Numerical Analysis of Wavelet Methods

Numerical Analysis of Wavelet Methods

First Edition

Albert Cohen

Laboratoire Jacques-Louis Lions, Université Pierre et Marie Curie, Paris, France

2003

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Table of Contents

Cover image

Title page

Copyright page

Dedication

Foreword

Introduction

Notations

Spaces

Functions

Operators

Sets

Equivalences

Chapter 1: Basic examples

Publisher Summary

1.1 Introduction

1.2 The Haar system

1.3 The Schauder hierarchical basis

1.4 Multivariate constructions

1.5 Adaptive approximation

1.6 Multilevel preconditioning

1.7 Conclusions

1.8 Historical notes

Chapter 2: Multiresolution approximation

Publisher Summary

2.1 Introduction

2.2 Multiresolution analysis

2.3 Refinable functions

2.4 Subdivision schemes

2.5 Computing with refinable functions

2.6 Wavelets and multiscale algorithms

2.7 Smoothness analysis

2.8 Polynomial exactness

2.9 Duality, orthonormality and interpolation

2.10 Interpolatory and orthonormal wavelets

2.11 Wavelets and splines

2.12 Bounded domains and boundary conditions

2.13 Point values, cell averages, finite elements

2.14 Conclusions

2.15 Historical notes

Chapter 3: Approximation and smoothness

Publisher Summary

3.1 Introduction

3.2 Function spaces

3.3 Direct estimates

3.4 Inverse estimates

3.5 Interpolation and approximation spaces

3.6 Characterization of smoothness classes

3.7 Lp-unstable approximation and 0 < p < 1

3.8 Negative smoothness and Lp-spaces

3.9 Bounded domains

3.10 Boundary conditions

3.11 Multilevel preconditioning

3.12 Conclusions

3.13 Historical notes

Chapter 4: Adaptivity

Publisher Summary

4.1 Introduction

4.2 Nonlinear approximation in Besov spaces

4.3 Nonlinear wavelet approximation in Lp

4.4 Adaptive finite element approximation

4.5 Other types of nonlinear approximations

4.6 Adaptive approximation of operators

4.7 Nonlinear approximation and PDE’s

4.8 Adaptive multiscale processing

4.9 Adaptive space refinement

4.10 Conclusions

4.11 Historical notes

References

Index

Copyright

Dedication

Foreword

This book has initially appeared as a chapter in the Handbook of Numerical Analysis (volume VII), edited by Philippe Ciarlet and Jacques-Louis Lions. The main novelties in the present edition are contained in the last chapter. I have tried to give a synthetic survey on the main strategies which have been followed since the 1990’s in the development of adaptive wavelet methods for the numerical treatment of partial differential equations, in connection with the topic of nonlinear approximation, and to point out some of the important challenges which remain in this area.

I want to express my gratitude to Jonathan Burd for his excellent proofreading job, and to all those who helped a great deal in improving this material by their valuable remarks: Martin Campos, Sidi-Mahmoud Kaber, Simon Masnou, Marie Postel and Robert Ryan. This book is also the reflection of long term interactions with Wolfgang Dahmen, Ingrid Daubechies, Ronald DeVore and Yves Meyer. Beside the beautiful inspiration that their work has been for me, I also wish to thank them for their constant support and friendship through the years.

Introduction

Albert Cohen

Since the 1960’s, multiscale methods have been used in numerous areas of applied mathematics as diverse as signal analysis, statistics, computer aided geometric design, image processing and numerical analysis. The mathematical background underlying these methods was substantially reinforced with the emergence of wavelet bases in the 1980’s.

The objectives of this book are to survey the theoretical results that are involved in the numerical analysis of wavelet methods, and more generally of multiscale decomposition methods, for numerical simulation problems, and to provide the most relevant examples of such mathematical tools in this particular context.

Multiscale methods are based on approximations (fj)j≥0 to the data (or the unknown) f of a given problem, at various resolution levels indexed by j. The corresponding scales of resolution hj are usually chosen to be of order 2−j: the approximation fj should thus be viewed as a sketchy picture of f that cannot oscillate at a frequency higher than 2j . As an example, if f is a univariate continuous function, one could choose for fj the unique function such that fj(2−jk) = f(2−jk) and such that fj is affine when restricted to [2−jk,2−j(k + 1)] for all k .

Formally, one obtains a multiscale decomposition by expanding f into the sum of its coarsest approximation and additional details:

where each gj = fj+1 – fj represents the fluctuation of f between the two successive levels of resolution j and j + 1.

In practice, these approximations and decompositions can be defined and implemented in various ways: by contrast with the one and unique Fourier transform, a multiscale transform can be picked out of a versatile collection of mathematical tools. Some of them can furthermore be implemented by means of fast algorithms, and are therefore more appealing for numerical applications. In the context of numerical computations, one can be interested in further decomposing each fluctuation gj into local contributions. For specific types of multiresolution approximations, this task can be achieved using a wavelet basis: one introduces an appropriate function ψ (in the case where f is a univariate function) that is well localized both in space and frequency, and oscillates in the sense that ∫ ψ = 0, and allows one to expand gj according to

where the dj,k’s are scalar coefficients and each wavelet ψj,k := 2j/2 ψ(2j · – k) contributes to the fluctuation of f at scale 2−j in a neighborhood of size 2−j |Supp(ψ)| around the point 2−jk. Here again, there exists a versatile collection of functions ψ that are admissible for generating wavelets bases. One should thus keep in mind that, for a given problem, the efficiency of a multiscale decomposition method is strongly tied to the choice of a specific tool and associated algorithm. In the field of numerical analysis, multiscale and wavelets decompositions have been successfully used for three main tasks:

1. Preconditioning large systems arising from the discretization of elliptic partial differential equations,

2. Adaptive approximation of functions which are not uniformly smooth,

3. Sparse representation of initially full matrices arising in the discretization of integral equations.

It should be noted that in each of these applications, the use of multiscale and wavelet decompositions is very close in essence to other methods that have been previously introduced: multigrid methods for preconditioning, mesh refinement for adaptivity, multipole and panel clustering algorithms for integral equations.

Do wavelet-based techniques bring specific improvements, when dealing with the above tasks, in comparison to these more classical methods ?

Clearly, these techniques enlarge the library of tools that are available for dealing with these tasks. As it was already mentioned, an optimal choice among these tools is strongly problem dependent. More importantly, in the development and analysis of these techniques, one can benefit from a strong theoretical input from harmonic analysis and approximation theory. In particular, the possibility of characterizing various smoothness classes – e.g. Sobolev, Hölder and Besov spaces - from the numerical properties of multiscale decompositions, turns out to play a key role in the application of wavelet methods to the three previously mentioned tasks. This brings out a new and fruitful point of view, which can also be useful in the analysis of more classical, related methods.

Our goal here is not to present all the existing wavelet methods for the numerical simulation of physical processes (the amount of literature is already huge and still growing fast), but rather to give a broad account of this theoretical imput to the numerical analysis of multiscale methods.

This book is organized as follows:

In Chapter 1, we motivate the introduction of a general theory by two very simple examples of multiscale decomposition schemes. These schemes are associated with the most elementary wavelet bases: the Haar system and the Schauder hierarchical basis, that are respectively built from approximations by piecewise constant functions and piecewise affine continuous functions. We show how these schemes can be adapted to the decomposition of multivariate functions and how they can be used for adaptive approximation of functions, sparsification of integral operators, and preconditioning of elliptic equations. We discuss their inherent limitations for these applications. This chapter is descriptive in essence and the results are deliberately not organized according to the usual lemma-theorem-corollary sequence. The reader who is prepared to enter directly the general theory can easily skip it.

In Chapter 2, we review the general concept of multiresolution approximation, consisting in a nested sequence of approximation spaces,

which are used to define the approximation fj ∈ Vj. This concept leads in a natural way to the construction of wavelets in terms of details complementing the approximation between Vj and Vj+1. In practice, there are two main approaches to building such tools. The first one, which is the most intuitive to the numerician, consists in constructing the spaces Vj as a nested sequence of finite element spaces, or as nested discretizations by cell averages or point values equipped with certain inter-scale operators. The second one is based on a single scaling function φ generating Vj in the sense that φ(2j · –k), k , is a Riesz basis of. Vj This last approach yields tools of a different nature than finite elements, that might seem difficult to handle for practical computations: in particular, the function φ is not given explicitly, but as a solution of an equation of the type