and computer vision. Hence there is a demand for morphological operations to perform e.g. shape analysis, segmentation or enhancement procedures. Recently, fundamental morphological concepts have been transferred to the setting of fields of symmetric positive definite matrices, which are symmetric rank two tensors. This has been achieved by a matrix-valued extension of the nonlinear morphological partial differential equations (PDEs) for dilation and erosion known for grey scale images. Having these two basic operations at our disposal, more advanced morphological operators such as top hats or morphological derivatives for matrix fields with symmetric, positive semidefinite matrices can be constructed. The approach realises a proper coupling of the matrix channels rather than treating them independently. However, from the algorithmic side the usual scalar morphological PDEs are transport equations that require special upwind-schemes or novel high-accuracy predictor-corrector approaches for their adequate numerical treatment. In this chapter we propose the non-trivial extension of these schemes to the matrix-valued setting by exploiting the special algebraic structure available for symmetric matrices. Furthermore we compare the performance and juxtapose the results of these novel matrix-valued high-resolution-type (HRT) numerical schemes by considering top hats and morphological derivatives applied to artificial and real world data sets

Singularly perturbed forward-backward stochastic differential equations: application to the optimal control of bilinear systems

We study linear-quadratic stochastic optimal control problems with bilinear state dependence for which the underlying stochastic differential equation (SDE) consists of slow and fast degrees of freedom. We show that, in the same way in which the underlying dynamics can be well approximated by a reduced order effective dynamics in the time scale limit (using classical homogenziation results), the associated optimal expected cost converges in the time scale limit to an effective optimal cost. This entails that we can well approximate the stochastic optimal control for the whole system by the reduced order stochastic optimal control, which is clearly easier to solve because of lower dimensionality. The approach uses an equivalent formulation of the Hamilton-Jacobi-Bellman (HJB) equation, in terms of forward-backward SDEs (FBSDEs). We exploit the efficient solvability of FBSDEs via a least squares Monte Carlo algorithm and show its applicability by a suitable numerical example