Interpolating Subdivision Schemes and Wavelets, Slides of Banking and Finance

Interpolating subdivision schemes and their connection to wavelets. The concept of limit curves, coarsening and prediction strategies, hierarchical bases, and improving wavelets using lifting. It also mentions subdivision masks and finite elements.

Typology: Slides

2012/2013

Uploaded on 07/30/2013

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Simple�Linear�Interpolation
m0 m1
k0 k1 k2
Limit�Curve
k0 k1 k2 k3 k4
Element Element
Unchanged
Interpolating�Subdivision�Schemes
Given�a�set�of�data��,�find�fi
l
ters�����������������������������
such�that:��
e.g.�two�point�(linear)�scheme
four�point�(cubic)�scheme
Generalizes�easily�to�multiple�dimensions,�non-uniformly�
spaced�points,�boundaries,�etc.
k0 k1 k2
m0
k-1
k0 k1
m0
1
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Simple�Linear�Interpolation

k 0 m^0 k 1 m^1 k

Limit�Curve

k 0 k 1 k 2 k 3 k 4

Element (^) Element

Unchanged

Interpolating�Subdivision�Schemes

  • Given�a�set�of�data������������������������������������,�find�fil ters�����������������������������

such�that:��

  • e.g.�two�point�(linear)�scheme

four�point�(cubic)�scheme

  • Generalizes�easily�to�multiple�dimensions,�non-uniformly�

spaced�points,�boundaries,�etc.

k -1 k 0 m 0 k 1 k 2

k 0 m 0 k 1

1

  • Limit�curve�is�an�interpolating�function

Interpolating�Subdivision�Schemes

Wavelets�From�Subdivision

  • Limit�curves�can�be�used�to�interpolate�data.

On�coarse�grid

On�fine�grid

Suppose�that������������is�coarsened�by�subsampling

and�remaining�data�is�predicted�using�subdivision

k 0 k 1 k 2 k^3 k 4

k 0 m^0 k 1 m^1 k 2

k 0 k 1 k 2

2

Wavelets�From�Subdivision

• So�subdivision�schemes�naturally�lead�to�hierarchical�bases

Wavelets�From�Subdivision

• The�coarsening�strategy�������������������������is�generally�less�

than�ideal�– some�smoothing�(antialiasing)�desirable

Accomplished�by�forcing�the�wavelet�to�have�one�or�more�

vanishing�moments

Larger�����means�smaller�coefficients���������in�wavelet�series

k 0 m^0 k 1 m^1 k 2

Wavelets�From�Subdivision

  • How�to�improve�wavelets�using�lifting

Choose���������������to�make�the�moments�zero.

  • Regardless�of�the�choice�for�������������,��������������and��

are�orthogonal�to�the�dual�functions

from�which�we�obtain�an�improved�coarsening�strategy:

tunable�parameters

Predict�as�before

as�before

Then�update

Butterfly�Subdivision

5

Finite�Elements�From�Subdivision

Scalar�subdivision

Finite�Element�generated

from�vector�subdivision�

piecewise�polynomial,�but�

lacks�smoothness�at�element�

boundaries

Smoother�vector�subdivision�schemes�also�possible

Vector�Refinement

  • e.g.�vector�refinement�relation�for�Hermite interpolation�functions
  • Wavelets

[, ]

1 , (,^ )

x

x

km

x

x

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j m
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j k
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jk
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dx
d x
k m
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d x
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j

k m

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x

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[ , ] θ

ϕ

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Cubic�subdivision�for�displacements�and�rotations

[, ]

1 , (,^ )

x

x

km

x

x

w x

w x

jk

u jk

kAjm

T

j j m

u j m

jm

u jm θ θ θ

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x { x x } dx km x { x x } dx

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7