Multiresolution analysis in statistical mechanics. II. The wavelet transform as a basis for Monte Carlo simulations on lattices

In this paper, we extend our analysis of lattice systems using the wavelet transform to systems for which exact enumeration is impractical. For such systems, we illustrate a wavelet-accelerated Monte Carlo (WAMC) algorithm, which hierarchically coarse-grains a lattice model by computing the probability distribution for successively larger block spins. We demonstrate that although the method perturbs the system by changing its Hamiltonian and by allowing block spins to take on values not permitted for individual spins, the results obtained agree with the analytical results in the preceding paper, and ``converge'' to exact results obtained in the absence of coarse-graining. Additionally, we show that the decorrelation time for the WAMC is no worse than that of Metropolis Monte Carlo (MMC), and that scaling laws can be constructed from data performed in several short simulations to estimate the results that would be obtained from the original simulation. Although the algorithm is not asymptotically faster than traditional MMC, because of its hierarchical design, the new algorithm executes several orders of magnitude faster than a full simulation of the original problem. Consequently, the new method allows for rapid analysis of a phase diagram, allowing computational time to be focused on regions near phase transitions.Comment: 11 pages plus 7 figures in PNG format (downloadable separately

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

Application of wavelets to singular integral scattering equations

The use of orthonormal wavelet basis functions for solving singular integral scattering equations is investigated. It is shown that these basis functions lead to sparse matrix equations which can be solved by iterative techniques. The scaling properties of wavelets are used to derive an efficient method for evaluating the singular integrals. The accuracy and efficiency of the wavelet transforms is demonstrated by solving the two-body T-matrix equation without partial wave projection. The resulting matrix equation which is characteristic of multiparticle integral scattering equations is found to provide an efficient method for obtaining accurate approximate solutions to the integral equation. These results indicate that wavelet transforms may provide a useful tool for studying few-body systems.Comment: 11 pages, 4 figure

A hybrid neuro--wavelet predictor for QoS control and stability

For distributed systems to properly react to peaks of requests, their adaptation activities would benefit from the estimation of the amount of requests. This paper proposes a solution to produce a short-term forecast based on data characterising user behaviour of online services. We use \emph{wavelet analysis}, providing compression and denoising on the observed time series of the amount of past user requests; and a \emph{recurrent neural network} trained with observed data and designed so as to provide well-timed estimations of future requests. The said ensemble has the ability to predict the amount of future user requests with a root mean squared error below 0.06\%. Thanks to prediction, advance resource provision can be performed for the duration of a request peak and for just the right amount of resources, hence avoiding over-provisioning and associated costs. Moreover, reliable provision lets users enjoy a level of availability of services unaffected by load variations

Multilinear Wavelets: A Statistical Shape Space for Human Faces

We present a statistical model for $3$D human faces in varying expression, which decomposes the surface of the face using a wavelet transform, and learns many localized, decorrelated multilinear models on the resulting coefficients. Using this model we are able to reconstruct faces from noisy and occluded $3$D face scans, and facial motion sequences. Accurate reconstruction of face shape is important for applications such as tele-presence and gaming. The localized and multi-scale nature of our model allows for recovery of fine-scale detail while retaining robustness to severe noise and occlusion, and is computationally efficient and scalable. We validate these properties experimentally on challenging data in the form of static scans and motion sequences. We show that in comparison to a global multilinear model, our model better preserves fine detail and is computationally faster, while in comparison to a localized PCA model, our model better handles variation in expression, is faster, and allows us to fix identity parameters for a given subject.Comment: 10 pages, 7 figures; accepted to ECCV 201

Wavelet treatment of the intra-chain correlation functions of homopolymers in dilute solutions

Discrete wavelets are applied to parametrization of the intra-chain two-point correlation functions of homopolymers in dilute solutions obtained from Monte Carlo simulation. Several orthogonal and biorthogonal basis sets have been investigated for use in the truncated wavelet approximation. Quality of the approximation has been assessed by calculation of the scaling exponents obtained from des Cloizeaux ansatz for the correlation functions of homopolymers with different connectivities in a good solvent. The resulting exponents are in a better agreement with those from the recent renormalisation group calculations as compared to the data without the wavelet denoising. We also discuss how the wavelet treatment improves the quality of data for correlation functions from simulations of homopolymers at varied solvent conditions and of heteropolymers.Comment: RevTeX, 19 pages, 7 PS figures. Accepted for publication in PR

Enhanced Wavelet Analysis of Solar Magnetic Activity with Comparison to Global Temperature and the Central England Temperature Record

The continuous wavelet transform may be enhanced by deconvolution with the wavelet response function. After correcting for the cone-of-influence, the power spectral density of the solar magnetic record as given by the derectified yearly sunspot number is calculated, revealing a spectrum of odd harmonics of the fundamental Hale cycle, and the integrated instant power is compared to a reconstruction of global temperature in a normalized scatter plot displaying a positive correlation after the turn of the twentieth century. Comparison of the spectrum with that obtained from the Central England Temperature record suggests that some features are shared while others are not, and the scatter plot again indicates a possible correlation.Comment: 19 pages, 11 figure