6,404 research outputs found
Stochastic spectral and Fourier-wavelet methods for vector Gaussian random fields
Randomized Spectral Models (RSM) and Randomized Fourier-Wavelet Models (FWM) for simulation of homogeneous Gaussian random fields based on spectral representations and plane wave decomposition of random fields are developed. Extensions of FWM to vector random processes are constructed. Convergence of the constructed Fourier-Wavelet models (in the sense of finite-dimensional distributions) under some general conditions on the spectral tensor is given. A comparative analysis of RSM and FWM is made by calculating Eulerian and Lagrangian statistical characteristics of a 3D isotropic incompressible random field through an ensemble and space averagin
Numerical Approaches for Linear Left-invariant Diffusions on SE(2), their Comparison to Exact Solutions, and their Applications in Retinal Imaging
Left-invariant PDE-evolutions on the roto-translation group (and
their resolvent equations) have been widely studied in the fields of cortical
modeling and image analysis. They include hypo-elliptic diffusion (for contour
enhancement) proposed by Citti & Sarti, and Petitot, and they include the
direction process (for contour completion) proposed by Mumford. This paper
presents a thorough study and comparison of the many numerical approaches,
which, remarkably, is missing in the literature. Existing numerical approaches
can be classified into 3 categories: Finite difference methods, Fourier based
methods (equivalent to -Fourier methods), and stochastic methods (Monte
Carlo simulations). There are also 3 types of exact solutions to the
PDE-evolutions that were derived explicitly (in the spatial Fourier domain) in
previous works by Duits and van Almsick in 2005. Here we provide an overview of
these 3 types of exact solutions and explain how they relate to each of the 3
numerical approaches. We compute relative errors of all numerical approaches to
the exact solutions, and the Fourier based methods show us the best performance
with smallest relative errors. We also provide an improvement of Mathematica
algorithms for evaluating Mathieu-functions, crucial in implementations of the
exact solutions. Furthermore, we include an asymptotical analysis of the
singularities within the kernels and we propose a probabilistic extension of
underlying stochastic processes that overcomes the singular behavior in the
origin of time-integrated kernels. Finally, we show retinal imaging
applications of combining left-invariant PDE-evolutions with invertible
orientation scores.Comment: A final and corrected version of the manuscript is Published in
Numerical Mathematics: Theory, Methods and Applications (NM-TMA), vol. (9),
p.1-50, 201
Random field sampling for a simplified model of melt-blowing considering turbulent velocity fluctuations
In melt-blowing very thin liquid fiber jets are spun due to high-velocity air
streams. In literature there is a clear, unsolved discrepancy between the
measured and computed jet attenuation. In this paper we will verify numerically
that the turbulent velocity fluctuations causing a random aerodynamic drag on
the fiber jets -- that has been neglected so far -- are the crucial effect to
close this gap. For this purpose, we model the velocity fluctuations as vector
Gaussian random fields on top of a k-epsilon turbulence description and develop
an efficient sampling procedure. Taking advantage of the special covariance
structure the effort of the sampling is linear in the discretization and makes
the realization possible
Stochastic expansions using continuous dictionaries: L\'{e}vy adaptive regression kernels
This article describes a new class of prior distributions for nonparametric
function estimation. The unknown function is modeled as a limit of weighted
sums of kernels or generator functions indexed by continuous parameters that
control local and global features such as their translation, dilation,
modulation and shape. L\'{e}vy random fields and their stochastic integrals are
employed to induce prior distributions for the unknown functions or,
equivalently, for the number of kernels and for the parameters governing their
features. Scaling, shape, and other features of the generating functions are
location-specific to allow quite different function properties in different
parts of the space, as with wavelet bases and other methods employing
overcomplete dictionaries. We provide conditions under which the stochastic
expansions converge in specified Besov or Sobolev norms. Under a Gaussian error
model, this may be viewed as a sparse regression problem, with regularization
induced via the L\'{e}vy random field prior distribution. Posterior inference
for the unknown functions is based on a reversible jump Markov chain Monte
Carlo algorithm. We compare the L\'{e}vy Adaptive Regression Kernel (LARK)
method to wavelet-based methods using some of the standard test functions, and
illustrate its flexibility and adaptability in nonstationary applications.Comment: Published in at http://dx.doi.org/10.1214/11-AOS889 the Annals of
Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical
Statistics (http://www.imstat.org
Multiscale theory of turbulence in wavelet representation
We present a multiscale description of hydrodynamic turbulence in
incompressible fluid based on a continuous wavelet transform (CWT) and a
stochastic hydrodynamics formalism. Defining the stirring random force by the
correlation function of its wavelet components, we achieve the cancellation of
loop divergences in the stochastic perturbation expansion. An extra
contribution to the energy transfer from large to smaller scales is considered.
It is shown that the Kolmogorov hypotheses are naturally reformulated in
multiscale formalism. The multiscale perturbation theory and statistical
closures based on the wavelet decomposition are constructed.Comment: LaTeX, 27 pages, 3 eps figure
Self-similar prior and wavelet bases for hidden incompressible turbulent motion
This work is concerned with the ill-posed inverse problem of estimating
turbulent flows from the observation of an image sequence. From a Bayesian
perspective, a divergence-free isotropic fractional Brownian motion (fBm) is
chosen as a prior model for instantaneous turbulent velocity fields. This
self-similar prior characterizes accurately second-order statistics of velocity
fields in incompressible isotropic turbulence. Nevertheless, the associated
maximum a posteriori involves a fractional Laplacian operator which is delicate
to implement in practice. To deal with this issue, we propose to decompose the
divergent-free fBm on well-chosen wavelet bases. As a first alternative, we
propose to design wavelets as whitening filters. We show that these filters are
fractional Laplacian wavelets composed with the Leray projector. As a second
alternative, we use a divergence-free wavelet basis, which takes implicitly
into account the incompressibility constraint arising from physics. Although
the latter decomposition involves correlated wavelet coefficients, we are able
to handle this dependence in practice. Based on these two wavelet
decompositions, we finally provide effective and efficient algorithms to
approach the maximum a posteriori. An intensive numerical evaluation proves the
relevance of the proposed wavelet-based self-similar priors.Comment: SIAM Journal on Imaging Sciences, 201
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