A Discrete Wavelet Transform without edge effects using wavelet extrapolation

The Discrete Wavelet Transform (DWT) is of considerable practical use in image and signal processing applications. For example, significant compression can be achieved through the use of the DWT. A fundamental problem with the DWT, however, is the treatment of finite length data sequences. Commonly used techniques such as circular convolution and symmetric extension can produce undesirable edge effects which propagate into the interior of the transformed data as the number of DWT iterations increases. In this paper, we develop a DWT applicable to Daubechies’ orthogonal wavelets which does not exhibit edge effects. The underlying idea is to extrapolate the data at the boundaries by determining the coefficients of a best fit polynomial through data points in the vicinity of the boundary. This approach can be regarded as a solution to the problem of orthogonal wavelets on an interval. However, it has the advantage that it does not involve the explicit construction of boundary wavelets. The extrapolated DWT is designed to be well conditioned and to produce a critically sampled output. The methods we describe are equally applicable to biorthogonal wavelet bases.     

Constrained peptidomimetics: building bicyclic analogs of pyrazoline derivatives

A synthetic route has been developed for incorporating pyrazoline derivatives as proline surrogates in constrained X-Pro peptidomimetics. The route allows for the synthesis of dipeptide building blocks having either a six or seven-membered-ring annulated onto the pyrazoline moiety, as well as for the asymmetric synthesis of analogs having substituents on N-terminal side of the building block.     

Effective tuning of the arene and alkanesulfinamides for highly enantioselective synthesis of (S)-4-chlorophenylphenylmethylamine, a key intermediate for antihistamic (S)-cetirizine

High diastereoselectivity (>94%) has been achieved in the phenylMgBr addition process to chlorophenyl aldimine derived from the new and sterically hindered triisopropylbenzene sulfinamide (TIPBSA) in the synthesis of a key intermediate of (S)-Cetirizine. Surprisingly, under the same reaction conditions, toluenesulfinamide derived chlorophenyl aldimine provided only 10% ee.     

Efficient Computation of Analytic Bases in Evans Function Analysis of Large Systems

In Evans function computations of the spectra of asymptotically constant-coefficient linearized operators of large systems, a problem that becomes important is the efficient computation of global analytically varying bases for invariant subspaces of the limiting coefficient matrices. In the case that the invariant subspace is spectrally separated from its complementary invariant subspace, we propose an efficient numerical implementation of a standard projection-based algorithm of Kato, for which the key step is the solution of an associated Sylvester problem. This may be recognized as the analytic cousin of a C ^k algorithm developed by Dieci and collaborators based on orthogonal projection rather than eigenprojection as in our case. For a one-dimensional subspace, it reduces essentially to an algorithm of Bridges, Derks and Gottwald based on path-finding and continuation methods.     

Phase structure function of random wave fields

The phase properties of a complex Gaussian field, which can arise following scattering from random phase screens and through extended random media, are investigated. It is shown that the unwrapped phase of a complex Gaussian field constitutes a non-stationary process, such that the phase autocorrelation function does not exist. However, the phase structure function remains finite, allowing analytical results to be obtained for various field correlations. Methods for numerical simulation are discussed and their results found to be in excellent agreement with analytical predictions. More general considerations reveal that the phase structure function of a complex Gaussian field increases linearly with large separation distance. The results are relevant to phase-sensitive detection in fields undergoing strong intensity fluctuations.     

On closed boundary value problems for equations of mixed elliptic‐hyperbolic type

For partial differential equations of mixed elliptic‐hyperbolic type we prove results on existence and existence with uniqueness of weak solutions for closed boundary value problems of Dirichlet and mixed Dirichlet‐conormal types. Such problems are of interest for applications to transonic flow and are overdetermined for solutions with classical regularity. The method employed consists in variants of the a ? b ? c integral method of Friedrichs in Sobolev spaces with suitable weights. Particular attention is paid to the problem of attaining results with a minimum of restrictions on the boundary geometry and the form of the type change function. In addition, interior regularity results are also given in the important special case of the Tricomi equation. © 2006 Wiley Periodicals, Inc.     

Longevity risk and the Grim Reaper’s toxic tail: The survivor fan charts

This paper uses survivor fan charts to illustrate the prospective density functions of future male survival rates. The fan charts are based on a version of the Cairns–Blake–Dowd model of male mortality that provides a good fit to recent mortality data for England and Wales. They indicate that although none of us can escape the Grim Reaper, survivorship uncertainty is greatest for males aged a little over 90, confirming that there exists a ‘toxic tail’ for those institutions, such as annuity and pension providers, which are obliged to make payments to them for as long as they live. We also find that taking account of uncertainty in the parameters of the underlying mortality model leads to major increases in estimates of the widths of the fan charts.     

An efficient shooting algorithm for Evans function calculations in large systems

In Evans function computations of the spectra of asymptotically constant-coefficient linear operators, a basic issue is the efficient and numerically stable computation of subspaces evolving according to the associated eigenvalue ODE. For small systems, a fast, shooting algorithm may be obtained by representing subspaces as single exterior products [J.C. Alexander, R. Sachs, Linear instability of solitary waves of a Boussinesq-type equation: A computer assisted computation, Nonlinear World 2 (4) (1995) 471–507; L.Q. Brin, Numerical testing of the stability of viscous shock waves, Ph.D. Thesis, Indiana University, Bloomington, 1998; L.Q. Brin, Numerical testing of the stability of viscous shock waves, Math. Comp. 70 (235) (2001) 1071–1088; L.Q. Brin, K. Zumbrun, Analytically varying eigenvectors and the stability of viscous shock waves, in: Seventh Workshop on Partial Differential Equations, Part I, 2001, Rio de Janeiro, Mat. Contemp. 22 (2002) 19–32; T.J. Bridges, G. Derks, G. Gottwald, Stability and instability of solitary waves of the fifth-order KdV equation: A numerical framework, Physica D 172 (1–4) (2002) 190–216]. For large systems, however, the dimension of the exterior-product space quickly becomes prohibitive, growing as , where n is the dimension of the system written as a first-order ODE and k (typically n/2) is the dimension of the subspace. We resolve this difficulty by the introduction of a simple polar coordinate algorithm representing “pure” (monomial) products as scalar multiples of orthonormal bases, for which the angular equation is a numerically optimized version of the continuous orthogonalization method of Drury–Davey [A. Davey, An automatic orthonormalization method for solving stiff boundary value problems, J. Comput. Phys. 51 (2) (1983) 343–356; L.O. Drury, Numerical solution of Orr-Sommerfeld-type equations, J. Comput. Phys. 37 (1) (1980) 133–139] and the radial equation is evaluable by quadrature. Notably, the polar-coordinate method preserves the important property of analyticity with respect to parameters.