Wavelets and Multiresolution Analysis

Lectures for Spring 2003


Introduction: the Haar transform

Multiresolution Structure

Stromberg's Wavelet

The L1 theory of the Fourier Transform on Rd

  • Week 4 (cont)
      Wed (2/5): Definition and elementary properties of the Fourier transform, in particular - dilations and translations; Convolution on L1 and the convolution theorem; multivariate differentiation as a Fourier multiplier.
      Fri (2/7): The Gauss kernel as a summability kernel. Review of the proof of the Summability Theorem but in the setting of Rd.

  • Week 5
      Mon (2/10): The radial and nontangential maximal operators for the Gauss kernel. Convergence in Lp and almost everywhere of the Gauss means. The Fourier inversion theorem on L1.

The L2 theory of the Fourier Transform on Rd; Brief PDE Applications

  • Week 5 (cont)
      Wed (2/12): Catch-up: The Sinc function and a proof of the Riemann-Lebesgue lemma. The Plancherel Theorem and the Hausdorff-Young inequality.
      Fri (2/14): The Poisson and Gauss-Weierstrass kernels and derivation of their Fourier transforms.

  • Week 6
      Mon (2/17): No classes. Lecture time previously made up.
      Wed (2/19): Solutions of Elliptic and Parabolic PDE ( for the upper half space in Rd+1 ) as convolution operators with, respectively, the Poisson and Gauss-Weierstrass kernels. Integrated maximum principles; convergence in norm and nontangentially a.e. as one approaches the boundary using the weak type boundedness of the nontangential maximal operators.
      Fri (2/21): The Schwartz class as a complete, separable metric space; basic properties and linear functionals (tempered distributions).

Relations between a function and its Fourier transform
(Poisson summation, Paley-Weiner, and Shannon sampling)

  • Week 7
      Mon (2/24): Periodization of an L1(R) function; The Poisson summation formula for f and its Fourier transform; Jacobi's identity.
      Wed (2/26): A simple Sobolev embedding theorem: W1(L2) → C(R); The Heisenberg inequality and interpretations.
      Fri (2/28): Entire functions of exponential type; easy half of the Paley-Weiner theorem; the Phragmen-Lindelof maximum modulus theorem.

  • Week 8
      Mon (3/03): Complete the Paley-Weiner Theorem, i.e. suppt f is contained in [-T,T] implies its Fourier transform is in E(2π T).
      Wed (3/05): The Shannon sampling theorem.

MRA and Scaling Functions

  • Week 8 (cont)
      Fri (3/07): Formal definition of Multiresolution Analysis using the Haar and Stromberg systems as a guide; Riesz systems and bases.


  • Spring Break March 10-15


  • Week 9
      Mon (3/17): MRA's and the scaling function. Necessary and sufficient conditions for a translates of a function to be Riesz basis.
      Wed (3/19): The scaling function for piecewise linear splines; Construction of functions whose translates form an orthonormal basis. The two scale relationship and properties of the scaling multiplier.
      Fri (3/21): Sufficient conditions for scaling functions and MultiResolution Analyses: The Scaling Theorem.


  • Week 10
      Mon (3/24): Completion of the proof of the scaling theorem (limj →∞ Vj = L2(R),  limj → -∞ Vj = {0}).
      Wed (3/26): Examples (cont.) of scaling functions, and illustration of MRA properties of the scaling functions and its scaling coefficients.

MRA and Wavelets

      Fri (3/28): Construction of wavelets from an MRA; properties of wavelet coefficients.

  • Week 11
      Mon (3/31): Fourier transform characterization of wavelets derived from a multiresolution analysis; Battle-Lemarie spline family of wavelets.
      Wed (4/2): Verification of MRA properties required of wavelets.
      Fri (4/4): The Meyer wavelets. Wavelets formulated directly in terms of discrete equations relating coefficients; recursion to generate the scaling function from the scaling equation.


Unconditional convergence in Banach Spaces
(Independence; Rademacher functions and Khinchin's inequality.)

  • Week 12
      Mon (4/7): The Rademacher functions; orthonormality in L2([0,1]); Probabilistic independence of functions; independent sets; Khinchin's inequality.
      Wed (4/9): Finish the proof of Khinchin's inequality; proof of properties of independent collections of functions (integration of products, ...).
      Fri (4/11): Unconditional convergence of series in a Banach space. Begin proof of five equivalent conditions for unconditional convergence: defn, convergence of rearranged series, bounded multipliers, arbitrary signs, sums of arbitrary subsequences.


  • Week 13
      Mon (4/14): Continue with proof of five equivalent conditions for unconditional convergence.
      Wed (4/16): Unconditional bases in Banach spaces; a multiplier theorem.
      Fri (4/18): A maximal operator for the Haar system; weak (1,1) estimate; Wavelets as unconditional bases in Lp.


  • Week 14
      Mon (4/21): Easter Holiday, no classes.

Wavelets and Nonlinear Approximation in Lp; compact embeddings of Besov spaces.

      Wed (4/23): Riesz' factorization theorem; Daubechies construction of compactly supported smooth wavelets.
      Fri (4/25): Nonlinear approximation in L2 and compact embeddings of Besov spaces.

  • Week 15
      Mon (4/28): Nonlinear approximation in Lp, 1< p< ∞.


Additional applications of multiresolution analysis

  • Week 15 (cont)
      Wed (4/30): Image compression: Optimal entropy encoders, tree approximation, and image compression.
    Multiresolution analysis and optimal approximation of triangulated surfaces by redundant bases.

    Classes End


  • Final Exam
    Student lectures on applications and extensions of results.



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