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NASA NTRS1992

A multiresolution wavelet representation in two or more dimensions

In the multiresolution approximation, a signal is examined on a hierarchy of resolution scales by projection onto sets of smoothing functions. Wavelets are used to carry the detail information connecting adjacent sets in the resolution hierarchy. An algorithm has been implemented to perform a multiresolution decomposition in n greater than or equal to 2 dimensions based on wavelets generated from products of 1-D wavelets and smoothing functions. The functions are chosen so that an n-D wavelet may be associated with a single resolution scale and orientation. The algorithm enables complete reconstruction of a high resolution signal from decomposition coefficients. The signal may be oversampled to accommodate non-orthogonal wavelet systems, or to provide approximate translational invariance in the decomposition arrays.

Bromley, B. C.↗

NASA NTRS1993

Adaptive wavelet collocation methods for initial value boundary problems of nonlinear PDE's

We have designed a cubic spline wavelet decomposition for the Sobolev space H(sup 2)(sub 0)(I) where I is a bounded interval. Based on a special 'point-wise orthogonality' of the wavelet basis functions, a fast Discrete Wavelet Transform (DWT) is constructed. This DWT transform will map discrete samples of a function to its wavelet expansion coefficients in O(N log N) operations. Using this transform, we propose a collocation method for the initial value boundary problem of nonlinear PDE's. Then, we test the efficiency of the DWT transform and apply the collocation method to solve linear and nonlinear PDE's.

Cai, Wei↗

NASA NTRS2001

Multiresolution Wavelet Based Adaptive Numerical Dissipation Control for Shock-Turbulence Computations

The recently developed essentially fourth-order or higher low dissipative shock-capturing scheme of Yee, Sandham and Djomehri (1999) aimed at minimizing nu- merical dissipations for high speed compressible viscous flows containing shocks, shears and turbulence. To detect non smooth behavior and control the amount of numerical dissipation to be added, Yee et al. employed an artificial compression method (ACM) of Harten (1978) but utilize it in an entirely different context than Harten originally intended. The ACM sensor consists of two tuning parameters and is highly physical problem dependent. To minimize the tuning of parameters and physical problem dependence, new sensors with improved detection properties are proposed. The new sensors are derived from utilizing appropriate non-orthogonal wavelet basis functions and they can be used to completely switch to the extra numerical dissipation outside shock layers. The non-dissipative spatial base scheme of arbitrarily high order of accuracy can be maintained without compromising its stability at all parts of the domain where the solution is smooth. Two types of redundant non-orthogonal wavelet basis functions are considered. One is the B-spline wavelet (Mallat & Zhong 1992) used by Gerritsen and Olsson (1996) in an adaptive mesh refinement method, to determine regions where re nement should be done. The other is the modification of the multiresolution method of Harten (1995) by converting it to a new, redundant, non-orthogonal wavelet. The wavelet sensor is then obtained by computing the estimated Lipschitz exponent of a chosen physical quantity (or vector) to be sensed on a chosen wavelet basis function. Both wavelet sensors can be viewed as dual purpose adaptive methods leading to dynamic numerical dissipation control and improved grid adaptation indicators. Consequently, they are useful not only for shock-turbulence computations but also for computational aeroacoustics and numerical combustion. In addition, these sensors are scheme independent and can be stand alone options for numerical algorithm other than the Yee et al. scheme.

Sjoegreen, B.↗

NASA NTRS1998

The Wavelet Element Method: Realization and Additional Features in 2D and 3D - Part 2

The Wavelet Element Method (WEM) provides a construction of multiresolution systems and biorthogonal wavelets on fairly general domains. These are split into subdomains that are mapped to a single reference hypercube. Tensor products of scaling functions and wavelets defined on the unit interval are used on the reference domain. By introducing appropriate matching conditions across the interelement boundaries, a globally continuous biorthogonal wavelet basis on the general domain is obtained. This construction does not uniquely define the basis functions but rather leaves some freedom for fulfilling additional features. In this paper we detail the general construction principle of the WEM to the 1D, 2D and 3D cases. We address additional features such as symmetry, vanishing moments and minimal support of the wavelet functions in each particular dimension. The construction is illustrated by using biorthogonal spline wavelets on the interval.

Canuto, Claudio↗

NASA NTRS1996

A High Order Finite Difference Scheme with Sharp Shock Resolution for the Euler Equations

We derive a high-order finite difference scheme for the Euler equations that satisfies a semi-discrete energy estimate, and present an efficient strategy for the treatment of discontinuities that leads to sharp shock resolution. The formulation of the semi-discrete energy estimate is based on a symmetrization of the Euler equations that preserves the homogeneity of the flux vector, a canonical splitting of the flux derivative vector, and the use of difference operators that satisfy a discrete analogue to the integration by parts procedure used in the continuous energy estimate. Around discontinuities or sharp gradients, refined grids are created on which the discrete equations are solved after adding a newly constructed artificial viscosity. The positioning of the sub-grids and computation of the viscosity are aided by a detection algorithm which is based on a multi-scale wavelet analysis of the pressure grid function. The wavelet theory provides easy to implement mathematical criteria to detect discontinuities, sharp gradients and spurious oscillations quickly and efficiently.

Gerritsen, Margot↗

NASA NTRS1994

On the wavelet optimized finite difference method

When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.

Jameson, Leland↗

NASA NTRS2000

Robust Inversion and Data Compression in Control Allocation

We present an off-line computational method for control allocation design. The control allocation function delta = F(z)tau = delta (sub 0) (z) mapping commanded body-frame torques to actuator commands is implicitly specified by trim condition delta (sub 0) (z) and by a robust pseudo-inverse problem double vertical line I - G(z) F(z) double vertical line less than epsilon (z) where G(z) is a system Jacobian evaluated at operating point z, z circumflex is an estimate of z, and epsilon (z) less than 1 is a specified error tolerance. The allocation function F(z) = sigma (sub i) psi (z) F (sub i) is computed using a heuristic technique for selecting wavelet basis functions psi and a constrained least-squares criterion for selecting the allocation matrices F (sub i). The method is applied to entry trajectory control allocation for a reusable launch vehicle (X-33).

Hodel, A. Scottedward↗

NASA NTRS1992

Wavelets and the squeezed states of quantum optics

Wavelets are new mathematical objects which act as 'designer trigonometric functions.' To obtain a wavelet, the original function space of finite energy signals is generalized to a phase-space, and the translation operator in the original space has a scale change in the new variable adjoined to the translation. Localization properties in the phase-space can be improved and unconditional bases are obtained for a broad class of function and distribution spaces. Operators in phase space are 'almost diagonal' instead of the traditional condition of being diagonal in the original function space. These wavelets are applied to the squeezed states of quantum optics. The scale change required for a quantum wavelet is shown to be a Yuen squeeze operator acting on an arbitrary density operator.

Defacio, B.↗

NASA NTRS2000

Progress in the Development of a Class of Efficient Low Dissipative High Order Shock-capturing Methods

In a series of papers, Olsson (1994, 1995), Olsson & Oliger (1994), Strand (1994), Gerritsen Olsson (1996), Yee et al. (1999a,b, 2000) and Sandham & Yee (2000), the issue of nonlinear stability of the compressible Euler and Navier-Stokes Equations, including physical boundaries, and the corresponding development of the discrete analogue of nonlinear stable high order schemes, including boundary schemes, were developed, extended and evaluated for various fluid flows. High order here refers to spatial schemes that are essentially fourth-order or higher away from shock and shear regions. The objective of this paper is to give an overview of the progress of the low dissipative high order shock-capturing schemes proposed by Yee et al. (1999a,b, 2000). This class of schemes consists of simple non-dissipative high order compact or non-compact central spatial differencings and adaptive nonlinear numerical dissipation operators to minimize the use of numerical dissipation. The amount of numerical dissipation is further minimized by applying the scheme to the entropy splitting form of the inviscid flux derivatives, and by rewriting the viscous terms to minimize odd-even decoupling before the application of the central scheme (Sandham & Yee). The efficiency and accuracy of these scheme are compared with spectral, TVD and fifth- order WENO schemes. A new approach of Sjogreen & Yee (2000) utilizing non-orthogonal multi-resolution wavelet basis functions as sensors to dynamically determine the appropriate amount of numerical dissipation to be added to the non-dissipative high order spatial scheme at each grid point will be discussed. Numerical experiments of long time integration of smooth flows, shock-turbulence interactions, direct numerical simulations of a 3-D compressible turbulent plane channel flow, and various mixing layer problems indicate that these schemes are especially suitable for practical complex problems in nonlinear aeroacoustics, rotorcraft dynamics, direct numerical simulation or large eddy simulation of compressible turbulent flows at various speeds including high-speed shock-turbulence interactions, and general long time wave propagation problems. These schemes, including entropy splitting, have also been extended to freestream preserving schemes on curvilinear moving grids for a thermally perfect gas (Vinokur & Yee 2000).

Yee, H. C.↗

NASA NTRS1995

Hierarchical analysis of spatial pattern and processes of Douglas-fir forests

There has been an increased interest in the quantification of pattern in ecological systems over the past years. This interest is motivated by the desire to construct valid models which extend across many scales. Spatial methods must quantify pattern, discriminate types of pattern, and relate hierarchical phenomena across scales. Wavelet analysis is introduced as a method to identify spatial structure in ecological transect data. The main advantage of the wavelet transform over other methods is its ability to preserve and display hierarchical information while allowing for pattern decomposition. Two applications of wavelet analysis are illustrated, as a means to: (1) quantify known spatial patterns in Douglas-fir forests at several scales, and (2) construct spatially-explicit hypotheses regarding pattern generating mechanisms. Application of the wavelet variance, derived from the wavelet transform, is developed for forest ecosystem analysis to obtain additional insight into spatially-explicit data. Specifically, the resolution capabilities of the wavelet variance are compared to the semi-variogram and Fourier power spectra for the description of spatial data using a set of one-dimensional stationary and non-stationary processes. The wavelet cross-covariance function is derived from the wavelet transform and introduced as a alternative method for the analysis of multivariate spatial data of understory vegetation and canopy in Douglas-fir forests of the western Cascades of Oregon.

Bradshaw, G. A.↗

NASA NTRS2000

Multiresolution With Super-Compact Wavelets

The solution data computed from large scale simulations are sometimes too big for main memory, for local disks, and possibly even for a remote storage disk, creating tremendous processing time as well as technical difficulties in analyzing the data. The excessive storage demands a corresponding huge penalty in I/O time, rendering time and transmission time between different computer systems. In this paper, a multiresolution scheme is proposed to compress field simulation or experimental data without much loss of important information in the representation. Originally, the wavelet based multiresolution scheme was introduced in image processing, for the purposes of data compression and feature extraction. Unlike photographic image data which has rather simple settings, computational field simulation data needs more careful treatment in applying the multiresolution technique. While the image data sits on a regular spaced grid, the simulation data usually resides on a structured curvilinear grid or unstructured grid. In addition to the irregularity in grid spacing, the other difficulty is that the solutions consist of vectors instead of scalar values. The data characteristics demand more restrictive conditions. In general, the photographic images have very little inherent smoothness with discontinuities almost everywhere. On the other hand, the numerical solutions have smoothness almost everywhere and discontinuities in local areas (shock, vortices, and shear layers). The wavelet bases should be amenable to the solution of the problem at hand and applicable to constraints such as numerical accuracy and boundary conditions. In choosing a suitable wavelet basis for simulation data among a variety of wavelet families, the supercompact wavelets designed by Beam and Warming provide one of the most effective multiresolution schemes. Supercompact multi-wavelets retain the compactness of Haar wavelets, are piecewise polynomial and orthogonal, and can have arbitrary order of approximation. The advantages of the multiresolution algorithm are that no special treatment is required at the boundaries of the interval, and that the application to functions which are only piecewise continuous (internal boundaries) can be efficiently implemented. In this presentation, Beam's supercompact wavelets are generalized to higher dimensions using multidimensional scaling and wavelet functions rather than alternating the directions as in the 1D version. As a demonstration of actual 3D data compression, supercompact wavelet transforms are applied to a 3D data set for wing tip vortex flow solutions (2.5 million grid points). It is shown that high data compression ratio can be achieved (around 50:1 ratio) in both vector and scalar data set.

Lee, Dohyung↗

NASA NTRS1996

Wavelet-Based Grid Generation

Wavelets can provide a basis set in which the basis functions are constructed by dilating and translating a fixed function known as the mother wavelet. The mother wavelet can be seen as a high pass filter in the frequency domain. The process of dilating and expanding this high-pass filter can be seen as altering the frequency range that is 'passed' or detected. The process of translation moves this high-pass filter throughout the domain, thereby providing a mechanism to detect the frequencies or scales of information at every location. This is exactly the type of information that is needed for effective grid generation. This paper provides motivation to use wavelets for grid generation in addition to providing the final product: source code for wavelet-based grid generation.

HIGH PASS FILTERS↗

NASA NTRS1998

Basis Selection for Wavelet Regression

A wavelet basis selection procedure is presented for wavelet regression. Both the basis and the threshold are selected using cross-validation. The method includes the capability of incorporating prior knowledge on the smoothness (or shape of the basis functions) into the basis selection procedure. The results of the method are demonstrated on sampled functions widely used in the wavelet regression literature. The results of the method are contrasted with other published methods.

Wheeler, Kevin R.↗

NASA NTRS2005

On-Line Loss of Control Detection Using Wavelets

Wavelet transforms are used for on-line detection of aircraft loss of control. Wavelet transforms are compared with Fourier transform methods and shown to more rapidly detect changes in the vehicle dynamics. This faster response is due to a time window that decreases in length as the frequency increases. New wavelets are defined that further decrease the detection time by skewing the shape of the envelope. The wavelets are used for power spectrum and transfer function estimation. Smoothing is used to tradeoff the variance of the estimate with detection time. Wavelets are also used as front-end to the eigensystem reconstruction algorithm. Stability metrics are estimated from the frequency response and models, and it is these metrics that are used for loss of control detection. A Matlab toolbox was developed for post-processing simulation and flight data using the wavelet analysis methods. A subset of these methods was implemented in real time and named the Loss of Control Analysis Tool Set or LOCATS. A manual control experiment was conducted using a hardware-in-the-loop simulator for a large transport aircraft, in which the real time performance of LOCATS was demonstrated. The next step is to use these wavelet analysis tools for flight test support.

Brenner, Martin J.↗

NASA NTRS1992

Wavelets and electromagnetics

Wavelets are an exciting new topic in applied mathematics and signal processing. This paper will provide a brief review of wavelets which are also known as families of functions with an emphasis on interpretation rather than rigor. We will derive an indirect use of wavelets for the solution of integral equations based techniques adapted from image processing. Examples for resistive strips will be given illustrating the effect of these techniques as well as their promise in reducing dramatically the requirement in order to solve an integral equation for large bodies. We also will present a direct implementation of wavelets to solve an integral equation. Both methods suggest future research topics and may hold promise for a variety of uses in computational electromagnetics.

Kempel, Leo C.↗

NASA NTRS2004

Planetary Transmission Diagnostics

This report presents a methodology for detecting and diagnosing gear faults in the planetary stage of a helicopter transmission. This diagnostic technique is based on the constrained adaptive lifting algorithm. The lifting scheme, developed by Wim Sweldens of Bell Labs, is a time domain, prediction-error realization of the wavelet transform that allows for greater flexibility in the construction of wavelet bases. Classic lifting analyzes a given signal using wavelets derived from a single fundamental basis function. A number of researchers have proposed techniques for adding adaptivity to the lifting scheme, allowing the transform to choose from a set of fundamental bases the basis that best fits the signal. This characteristic is desirable for gear diagnostics as it allows the technique to tailor itself to a specific transmission by selecting a set of wavelets that best represent vibration signals obtained while the gearbox is operating under healthy-state conditions. However, constraints on certain basis characteristics are necessary to enhance the detection of local wave-form changes caused by certain types of gear damage. The proposed methodology analyzes individual tooth-mesh waveforms from a healthy-state gearbox vibration signal that was generated using the vibration separation (synchronous signal-averaging) algorithm. Each waveform is separated into analysis domains using zeros of its slope and curvature. The bases selected in each analysis domain are chosen to minimize the prediction error, and constrained to have the same-sign local slope and curvature as the original signal. The resulting set of bases is used to analyze future-state vibration signals and the lifting prediction error is inspected. The constraints allow the transform to effectively adapt to global amplitude changes, yielding small prediction errors. However, local wave-form changes associated with certain types of gear damage are poorly adapted, causing a significant change in the prediction error. The constrained adaptive lifting diagnostic algorithm is validated using data collected from the University of Maryland Transmission Test Rig and the results are discussed.

Lewicki, David G.↗

NASA NTRS1993

A new look at rainfall fluctuations and scaling properties of spatial rainfall using orthogonal wavelets

It has been observed that the finite-dimensional distribution functions of rainfall cannot obey simple scaling laws due to rainfall intermittency (mixed distribution with an atom at zero) and the probability of rainfall being an increasing function of area. Although rainfall fluctuations do not suffer these limitations, it is interesting to note that very few attempts have been made to study them in terms of their self-similarity characteristics. This is due to the lack of unambiguous definition of fluctuations in multidimensions. This paper shows that wavelet transforms offer a convenient and consistent method for the decomposition of inhomogeneous and anisotropic rainfall fields in two dimensions and that the components of this decomposition can be looked at as fluctuations of the rainfall field. It is also shown that under some mild assumptions, the component fields can be treated as homogeneous and thus are amenable to second-order analysis, which can provide useful insight into the nature of the process. The fact that wavelet transforms are a space-scale method also provides a convenient tool to study scaling characteristics of the process. Orthogonal wavelets are used, and these properties are investigated for a squall-line storm to study the presence of self-similarity.

Kumar, Praveen↗

NASA NTRS2004

Estimation of Time Scales in Unsteady Flows in a Turbomachinery Rig

Time scales in turbulent and transitional flow provide a link between experimental data and modeling, both in terms of physical content and for quantitative assessment. The problem of interest here is the definition of time scales in an unsteady flow. Using representative samples of data from GEAE low pressure turbine experiment in low speed research turbine facility with wake-induced transition, we document several methods to extract dominant frequencies, and compare the results. We show that conventional methods of time scale evaluation (based on autocorrelation functions and on Fourier spectra) and wavelet-based methods provide similar information when applied to stationary signals. We also show the greater flexibility of the wavelet-based methods when dealing with intermittent or strongly modulated data, as are encountered in transitioning boundary layers and in flows with unsteady forcing associated with wake passing. We define phase-averaged dominant frequencies that characterize the turbulence associated with freestream conditions and with the passing wakes downstream of a rotor. The relevance of these results for modeling is discussed in the paper.

Lewalle, Jacques↗