ME 252 B


Computational Fluid Dynamics:

Wavelet transforms and their applications to turbulence


Marie Farge1 & Kai Schneider2



Winter 2004


University of California, Santa Barbara



1 LMD-CNRS, Ecole Normale Supérieure                  2 CMI, Université de Provence

24 rue Lhomond                                                        39 rue Joliot-Curie

75231 Paris Cedex 05, France                               13453 Marseille Cedex 13, France

Email                                Email :                                        




Courses:                    Monday / Wednesday / Friday       9.00 am – 9.50 am, GIRVETZ 2123



Office hours:              Tuesday / Thursday  4.00 pm – 5.00 pm, Engineering II, room 2332


Objectives of the course


Our goal is to bring the students to a level of understanding which allows them to apply wavelet methods to solve their own problems. To guarantee a good assimilation of the wavelet theory, we will first recall the Fourier transform and the most important mathematical theorems related to it. We will then provide the students with a basic knowledge of wavelets, for both the continuous wavelet transform, the orthogonal wavelet transform and the wavelet packet transform, without going too far into their mathematical background. We will give the basics concerning their numerical implementation and illustrate their use with academic examples.  We will illustrate the course with applications to signal and image processing, data compression, denoising and resolution of PDEs, focusing in particular to applications in turbulence.


Content of the course


Fourier transform


Fourier integral and Fourier series, academic examples.

Properties, Parseval's theorem, convolution. Uncertainty principle,

Brillouin's information plane.

Auto-correlation function, spectrum, Wiener-Khinchin's theorem.

Discrete Fourier transform, Shannon's sampling theorem, fast Fourier transform.

Applications for analyzing the global regularity of a function, for filtering and denoising signals and images.


Continuous wavelet transform


Definitions, academic examples.

Information plane, choice of the mother wavelet.

Properties, Parseval's theorem, reproducing kernel.

Boundary effects, algorithms.

Scalogram and its relation to spectrum and structure functions.

Extension to two and three dimensions.


Orthogonal wavelet transform


Discretization of the wavelet space, quasi-orthogonal representations, wavelet frames.

Orthogonal wavelet bases, properties, academic examples.

Quadrature mirror filters, multi-resolution analysis.

Fast wavelet transform algorithm.

Biorthogonal wavelets, wavelets on the interval.

Extension to two and three dimensions.

Applications for compressing and denoising signals and images.          


Wavelet packet transform


Wavelet packets and Malvar wavelets orthogonal bases.

Information plane, information cost, information entropy.

Theoretical dimension of the representation, choice of the best basis.

Fast wavelet packet transform algorithm.

Extension to two and three dimensions.

Applications for compressing and denoising signals and images,
comparison with wavelets.


Applications numerical analysis


Wavelets and operator equations.

Norm equivalences and preconditioning of matrices.

Nonlinear approximation, adaptive grids,  and error estimates.

Adaption strategy for evolution problems.

Compression of operators (BCR algorithm).

Evaluation of nonlinear terms, conncection coefficients, collocation on adaptive grids.

Operator adapted wavelets (biorthognal decompositions and vaguelettes).


Applications to turbulence


Definition and properties of turbulence.

Statistical theory of two-dimensional and three-dimensional turbulence.

Intermittency and coherent structures.

Wavelet analysis of turbulent signals from both laboratory and numerical
experiments using continuous and orthogonal wavelets.

Extraction of coherent structures in one, two and three dimensional turbulent flows,
and comparison between wavelets, wavelet packets and Malvar wavelets.

Resolution of the incompressible Navier-Stokes equations using orthogonal wavelets.

Coherent Vortex Simulation (CVS), based on nonlinear wavelet filtering,
and comparison with Large Eddy Simulation (LES), based on linear Fourier filtering.


Lecture notes

Lecture on Fourier transform and sampling :       Fourier transform

Lectures on continuous wavelet transform:          Continuous wavelet transform 1d

                                                                                  Continuous wavelet transform 2d

Lectures on orthogonal wavelet transform:          Discrete wavelet transform 1d

                                                                                  Discrete wavelet transform 2d

                                                                                  Wavelet spectra

                                                                                  Wavelets for denoising

                                                                                  Wavelets numerical analysis

Lectures on wavelet packet transform:                 Wavelet packet transform




Sheet 1 : ucsb_ex1.pdf       due to January 14th

Sheet 2 : ucsb_ex2.pdf       due to January 30th

Sheet 3 : ucsb_ex3.pdf       due to February 13th


                                        Additional material


Marie Farge and Kai Schneider, 2002
Analysing and compressing turbulent fields with wavelets
Note IPSL, n°20, April 2002  pdf-file


Marie Farge, 1992

Wavelet transforms and their applications to turbulence.

Ann. Rev. Fluid Mech, 24:395-457, 1992 pdf-file


Barbara Burke, 1996

The world according to wavelets.

A.K. Peters, Wellesley


Stephane Mallat, 1999

A wavelet tour of signal processing.

Second edition, Academic Press


Paul S. Addison, 2002

The illustrated wavelet transform handbook.

Institute of Physics (IOP)


Stephane Jaffard, Yves Meyer and Robert D. Ryan, 2001

Wavelets: tools for science and technology.



M.V. Wickerhauser, 1994

Adapted wavelet analysis from theory to software.

A.K. Peters

Wavelet application in cosmetics





                                                           Wavelet Digest

                                                           Wavelets and Turbulence


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