An Introduction to Curvelets

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The Curvelet Frame Applications of Curvelets An Introduction to Curvelets Hart F. Smith Department of Mathematics University of Washington, Seattle Seismic Imaging Summer School University of Washington, 2009 Hart F. Smith An Introduction to Curvelets

Transcript of An Introduction to Curvelets

Page 1: An Introduction to Curvelets

The Curvelet FrameApplications of Curvelets

An Introduction to Curvelets

Hart F. Smith

Department of MathematicsUniversity of Washington, Seattle

Seismic Imaging Summer SchoolUniversity of Washington, 2009

Hart F. Smith An Introduction to Curvelets

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Curvelets

A curvelet frame {ϕγ} is a wave packet frame on L2(R2)based on second dyadic decomposition.

f (x) =∑γ

cγ ϕγ(x)

cγ =

∫f (x)ϕγ(x) dx

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Dyadic Decomposition

Frequency shells: 2k < |ξ| < 2k+1

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition

Angular Sectors: ∠(ω, ξ) ≤ 2−k/2

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition

Parabolic scaling: ∆ξ2 ∼√ξ1

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition

Associated partition of unity:

1 = ψ̂0(ξ)2 +∞∑

k=0

2k/2∑ω=1

ψ̂ω,k (ξ)2

supp(ψ̂ω,k ) ⊂{ξ : |ξ| ≈ 2k ,

∣∣ω − ξ|ξ|∣∣ . 2−k/2}

Second dyadic decomposition of f :

1 = ψ̂0(ξ)2 f̂ (ξ) +∞∑

k=0

2k/2∑ω=1

ψ̂ω,k (ξ)2 f̂ (ξ)

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition

Associated partition of unity:

1 = ψ̂0(ξ)2 +∞∑

k=0

2k/2∑ω=1

ψ̂ω,k (ξ)2

supp(ψ̂ω,k ) ⊂{ξ : |ξ| ≈ 2k ,

∣∣ω − ξ|ξ|∣∣ . 2−k/2}

Second dyadic decomposition of f :

1 = ψ̂0(ξ)2 f̂ (ξ) +∞∑

k=0

2k/2∑ω=1

ψ̂ω,k (ξ)2 f̂ (ξ)

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Final step: expand ψ̂ω,k(ξ) f̂ (ξ) in Fourier series

If supp(g(ξ)) ⊂ L1 × L2 rectangle:

g(ξ) = (L1L2)−1/2∑p,q

cp,qe−i p ξ1−i q ξ2

cp,q = (L1L2)−1/2∫

g(ξ)e i p ξ1+i q ξ2

Points (p,q) belong to dilated lattice:

p,q ∈ 2πL1

Z× 2πL2

Z

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

ψ̂ω,k(ξ)f̂ (ξ) supported in rotated 2k × 2k/2 rectangle

2k/2

2k

!^",k(#)

Points (p,q) belong to rotated 2−k × 2−k/2 lattice Ξω,k

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Let (p,q) = x ∈ Ξω,k

cx ,ω,k = 2−3k/4∫

e i〈x ,ξ〉ψ̂ω,k (ξ)f̂ (ξ) dξ

ψ̂ω,k (ξ) f̂ (ξ) = 2−3k/4∑

x∈Ξω,k

cx ,ω,k e−i〈x ,ξ〉

Reconstruction is periodic, so localize:

ψ̂ω,k (ξ)2 f̂ (ξ) = 2−3k/4∑

x∈Ξω,k

cx ,ω,k e−i〈x ,ξ〉ψ̂ω,k (ξ)

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Curvelets and the Second Dyadic Decomposition

Let (p,q) = x ∈ Ξω,k

cx ,ω,k = 2−3k/4∫

e i〈x ,ξ〉ψ̂ω,k (ξ)f̂ (ξ) dξ

ψ̂ω,k (ξ) f̂ (ξ) = 2−3k/4∑

x∈Ξω,k

cx ,ω,k e−i〈x ,ξ〉

Reconstruction is periodic, so localize:

ψ̂ω,k (ξ)2 f̂ (ξ) = 2−3k/4∑

x∈Ξω,k

cx ,ω,k e−i〈x ,ξ〉ψ̂ω,k (ξ)

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Curvelets and the Second Dyadic Decomposition

Sum over ω then k to recover f

f̂ (ξ) =∑

k

∑ω

∑x∈Ξω,k

cx ,ω,k 2−3k/4e−i〈x ,ξ〉ψ̂ω,k (ξ)

cx ,ω,k =

∫2−3k/4e i〈x ,ξ〉ψ̂ω,k (ξ)f̂ (ξ) dξ

Take inverse Fourier transform:

f (y) =∑

k

∑ω

∑x∈Ξω,k

cx ,ω,k 2−3k/4ψω,k (y − x)

cx ,ω,k =

∫2−3k/4ψω,k (y − x) f (y) dy

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Sum over ω then k to recover f

f̂ (ξ) =∑

k

∑ω

∑x∈Ξω,k

cx ,ω,k 2−3k/4e−i〈x ,ξ〉ψ̂ω,k (ξ)

cx ,ω,k =

∫2−3k/4e i〈x ,ξ〉ψ̂ω,k (ξ)f̂ (ξ) dξ

Take inverse Fourier transform:

f (y) =∑

k

∑ω

∑x∈Ξω,k

cx ,ω,k 2−3k/4ψω,k (y − x)

cx ,ω,k =

∫2−3k/4ψω,k (y − x) f (y) dy

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Curvelets: ϕγ(y) = 2−3k/4ψω,k(y − x) , γ = (x , ω, k)

Frequency support:

2k/2

2k

!^",k(#)

Spatial support:

2!k/2

2!k !",k(y!x)

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Plancherel identity

∑x∈Ξω,k

|cx ,ω,k |2 =

∫ψ̂ω,k (ξ)2 |̂f (ξ)|2 dξ

Sum over ω and k :∑γ

|cγ |2 =

∫|̂f (ξ)|2 dξ =

∫|f (y)|2 dy

Frame, not basis: ψω,k (y − x) not orthogonal, but almost.

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Plancherel identity

∑x∈Ξω,k

|cx ,ω,k |2 =

∫ψ̂ω,k (ξ)2 |̂f (ξ)|2 dξ

Sum over ω and k :∑γ

|cγ |2 =

∫|̂f (ξ)|2 dξ =

∫|f (y)|2 dy

Frame, not basis: ψω,k (y − x) not orthogonal, but almost.

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The Curvelet FrameApplications of Curvelets

Curvelets and the Second Dyadic Decomposition

Plancherel identity

∑x∈Ξω,k

|cx ,ω,k |2 =

∫ψ̂ω,k (ξ)2 |̂f (ξ)|2 dξ

Sum over ω and k :∑γ

|cγ |2 =

∫|̂f (ξ)|2 dξ =

∫|f (y)|2 dy

Frame, not basis: ψω,k (y − x) not orthogonal, but almost.

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Motivation for SDD: homogeneous phase functions

Consider Φ(ξ) smooth for ξ 6= 0, homogeneous degree 1:

Φ(sξ) = sΦ(ξ) , s > 0

Example: Φ(ξ) = |ξ|

Claim: on supp(ψ̂ω,k ), Φ(ξ) = ∇Φ(ω) · ξ + r(ξ) ,

where|r(ξ)| . 1

|∇mω∇n

ω⊥r(ξ)| . 2−km− k2 n

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Motivation for SDD: homogeneous phase functions

Consider Φ(ξ) smooth for ξ 6= 0, homogeneous degree 1:

Φ(sξ) = sΦ(ξ) , s > 0

Example: Φ(ξ) = |ξ|

Claim: on supp(ψ̂ω,k ), Φ(ξ) = ∇Φ(ω) · ξ + r(ξ) ,

where|r(ξ)| . 1

|∇mω∇n

ω⊥r(ξ)| . 2−km− k2 n

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Example: |ξ| = ω · ξ + r(ξ)

Solution to half-wave Cauchy problem:(∂t + i

√−∆y

)u(t , y) = 0 , u(0, y) = ϕγ(y)

u(t , y) =

∫e i〈y ,ξ〉−it |ξ| ϕ̂γ(ξ) dξ

=

∫e i〈y−tω,ξ〉 [e−itr(ξ) ϕ̂γ(ξ)

]dξ

≈ ϕγ(y − tω)

Initial data: u(0, y) =∑

γ cγϕγ(y), then

u(t , y) ≈∑γ

ϕγ(y − tω)

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Example: |ξ| = ω · ξ + r(ξ)

Solution to half-wave Cauchy problem:(∂t + i

√−∆y

)u(t , y) = 0 , u(0, y) = ϕγ(y)

u(t , y) =

∫e i〈y ,ξ〉−it |ξ| ϕ̂γ(ξ) dξ

=

∫e i〈y−tω,ξ〉 [e−itr(ξ) ϕ̂γ(ξ)

]dξ

≈ ϕγ(y − tω)

Initial data: u(0, y) =∑

γ cγϕγ(y), then

u(t , y) ≈∑γ

ϕγ(y − tω)

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Evolution of waves

A wavefront consisting of a few curvelets:

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Evolution of waves

First approximation to wave flow:

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Córdoba-Fefferman Decomposition: 2k/2 × 2k/2 cubes

Alternative phase-space decomposition being explored tocompute wave propagators: (Demanét-Ying)

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

C. Fefferman [1973]

Decompose support function of unit disc:

f(x)=1 f(x)=0

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

C. Fefferman [1973]

Frequency sectors:

f^(!)

2k/2

2k

Spatial decomposition:

2!k/2

2!k

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Candés-Donoho (2003)

Image with sharp jump along smooth curve:

f(x)=1 f(x)=0

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Candés-Donoho (2003)

2k/2 dominant terms in curvelet expansion at frequency 2k :

f(x)=1 f(x)=0

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Candés-Donoho (2003)

Approximation rate is optimal:

Choose n largest coefficients cγ in f =∑

γ cγϕγ

‖f − fn‖2L2 . n−2 log(n)3

No frame can do better for jumps along C2 curves.

Wavelet expansion: ‖f − fn‖2L2 . n−1

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Candés-Donoho (2003)

Approximation rate is optimal:

Choose n largest coefficients cγ in f =∑

γ cγϕγ

‖f − fn‖2L2 . n−2 log(n)3

No frame can do better for jumps along C2 curves.

Wavelet expansion: ‖f − fn‖2L2 . n−1

Hart F. Smith An Introduction to Curvelets

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Candés-Donoho (2003)

Approximation rate is optimal:

Choose n largest coefficients cγ in f =∑

γ cγϕγ

‖f − fn‖2L2 . n−2 log(n)3

No frame can do better for jumps along C2 curves.

Wavelet expansion: ‖f − fn‖2L2 . n−1

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The Curvelet FrameApplications of Curvelets

Application to wave flowImages with jumps along curves

Denoising Images with Curvelets

Hart F. Smith An Introduction to Curvelets