Wavelet-based density estimation for noise reduction in plasma simulations using particles

For given computational resources, the accuracy of plasma simulations using particles is mainly held back by the noise due to limited statistical sampling in the reconstruction of the particle distribution function. A method based on wavelet analysis is proposed and tested to reduce this noise. The method, known as wavelet based density estimation (WBDE), was previously introduced in the statistical literature to estimate probability densities given a finite number of independent measurements. Its novel application to plasma simulations can be viewed as a natural extension of the finite size particles (FSP) approach, with the advantage of estimating more accurately distribution functions that have localized sharp features. The proposed method preserves the moments of the particle distribution function to a good level of accuracy, has no constraints on the dimensionality of the system, does not require an a priori selection of a global smoothing scale, and its able to adapt locally to the smoothness of the density based on the given discrete particle data. Most importantly, the computational cost of the denoising stage is of the same order as one time step of a FSP simulation. The method is compared with a recently proposed proper orthogonal decomposition based method, and it is tested with three particle data sets that involve different levels of collisionality and interaction with external and self-consistent fields

Wavelet-Fourier CORSING techniques for multi-dimensional advection-diffusion-reaction equations

We present and analyze a novel wavelet-Fourier technique for the numerical treatment of multidimensional advection-diffusion-reaction equations based on the CORSING (COmpRessed SolvING) paradigm. Combining the Petrov-Galerkin technique with the compressed sensing approach, the proposed method is able to approximate the largest coefficients of the solution with respect to a biorthogonal wavelet basis. Namely, we assemble a compressed discretization based on randomized subsampling of the Fourier test space and we employ sparse recovery techniques to approximate the solution to the PDE. In this paper, we provide the first rigorous recovery error bounds and effective recipes for the implementation of the CORSING technique in the multi-dimensional setting. Our theoretical analysis relies on new estimates for the local a-coherence, which measures interferences between wavelet and Fourier basis functions with respect to the metric induced by the PDE operator. The stability and robustness of the proposed scheme is shown by numerical illustrations in the one-, two-, and three-dimensional case

Multiresolution analysis in statistical mechanics. I. Using wavelets to calculate thermodynamic properties

The wavelet transform, a family of orthonormal bases, is introduced as a technique for performing multiresolution analysis in statistical mechanics. The wavelet transform is a hierarchical technique designed to separate data sets into sets representing local averages and local differences. Although one-to-one transformations of data sets are possible, the advantage of the wavelet transform is as an approximation scheme for the efficient calculation of thermodynamic and ensemble properties. Even under the most drastic of approximations, the resulting errors in the values obtained for average absolute magnetization, free energy, and heat capacity are on the order of 10%, with a corresponding computational efficiency gain of two orders of magnitude for a system such as a $4\times 4$ Ising lattice. In addition, the errors in the results tend toward zero in the neighborhood of fixed points, as determined by renormalization group theory.Comment: 13 pages plus 7 figures (PNG

Spin-SILC: CMB polarisation component separation with spin wavelets

We present Spin-SILC, a new foreground component separation method that accurately extracts the cosmic microwave background (CMB) polarisation $E$ and $B$ modes from raw multifrequency Stokes $Q$ and $U$ measurements of the microwave sky. Spin-SILC is an internal linear combination method that uses spin wavelets to analyse the spin-2 polarisation signal $P = Q + iU$. The wavelets are additionally directional (non-axisymmetric). This allows different morphologies of signals to be separated and therefore the cleaning algorithm is localised using an additional domain of information. The advantage of spin wavelets over standard scalar wavelets is to simultaneously and self-consistently probe scales and directions in the polarisation signal $P = Q + iU$ and in the underlying $E$ and $B$ modes, therefore providing the ability to perform component separation and $E$-$B$ decomposition concurrently for the first time. We test Spin-SILC on full-mission Planck simulations and data and show the capacity to correctly recover the underlying cosmological $E$ and $B$ modes. We also demonstrate a strong consistency of our CMB maps with those derived from existing component separation methods. Spin-SILC can be combined with the pseudo- and pure $E$-$B$ spin wavelet estimators presented in a companion paper to reliably extract the cosmological signal in the presence of complicated sky cuts and noise. Therefore, it will provide a computationally-efficient method to accurately extract the CMB $E$ and $B$ modes for future polarisation experiments.Comment: 13 pages, 9 figures. Minor changes to match version published in MNRAS. Map products available at http://www.silc-cmb.org. Companion paper: arXiv:1605.01414 "Wavelet reconstruction of pure E and B modes for CMB polarisation and cosmic shear analyses" (B. Leistedt et al.

Intertwining wavelets or Multiresolution analysis on graphs through random forests

We propose a new method for performing multiscale analysis of functions defined on the vertices of a finite connected weighted graph. Our approach relies on a random spanning forest to downsample the set of vertices, and on approximate solutions of Markov intertwining relation to provide a subgraph structure and a filter bank leading to a wavelet basis of the set of functions. Our construction involves two parameters q and q'. The first one controls the mean number of kept vertices in the downsampling, while the second one is a tuning parameter between space localization and frequency localization. We provide an explicit reconstruction formula, bounds on the reconstruction operator norm and on the error in the intertwining relation, and a Jackson-like inequality. These bounds lead to recommend a way to choose the parameters q and q'. We illustrate the method by numerical experiments.Comment: 39 pages, 12 figure

Random Forests and Networks Analysis

D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a powerful tool in analyzing structures on networks and along this line of thinking, in recent works~\cite{AG1,AG2,ACGM1,ACGM2} we focused on applications of spanning rooted forests on finite graphs. The resulting main conclusions are reviewed in this paper by collecting related theorems, algorithms, heuristics and numerical experiments. A first foundational part on determinantal structures and efficient sampling procedures is followed by four main applications: 1) a random-walk-based notion of well-distributed points in a graph 2) how to describe metastable dynamics in finite settings by means of Markov intertwining dualities 3) coarse graining schemes for networks and associated processes 4) wavelets-like pyramidal algorithms for graph signals.Comment: Survey pape