New Exact and Numerical Solutions of the (Convection-)Diffusion Kernels on SE(3)

We consider hypo-elliptic diffusion and convection-diffusion on $\mathbb{R}^3 \rtimes S^2$, the quotient of the Lie group of rigid body motions SE(3) in which group elements are equivalent if they are equal up to a rotation around the reference axis. We show that we can derive expressions for the convolution kernels in terms of eigenfunctions of the PDE, by extending the approach for the SE(2) case. This goes via application of the Fourier transform of the PDE in the spatial variables, yielding a second order differential operator. We show that the eigenfunctions of this operator can be expressed as (generalized) spheroidal wave functions. The same exact formulas are derived via the Fourier transform on SE(3). We solve both the evolution itself, as well as the time-integrated process that corresponds to the resolvent operator. Furthermore, we have extended a standard numerical procedure from SE(2) to SE(3) for the computation of the solution kernels that is directly related to the exact solutions. Finally, we provide a novel analytic approximation of the kernels that we briefly compare to the exact kernels.Comment: Revised and restructure

A vector equilibrium problem for the two-matrix model in the quartic/quadratic case

We consider the two sequences of biorthogonal polynomials (p_{k,n})_k and (q_{k,n})_k related to the Hermitian two-matrix model with potentials V(x) = x^2/2 and W(y) = y^4/4 + ty^2. From an asymptotic analysis of the coefficients in the recurrence relation satisfied by these polynomials, we obtain the limiting distribution of the zeros of the polynomials p_{n,n} as n tends to infinity. The limiting zero distribution is characterized as the first measure of the minimizer in a vector equilibrium problem involving three measures which for the case t=0 reduces to the vector equilibrium problem that was given recently by two of us. A novel feature is that for t < 0 an external field is active on the third measure which introduces a new type of critical behavior for a certain negative value of t. We also prove a general result about the interlacing of zeros of biorthogonal polynomials.Comment: 60 pages, 9 figure

Locally Adaptive Frames in the Roto-Translation Group and their Applications in Medical Imaging

Locally adaptive differential frames (gauge frames) are a well-known effective tool in image analysis, used in differential invariants and PDE-flows. However, at complex structures such as crossings or junctions, these frames are not well-defined. Therefore, we generalize the notion of gauge frames on images to gauge frames on data representations $U:\mathbb{R}^{d} \rtimes S^{d-1} \to \mathbb{R}$ defined on the extended space of positions and orientations, which we relate to data on the roto-translation group $SE(d)$, $d=2,3$. This allows to define multiple frames per position, one per orientation. We compute these frames via exponential curve fits in the extended data representations in $SE(d)$. These curve fits minimize first or second order variational problems which are solved by spectral decomposition of, respectively, a structure tensor or Hessian of data on $SE(d)$. We include these gauge frames in differential invariants and crossing preserving PDE-flows acting on extended data representation $U$ and we show their advantage compared to the standard left-invariant frame on $SE(d)$. Applications include crossing-preserving filtering and improved segmentations of the vascular tree in retinal images, and new 3D extensions of coherence-enhancing diffusion via invertible orientation scores

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 $SE(2)$ (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 $SE(2)$-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

Improving Fiber Alignment in HARDI by Combining Contextual PDE Flow with Constrained Spherical Deconvolution

We propose two strategies to improve the quality of tractography results computed from diffusion weighted magnetic resonance imaging (DW-MRI) data. Both methods are based on the same PDE framework, defined in the coupled space of positions and orientations, associated with a stochastic process describing the enhancement of elongated structures while preserving crossing structures. In the first method we use the enhancement PDE for contextual regularization of a fiber orientation distribution (FOD) that is obtained on individual voxels from high angular resolution diffusion imaging (HARDI) data via constrained spherical deconvolution (CSD). Thereby we improve the FOD as input for subsequent tractography. Secondly, we introduce the fiber to bundle coherence (FBC), a measure for quantification of fiber alignment. The FBC is computed from a tractography result using the same PDE framework and provides a criterion for removing the spurious fibers. We validate the proposed combination of CSD and enhancement on phantom data and on human data, acquired with different scanning protocols. On the phantom data we find that PDE enhancements improve both local metrics and global metrics of tractography results, compared to CSD without enhancements. On the human data we show that the enhancements allow for a better reconstruction of crossing fiber bundles and they reduce the variability of the tractography output with respect to the acquisition parameters. Finally, we show that both the enhancement of the FODs and the use of the FBC measure on the tractography improve the stability with respect to different stochastic realizations of probabilistic tractography. This is shown in a clinical application: the reconstruction of the optic radiation for epilepsy surgery planning