130
Wavelets and Filter Banks
Numerical solution of PDEs: Galerkin
approximation; wavelet integrals
(projection coefficients, moments and
connection coefficients); convergence
14243
j,k(x)
trial functions
2uapprox
x2
gn(x)dx = f(x)gn(x) dx
gn(x) = (x n/2j)
n integer
c[k]j,k
(n/2j) = f(n/2j)
----------------------------
~
Vj
~
~
c[k] x2 j,k(x) . j,n(x) dx = f(x)j,n(x) dx --------
Note: Petrov-Galerkin
~ j
2
~
2j
j/2
j
j/2
j,k
j,n
~
22j ()(
-
+ k n) d
= 22jh2/x2 [n k]
where h2/x2 [n] is defined by
~
h2/x2 [n] = (t)(t n)dt -----------------
connection coefficients
~
The integrals f(x)j,n(x)dx are the coefficents for
-
--------------------------
with
j,k(x) dx
rj[k] = f(x) ~
--------------------------
2
2
h /x [n] = (t) (t n)dt
-
Simple numerical quadrature will not converge if
(t) behaves badly.
Instead, use the refinement equation to formulate an
eigenvalue problem.
(t) = 8 f0[k](2t k)
k
~
~
(t n) = 2 h0[l](2t 2n - l)
k
678
(t) = 2 f0[k](2t k)
Multiply and
Integrate
So
h2/x2[n] = 8 f0[k] h0[l]h2/x2[2n + l - k]
k
Daubechies 6
scaling function
First derivative
of Daubechies 6
scaling function
9
Reorganize as
h2/x2[n] = 8 h0[m 2n]( f0[m k]h2/x2[k])
m
Matrix form
h2/x2 = 8 A B h2/x2
m = 2n +l
eigenvalue problem
~
2
2
2[k](t k) = t ; 2[k] = t (t k)dt
-
k
~
Differentiate twice, multiply by (t) and integrate:
2[k]h2/x2[- k] = 2!
k
Normalizing condition
10
l
k _ l(
-
- k)d
Recursive formula
00 = ()d = 1
r0
N
r-1
i
1
r
r
i
) 0
2r - 1 ( i ) ( h0[k]k
k=0
i=0
l
r
( rl )kl-r 0
r=0
kl =
11
Constraint
on a[l]
12
Convergence
Synthesis scaling function:
(x) = 2 f0[k](2x k)
k
where
h =
1
2j
13
14
Multiscale Representation
e.g. 2u/x2 = f
Expand as
j=0 k
2
2j
2 x2 w(x
-
Km,n =
n)w(x-m)dx
15
Effect of Preconditioner
1
1
D=
2
1
2
1
4
1
1
4
16
Matlab Example
Numerical solution of Partial
Differential Equations
17
The Problem
1. Helmholtz equation: uxx + a u = f
p=6;
% Order of wavelet scheme (pmin=3)
a=0
L = 3;
% Period.
nmin = 2; % Minimum resolution
nmax = 7; % Maximum resolution
18
Solution at Resolution 2
19
Solution at Resolution 3
20
Solution at Resolution 4
21
Solution at Resolution 5
22
Solution at Resolution 6
23
Solution at Resolution 7
24
Convergence Results
5.9936
25