Wavelet-based fluid motion estimation

International audienceBased on a wavelet expansion of the velocity field, we present a novel optical flow algorithm dedicated to the estimation of continuous motion fields such as fluid flows. This scale-space representation, associated to a simple gradient-based optimization algorithm, naturally sets up a well-defined multi-resolution analysis framework for the optical flow estimation problem, thus avoiding the common drawbacks of standard multi-resolution schemes. Moreover, wavelet properties enable the design of simple yet efficient high-order regularizers or polynomial approximations associated to a low computational complexity. Accuracy of proposed methods is assessed on challenging sequences of turbulent fluids flows

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

A Multiresolution Census Algorithm for Calculating Vortex Statistics in Turbulent Flows

The fundamental equations that model turbulent flow do not provide much insight into the size and shape of observed turbulent structures. We investigate the efficient and accurate representation of structures in two-dimensional turbulence by applying statistical models directly to the simulated vorticity field. Rather than extract the coherent portion of the image from the background variation, as in the classical signal-plus-noise model, we present a model for individual vortices using the non-decimated discrete wavelet transform. A template image, supplied by the user, provides the features to be extracted from the vorticity field. By transforming the vortex template into the wavelet domain, specific characteristics present in the template, such as size and symmetry, are broken down into components associated with spatial frequencies. Multivariate multiple linear regression is used to fit the vortex template to the vorticity field in the wavelet domain. Since all levels of the template decomposition may be used to model each level in the field decomposition, the resulting model need not be identical to the template. Application to a vortex census algorithm that records quantities of interest (such as size, peak amplitude, circulation, etc.) as the vorticity field evolves is given. The multiresolution census algorithm extracts coherent structures of all shapes and sizes in simulated vorticity fields and is able to reproduce known physical scaling laws when processing a set of voriticity fields that evolve over time

Stochastic representation of the Reynolds transport theorem: revisiting large-scale modeling

We explore the potential of a formulation of the Navier-Stokes equations incorporating a random description of the small-scale velocity component. This model, established from a version of the Reynolds transport theorem adapted to a stochastic representation of the flow, gives rise to a large-scale description of the flow dynamics in which emerges an anisotropic subgrid tensor, reminiscent to the Reynolds stress tensor, together with a drift correction due to an inhomogeneous turbulence. The corresponding subgrid model, which depends on the small scales velocity variance, generalizes the Boussinesq eddy viscosity assumption. However, it is not anymore obtained from an analogy with molecular dissipation but ensues rigorously from the random modeling of the flow. This principle allows us to propose several subgrid models defined directly on the resolved flow component. We assess and compare numerically those models on a standard Green-Taylor vortex flow at Reynolds 1600. The numerical simulations, carried out with an accurate divergence-free scheme, outperform classical large-eddies formulations and provides a simple demonstration of the pertinence of the proposed large-scale modeling

Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: a comparison study with detrended fluctuation analysis and wavelet leaders

In this paper we present an extended version of Hilbert-Huang transform, namely arbitrary-order Hilbert spectral analysis, to characterize the scale-invariant properties of a time series directly in an amplitude-frequency space. We first show numerically that due to a nonlinear distortion, traditional methods require high-order harmonic components to represent nonlinear processes, except for the Hilbert-based method. This will lead to an artificial energy flux from the low-frequency (large scale) to the high-frequency (small scale) part. Thus the power law, if it exists, is contaminated. We then compare the Hilbert method with structure functions (SF), detrended fluctuation analysis (DFA), and wavelet leader (WL) by analyzing fractional Brownian motion and synthesized multifractal time series. For the former simulation, we find that all methods provide comparable results. For the latter simulation, we perform simulations with an intermittent parameter {\mu} = 0.15. We find that the SF underestimates scaling exponent when q > 3. The Hilbert method provides a slight underestimation when q > 5. However, both DFA and WL overestimate the scaling exponents when q > 5. It seems that Hilbert and DFA methods provide better singularity spectra than SF and WL. We finally apply all methods to a passive scalar (temperature) data obtained from a jet experiment with a Taylor's microscale Reynolds number Relambda \simeq 250. Due to the presence of strong ramp-cliff structures, the SF fails to detect the power law behavior. For the traditional method, the ramp-cliff structure causes a serious artificial energy flux from the low-frequency (large scale) to the high-frequency (small scale) part. Thus DFA and WL underestimate the scaling exponents. However, the Hilbert method provides scaling exponents {\xi}{\theta}(q) quite close to the one for longitudinal velocity.Comment: 13 pages, 10 figure

Steady-state simulation of reflected Brownian motion and related stochastic networks

This paper develops the first class of algorithms that enable unbiased estimation of steady-state expectations for multidimensional reflected Brownian motion. In order to explain our ideas, we first consider the case of compound Poisson (possibly Markov modulated) input. In this case, we analyze the complexity of our procedure as the dimension of the network increases and show that, under certain assumptions, the algorithm has polynomial-expected termination time. Our methodology includes procedures that are of interest beyond steady-state simulation and reflected processes. For instance, we use wavelets to construct a piecewise linear function that can be guaranteed to be within $\varepsilon$ distance (deterministic) in the uniform norm to Brownian motion in any compact time interval.Comment: Published at http://dx.doi.org/10.1214/14-AAP1072 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org

Methods for characterising microphysical processes in plasmas

Advanced spectral and statistical data analysis techniques have greatly contributed to shaping our understanding of microphysical processes in plasmas. We review some of the main techniques that allow for characterising fluctuation phenomena in geospace and in laboratory plasma observations. Special emphasis is given to the commonalities between different disciplines, which have witnessed the development of similar tools, often with differing terminologies. The review is phrased in terms of few important concepts: self-similarity, deviation from self-similarity (i.e. intermittency and coherent structures), wave-turbulence, and anomalous transport.Comment: Space Science Reviews (2013), in pres

Understanding Transonic Weapon Bay Flows

No abstract available

Wavelet analysis of magnetic turbulence in the Earth's plasma sheet

Recent studies provide evidence for the multi-scale nature of magnetic turbulence in the plasma sheet. Wavelet methods represent modern time series analysis techniques suitable for the description of statistical characteristics of multi-scale turbulence. Cluster FGM (fluxgate magnetometer) magnetic field high-resolution (~67 Hz) measurements are studied during an interval in which the spacecraft are in the plasma sheet. As Cluster passes through different plasma regions, physical processes exhibit non-steady properties on magnetohydrodynamic (MHD) and small, possibly kinetic scales. As a consequence, the implementation of wavelet-based techniques becomes complicated due to the statistically transitory properties of magnetic fluctuations and finite size effects. Using a supervised multi-scale technique which allows existence test of moments, the robustness of higher-order statistics is investigated. On this basis the properties of magnetic turbulence are investigated for changing thickness of the plasma sheet.Comment: 17 pages, 5 figure