Bell-shaped nonstationary refinable ripplets

We study the approximation properties of the class of nonstationary refinable ripplets introduced in \cite{GP08}. These functions are solution of an infinite set of nonstationary refinable equations and are defined through sequences of scaling masks that have an explicit expression. Moreover, they are variation-diminishing and highly localized in the scale-time plane, properties that make them particularly attractive in applications. Here, we prove that they enjoy Strang-Fix conditions and convolution and differentiation rules and that they are bell-shaped. Then, we construct the corresponding minimally supported nonstationary prewavelets and give an iterative algorithm to evaluate the prewavelet masks. Finally, we give a procedure to construct the associated nonstationary biorthogonal bases and filters to be used in efficient decomposition and reconstruction algorithms. As an example, we calculate the prewavelet masks and the nonstationary biorthogonal filter pairs corresponding to the $C^2$ nonstationary scaling functions in the class and construct the corresponding prewavelets and biorthogonal bases. A simple test showing their good performances in the analysis of a spike-like signal is also presented. Keywords: total positivity, variation-dimishing, refinable ripplet, bell-shaped function, nonstationary prewavelet, nonstationary biorthogonal basisComment: 30 pages, 10 figure

Nonhomogeneous Wavelet Systems in High Dimensions

It is of interest to study a wavelet system with a minimum number of generators. It has been showed by X. Dai, D. R. Larson, and D. M. Speegle in [11] that for any $d\times d$ real-valued expansive matrix M, a homogeneous orthonormal M-wavelet basis can be generated by a single wavelet function. On the other hand, it has been demonstrated in [21] that nonhomogeneous wavelet systems, though much less studied in the literature, play a fundamental role in wavelet analysis and naturally link many aspects of wavelet analysis together. In this paper, we are interested in nonhomogeneous wavelet systems in high dimensions with a minimum number of generators. As we shall see in this paper, a nonhomogeneous wavelet system naturally leads to a homogeneous wavelet system with almost all properties preserved. We also show that a nonredundant nonhomogeneous wavelet system is naturally connected to refinable structures and has a fixed number of wavelet generators. Consequently, it is often impossible for a nonhomogeneous orthonormal wavelet basis to have a single wavelet generator. However, for redundant nonhomogeneous wavelet systems, we show that for any $d\times d$ real-valued expansive matrix M, we can always construct a nonhomogeneous smooth tight M-wavelet frame in $L_2(R^d)$ with a single wavelet generator whose Fourier transform is a compactly supported $C^\infty$ function. Moreover, such nonhomogeneous tight wavelet frames are associated with filter banks and can be modified to achieve directionality in high dimensions. Our analysis of nonhomogeneous wavelet systems employs a notion of frequency-based nonhomogeneous wavelet systems in the distribution space. Such a notion allows us to separate the perfect reconstruction property of a wavelet system from its stability in function spaces

Compressive Space-Time Galerkin Discretizations of Parabolic Partial Differential Equations

We study linear parabolic initial-value problems in a space-time variational formulation based on fractional calculus. This formulation uses "time derivatives of order one half" on the bi-infinite time axis. We show that for linear, parabolic initial-boundary value problems on $(0,\infty)$, the corresponding bilinear form admits an inf-sup condition with sparse tensor product trial and test function spaces. We deduce optimality of compressive, space-time Galerkin discretizations, where stability of Galerkin approximations is implied by the well-posedness of the parabolic operator equation. The variational setting adopted here admits more general Riesz bases than previous work; in particular, no stability in negative order Sobolev spaces on the spatial or temporal domains is required of the Riesz bases accommodated by the present formulation. The trial and test spaces are based on Sobolev spaces of equal order $1/2$ with respect to the temporal variable. Sparse tensor products of multi-level decompositions of the spatial and temporal spaces in Galerkin discretizations lead to large, non-symmetric linear systems of equations. We prove that their condition numbers are uniformly bounded with respect to the discretization level. In terms of the total number of degrees of freedom, the convergence orders equal, up to logarithmic terms, those of best $N$-term approximations of solutions of the corresponding elliptic problems.Comment: 26 page

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

Extreme Value Analysis of Empirical Frame Coefficients and Implications for Denoising by Soft-Thresholding

Denoising by frame thresholding is one of the most basic and efficient methods for recovering a discrete signal or image from data that are corrupted by additive Gaussian white noise. The basic idea is to select a frame of analyzing elements that separates the data in few large coefficients due to the signal and many small coefficients mainly due to the noise \epsilon_n. Removing all data coefficients being in magnitude below a certain threshold yields a reconstruction of the original signal. In order to properly balance the amount of noise to be removed and the relevant signal features to be kept, a precise understanding of the statistical properties of thresholding is important. For that purpose we derive the asymptotic distribution of max_{\omega \in \Omega_n} || for a wide class of redundant frames (\phi_\omega^n: \omega \in \Omega_n}. Based on our theoretical results we give a rationale for universal extreme value thresholding techniques yielding asymptotically sharp confidence regions and smoothness estimates corresponding to prescribed significance levels. The results cover many frames used in imaging and signal recovery applications, such as redundant wavelet systems, curvelet frames, or unions of bases. We show that `generically' a standard Gumbel law results as it is known from the case of orthonormal wavelet bases. However, for specific highly redundant frames other limiting laws may occur. We indeed verify that the translation invariant wavelet transform shows a different asymptotic behaviour.Comment: [Content: 39 pages, 4 figures] Note that in this version 4 we have slightely changed the title of the paper and we have rewritten parts of the introduction. Except for corrected typos the other parts of the paper are the same as the original versions

Optimal Approximation of Elliptic Problems by Linear and Nonlinear Mappings III: Frames

We study the optimal approximation of the solution of an operator equation by certain n-term approximations with respect to specific classes of frames. We study worst case errors and the optimal order of convergence and define suitable nonlinear frame widths. The main advantage of frames compared to Riesz basis, which were studied in our earlier papers, is the fact that we can now handle arbitrary bounded Lipschitz domains--also for the upper bounds. Key words: elliptic operator equation, worst case error, frames, nonlinear approximation, best n-term approximation, manifold width, Besov spaces on Lipschitz domainsComment: J. Complexity, to appear. Final version, minor mistakes correcte

Locally supported, piecewise polynomial biorthogona wavelets on non-uniform meshes

In this paper, biorthogonal wavelets are constructed on non-uniform meshes. Both primal and dual wavelets are explicitly given locally supported, continuous piecewise polynomials. The wavelets generate Riesz bases for the Sobolev spaces H s for j s j < 3 2 . The wavelets at the primal side span standard Lagrange nite element spaces