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Department of Mathematics. University of Washington, Seattle. Seismic Imaging Summer School. University of Washington, 2
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

The Curvelet Frame Applications 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) =

X

cγ ϕγ (x)

γ

Z cγ

=

Hart F. Smith

f (x) ϕγ (x) dx

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Dyadic Decomposition Frequency shells: 2k < |ξ| < 2k +1

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition Angular Sectors: ∠(ω, ξ) ≤ 2−k /2

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition Parabolic scaling: ∆ξ2 ∼



ξ1

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition Associated partition of unity: k /2

1 = ψˆ0 (ξ) + 2

2 ∞ X X

ψˆω,k (ξ)2

k =0 ω=1

 supp(ψˆω,k ) ⊂ ξ : |ξ| ≈ 2k , ω −

ξ |ξ|



. 2−k /2

Second dyadic decomposition of f : k /2

1 = ψˆ0 (ξ)2 ˆf (ξ) +

∞ X 2 X

ψˆω,k (ξ)2 ˆf (ξ)

k =0 ω=1

Hart F. Smith

An Introduction to Curvelets



The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Second Dyadic Decomposition Associated partition of unity: k /2

1 = ψˆ0 (ξ) + 2

2 ∞ X X

ψˆω,k (ξ)2

k =0 ω=1

 supp(ψˆω,k ) ⊂ ξ : |ξ| ≈ 2k , ω −

ξ |ξ|



. 2−k /2

Second dyadic decomposition of f : k /2

1 = ψˆ0 (ξ)2 ˆf (ξ) +

∞ X 2 X

ψˆω,k (ξ)2 ˆf (ξ)

k =0 ω=1

Hart F. Smith

An Introduction to Curvelets



The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Final step: expand ψˆω,k (ξ) ˆf (ξ) in Fourier series If supp(g(ξ)) ⊂ L1 × L2 rectangle: g(ξ) = (L1 L2 )−1/2

X

cp,q e−i p ξ1 −i q ξ2

p,q −1/2

cp,q = (L1 L2 )

Z

g(ξ)e i p ξ1 +i q ξ2

Points (p, q) belong to dilated lattice: p, q ∈

2π 2π Z× Z L1 L2

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

ψˆω,k (ξ)ˆf (ξ) supported in rotated 2k × 2k /2 rectangle !^",k(#) 2k/2 2k

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

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Let (p, q) = x ∈ Ξω,k

cx,ω,k = 2

−3k /4

Z

e ihx,ξi ψˆω,k (ξ)ˆf (ξ) dξ

ψˆω,k (ξ) ˆf (ξ) = 2−3k /4

X

cx,ω,k e−ihx,ξi

x∈Ξω,k

Reconstruction is periodic, so localize: X cx,ω,k e−ihx,ξi ψˆω,k (ξ) ψˆω,k (ξ)2 ˆf (ξ) = 2−3k /4 x∈Ξω,k

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Let (p, q) = x ∈ Ξω,k

cx,ω,k = 2

−3k /4

Z

e ihx,ξi ψˆω,k (ξ)ˆf (ξ) dξ

ψˆω,k (ξ) ˆf (ξ) = 2−3k /4

X

cx,ω,k e−ihx,ξi

x∈Ξω,k

Reconstruction is periodic, so localize: X ψˆω,k (ξ)2 ˆf (ξ) = 2−3k /4 cx,ω,k e−ihx,ξi ψˆω,k (ξ) x∈Ξω,k

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Sum over ω then k to recover f ˆf (ξ) =

X X X

cx,ω,k 2−3k /4 e−ihx,ξi ψˆω,k (ξ)

ω x∈Ξω,k

k

Z

2−3k /4 e ihx,ξi ψˆω,k (ξ)ˆf (ξ) dξ

cx,ω,k =

Take inverse Fourier transform: X X X f (y ) = cx,ω,k 2−3k /4 ψω,k (y − x) k

ω x∈Ξω,k

Z cx,ω,k =

2−3k /4 ψω,k (y − x) f (y ) dy

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Sum over ω then k to recover f ˆf (ξ) =

X X X

cx,ω,k 2−3k /4 e−ihx,ξi ψˆω,k (ξ)

ω x∈Ξω,k

k

Z

2−3k /4 e ihx,ξi ψˆω,k (ξ)ˆf (ξ) dξ

cx,ω,k =

Take inverse Fourier transform: X X X f (y ) = cx,ω,k 2−3k /4 ψω,k (y − x) k

ω x∈Ξω,k

Z cx,ω,k =

2−3k /4 ψω,k (y − x) f (y ) dy

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

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

Frequency support:

γ = (x, ω, k )

Spatial support: !^",k(#) 2k/2 2k 2!k/2 !",k(y!x)

Hart F. Smith

2!k

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Plancherel identity

X

2

|cx,ω,k | =

Z

ψˆω,k (ξ)2 |ˆf (ξ)|2 dξ

x∈Ξω,k

Sum over ω and k : X

2

Z

|cγ | =

|ˆf (ξ)|2 dξ =

Z

|f (y )|2 dy

γ

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

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Plancherel identity

X

2

|cx,ω,k | =

Z

ψˆω,k (ξ)2 |ˆf (ξ)|2 dξ

x∈Ξω,k

Sum over ω and k : X

2

Z

|cγ | =

|ˆf (ξ)|2 dξ =

Z

|f (y )|2 dy

γ

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

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Curvelets and the Second Dyadic Decomposition

Plancherel identity

X

2

|cx,ω,k | =

Z

ψˆω,k (ξ)2 |ˆf (ξ)|2 dξ

x∈Ξω,k

Sum over ω and k : X

2

Z

|cγ | =

|ˆf (ξ)|2 dξ =

Z

|f (y )|2 dy

γ

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

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images 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(ψˆω,k ),

Φ(ξ) = ∇Φ(ω) · ξ + r (ξ) ,

where |r (ξ)| . 1 k

n −km− 2 n |∇m ω ∇ω ⊥ r (ξ)| . 2

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images 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(ψˆω,k ),

Φ(ξ) = ∇Φ(ω) · ξ + r (ξ) ,

where |r (ξ)| . 1 k

n −km− 2 n |∇m ω ∇ω ⊥ r (ξ)| . 2

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Example: |ξ| = ω · ξ + r (ξ) Solution to half-wave Cauchy problem: p  ∂t + i −∆y u(t, y ) = 0 , u(0, y ) = ϕγ (y ) Z

e ihy ,ξi−it|ξ| ϕˆγ (ξ) dξ

Z

  e ihy −tω,ξi e−itr (ξ) ϕˆγ (ξ) dξ

u(t, y ) = =

≈ ϕγ (y − tω) Initial data: u(0, y ) =

P

γ

cγ ϕγ (y ), then

u(t, y ) ≈

X

ϕγ (y − tω)

γ

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Example: |ξ| = ω · ξ + r (ξ) Solution to half-wave Cauchy problem: p  ∂t + i −∆y u(t, y ) = 0 , u(0, y ) = ϕγ (y ) Z

e ihy ,ξi−it|ξ| ϕˆγ (ξ) dξ

Z

  e ihy −tω,ξi e−itr (ξ) ϕˆγ (ξ) dξ

u(t, y ) = =

≈ ϕγ (y − tω) Initial data: u(0, y ) =

P

γ

cγ ϕγ (y ), then

u(t, y ) ≈

X

ϕγ (y − tω)

γ

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Evolution of waves A wavefront consisting of a few curvelets:

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Evolution of waves First approximation to wave flow:

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Córdoba-Fefferman Decomposition: 2k /2 × 2k /2 cubes Alternative phase-space decomposition being explored to compute wave propagators: (Demanét-Ying)

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

C. Fefferman [1973] Decompose support function of unit disc:

f(x)=1

Hart F. Smith

f(x)=0

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

C. Fefferman [1973]

Frequency sectors:

Spatial decomposition:

f^(!) 2k/2

2!k/2 2!k

2k

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Candés-Donoho (2003) Image with sharp jump along smooth curve:

f(x)=1

Hart F. Smith

f(x)=0

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Candés-Donoho (2003) 2k /2 dominant terms in curvelet expansion at frequency 2k :

f(x)=1

Hart F. Smith

f(x)=0

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Candés-Donoho (2003)

Approximation rate is optimal: Choose n largest coefficients cγ in f =

P

γ

cγ ϕγ

kf − fn k2L2 . n−2 log(n)3 No frame can do better for jumps along C 2 curves. Wavelet expansion: kf − fn k2L2 . n−1

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Candés-Donoho (2003)

Approximation rate is optimal: Choose n largest coefficients cγ in f =

P

γ

cγ ϕγ

kf − fn k2L2 . n−2 log(n)3 No frame can do better for jumps along C 2 curves. Wavelet expansion: kf − fn k2L2 . n−1

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Candés-Donoho (2003)

Approximation rate is optimal: Choose n largest coefficients cγ in f =

P

γ

cγ ϕγ

kf − fn k2L2 . n−2 log(n)3 No frame can do better for jumps along C 2 curves. Wavelet expansion: kf − fn k2L2 . n−1

Hart F. Smith

An Introduction to Curvelets

The Curvelet Frame Applications of Curvelets

Application to wave flow Images with jumps along curves

Denoising Images with Curvelets

Hart F. Smith

An Introduction to Curvelets

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