Circulant Wavelet Preconditioners for Solving Elliptic Differential Equations and Boundary Integral Equations

In this paper is discussed solving an elliptic equation and a boundary integral equation of the second kind by representation of compactly supported wavelets. By using wavelet bases and the Galerkin method for these equations, we obtain a stiff sparse matrix that can be ill-conditioned. Therefore, we have to introduce an operator which maps every sparse matrix to a circulant sparse matrix. This class of circulant matrices is a class of preconditioners in a Banach space. Based on having some properties in the spectral theory for this class of matrices, we conclude that the circulant matrices are a good class of preconditioners for solving these equations. We called them circulant wavelet preconditioners (CWP). Therefore, a class of algorithms is introduced for rapid numerical application.     

Compactly supported (bi)orthogonal wavelets generated by interpolatory refinable functions

This paper provides several constructions of compactly supported wavelets generated by interpolatory refinable functions. It was shown in [7] that there is no real compactly supported orthonormal symmetric dyadic refinable function, except the trivial case; and also shown in [10,18] that there is no compactly supported interpolatory orthonormal dyadic refinable function. Hence, for the dyadic dilation case, compactly supported wavelets generated by interpolatory refinable functions have to be biorthogonal wavelets. The key step to construct the biorthogonal wavelets is to construct a compactly supported dual function for a given interpolatory refinable function. We provide two explicit iterative constructions of such dual functions with desired regularity. When the dilation factors are larger than 3, we provide several examples of compactly supported interpolatory orthonormal symmetric refinable functions from a general method. This leads to several examples of orthogonal symmetric (anti‐symmetric) wavelets generated by interpolatory refinable functions. This revised version was published online in June 2006 with corrections to the Cover Date.     

Multivariate Compactly Supported Fundamental Refinable Functions, Duals, and Biorthogonal Wavelets

In areas of geometric modeling and wavelets, one often needs to construct a compactly supported refinable function φ which has sufficient regularity and which is fundamental for interpolation [that means, φ(0)=1 and φ(α)=0 for all α∈ Z ^s ∖{0}].
Low regularity examples of such functions have been obtained numerically by several authors, and a more general numerical scheme was given in [1]. This article presents several schemes to construct compactly supported fundamental refinable functions, which have higher regularity, directly from a given, continuous, compactly supported, refinable fundamental function φ. Asymptotic regularity analyses of the functions generated by the constructions are given.The constructions provide the basis for multivariate interpolatory subdivision algorithms that generate highly smooth surfaces.
A very important consequence of the constructions is a natural formation of pairs of dual refinable functions, a necessary element in constructing biorthogonal wavelets. Combined with the biorthogonal wavelet construction algorithm for a pair of dual refinable functions given in [2], we are able to obtain symmetrical compactly supported multivariate biorthogonal wavelets which have arbitrarily high regularity. Several examples are computed.     

基于小波的一维线性波动方程的数值解法

小波的紧支性，正交性和二阶以上的Daubechies尺度函数及小波函数的可微性，很适合作为Galerkin方法的基函数。加上快速小波变换，这已成为数值求解偏微分方程的有力工具，本文利用微分算子的小波表示。对一维线性波动方程的小波数值解法进行了讨论。最后用实例说明了波波方法的有效性和快速性。     

Construction and decomposition of biorthogonal vector-valued wavelets with compact support

In this article, we introduce vector-valued multiresolution analysis and the biorthogonal vector-valued wavelets with four-scale. The existence of a class of biorthogonal vector-valued wavelets with compact support associated with a pair of biorthogonal vector-valued scaling functions with compact support is discussed. A method for designing a class of biorthogonal compactly supported vector-valued wavelets with four-scale is proposed by virtue of multiresolution analysis and matrix theory. The biorthogonality properties concerning vector-valued wavelet packets are characterized with the aid of time–frequency analysis method and operator theory. Three biorthogonality formulas regarding them are presented.     

向量值双正交小波的存在性及滤波器的构造

引进了向量值多分辨分析与向量值双正交小波的概念.讨论了向量值双正交小波的存在性.运用多分辨分析和矩阵理论,给出一类紧支撑向量值双正交小波滤波器的构造算法.最后,给出4-系数向量值双正交小波滤波器的的构造算例.     

美式看跌期权定价中的小波方法

本文采用有限差分格式和 Daubechies正交小波 ,提出了一种求解 Black- Scholes方程数值解新算法 .为美式看跌期定价提供了一条新的途径 .利用小波基的自适应性和消失矩特性 ,使偏微分算子矩阵和小波级数稀疏化 ,大大减少了计算量 .     

Characterization of Riesz bases of wavelets generated from multiresolution analysis

We investigate Riesz bases of wavelets generated from multiresolution analysis. This investigation leads us to a study of refinement equations with masks being exponentially decaying sequences. In order to study such refinement equations we introduce the cascade operator and the transition operator. It turns out that the transition operator associated with an exponentially decaying mask is a compact operator on a certain Banach space of sequences. With the help of the spectral theory of the compact operator we are able to characterize the convergence of the cascade algorithm associated with an exponentially decaying mask in terms of the spectrum of the corresponding transition operator. As an application of this study we establish the main result of this paper which gives a complete characterization of all possible Riesz bases of compactly supported wavelets generated from multiresolution analysis. Several interesting examples are provided to illustrate the general theory.     

向量值正交小波的构造与向量值小波包的特征

The notion of vector-valued multiresolution analysis is introduced and the concept of orthogonal vector-valued wavelets with 3-scale is proposed.A necessary and sufficient condition on the existence of orthogonal vector-valued wavelets is given by means of paraunitary vector filter bank theory.An algorithm for constructing a class of compactly supported orthogonal vector-valued wavelets is presented.Their characteristics is discussed by virtue of operator theory,time-frequency method.Moreover,it is shown how to design various orthonormal bases of space L2(R,Cn) from these wavelet packets.     

一类紧支撑矩阵值正交小波的构造

In this paper,we introduce matrix-valued multiresolution analysis and orthogonal matrix-valued wavelets.We obtain a necessary and sufficient condition on the existence of orthogonal matrix-valued wavelets by means of paraunitary vector filter bank theory.A method for constructing a class of compactly supported orthogonal matrix-valued wavelets is proposed by using multiresolution analysis method and matrix theory.     

Comparison of two Eulerian solvers for the four-dimensional Vlasov equation: Part I

This paper presents two methods for solving the four-dimensional Vlasov equation on a grid of the phase space. The two methods are based on the semi-Lagrangian method which consists in computing the distribution function at each grid point by following the characteristic curves ending there. The first method reconstructs the distribution function using local splines which are well suited for a parallel implementation. The second method is adaptive using wavelets interpolation: only a subset of the grid points are conserved to manage data locality. Numerical results are presented in the second part.     

紧支撑正交对称和反对称小波的构造

１．引言 近年来,人们分别从数学和信号的观点对正交小波进行了广泛的研究．尤其是２尺度小波,它克服了短时 Ｆｏｕｒｉｅｒ变换的一些缺陷．目前最常用的 ２尺度小波是 Ｄａｕｂｅｃｈｉｅｓ 小波,但 ２尺度小波也存在一些问题：如 Ｄａｕｂｅｃｈｉｅｓ［２］已证明了除 Ｈａａｒ小波外不存在既正交又对称的紧支撑 ２尺度小波．因此人们提出了 ａ尺度小波理论［３］－［６］,文献［４］－［６］对 ４尺度小波迸行研究．本文的目的是研究４尺度因子时紧支撑正交对称和反对称小波的构造方法．并指出对同一紧支撑正交对称尺度函数而言,…     

紧支撑二元正交小波滤波器的构造

高维小波是处理多维信号的有力工具，张量积小波有其自身的缺点．本文给出矩形域上二元正交小波滤波器的一种参数化构造算法，二元小波滤波器的这种构造方法使我们能更方便地研究非张量积的二元正交小波．最后给出算例．     

Craya decomposition using compactly supported biorthogonal wavelets

We present a new local Craya–Herring decomposition of three-dimensional vector fields using compactly supported biorthogonal wavelets. Therewith vector-valued function spaces are split into two orthogonal components, i.e., curl-free and divergence-free spaces. The latter is further decomposed into toroidal and poloidal parts to decorrelate horizontal from vertical contributions which are of particular interest in geophysical turbulence. Applications are shown for isotropic, rotating and stratified turbulent flows. A comparison between isotropic and anisotropic orthogonal Craya–Herring wavelets, built in Fourier space and thus not compactly supported, is also given.     

二元紧支撑正交小波的构造

§ 1.　Introduction　　SinceDAUBECHIES [1 ]gavethewellknownconstructionofunivariatecompactlysup portedorthonormalwavelets,considerableattertionhasbeenspentonconstructingmultivariatecompactlysupportedorthonormalwavelets [2— 5etc.] .Althoughmanyspecialbivariatenon separablewaveletshavebeenconstructed ,itisstillanopenproblemhowtoconstructbivariatecompactlyorthonormalwaveletsforanygivencompactlysupportedscalingfunction .Thepur poseofthispaperistoconstructcompactlysupportedorthogonalwaveletass…     

A class of compactly supported orthogonal symmetric complex wavelets with dilation factor 3

When approximation order is an odd positive integer a simple method is given to construct compactly supported orthogonal symmetric complex scaling function with dilation factor 3. Two corresponding orthogonal wavelets, one is symmetric and the other is antisymmetric about origin, are constructed explicitly. Additionally, when approximation order is an even integer 2, we also give a method to construct compactly supported orthogonal symmetric complex wavelets. In the end, there are several examples that illustrate the corresponding results.     

Design of compactly supported trivariate orthogonal wavelets

In this paper, a method is developed for constructing compactly supported trivariate orthogonal wavelets from univariate orthogonal wavelets, essential idea of the approach is permutation of conjugate quadrature filter. Nonseparable and separable wavelets can be achieved from univariate orthogonal wavelets. Two examples are given to demonstrate this method.     

Asymptotics and Numerics of Zeros of Polynomials That Are Related to Daubechies Wavelets

We give asymptotic approximations of the zeros of certain high degree polynomials. The zeros can be used to compute the filter coefficients in the dilation equations which define the compactly supported orthogonal Daubechies wavelets. Computational schemes are presented to obtain the numerical values of the zeros within high precision.     

Orthogonal wavelets on direct products of cyclic groups

We describe a method for constructing compactly supported orthogonal wavelets on a locally compact Abelian group G which is the weak direct product of a countable set of cyclic groups of pth order. For all integers p, n ≥ 2, we establish necessary and sufficient conditions under which the solutions of the corresponding scaling equations with p ⁿ numerical coefficients generate multiresolution analyses in L ²(G). It is noted that the coefficients of these scaling equations can be calculated from the given values of p ⁿ parameters using the discrete Vilenkin-Chrestenson transform. Besides, we obtain conditions under which a compactly supported solution of the scaling equation in L ²(G) is stable and has a linearly independent system of “integer” shifts. We present several examples illustrating these results.     

多尺度辛格式求解复杂介质波传问题

在哈密顿体系中引入小波分析,利用辛格式和紧支正交小波对波动方程的时、空间变量进行联合离散近似,构造了多尺度辛格式——MSS（Multiresolution Symplectic Scheme）．将地震波传播问题放在小波域哈密顿体系下的多尺度辛几何空间中进行分析,利用小波基与辛格式的特性,有效改善了计算效率,可解决波动力学长时模拟追踪的稳定性与逼真性．