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# References

Nonadiabatic holonomy operators in classical and quantum completely integrable systems

G.Giachetta111Electronic mail: giovanni.giachetta@unicam.it

Department of Mathematics and Informatics, University of Camerino, 62032 Camerino (MC), Italy

L.Mangiarotti222Electronic mail: luigi.mangiarotti@unicam.it,

Department of Mathematics and Informatics, University of Camerino, 62032 Camerino (MC), Italy

G. Sardanashvily333Electronic mail: sard@grav.phys.msu.su

Department of Theoretical Physics, Moscow State University, 117234 Moscow, Russia

Given a completely integrable system, we associate to any connection on a fiber bundle in invariant tori over a parameter manifold the classical and quantum holonomy operator (generalized Berry’s phase factor), without any adiabatic approximation.

I. INTRODUCTION

At present, holonomy operators in quantum systems attract special attention in connection with quantum computation (see, e.g., Refs. \[1-3\]). They exemplify the non-Abelian generalization of Berry’s geometric phase by means of driving a finite level degenerate eigenstate of a Hamiltonian over a parameter manifold. The key point is that a geometric phase depends only on the geometry of a path executed and, therefore, provides a possibility to perform quantum gate operations in an intrinsically fault-tolerant way. The problem lies in separation of a geometric phase factor from the total evolution operator without using an adiabatic assumption. Firstly, holonomy quantum computation implies exact cyclic evolution, but exact adiabatic cyclic evolution almost never exists. Secondly, an adiabatic condition requires that the evolution time must be long enough.

A nonadiabatic Abelian phase was discovered by Aharonov and Anandan who considered a loop in a projective Hilbert space instead of a parameter space.4 Non-Abelian generalization of the Aharonov–Anandan phase has been studied under rather particular assumption.5. Moreover, a non-Abelian Aharonov–Anandan phase fail to be separated from the dynamic one in general. Recently, several schemes using the Aharonov–Anandan phase were proposed for nonadiabatic geometric gates.6-8

In a general setting, let us consider a linear (not necessarily finite-dimensional) dynamical system $`_t\psi =\widehat{S}\psi `$ whose linear (time-dependent) dynamic operator $`\widehat{S}`$ falls into the sum

$$\widehat{S}=\widehat{S}_0+\mathrm{\Delta }=\widehat{S}_0+\mathrm{\Delta }_\alpha _t\xi ^\alpha ,$$
(1)
where $`\xi (t)`$ is a function of time taking its values in a finite-dimensional smooth real parameter manifold $`\mathrm{\Sigma }`$ coordinated by $`(\sigma ^\alpha )`$. Let assume that: (i) the operators $`\widehat{S}_0(t)`$ and $`\mathrm{\Delta }(t^{})`$ commute for all instants $`t`$ and $`t^{}`$, and (ii) the operator $`\mathrm{\Delta }`$ depends on time only through $`\xi (t)`$. Then the evolution operator $`U(t)`$ can be represented by the product of time-ordered exponentials

$$U(t)=U_0(t)U_1(t)=T\mathrm{exp}\left[\underset{0}{\overset{t}{}}\widehat{S}_0dt^{}\right]T\mathrm{exp}\left[\underset{0}{\overset{t}{}}\mathrm{\Delta }dt^{}\right],$$
(2)
where the second one is brought into the ordered exponential

$$U_1(t)=T\mathrm{exp}\left[\underset{0}{\overset{t}{}}\mathrm{\Delta }_\alpha (\xi (t^{}))_t\xi ^\alpha (t^{})dt^{}\right]=T\mathrm{exp}\left[\underset{\xi [0,t]}{}\mathrm{\Delta }_\alpha (\sigma )d\sigma ^\alpha \right]$$
(3)
along the curve $`\xi [0,t]`$ in the parameter manifold $`\mathrm{\Sigma }`$. It is a nonadiabatic geometric factor depending only on the trajectory of the parameter function $`\xi `$. Accordingly, $`\mathrm{\Delta }`$ is a holonomy operator. The geometric factor (3) is well defined if $`\mathrm{\Delta }_\alpha d\sigma ^\alpha `$ is an Ehresmann connection on a fiber bundle over a parameter manifold $`\mathrm{\Sigma }`$. Then this factor is a displacement operator along an arbitrary curve $`\xi [0,t]\mathrm{\Sigma }`$.

A problem is that the above mentioned commutativity condition (i) is very restrictive. Moreover, it need not be preserved under time-dependent transformations.

For instance, let us consider a Hamiltonian system of dynamic variables $`(q,p)`$. Written with respect the initial data coordinates $`(q_0,p_0)`$, its Hamiltonian $`(q_0,p_0)`$ vanishes. Given these coordinates $`(q_0,p_0)`$, let one can introduce a perturbed Hamiltonian $`_\xi (q_0,p_0,\xi (t))`$ which depends on parameter functions $`\xi (t)`$ and generates a holonomy operator $`\mathrm{\Delta }`$ (1). Then the evolution operator of the perturbed Hamiltonian system reduces to the geometric factor (3). Relative to the original variables $`(q,p)`$, a Hamiltonian of this perturbed Hamiltonian system is

$`^{}=(q,p,t)+_\xi (q_0(t,q,p),p(t,q,p),\xi (t)).`$
However, the corresponding evolution operator does not fall into the product (2) because a Hamiltonian $``$ is not a function under time-dependent transformations and, consequently, the Poisson bracket $`\{,_\xi \}`$ with respect to original variables $`(q,p)`$ need not vanish.

Nevertheless, basing on this example, we can essentially extend the class of dynamical systems admiting a nonadiabatic geometric phase. We aim to describe dynamical systems where the commutativity condition (i) is not satisfied, but a part of dynamic variables is driven only by a holonomy operator. These are completely integrable Hamiltonian systems.

Let us consider a completely integrable Hamiltonian system (henceforth CIS) of $`m`$ degrees of freedom around its invariant tori $`T^m`$. We show that, being constant under an internal evolution, its action variables are driven only by a perturbation holonomy operator $`\mathrm{\Delta }`$ which can be associated to an arbitrary connection on a fiber bundle

$$\mathrm{\Sigma }\times T^m\mathrm{\Sigma }.$$
(4)
This holonomy operator is defined with respect to the initial data action-angle coordinates without any adiabatic approximation. Then we return to the original action-angle coordinates. The key point is that both classical evolution of action variables and mean values of quantum action operators relative to original action-angle coordinates are determined in full by the dynamics of initial data action and angle variables.

The plan of the paper is as follows. Section II addresses classical time-dependent CIS. The key point is that any time-dependent CIS of $`m`$ degrees of freedom is extended to an autonomous CIS of $`m+1`$ degrees of freedom9-11 and, as a consequence, can be provided with action-angle variables around a regular instantly compact invariant manifold.10,11

In Section III, we introduce the holonomy operator in a classical CIS by use of the fact that a generic Hamiltonian of a mechanical system with time-dependent parameters contains a term which is linear both in momenta and the temporal derivative of a parameter function.12,13 This term comes from a connection on the configuration space of the system fibered over a parameter manifold.

Section IV is devoted to geometric quantization of a CIS with respect to the angle polarization. This polarization leads to the Schrödinger representation of action variables in the separable Hilbert space of smooth complex functions on $`T^m`$.10,14 We show that this quantization both with respect to the original action-angle variables and the initial data action-angle variables is equivalent.

In Section V, the classical holonomy operator of Section III is quantized with respect to the initial data action-angle variables.

The symbols $``$ and $``$ below stand for the left and right interior products of multivector fields and exterior forms, respectively.

Let us recall that, given a fiber bundle $`YX`$ coordinated by $`(x^\lambda ,y^i)`$, a connection $`K`$ on $`YX`$ is defined by a tangent-valued form

$`K=dx^\lambda (_\lambda +k_\lambda ^i_i)`$
on $`Y`$.15 A connection on a fiber bundle $`YX`$ is said to be an Ehresmann connection if, given an arbitrary smooth curve $`\xi ([0,1])X`$, there exists its horizontal lift through any point of $`Y`$ over $`\xi (0)`$.

Let $`X`$ be a real axis $`R`$ provided with the Cartesian coordinate $`t`$ possessing transition functions $`t^{}=t+`$const. A connection $`K`$ on a fiber bundle $`YR`$ is uniquely represented by a vector field $`K`$ on $`Y`$ such that $`Kdt=1`$.12 This is the case of time-dependent mechanics.

II. CLASSICAL TIME-DEPENDENT CIS

Recall that the configuration space of time-dependent mechanics is a fiber bundle $`QR`$ over the time axis $`R`$. Let it be equipped with the bundle coordinates $`(t,q^k)`$, $`k=1,\mathrm{},m`$. The corresponding phase space is the vertical cotangent bundle $`V^{}Q`$ of $`QR`$ endowed with the induced coordinates $`(t,q^k,p_k)`$ relative to the holonomic coframes $`\{dq^k\}`$.12,16 The cotangent bundle $`T^{}Q`$ of $`QR`$ plays a role of the homogeneous phase space of time-dependent mechanics. It is equipped with the induced coordinates $`(t,q^k,p,p_k)`$ relative to the holonomic coframes $`\{dt,dq^k\}`$. With respect to this coordinates, the canonical symplectic form and the corresponding Poisson bracket on $`T^{}Q`$ read

$`\mathrm{\Omega }=dpdt+dp_kdq^k,`$
$`\{f,f^{}\}_T=_pf_tf^{}_tf_pf^{}+^kf_kf^{}_kf^kf^{},f,f^{}C^{\mathrm{}}(T^{}Q).`$
There is the one-dimensional trivial affine bundle

$$\zeta :T^{}QV^{}Q.$$
(5)
As a consequence, the phase space $`V^{}Q`$ of time-dependent mechanics is provided with the canonical Poisson structure

$$\{f,f^{}\}_V=^kf_kf^{}_kf^kf^{},f,f^{}C^{\mathrm{}}(V^{}Q),$$
(6)
given by the relations

$`\zeta ^{}\{f,f^{}\}_V=\{\zeta ^{}f,\zeta ^{}f^{}\}_T,f,f^{}C^{\mathrm{}}(V^{}Q).`$
The corresponding Poisson bivector on $`V^{}Q`$ reads $`w_V=_k^k`$.

A Hamiltonian of time-dependent mechanics is defined as a global section

$$h:V^{}QT^{}Q,ph=(t,q^j,p_j),$$
(7)
of the affine bundle $`\zeta `$ (5).12,16 Given the pull-back form $`h^{}\mathrm{\Omega }`$, the relations $`\gamma _Hdt=1`$, $`\gamma _Hh^{}\mathrm{\Omega }=0`$ define a unique Hamilton vector field

$$\gamma _H=_t+^k_k_k^k$$
(8)
on $`V^{}Q`$ and the corresponding Hamilton equations

$$\dot{q}^k=^k,\dot{p}_k=_k.$$
(9)
Note that, given a connection $`\mathrm{\Gamma }=_t+\mathrm{\Gamma }_t^i_i`$ on $`QR`$, any Hamiltonian $``$ (7) admits the decomposition $`=p_i\mathrm{\Gamma }_t^i+\stackrel{~}{}`$ where $`\stackrel{~}{}`$ is a function on $`V^{}Q`$.

An integral of motion of the Hamilton equations (9) is a smooth real function $`F`$ on $`V^{}Q`$ whose Lie derivative

$`𝐋_{\gamma _H}F=\gamma _HdF=_tF+\{,F\}_V`$
along the Hamilton vector field $`\gamma _H`$ (8) vanishes. A time-dependent Hamiltonian system of $`m`$ degrees of freedom is a CIS if there exist $`m`$ independent integrals of motion $`\{F_k\}`$ in involution with respect to the Poisson bracket $`\{,\}_V`$ (6). Their Hamiltonian vector fields

$`\vartheta _i=w_VdF_i=^kF_i_k_kF_i^k`$
and the Hamilton vector field $`\gamma _H`$ (8) generate a smooth regular distribution on the phase space $`V^{}Q`$ and the corresponding foliation of $`V^{}Q`$ in invariant manifolds.

One can associate to any time-dependent CIS on $`V^{}Q`$ an autonomous CIS on the homogeneous phase space $`T^{}Q`$ as follows.

Given a Hamiltonian $`h`$ (7), let us consider an autonomous Hamiltonian system on the symplectic manifold $`(T^{}Q,\mathrm{\Omega })`$ with the Hamiltonian

$`𝐇=_t(\mathrm{\Xi }\zeta ^{}h^{}\mathrm{\Xi })=p+.`$
Its Hamiltonian vector field

$$\gamma _T=_t_t_p+^k_k_k^k$$
(10)
is projected onto the Hamilton vector field $`\gamma _H`$ (8) on $`V^{}Q`$ so that

$`\zeta ^{}(𝐋_{\gamma _H}f)=\{𝐇,\zeta ^{}f\}_T,fC^{\mathrm{}}(V^{}Q).`$
An immediate consequence of this relation is the following.

(i) Given a time-dependent CIS $`(H;F_k)`$ on $`V^{}Q`$, the Hamiltonian system $`\{𝐇,\zeta ^{}F_k\}`$ on $`T^{}Q`$ is a CIS.

(ii) If $`MV^{}Q`$ is an invariant manifold of the time-dependent CIS $`\{H;F_k\}`$, then $`h(M)T^{}Q`$ is an invariant manifold of the homogeneous CIS $`(𝐇,\zeta ^{}F_k)`$.

Hereafter, let the Hamilton vector field $`\gamma _H`$ (8) be complete, i.e., the Hamilton equations (9) admit a unique global solution (a trajectory of $`\gamma _H`$) through every point of the phase space $`V^{}Q`$. The trajectories of $`\gamma _H`$ define a trivial bundle $`V^{}QV_0^{}Q`$ over the fiber $`V_0^{}Q`$ of $`V^{}QR`$ at $`t=0`$. Then any invariant manifold $`M`$ of $`\{H;F_k\}`$ is also a trivial bundle $`M=R\times M_0`$ over $`M_0=MV_0^{}Q`$.

If $`M_0`$ is compact, one can introduce action-angle coordinates around an invariant manifold $`M`$ by use of the action-angle coordinates around the invariant manifold $`h(M)`$ of the corresponding autonomous CIS on $`T^{}Q`$.10 Namely, $`h(M)`$ has an open neighbourhood which is a trivial bundle

$$U^{}=V^{}\times R\times T^mV^{}\times RV^{}$$
(11)
over a domain $`V^{}R^{m+1}`$ with respect to the action-angle coordinates $`(I_0,I_i,t,\varphi ^i)`$. Herewith, the following holds. (i) $`I_0=𝐇`$. (ii) The integrals of motion $`\zeta ^{}F_k`$ depend only on the action coordinates $`I_i`$. (iii) The symplectic form $`\mathrm{\Omega }`$ on $`U^{}`$ reads

$`\mathrm{\Omega }=dI_0dt+dI_id\varphi ^i.`$
The symplectic annulus $`U^{}`$ (11) inherits the fibration structure (5) over the toroidal domain

$$U=V\times R\times T^m,VR^m.$$
(12)
Coordinated by $`(I_i,t,\varphi ^i)`$ and provided with the Poisson structure (6), the toroidal domain (12) is a phase space of the time-dependent CIS $`(H;F_i)`$ around its instantly compact invariant manifold $`M`$. Since $`𝐇=I_0`$, the Hamilton vector field (10) is $`\gamma _T=_t`$, and so is its projection $`\gamma _H`$ (8) onto $`U`$. Hence, the above-mentioned action-angle coordinates $`(I_i,t,\varphi ^i)`$ are the initial data coordinates.

These action-angle coordinates are by no means unique. Let $``$ be an arbitrary smooth function on $`R^m`$. Then the canonical transformation

$$I_0^{}=I_0(I_j),I_i^{}=I_i,t^{}=t,\phi ^i=\varphi ^i+t^i(I_j)$$
(13)
gives new action-angle coordinates corresponding to a different trivialization of $`U^{}`$ (11) (and $`U`$ (12)). Accordingly, the Hamilton vector field $`\gamma _H`$ takes the form (8), and the Hamilton equations (9) read

$`\dot{\phi }^k=^k,\dot{I}_k=0.`$
These are the Hamilton equations of an autonomous CIS with a time-independent Hamiltonian $``$ on the toroidal domain $`U`$ (12).

III. CLASSICAL HOLONOMY OPERATORS

The phase space of a Hamiltonian system with time-dependent parameters is a composite fiber bundle $`\mathrm{\Pi }\mathrm{\Sigma }\times RR`$, where $`\mathrm{\Pi }\mathrm{\Sigma }\times R`$ is a symplectic bundle and $`\mathrm{\Sigma }\times RR`$ is a parameter bundle whose sections are parameter functions.12,13,17,18 In the case under consideration, all bundles are trivial and their trivializations hold fixed. Namely, the phase space is the product

$`\mathrm{\Pi }=\mathrm{\Sigma }\times U=\mathrm{\Sigma }\times (V\times R\times T^m)\mathrm{\Sigma }\times RR,`$
equipped with the coordinates $`(\sigma ^\alpha ,I_k,t,\varphi ^k)`$. Let us suppose for a time that parameters are also dynamic variables. The phase space of this system is the fiber bundle

$`\mathrm{\Pi }^{}=T^{}\mathrm{\Sigma }\times U\mathrm{\Sigma }\times R\times T^m`$
coordinated by $`(\sigma ^\alpha ,\sigma _\alpha ,I_k,t,\varphi ^k)`$. A generic Hamiltonian of such a system is

$$_\mathrm{\Sigma }=\sigma _\alpha \mathrm{\Sigma }_t^\alpha +I_k(\mathrm{\Lambda }_t^k+\mathrm{\Lambda }_\alpha ^k\mathrm{\Sigma }_t^\alpha )+\stackrel{~}{}(\sigma ^\beta ,I_j,t,\varphi ^j),$$
(14)
where

$`_t+\mathrm{\Sigma }_t^\alpha _\alpha +(\mathrm{\Lambda }_t^k+\mathrm{\Lambda }_\alpha ^k\mathrm{\Sigma }_t^\alpha )_k`$
is a composite connection on the fiber bundle $`\mathrm{\Sigma }\times R\times T^mR`$ generated by a connection $`_t+\mathrm{\Sigma }_t^\alpha _\alpha `$ on the parameter bundle $`\mathrm{\Sigma }\times RR`$ and a connection

$$\mathrm{\Lambda }=dt(_t+\mathrm{\Lambda }_t^k_k)+d\sigma ^\alpha (_\alpha +\mathrm{\Lambda }_\alpha ^k_k)$$
(15)
on $`\mathrm{\Sigma }\times R\times T^m\mathrm{\Sigma }\times R`$.12,13,18 Then a Hamiltonian system with a fixed parameter function $`\sigma ^\alpha =\xi ^\alpha (t)`$ is characterized by the Hamiltonian

$$_\xi =I_k[\mathrm{\Lambda }_t^k(t,\varphi ^j)+\mathrm{\Lambda }_\alpha ^k(\xi ^\beta ,t,\varphi ^j)_t\xi ^\alpha ]+\stackrel{~}{}(\xi ^\beta ,I_j,t,\varphi ^j)$$
(16)
on the pull-back bundle $`U=\xi ^{}\mathrm{\Pi }`$ (12).

Let $`(I_k,t,\varphi ^k)`$ be the initial data action-angle coordinates of a time-dependent CIS. Its Hamiltonian $``$ with respect to these coordinates vanishes. Therefore, we can introduce a desired holonomy operator by the appropriate choice of the connection $`\mathrm{\Lambda }`$ (15). Let us put $`\mathrm{\Lambda }_t^k=0`$ and assume that coefficients $`\mathrm{\Lambda }_\alpha ^k`$ are independent of time, i.e., the part

$$\mathrm{\Lambda }_\mathrm{\Sigma }=d\sigma ^\alpha (_\alpha +\mathrm{\Lambda }_\alpha ^k_k)$$
(17)
of the connection $`\mathrm{\Lambda }`$ (15) is a connection on the fiber bundle (4). Then the Hamiltonian of a perturbed CIS reads

$$_\xi =I_k\mathrm{\Lambda }_\alpha ^k(\xi ^\beta ,\varphi ^j)_t\xi ^\alpha .$$
(18)
Its Hamilton vector field (8) is

$$\gamma _H=_t+\mathrm{\Lambda }_\alpha ^i_t\xi ^\alpha _iI_k_i\mathrm{\Lambda }_\alpha ^k_t\xi ^\alpha ^i.$$
(19)
It leads to the Hamilton equations

$`_t\varphi ^i=\mathrm{\Lambda }_\alpha ^i(\xi (t),\varphi ^l)_t\xi ^\alpha ,`$ (20)
$`_tI_i=I_k_i\mathrm{\Lambda }_\alpha ^k(\xi (t),\varphi ^l)_t\xi ^\alpha .`$ (21)
Note that

$$V^{}\mathrm{\Lambda }_\mathrm{\Sigma }=d\sigma ^\alpha (_\alpha +\mathrm{\Lambda }_\alpha ^i_iI_k_i\mathrm{\Lambda }_\alpha ^k^i)$$
(22)
is the lift of the connection $`\mathrm{\Lambda }_\mathrm{\Sigma }`$ (17) onto the fiber bundle $`\mathrm{\Sigma }\times (V\times T^m)\mathrm{\Sigma }`$, seen as a subbundle of the vertical cotangent bundle $`V^{}(\mathrm{\Sigma }\times T^m)=\mathrm{\Sigma }\times T^{}T^m`$ of the fiber bundle (4). It follows that any solution $`I_i(t)`$, $`\varphi ^i(t)`$ of the Hamilton equations (20) – (21) (i.e., an integral curve of the Hamilton vector field (19)) is a horizontal lift of the curve $`\xi (t)\mathrm{\Sigma }`$ with respect to the connection $`V^{}\mathrm{\Lambda }_\mathrm{\Sigma }`$ (22). i.e., $`I_i(t)=I_i(\xi (t))`$, $`\varphi ^i(t)=\varphi (\xi (t))`$. Thus, the right-hand side of the Hamilton equations (20) – (21) is the holonomy operator

$$\mathrm{\Delta }=(\mathrm{\Lambda }_\alpha ^i_t\xi ^\alpha ,I_k_i\mathrm{\Lambda }_\alpha ^k_t\xi ^\alpha )$$
(23)
(cf. (1) where $`\widehat{S}_0=0`$). It is not a linear operator, but the substitution of a solution $`\varphi (\xi (t))`$ of the equation (20) into the Hamilton equation (21) results in a linear holonomy operator on the action variables $`I_i`$.

Let us show that the holonomy operator (23) is well defined. Since any vector field $`\vartheta `$ on $`R\times T^m`$ such that $`\vartheta dt=1`$ is complete, the Hamilton equation (20) has solutions for any parameter function $`\xi (t)`$. It follows that any connection $`\mathrm{\Lambda }_\mathrm{\Sigma }`$ (17) on the fiber bundle (4) is an Ehresmann connection, and so is its lift (22). Therefore, any curve $`\xi ([0,1])\mathrm{\Sigma }`$ can play the role of the parameter function in the holonomy operator $`\mathrm{\Delta }`$ (23).

Now, let us return to the original action-angle coordinates $`(I_k,t,\phi ^k)`$ by means of the canonical transformation (13). Relative to these coordinates, the perturbed Hamiltonian reads

$`^{}=I_k\mathrm{\Lambda }_\alpha ^k(\xi (t),\phi ^it^i(I_j))_t\xi ^\alpha (t)+(I_j),`$
and the Hamilton equations (20) – (21) take the form

$`_t\phi ^i=^i(I_j)+\mathrm{\Lambda }_\alpha ^i(\xi (t),\phi ^lt^l(I_j))_t\xi ^\alpha (t)`$
$`tI_k^i^s(I_j)_s\mathrm{\Lambda }_\alpha ^k(\xi (t),\phi ^lt^l(I_j))_t\xi ^\alpha (t),`$
$`_tI_i=I_k_i\mathrm{\Lambda }_\alpha ^k(\xi (t),\phi ^lt^l(I_j))_t\xi ^\alpha (t).`$
Their solution is $`I_i(\xi (t))`$, $`\phi ^i(t)=\varphi ^i(\xi (t))+t^i(I_j(\xi (t)))`$ where $`I_i(\xi (t))`$, $`\varphi ^i(\xi (t))`$ is a solution of the Hamilton equations (20) – (21). It is readily observed that the action variables $`I_k`$ are driven only by the holonomy operator, while the angle variables $`\phi ^i`$ have a nongeometric summand.

Let us emphasize that, in the construction of the holonomy operator (23), we did not impose any restriction on the connection $`\mathrm{\Lambda }_\mathrm{\Sigma }`$ (17). Therefore, any connection on the fiber bundle (4) generates a holonomy operator in a CIS. However, a glance at the expression (23) shows that this operator becomes zero on action variables if all coefficients $`\mathrm{\Lambda }_\lambda ^k`$ of the connection $`\mathrm{\Lambda }_\mathrm{\Sigma }`$ (17) are constant, i.e., $`\mathrm{\Lambda }_\mathrm{\Sigma }`$ is a principal connection on the fiber bundle (4) seen as a principal bundle with the structure group $`T^m`$.

IV. QUANTUM CIS

There are different approaches to quantization of CISs.19 Their geometric quantization was studied at first with respect to the polarization spanned by Hamiltonian vector fields of integrals of motion.20 For example, the well-known Simms quantization of the harmonic oscillator is of this type. In this approach, the problem is that the associated quantum algebra includes affine functions of angle coordinates which are ill defined. As a consequence, elements of the carrier space of this quantization fail to be smooth, but are tempered distributions. In recent works,10,14 we have developed a different variant of geometric quantization of CISs by use of the angle polarization spanned by almost-Hamiltonian vector fields $`^k`$ of angle variables. This quantization is equivalent to geometric quantization of the cotangent bundle $`T^{}T^m`$ of a torus $`T^m`$ with respect to the vertical polarization. The result is as follows.

Given an autonomous CIS on a symplectic annulus

$`P=V\times T^m,\mathrm{\Omega }_P=dI_id\phi ^i`$
equipped with the action-angle coordinates $`(I_i,\phi ^i)`$, its quantum algebra $`𝒜`$ with respect to the above mentioned angle polarization consists of affine functions

$`f=a^k(\phi ^j)I_k+b(\phi ^j)`$
of action coordinates $`I_k`$. They are represented by self-adjoint unbounded operators

$$\widehat{f}=ia^k_k\frac{i}{2}_ka^ka^k\lambda _k+b$$
(24)
in the separable pre-Hilbert space of complex half-forms on $`T^m`$. If coordinate transformations of $`T^m`$ are only translations, this space can be identified with the pre-Hilbert space $`C^{\mathrm{}}(T^m)`$ of smooth complex functions on $`T^m`$. Different tuples of real numbers $`(\lambda _1,\mathrm{},\lambda _m)`$ and $`(\lambda _1^{},\mathrm{},\lambda _m^{})`$ specify inequivalent representations (24), unless $`\lambda _k\lambda _k^{}Z`$ for all $`k=1,\mathrm{},m`$. These numbers come from the de Rham cohomology group $`H^1(T^m)=R^m`$.

In particular, the action operators (24) read $`\widehat{I}_k=i_k\lambda _k`$. They are bounded. By virtue of the multidimensional Fourier theorem, an orthonormal basis for $`C^{\mathrm{}}(T^m)`$ consists of functions

$$\psi _{(n_r)}(\phi )=\mathrm{exp}[in_r\phi ^r],(n_r)=(n_1,\mathrm{},n_m)Z^m.$$
(25)
With respect to this basis, the action operators are brought into countable diagonal matrices

$$\widehat{I}_k\psi _{(n_r)}=(n_k\lambda _k)\psi _{(n_r)},$$
(26)
while functions $`a^k(\phi )`$ are decomposed in Fourier series of the functions $`\psi _{(n_r)}`$, which act on $`C^{\mathrm{}}(T^m)`$ by the law

$$\widehat{\psi }_{(n_r)}\psi _{(n_r^{})}=\psi _{(n_r+n_r^{})}.$$
(27)
It should be emphasized that $`\widehat{a}^k\widehat{I}_k\widehat{a^kI_k}\widehat{I_ka^k}`$.

If a Hamiltonian $`(I_k)`$ of an autonomous CIS is an analytic function on $`R^m`$, it is uniquely quantized as a Hermitian element $`\widehat{}(I_k)=(\widehat{I}_k)`$ of the enveloping algebra of $`𝒜`$. It is a bounded self-adjoint operator with the countable spectrum

$$\widehat{}(I_k)\psi _{(n_r)}=E_{(n_r)}\psi _{(n_r)},E_{(n_r)}=(n_k\lambda _k),n_k(n_r).$$
(28)
In order to quantize a time-dependent CIS on the Poisson toroidal domain $`(U,\{,\}_V)`$ (12) equipped with action-angle coordinates $`(I_i,t,\phi ^i)`$, one may follow the instantwise geometric quantization of time-dependent mechanics.21 As a result, we can simply replace functions on $`T^m`$ with those on $`R\times T^m`$.10 Namely, the corresponding quantum algebra $`𝒜C^{\mathrm{}}(U)`$ consists of affine functions

$$f=a^k(t,\phi ^j)I_k+b(t,\phi ^j)$$
(29)
of action coordinates $`I_k`$ represented by the operators (24) in the space

$$E=C^{\mathrm{}}(R\times T^m)$$
(30)
of smooth complex functions $`\psi (t,\phi )`$ on $`R\times T^m`$. This space is provided with the structure of the pre-Hilbert $`C^{\mathrm{}}(R)`$-module with respect to the nondegenerate $`C^{\mathrm{}}(R)`$-bilinear form

$`\psi |\psi ^{}=\left({\displaystyle \frac{1}{2\pi }}\right)^m{\displaystyle \underset{T^m}{}}\psi \overline{\psi }^{}d^m\phi ,\psi ,\psi ^{}C^{\mathrm{}}(R\times T^m).`$
Its basis consists of the pull-back onto $`R\times T^m`$ of the functions $`\psi _{(n_r)}`$ (25).

This quantization of a time-dependent CIS is extended to the associated homogeneous CIS on the symplectic annulus $`(U^{},\mathrm{\Omega })`$ (11) by means of the operator $`\widehat{I}_0=i_t`$ in the pre-Hilbert module $`E`$ (30). Accordingly, the homogeneous Hamiltonian $`𝐇`$ is quantized as $`\widehat{𝐇}=i_t+\widehat{}`$. The corresponding Schrödinger equation is

$$\widehat{𝐇}\psi =i_t\psi +\widehat{}\psi =0,\psi E.$$
(31)
For instance, the quantum Hamiltonian of the original autonomous CIS is

$`\widehat{𝐇}=i_t+(\widehat{I}_j).`$
Its spectrum $`\widehat{𝐇}\psi _{(n_r)}=E_{(n_r)}\psi _{(n_r)}`$ relative to the basis $`\{\psi _{(n_r)}\}`$ for $`E`$ (30) coincides with that of the autonomous Hamiltonian (28). The Schrödinger equation (31) reads

$`\widehat{𝐇}\psi =i_t\psi +(i_k\lambda _k)\psi =0,\psi E.`$
Its solutions are the Fourier series

$`\psi ={\displaystyle \underset{(n_r)}{}}B_{(n_r)}\mathrm{exp}[itE_{(n_r)}]\psi _{(n_r)},B_{(n_r)}C.`$
Now, let us quantize this CIS with respect to the initial data action-angle coordinates $`(I_i,\varphi ^i)`$. Its quantum algebra $`𝒜_0C^{\mathrm{}}(U)`$ consists of affine functions

$$f=a^k(t,\varphi ^j)I_k+b(t,\varphi ^j).$$
(32)
The canonical transformation (13) provides an isomorphism between Poisson algebras $`𝒜`$ and $`𝒜_0`$. Functions $`f`$ (32) are represented by the operators $`\widehat{f}`$ (24) in the pre-Hilbert module $`E_0`$ of smooth complex functions $`\mathrm{\Psi }(t,\varphi )`$ on $`R\times T^m`$. Given its basis $`\mathrm{\Psi }_{(n_r)}(\varphi )=[in_r\varphi ^r]`$, the operators $`\widehat{I}_k`$ and $`\widehat{\psi }_{(n_r)}`$ take the form (26) and (27), respectively. The Hamiltonian of a quantum CIS with respect to the initial data variables is $`\widehat{𝐇}_0=i_t`$. Then one easily obtains the isometric isomorphism

$$R(\psi _{(n_r)})=\mathrm{exp}[itE_{(n_r)}]\mathrm{\Psi }_{(n_r)},R(\psi )|R(\psi ^{})=\psi |\psi ^{},$$
(33)
between the pre-Hilbert modules $`E`$ and $`E_0`$ which provides the equivalence

$$\widehat{I}_i=R^1\widehat{I}_iR,\widehat{\psi }_{(n_r)}=R^1\widehat{\mathrm{\Psi }}_{(n_r)}R,\widehat{𝐇}=R^1\widehat{𝐇}_0R$$
(34)
of the quantizations of a CIS with respect to the original and initial data action-angle variables.

V. QUANTUM HOLONOMY OPERATORS

In view of the isomorphism (34), let us first construct a holonomy operator for a quantum CIS $`(𝒜_0,\widehat{𝐇}_0)`$ with respect to the initial data action-angle coordinates. Let us consider the perturbed homogeneous Hamiltonian

$`𝐇_\xi =𝐇_0+𝐇_1=I_0+_t\xi ^\alpha (t)\mathrm{\Lambda }_\alpha ^k(\xi (t),\varphi ^j)I_k`$
of the classical perturbed system (18). Its perturbation term $`𝐇_1`$ is of the form (29) and, therefore, is quantized by the operator

$`\widehat{𝐇}_1=i_t\xi ^\alpha \widehat{\mathrm{\Delta }}_\alpha =i_t\xi ^\alpha [\mathrm{\Lambda }_\alpha ^k_k+{\displaystyle \frac{1}{2}}_k(\mathrm{\Lambda }_\alpha ^k)i\lambda _k\mathrm{\Lambda }_\alpha ^k].`$
The quantum Hamiltonian $`\widehat{𝐇}_\xi =\widehat{𝐇}_0+\widehat{𝐇}_1`$ defines the Schrödinger equation

$$_t\mathrm{\Psi }+_t\xi ^\alpha [\mathrm{\Lambda }_\alpha ^k_k+\frac{1}{2}_k(\mathrm{\Lambda }_\alpha ^k)i\lambda _k\mathrm{\Lambda }_\alpha ^k]\mathrm{\Psi }=0.$$
(35)
If a solution exists, it can be written by means of the evolution operator which reduces to the geometric factor $`U_1`$ (3). The latter can be viewed as a displacement operator along the curve $`\xi [0,1]\mathrm{\Sigma }`$ with respect to the connection

$$\widehat{\mathrm{\Lambda }}_\mathrm{\Sigma }=d\sigma ^\alpha (_\alpha +\widehat{\mathrm{\Delta }}_\alpha )$$
(36)
in the $`C^{\mathrm{}}(\mathrm{\Sigma })`$-module $`C^{\mathrm{}}(\mathrm{\Sigma }\times T^m)`$ of smooth complex functions on $`\mathrm{\Sigma }\times T^m`$.13,15,18,22 Let us study the existence if this displacement operator.

Given a connection $`\mathrm{\Lambda }_\mathrm{\Sigma }`$ (17), let $`\mathrm{\Phi }^i(t,\varphi )`$ denote the flow of the complete vector field $`_t+\mathrm{\Lambda }_\alpha ^i(\xi ,\varphi )_t\xi ^\alpha _i`$ on $`R\times T^m`$. It is a solution of the Hamilton equation (20) with the initial data $`\varphi `$. We need the inverse flow $`(\mathrm{\Phi }^1)^i(t,\varphi )`$ which obeys the equation

$`_t(\mathrm{\Phi }^1)^i(t,\varphi )=_t\xi ^\alpha \mathrm{\Lambda }_\alpha ^i(\xi ,(\mathrm{\Phi }^1)^i(t,\varphi ))=_t\xi ^\alpha \mathrm{\Lambda }_\alpha ^k(\xi ,\varphi )_k(\mathrm{\Phi }^1)^i(t,\varphi ).`$
Let $`\mathrm{\Psi }_0`$ be an arbitrary complex half-form $`\mathrm{\Psi }_0`$ on $`T^m`$ possessing identical transition functions, and let the same symbol stand for its pull-back onto $`R\times T^m`$. Given its pull-back

$$(\mathrm{\Phi }^1)^{}\mathrm{\Psi }_0=det\left(\frac{(\mathrm{\Phi }^1)^i}{\varphi ^k}\right)^{1/2}\mathrm{\Psi }_0(\mathrm{\Phi }^1(t,\varphi )),$$
(37)
it is readily observed that

$`\mathrm{\Psi }=(\mathrm{\Phi }^1)^{}\mathrm{\Psi }_0\mathrm{exp}[i\lambda _k\varphi ^k]`$
obeys the Schrödinger equation (35) with the initial data $`\mathrm{\Psi }_0`$. This function is well defined only if all the numbers $`\lambda _k`$ equal $`0`$ or $`\pm 1/2`$. Note that, if some numbers $`\lambda _k`$ are equal to $`\pm 1/2`$, then $`\mathrm{\Psi }_0\mathrm{exp}[i\lambda _k\varphi ^k]`$ is a half-density on $`T^m`$ whose transition functions equal $`\pm 1`$, i.e., it is a section of a nontrivial metalinear bundle over $`T^m`$

We thus observe that if $`\lambda _k`$ equal $`0`$ or $`\pm 1/2`$, then the displacement operator always exists and $`\mathrm{\Delta }=i𝐇_1`$ is a holonomy operator. A glance at the action law (27) shows that this operator is infinite-dimensional.

For instance, let $`\mathrm{\Lambda }_\mathrm{\Sigma }`$ (17) be the above mentioned principal connection, i.e., $`\mathrm{\Lambda }_\alpha ^k=`$const. Then the Schrödinger equation (35) where $`\lambda _k=0`$ takes the form

$`_t\mathrm{\Psi }(t,\varphi ^j)+_t\xi ^\alpha (t)\mathrm{\Lambda }_\alpha ^k_k\mathrm{\Psi }(t,\varphi ^j)=0.`$
Its solution (37) is

$`\mathrm{\Psi }(t,\varphi ^j)=\mathrm{\Psi }_0(\varphi ^j(\xi ^\alpha (t)\xi ^\alpha (0))\mathrm{\Lambda }_\alpha ^j).`$
The corresponding evolution operator reduces to Berry’s phase multiplier

$`U_1\mathrm{\Psi }_{(n_r)}=\mathrm{exp}[in_j(\xi ^\alpha (t)\xi ^\alpha (0))\mathrm{\Lambda }_\alpha ^j)]\mathrm{\Psi }_{(n_r)},n_j(n_r).`$
It keeps the eigenvectors of the action operators $`\widehat{I}_i`$.

In order to return to the original action-angle variables, one can employ the morphism $`R`$ (33). The corresponding Hamiltonian reads $`𝐇^{}=R^1𝐇_\xi R`$. The key point is that, due to the relation (34), the action operators $`\widehat{I}_i`$ have the same mean values

$`I_k\psi |\psi =I_k\mathrm{\Psi }|\mathrm{\Psi },\mathrm{\Psi }=R(\psi ),`$
with respect both to the original and the initial data action-angle variables. Therefore, these mean values are defined only by the holonomy operator.

VI. CONCLUSIONS

We have shown that any CIS around its compact invariant manifold admits a perturbation dependent on parameters by means of holonomy operator associated to a connection on the fiber bundle (4).

Since action variables are driven only by a holonomy operator, one can use this operator in order to perform a dynamic transition between classical solutions or quantum states of an unperturbed CIS by an appropriate choice of a parameter function $`\xi `$. The key point is that this transition can take an arbitrary short time because we are entirely free with time parametrization of $`\xi `$ and can choose it quickly changing, in contrast with slowly varying parameter functions in adiabatic models. For instance, one can choose $`\xi `$ a step function, then its time derivative is a $`\delta `$-function of time. This fact makes nonadiabatic holonomy operators in CISs promising for several applications, including classical and quantum scattering in integrable Hamiltonian systems,23 quantum control operators,24,25 and the above mentioned quantum computation. It also looks attractive that quantum holonomy operators in CISs are essentially infinite-dimensional, whereas both the existent quantum control theory and the theory of quantum information and computation26 involve only finite-dimensional operators.


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# Emerging Applications of Geometric Multiscale Analysis

## 1. Prologue

Since the last ICM, we have lost three great mathematical scientists of the twentieth century: Alberto Pedro Calderón (1922-1999), John Wilder Tukey (1915-2000) and Claude Elwood Shannon (1916-2001). Although these three are not typically spoken of as a group, I find it fitting to mention these three together because each of these figures symbolizes for me one aspect of the unreasonable effectiveness of harmonic analysis.

Indeed we are all aware of the birth of harmonic analysis in the nineteenth century as a tool for understanding of the equations of mathematical physics, but it is striking how the original tools of harmonic analysis have frequently (a) changed, and (b) been applied in ways the inventors could not have anticipated. Thus, (a) harmonic analysis no longer means ‘Fourier Analysis’ exclusively, because wavelet and other forms of decompositions have been invented by modern harmonic analysts (such as Calderón); and (b) harmonic analysis finds extensive application outside of mathematical physics, as a central infrastructural element of the modern information society, because of the ubiquitous applications of the fast Fourier transform (after Tukey) and Fourier transform coding (after Shannon).

There is a paradox here, because harmonic analysts are for the most part not seeking applications, or at any rate, what they regard as possible applications seem not to be the large-scale applications that actually result. Hence the impact achieved by harmonic analysis has often not been the intended one After meditating for a while on what seems to be the ‘unreasonable’ effectiveness of harmonic analysis, I have identified what seems to me a chain of argumentation that renders the ‘unreasonable’ at least ‘plausible’. The chain has two propositions:

* Information has its own architecture. Each data source, whether imagery, sound, text, has an inner architecture which we should attempt to discover and exploit for applications such as noise removal, signal recovery, data compression, and fast computation.
* Harmonic Analysis is about inventing and exploring architectures for information. Harmonic analysts have always created new architectures for decomposition, rearrangement and reconstruction of operators and functions.

In short, the inventory of architectures created by harmonic analysis amounts to an intellectual patrimony which modern scientists and engineers can fruitfully draw upon for inspiration as they pursue applications. Although there is no necessary connection between the architectures that harmonic analysts are studying and the architectures that information requires, it is important that we have many examples of useful architectures available, and harmonic analysis provides many of these. Occasionally, the architectures already inventoried by harmonic analysts will be exactly the right ones needed for specific applications.

I stress that the ‘externally professed goals’ of harmonic analysis in recent decades have always been theorems, e.g. about the almost everywhere convergence of Fourier Series, the boundedness of Bochner-Riesz summation operators, or the boundedness of the Cauchy integral on chord-arc curves. These externally professed goals have, as far as I know, very little to do with applications where harmonic analysis has had wide scale impact. Nevertheless, some harmonic analysts are aware of the architectural element in what they do, and value it highly. As R.R. Coifman has pointed out to me in private communication:

> “The objective of Zygmund, Calderón and their school was not the establishment of new theorems by any means possible. It was often to take known results that seemed like magic — e.g. because of the way they used complex variables methods — and tear them apart, finding the underlying structures and their inner interactions that made it absolutely clear what was going on. The test of understanding was measured by the ability to prove an estimate.”

In short, the goal was to find the right architecture, not merely to find the right estimate.

## 2. Overview

In my lecture, I was able to discuss the possibility that a coherent subject of Geometric Multiscale Analysis (GMA) can be developed – a subject spanning both mathematics and a wide range of applications. It is at this point unclear what the boundaries of the subject will be, but perhaps the speculative nature of what I had to say will excite the interest of some readers. I found it useful to organize the presentation around the Calderón reproducing formula, which gave us the continuous wavelet transform, but also can be adapted to give us other multiscale transforms with interesting geometric aspects. The several different information architectures I described give an intuitive understanding of what GMA might consist of. In the article below, I will review some of the achievements of classical $`1`$-dimensional multiscale analysis (wavelet analysis) starting in the 1980’s, both the mathematical achievements and the extensive applications; then I will as a warm-up discuss reasons that we need alternatives to $`1`$-dimensional multiscale analysis and its straightforward $`d`$-dimensional extensions, and some ideas such as ridgelets, that point in the expected directions. In my lecture, I was able to discuss two harmonic analysis results of the 1990’s – Hart Smith’s “Hardy space for FIO’s” and Peter Jones’ “Travelling Salesman” theorem. Both results concern the higher-dimensional setting, where it becomes possible to bring in geometric ideas. I suggested that, in higher dimensions, there are interesting, nontrivial, nonclassical, geometric multiscale architectures, with applications paralleling the one-dimensional case. I was able to sketch some developing applications of these post-classical architectures. If these applications can be developed as extensively as has been done for classical multiscale analysis, the impacts may be large indeed. In this article, I really have space only to mention topics growing out of my discussion of Hart Smith’s paper. For an extended version of the article, covering the talk more fully, see .

Note: Below we make a distinction between stylized applications (idealized applications in mathematical models) and actual applications (specific contributions to scientific discourse and technological progress); we always describe the two in separate subsections.

## 3. Classical multiscale analysis

An efficient way to introduce classical multiscale analysis is to start from Calderón’s reproducing formula, or as commonly called today, the Continuous Wavelet Transform. We suppose we have a real-valued function $`f:𝐑𝐑`$ which we want to decompose into contributions from various scales and locations. We take with a wavelet, an oscillatory real-valued function $`\psi (t)`$ satisfying the Calderón admissibility condition imposed on the Fourier transform $`\widehat{\psi }`$ as $`_0^{\mathrm{}}|\widehat{\psi }(\xi t)|^2\frac{dt}{t}=2\pi `$, $`\xi 0`$. We translate and dilate according to $`(\psi _{a,b})(t)=\psi ((tb)/a)/\sqrt{a}`$. We perform Wavelet Analysis by ‘hitting’ the function against all the different wavelets, obtaining $`W_f(a,b)=\psi _{a,b},f`$; $`W_f`$ is called the Continuous Wavelet Transform (CWT). The CWT contains all the information necessary to reconstruct $`f`$, so we can perform Wavelet Synthesis by integrating overall all scales and locations, summing up wavelets with appropriate coefficients.

$$f(t)=W_f(a,b)\psi _{a,b}(t)\mu (dadb).$$

Here $`\mu (dadb)`$ is the appropriate reference measure, in this case $`\frac{db}{a}\frac{da}{a}`$. The ‘tightness’ of the wavelet transform as a characterisation of the properties of $`f`$ is expressed by the Parseval-type relation $`W_f(a,b)^2\mu (dadb)=f(t)^2𝑑t`$. See also .

### 3.1. Mathematical results

The CWT maps $`f`$ into a time-scale plane; by measuring properties of this time-scale portrait we can obtain norms on functions which lead to interesting theories of functional spaces and their properties; there are two broad scales of such spaces we can describe. To define the Besov $`B_{p,q}^\sigma `$ spaces we integrate over locations first, and then over scales

$$\left(\left((|W(a,b)|a^s)^p\frac{db}{a}\right)^{q/p}\frac{da}{a}\right)^{1/p}.$$

To define the Triebel-Lizorkin $`F_{p,q}^\sigma `$ spaces we integrate over scales first and then over locations

$$\left(\left((|W(a,b)|a^s)^q\frac{da}{a^{1+q/p}}\right)^{p/q}𝑑b\right)^{1/p}.$$

Here $`s=\sigma (1/p1/2)`$, and we adopt a convention here and below of ignoring the low frequencies so that actually these formulas are only correct for functions which are built from frequencies $`|\xi |>\lambda _0`$; the correct general formulas would require an extra term for the low frequencies which will confuse the novice and be tedious for experts. Also for certain combinations of parameters $`p,q=1,\mathrm{}`$ for example, changes ought to be made, based on maximal functions, BMO norms, etc., but in this expository work we gloss over such issues.

Each of these norms asks that the wavelet transform decay as we go to finer scales, and so controls the oscillations of the functions. Intuition about some of these spaces comes by thinking of a wavelet coefficient as something akin to a difference operator such as $`f(b+a)2f(b)+f(ba)`$; the various norms on the continuous wavelet coefficients measure explicitly the finite differences and implicitly the derivatives of the analyzed functions. The distinctions between spaces come in the subtle aspects of choice of order of integrating in scale and in location and in choice of $`p`$ and $`q`$. We get the following sequence of relations between the spaces defined by the $`F`$ and $`B`$ scales and classical spaces:

* $`L^p`$ : $`L^pF_{p,2}^0`$, $`1<p<\mathrm{}`$.
* $`H^p`$ : $`H^pF_{p,2}^0`$, $`0<p1`$.
* Sobolev: $`W_p^mF_{p,2}^m`$, $`1<p<\mathrm{}`$.
* Hölder: $`C^\alpha B_\mathrm{},\mathrm{}^\alpha `$

There are also equivalences with non-classical, but very interesting, spaces, such as the Bump Algebra $`B_{1,1}^1`$, and almost-equivalences to some other fundamental spaces, such as $`BV(𝐑)`$. The full story about such equivalence is told very well in .

An important structural fact about these spaces is that they admit molecular decompositions; we can define molecules as functions obeying certain size, smoothness and vanishing moment conditions, which are localized near an interval of some scale and location, and then show that, although elements of these spaces are defined by norms on the continuum domain, functions belong to these spaces if and only if they can be written as superpositions $`f(x)=_QA_Qm_Q(x)`$ where $`m_Q`$ are molecules and the $`A_Q`$ are scalar coefficients, and where the coefficient sequence $`(A_Q)_Q`$ obeys certain norm constraints. Results of this kind first emerged in the 1970’s; a canonical way to get such results uses the CWT . Consider the dyadic cells

$$Q=\{(a,b):2^j>a2^{(j+1)},k/2^jb<(k+1)/2^j\},$$

note that they obey $`\mu (Q)1`$; they are “unit cells’ for the reference measure. It turns out that the behavior of $`W(a,b)`$ at various points within such a cell $`Q`$ stays roughly comparable , and that the $`\psi _{a,b}`$ all behave similarly as well. As a result, the integral decomposition offered by the Calderón reproducing formula can sensibly be discretized into terms arising from different cells.

$`f(x)`$ $`=`$ $`{\displaystyle W(a,b)\psi _{a,b}(x)\mu (dadb)}`$
$`=`$ $`{\displaystyle \underset{Q}{}}{\displaystyle _Q}W(a,b)\psi _{a,b}(x)\mu (dadb)`$
$`=`$ $`{\displaystyle \underset{Q}{}}M_Q(x),M_Q={\displaystyle _Q}W(a,b)\psi _{a,b}\mu (dadb)`$
$`=`$ $`{\displaystyle \underset{Q}{}}A_Qm_Q(x),A_Q=W(,)_{L^2(Q)}`$
Now roughly speaking, each $`m_Q`$ is a mixture of wavelets at about the same location and scale, and so is something like a wavelet, a coherent oscillatory waveform of a certain location and scale. This type of discretization of the Calderón reproducing formula has been practiced since the 1970’s, for example by Calderón, and by Coifman and Weiss , who introduced the terms molecular decomposition (and atomic decomposition) for discrete series of terms localized near a certain scale and location. Hence, the $`m_Q`$ may be called molecules and the $`A_Q`$ represent the contributions of various molecules. The spaces $`F_{p,q}^\sigma `$ and $`B_{p,q}^\sigma `$ can then be characterized by the decomposition $`f(x)=_QA_Qm_Q(x)`$: we can define sequence-space norms $`f_{p,q}^\sigma `$ as in (3.2) below for which

$$f_{F_{p,q}^\sigma }(A_Q)_Q_{f_{p,q}^\sigma },$$

and similarly for Besov sequence norms $`b_{p,q}^\sigma `$. This gives a clear understanding of the structure of $`f`$ in terms of the distribution of the number and size of oscillations across scales.

While the molecular decomposition is very insightful and useful for proving structure theorems about functional spaces, it has two drawbacks which severely restrict practical applications. First, the $`A_Q`$ are nonlinear functionals of the underlying object $`f`$; secondly, the $`m_Q`$ are variable objects which depend on $`f`$. As a result, practical applications of the sum $`_QA_Qm_Q`$ are not as straightforward as one might like. Starting in the early 1980’s, it was found that a much simpler and more practical decomposition was possible; in fact with appropriate choice of generating wavelet – different than usually made in the CWT – one could have an orthonormal wavelet basis .

$$f=\underset{j,k}{}W(2^j,k/2^j)\psi _{2^j,k/2^j}=\underset{j,k}{}\alpha _{j,k}\psi _{j,k}.$$
(3.1)
Essentially, instead of integrating over dyadic cells $`Q`$, it is necessary only to sample once per cell! Several crucial advantages in applications flow from the fact that the coefficients $`\alpha _{j,k}`$ are linear in $`f`$ and the $`\psi _{j,k}`$ are fixed and known.

A theoretical advantage flows from the fact that the same norm equivalence that was available for the amplitudes $`(A_Q)`$ in the molecular decomposition also applies for the wavelet coefficients:

$`f_{B_{p,q}^\sigma }`$ $``$ $`\alpha _{b_{p,q}^\sigma }\left({\displaystyle \underset{j}{}}({\displaystyle \underset{k}{}}|\alpha _{j,k}|^p)^{q/p}2^{jsq}\right)^{1/q},`$ (3.2)
$`f_{F_{p,q}^\sigma }`$ $``$ $`\alpha _{f_{p,q}^\sigma }\left({\displaystyle (\underset{j}{}|\alpha _{j,k}|^q2^{jsq}\chi _{j,k}(t))^{p/q}}\right)^{1/q}.`$ (3.3)
This implies that the wavelets $`\psi _{j,k}`$ make an unconditional basis for appropriate spaces in the Besov and Triebel scales. This can be seen from the fact that the norm involves only $`|\alpha _{j,k}|`$; a fact which is quite different from the case with Fourier analysis. Unconditionality implies that the balls $`\{f:f_{B_{p,q}^\sigma }A\}`$ are closely inscribed by and circumscribed by balls $`\{f:\alpha _{b_{p,q}^\sigma }A^{}\}`$ which are quite simple geometric objects, solid and orthosymmetric with respect to the wavelets as ‘principal axes’. This solid orthosymmetry is of central significance for the optimality of wavelets for many of the stylized applications mentioned below; compare .

Our last chapter in the mathematical development of classical multiscale methods concerns the connection between Besov spaces and approximation spaces. In the late 1960’s, Jaak Peetre observed that the space $`B_{1/\sigma ,1/\sigma }^\sigma `$, $`\sigma >1`$ was very special. It served as the Approximation Space for approximation in $`L^{\mathrm{}}`$ norm by free knot splines, i.e. as the set of functions approximable at rate $`n^\sigma `$ by splines with $`n`$ free knots. In the 1980’s a more general picture emerged, through work of e.g. Brudnyi, DeVore, Popov and Peller : that the space $`B_{\tau ,\tau }^\sigma `$ served as the approximation space of many nonlinear approximation schemes (e.g. rational functions), under $`L^p`$ approximation error, where $`1/\tau =\sigma +1/p`$. This says that although $`\tau <1`$ at first seems unnatural (because graduate mathematical training emphasizes convex spaces) these nonconvex spaces are fundamental. The key structural fact is that those spaces are equivalent, up to renorming, to the set of functions whose wavelet coefficients belong to an $`\mathrm{}^\tau `$ ball, $`\tau <1`$. Hence, membership of wavelet coefficients in an $`\mathrm{}^\tau `$ ball for small $`\tau `$ becomes of substantial interest. The intuitive appeal for considering $`\mathrm{}^\tau `$ balls is clear by considering the closely-related weak-$`\mathrm{}^\tau `$ balls; they can be defined as the constants $`C`$ in relations of the form

$$\mu \{(a,b):|W(a,b)|>ϵ\}Cϵ^{1/\tau },ϵ>0,$$

or

$$\mathrm{\#}\{(j,k):|\alpha _{j,k}|>ϵ\}Cϵ^{1/\tau },ϵ>0.$$

They are visibly measures of the sparsity in the time-scale plane, and hence sparsity of that plane controls the asymptotic behavior of numerous nonlinear approximation schemes.

### 3.2. Stylized applications

We now mention some stylized applications of classical multiscale thinking, i.e. applications in a model world where we can prove theorems in the model setting.

#### 3.2.1. Nonlinear approximation

Since the work of D.J. Newman in the 1960’s it was understood that approximation by rational functions could be dramatically better than approximation by polynomials; for example the absolute value function $`|t|`$ on the interval $`[1,1]`$ can be approximated at an exponential rate in $`n`$ by rational functions with numerator and denominator of degree $`n`$, while it can be approximated only at an algebraic rate $`n^1`$ by polynomials of degree $`n`$. While this suggests the power of rational approximation, it must also be noted that rational approximation is a highly nonlinear and computationally complex process.

On the other hand, from the facts (a) that wavelets provide an unconditional basis for Besov spaces, and (b) that certain Besov spaces are approximation spaces for rational approximation, we see that wavelets give an effective algorithm for the same problems where rational functions would be useful. Indeed, based on work by DeVore, Popov, Jawerth, Lucier we know that if we consider the class of functions approximable at rate $`n^\tau `$ by rational approximation, these same functions can be approximated at the same rate simply by taking a partial reconstruction based on the $`n`$ “biggest” wavelet coefficients.

In short, from the viewpoint of asymptotic rates of convergence, thresholding of wavelet coefficients - a very weakly nonlinear approximation scheme - is fully as effective as best rational approximation. The same assertion can be made comparing nonlinear approximation by wavelets and by free knot splines.

#### 3.2.2. Data compression

Consider the following mathematical idealization of data compression. We have a function which is an unspecified element of a Besov Ball $`=\{f:f_{B_{p,q}^\sigma }A\}`$ and we wish to have a coder/decoder pair which can approximate any such function to within an $`ϵ`$-distance in $`L^2`$ norm by encoding into, and decoding from, a finite bitstring.

In mathematical terms, we are studying the Kolmogorov $`ϵ`$-entropy: we wish to achieve $`N(ϵ,)`$, the minimal number of bits required to represent every $`f`$ in $``$ to within an $`L^2`$ error $`ϵ`$. This is known, since Kolmogorov and Tikhomirov, to behave as

$$N(ϵ,)ϵ^{1/\sigma },ϵ0.$$
(3.4)
Now, up to renorming, the ball $``$ is isometric to a ball in sequence space $`\mathrm{\Theta }=\{\alpha :\alpha _{b_{p,q}^\sigma }A\}`$. Such a ball is a subset of $`w\mathrm{}^\tau `$ for $`1/\tau =\sigma +1/2`$ and each element in it can be approximated in $`\mathrm{}^2`$ error at a rate $`M^{1/\tau +1/2}`$ by sparse vectors containing only $`M`$ nonzero coefficients. Here is a simple coder inspired by this fact. Pick $`M(ϵ)`$ coefficients such that the $`\mathrm{}^2`$-error of such an approximation is at most (say) $`ϵ/2`$. The $`M(ϵ)`$ coefficients achieving this can be quantized into integer multiples of a base quantum $`q`$, according to $`a_{j,k}=\alpha _{j,k}/q`$, with the quantum chosen so that the quantized vector $`\alpha ^{(q)}`$ defined by $`\alpha _{j,k}^{(q)}=qa_{j,k}`$, approximates the original coefficients to within $`\mathrm{}^2`$ error $`ϵ/2`$. The resulting integers $`a_{j,k}`$ represent the function $`f`$ to within $`L^2`$ error $`ϵ`$ and their indices can be coded into bit strings, for a total encoding length of not worse that $`O(\mathrm{log}(ϵ^1)M(ϵ))=O(\mathrm{log}(ϵ^1)ϵ^{1/\sigma })`$. Hence a very simple algorithm on the wavelet coefficients gets close to the optimal asymptotics (3.4)! Underlying this fact is the geometry of the body $`\mathrm{\Theta }`$; because of its solid orthosymmetry, it contains many high-dimensional hypercubes of ample radius. Such hypercubes are essentially incompressible.

In fact the $`\mathrm{log}(ϵ^1)`$ factor is removable in a wide range of $`\sigma ,p,q`$. In many cases, the $`ϵ`$-entropy can be attained, within a constant factor, by appropriate level-dependent scalar quantization of the wavelet coefficients followed by run-length encoding. In other work, Cohen et al. have shown that by using the tree-organization of wavelet coefficients one can develop algorithms which give the right order of asymptotic behavior for the across many smoothness classes; e.g. .

In fact more is true. Suppose we use for Besov ball simply the ball $`\{f:\alpha (f)_{b_{p,q}^\sigma }A\}`$ based on wavelet coefficients; then by transform coding as in  we can get efficient codes with codelength precisely asymptotic equivalence to the Kolmogorov $`ϵ`$-entropy by levelwise $`\mathrm{}^p`$-sphere vector quantization of wavelet coefficients. Underlying this fact, the representation of the underlying functional class as an orthosymmetric body in infinite-dimensional space is very important.

#### 3.2.3. Statistical estimation

Consider the following mathematical idealization of nonparametric curve estimation. We have an unknown function $`f(t)`$ on $`[0,1]`$ which is an element of a Besov Ball $`=\{f:f_{B_{p,q}^\sigma }A\}`$ We observe data $`Y`$ from the white noise model

$$Y(dt)=f(t)dt+ϵW(dt),$$

where the $`W(t)`$ is a Wiener process and $`ϵ`$ the noise level, and we wish to reconstruct $`f`$ accurately. We measure risk using the mean squared error

$$R_ϵ(f,\widehat{f})=Ef\widehat{f}_2^2.$$

and evaluate quality by the minimax risk

$$\underset{\widehat{f}}{\mathrm{min}}\underset{f}{\mathrm{max}}R_ϵ(f,\widehat{f}).$$

Over a wide range of $`\sigma ,p,q`$, this minimax risk tends to zero at the rate $`(ϵ^2)^{2\sigma /(2\sigma +1)}`$.

In this setting, some simple algorithms based on noisy wavelet coefficients $`y_{j,k}=\psi _{j,k}(d)Y(dt)`$ can be quite effective. In effect, $`y_{j,k}=\alpha _{j,k}+ϵz_{j,k}`$, where $`z_{j,k}`$ is a white Gaussian noise. By simply applying thresholding to the noisy wavelet coefficients of $`Y`$,

$$\widehat{\alpha }_{j,k}=y_{j,k}1_{\{|y_{j,k}|>\lambda ϵ\}}$$

at scales $`0j\mathrm{log}_2(ϵ^2)`$ with threshold $`\sqrt{2\mathrm{log}(ϵ^1)}`$ , we obtain a new set of coefficients; using these we obtained a nonlinear approximation $`\widehat{f}=_{j,k}\widehat{\alpha }_{j,k}\psi _{j,k}`$. The quantitative properties are surprisingly good; indeed, using again the $`w\mathrm{}^\tau `$ embedding of the Besov body $`b_{p,q}^\sigma `$, we have that the $`\mathrm{}^2`$-error of nonlinear approximation to $`\alpha `$ using $`M`$ terms converges at rate $`M^{1/\tau +1/2}`$. Heuristically, the coefficients surviving thresholding have errors of size $`ϵ`$, and the object can be approximated by at most $`M`$ of these with $`\mathrm{}^2`$ error $`M^{1/\tau +1/2}`$; simple calculations suggest that the risk of the estimator is then roughly $`ϵ^2M+M^{2/\tau +1}`$ where $`M`$ is the number of coefficients larger than $`ϵ`$ in amplitude; this is the same order as the minimax risk $`ϵ^{2\sigma /(2\sigma +1)}`$! (Rigorous analysis shows that for this simple algorithm, log terms intervene .) If we are willing to refine the thresholding in a level-dependent way, we can obtain a risk which converges to zero at the same rate as the minimax risk as $`ϵ0`$, e.g. . Moreover, if we are willing to adopt as our Besov norm the sequence space $`b_{p,q}^\sigma `$ norm based on wavelet coefficients, then by applying a sequence of particular scalar nonlinearities to the noisy wavelet coefficients (which behave qualitatively like thresholds) we can get precise asymptotic equivalence to the minimax risk, i.e. precise asymptotic minimaxity . Parallel results can be obtained with wavelet methods in various inverse problems, where $`f`$ is still the estimand, but we observe noisy data on $`Kf`$ rather than $`f`$, with $`K`$ a linear operator, such as convolution or Radon transform .

#### 3.2.4. Fast computation

An important theme for scientific computation is the sparse representation, not of functions, but of operators. For this purpose a central fact pointed out by Yves Meyer  is that wavelets sparsify large classes of operators. Let $`T`$ be a Calderon-Zygmund operator (CZO); the matrix representation of such operator in the wavelet basis

$$M_{j,k}^{i,l}=\psi _{j,k},T\psi _{i,l},$$

then $`M`$ is sparse – all its rows and columns have finite $`\mathrm{}^p`$ norms for each $`p>0`$. In short, such an operator involves interactions between very few pairs of terms.

For implications of such sparsity, consider the work of Beylkin, Coifman, and Rokhlin . Suppose $`T`$ is a CZO, and let $`Comp(ϵ,n)`$ denote the number of flops required to compute an $`ϵ`$-approximation to $`P_nTP_n`$, where $`P_n`$ is an projector onto scales larger than $`1/n`$. In  it was shown that, ignoring set-up costs,

$$Comp(ϵ,n)=O(\mathrm{log}(1/ϵ)n)$$

so that such operators could be applied many times with cost essentially linear in problem size, as opposed to the $`O(n^2)`$ cost nominally demanded by matrix multiplication. The algorithm was roughly this: represent the operator in a wavelet basis, threshold the coefficients, and keep the large coefficients in that representation. A banded matrix results, which can be applied in order $`O(n)`$ flops. (The story is a bit more subtle, since the algorithm as written would suffer an additional $`O(\mathrm{log}(n))`$ factor; to remove this, Beylkin, Coifman, and Rokhlin’s nonstandard form must be applied.)

### 3.3. Applications

The possibility of applying wavelets to real problems relies heavily on the breakthrough made by Daubechies  (building on work of Mallat ) which showed that it was possible to define a wavelet transform on finite digital signals which had orthogonality and could be computed in order $`n`$ flops. Once this algorithm was available, a whole range of associated fast computations followed. Corresponding to each of the ‘stylized applications’ just listed, many ‘real applications’ have been developed over the last decade; the most prominent are perhaps the use of wavelets as part of the JPEG-2000 data compression standard, and in a variety of signal compression and noise-removal problems. For reasons of space, we omit details, referring the reader instead to  and to various wavelet-related conferences and books.

## 4. Need for geometric multiscale analysis

The many successes of classical multiscale analysis do not exhaust the opportunities for successful multiscale analysis. The key point is the slogan we formulated earlier - Information has its own architecture. In the Information Era, where new data sources are proliferating endlessly, each with its own peculiarities and specific phenomena, there is a need for expansions uniquely adapted to each type of data.

In this connection, note that classical wavelet analysis is uniquely adapted to objects which are smooth apart from point singularities. If a function is $`C^{\mathrm{}}`$ except for step discontinuities at a finite set of points, its continuous wavelet transform will be very sparse. In consequence, the decreasing rearrangement of its wavelet coefficients will decay rapidly, and $`n`$-term approximations to the object will converge rapidly in $`L^2`$ norm. With the right definitions the story in high dimensions is similar: wavelets give a sparse representation of point singularities.

On the other hand, for singularities along lines, planes, curves, or surfaces, the story is quite different. For functions in dimension $`2`$ which are discontinuous along a curve, but otherwise smooth, the $`2`$-dimensional CWT will not be sparse. In fact, the the decreasing rearrangement of its wavelet coefficients will decay like $`C/N`$, and $`N`$-term approximations to the object will converge no faster than $`O(N^1)`$ in squared $`L^2`$ norm. Similar statements can be made for singularities of dimension $`0<k<d`$ in dimension $`d`$. In short, wavelets are excellent for representing smooth data containing point singularities but not singularities of intermediate dimensions.

There are many examples of data where singularities of intermediate dimensions constitute important features. One example comes from extragalactic astronomy, where gravitational clustering has caused matter to congregate in ‘filaments’ and ’sheets’ in 3-dimensions. Another example comes from image analysis, say of SAR imagery, where stream beds, ridge lines, roads and other curvilinear phenomena punctuate the underlying background texture. Finally, recently-developed tools for $`3D`$ imaging offer volumetric data of phsyical objects (eg biological organs) where sheetlike structures are important.

We can summarize our vision for the future of multiscale analysis as follows.

If it is possible to sparsely analyze objects which are smooth apart from intermediate-dimensional singularities, this may open new vistas in mathematical analysis, offering (a) new functional Spaces, and (b) new representation of mathematically important operators.

If, further, it is possible algorithmize such analysis tools, this would open new applications involving (a) data compression; (b) noise removal and recovery from Ill-posed inverse problems; (c) feature extraction and pattern recognition; and (d) fast solution of differential and integral equations.

But can we realistically expect to sparsely analyse such singularities? By considering Calderón-like formulas, we can develop some understanding.

### 4.1. Ridgelet analysis

We consider first the case of singularities of co-dimension 1. It turns out that the ridgelet transform is adapted to such singularities.

Starting from an admissible wavelet $`\psi `$, define the ridgelet $`\rho _{a,b,\theta }(x)=\psi _{a,b}(u_\theta ^{}x)`$, where $`u_\theta `$ is a unit vector pointing in direction $`\theta `$ and so this is a wavelet in one direction and constant in orthogonal directions . In analogy to the continuous wavelet transform, define the continuous ridgelet transform $`R_f(a,b,\theta )=\rho _{a,b,\theta },f`$. There is a synthesis formula

$$f(x)=R_f(a,b,\theta )\rho _{a,b,\theta }(x)\mu (dadbd\theta )$$

and a Parseval relation

$$f_2^2=R_f(a,b,\theta )^2\mu (dadbd\theta )$$

both valid for an appropriate reference measure $`\mu `$. Note the similarity to the Calderón formula.

In effect this is an analysis of $`f`$ into contributions from ‘fat planes’; it has been extensively developed in Emmanuel Candès’ Stanford thesis (1998) and later publications. Suppose we use it to analyze a function $`f(x)L^2(𝐑^n)`$ which is smooth apart from a singularity across a hyperplane. If our function is, say, $`f_{u,a}(x)=1_{\{u^{}x>a\}}e^{x^2}`$, Candès . showed that the ridgelet transform of $`f_{u,a}`$ is sparse. For example, a sampling of the continuous ridgelet transform at dyadic locations and scales and directions gives a set of coefficients such that the rearranged ridgelet coefficients decay rapidly. It even turns out that we can define “orthonormal ridgelets” (which are not true ridge functions) such that the orthonormal ridgelet coefficients are sparse: they belong to every $`\mathrm{}^p`$ with $`p>0`$ . In short, an appropriate multiscale analysis (but not wavelet analysis) successfully compresses singularities of co-dimension one.

### 4.2. $`𝒌`$-plane ridgelet transforms

We can develop comparable reproducing formulas of co-dimension $`k`$ in $`R^d`$. If $`P_k`$ denotes orthoprojector onto a $`k`$-plane in $`R^d`$, and $`\psi `$ an admissible wavelet for $`k`$-dimensional space, we can define a $`k`$-plane Ridgelet: $`\rho _{a,b,P_k}(x)=\psi _{a,b}(P_kx)`$ and obtain a $`k`$-plane ridgelet analysis: $`R_f(a,b,P_k)=\rho _{a,b,P_k},f`$. We also obtain a reproducing formula

$$f(x)=R_f(a,b,P_k)\rho _{a,b,P_k}(x)\mu (dadbdP_k)$$

and a Parseval relation $`f_2^2=R_f(a,b,P_k)^2\mu (dadbdP_k)`$, with in both cases $`\mu ()`$ the appropriate reference measure. In short we are analyzing the object $`f`$ into ‘Fat Lines’, ‘Fat $`k`$-planes,’ $`1kn1`$. Compare . Unfortunately, all such representations have drawbacks, since to use them one must fix in advance the co-dimension $`k`$; moreover, very few singularities are globally flat!

### 4.3. Wavelet transforms for the full affine group

A more ambitious approach is to consider wavelets indexed by the general affine group $`GA(n)`$; defining $`(\psi _{A,b}g)(x)=\psi (Ax+b)|A|^{1/2}`$. This leads to the wavelet analysis $`W_f(A,b)=\psi _{A,b},f`$. Taking into account the wide range of’anisotropic dilations and directional preferences poossible within such a scheme, we are analyzing $`f`$ by waveforms which represent a very wide range of behaviors: ‘Fat Points’, ‘Fat Line Segments’, ‘Fat Patches’, and so on.

This exciting concept unfortunately fails. No matter what wavelet we pick to begin with, $`W_f(A,b)^2\mu (dAdb)=+\mathrm{}`$. (technically speaking, we cannot get a square-integrable representation of the general affine group; the group is too large) . Moreover, synthesis fails: $`W_f(A,b)\psi _{a,b}(t)\mu (dAdb)`$ is not well-defined. Finally, the transform is not sparse on singularities.

In short, the dream of using Calderón-type formulas to easily get a decomposition of piecewise smooth objects into ‘Fat Points’, ‘Fat Line Segments’, ‘Fat Surface Patches’, and so on fails. Success will require hard work.

### 4.4. A cultural lesson

The failure of soft analysis is not unexpected, and not catastrophic. As Jerzy Neyman once said: life is complicated, but not uninteresting. As Lennart Carleson said:

> There was a period, in the 1940’s and 1950’s, when classical analysis was considered dead and the hope for the future of analysis was considered to be in the abstract branches, specializing in generalization. As is now apparent, the death of classical analysis was greatly exaggerated … the reasons for this … \[include\] … the realization that in many problems complications cannot be avoided, and that intricate combinatorial arguments rather than polished theories are in the center.

Our response to the failure of Calderón’s formula for the full $`Ax+b`$ group was to consider, in the ICM Lecture, two specific strategies for decomposing multidimensional objects. In the coming section, we will consider analysis using a special subset of the $`Ax+b`$ group, where a Calderón-like formula still applies, and we can construct a fairly complete analog of the wavelet transform – only one which is efficient for singularities of co-dimension 1. In the lecture (but not in this article), we also considered analysis using a fairly full subset of the $`Ax+b`$ group, but in a simplified way, and extracted the results we need by special strategies (viz. Carleson’s “intricate combinatorial arguments”) rather than smooth general machinery. The results delivered in both approaches seem to indicate the correctness of the vision articulated above.

## 5. Geometric multiscale analysis ‘with Calderón’

In harmonic analysis since the 1970’s there have been a number of important applications of decompositions based on parabolic dilations

$$f_a(x_1,x_2)=f_1(a^{1/2}x_1,ax_2),$$

so called because they leave invariant the parabola $`x_2=x_1^2`$. Calderón himself used such dilations  and exhibited a reproducing formula where the scale variable acted through such dilations. Note that in the above equation the dilation is always twice as strong in one fixed direction as in the orthogonal one.

At the same time, decompositions began to be used based on directional parabolic dilations of the form

$$f_{a,\theta }(x_1,x_2)=f_a(R_\theta (x_1,x_2)^{}).$$

Such dilations (essentially) leave invariant curves defined by quadratic forms with $`\theta `$ as one of the principal directions. For example, Charles Fefferman in effect used decompositions based on parabolic scaling in his study of Bochner-Riesz summability citeFefferman. Elias Stein used decompositions exhibiting parabolic scaling in studying oscillatory integrals in the 1970’s and 1980’s . In the 1990’s, Jean Bourgain, Hart Smith, Chris Sogge, and Elias Stein found applications in the study of oscillatory integrals and Fourier Integral operators.

The principle of parabolic scaling leads to a meaningful decomposition reminiscent of the continuous wavelet transform, only with a much more strongly directional character. This point has been developed in a recent article of Hart Smith , who defined a continuous wavelet transform based on parabolic scaling, a notion of directional molecule, showed that FIO’s map directional molecules into directional molecules, and showed that FIO’s have a sparse representation in a discrete decomposition. For this expository work, we have developed what seems a conceptually simple, perhaps novel way of approaching this topic, which we hope will be accesible to non-experts. Details underlying the exposition are available from .

### 5.1. Continuous directional multiscale analysis

We will work exclusively in $`𝐑^2`$, although everything generalizes to higher dimensions. Consider a family of directional wavelets with three parameters: scale $`a>0`$, location $`b𝐑^2`$ and orientation $`\theta [0,2\pi )`$. The orientation and location parameters are defined by the obvious rigid motion

$$\psi _{a,b,\theta }=\psi _{a,0,0}(R_\theta (xb))$$

with $`R_\theta `$ the 2-by-2 rotation matrix effecting planar rotation by $`\theta `$ radians. At fine scales, the scale parameter $`a`$ acts in a slightly nonstandard fashion based on parabolic dilation, in the polar Fourier domain. We pick a wavelet $`\psi _{1,0}`$ with $`\widehat{\psi }`$ of compact support away from $`0`$, and a bump $`\varphi _{1,0}`$ supported in $`[1,1]`$. Here $`\psi _{1,0}`$ should obey the usual admissibility condition and $`\varphi _2=1`$. At sufficiently fine scales (say $`a<1/2`$) we define the directional wavelet by going to polar coordinates $`(r,\omega )`$ and setting

$$\widehat{\psi }_{a,0,0}(r,\omega )=\widehat{\psi }_{a,0}(r)\varphi _{a^{1/2},0}(\omega ),a<a_0.$$

In effect, the scaling is parabolic in the polar variables $`r`$ and $`\omega `$, with $`\omega `$ being the ‘thin’ variable; thus in particular the wavelet $`\psi _{a,0,0}`$ is not obtainable by affine change-of-vartiables on $`\psi _{a^{},0,0}`$ for $`a^{}a`$. We omit description of the transform at coarse scales, and so again ignore low frequency adjustment terms. Note that it is correct to call these wavelets directional, since they become increasingly needle-like at fine scales.

Equipped with such a family of high-frequency wavelets, we can define a Directional Wavelet Transform

$$DW(a,b,\theta )=\psi _{a,b,\theta },f,a>0,b𝐑^2,\theta [0,2\pi )$$

It is easy to see that we have a Calderón-like reproducing formula, valid for high-frequency functions:

$$f(x)=DW(a,b,\theta )\psi _{a,b,\theta }(x)\mu (dadbd\theta )$$

and a Parseval formula for high-frequency functions:

$$f_{L^2}^2=DW(a,b,\theta )^2\mu (dadbd\theta )$$

in both cases, $`\mu `$ denotes the reference measure $`\frac{db}{a^{3/2}}\frac{d\theta }{a^{1/2}}\frac{da}{a}`$.

Based on this transform, we can define seminorms reminiscent of Besov and Triebel seminorms in wavelet analysis; while it is probably a major task to prove that thse give well-founded spaces, and such work has not yet been done (for the most part), it still seems useful to use these as a tool measuring the distribution of a function’s ‘content’ across scale, location and direction. We get a directional Besov-analog $`DB_{p,q}^\sigma `$: integrating over locations and orientations first

$$\left(\left((|DW(a,b,\theta )|a^s)^p\frac{d\theta }{a^{1/2}}\frac{db}{a^{3/2}}\right)^{q/p}\frac{da}{a^2}\right)^{1/p}$$

and a Triebel-analog $`DF_{p,q}^\sigma `$ by integrating over scales first

$$\left(\left((|DW(a,b,\theta )|a^s)^q\frac{da}{a^{1+2q/p}}\right)^{p/q}𝑑\theta 𝑑b\right)^{1/p}.$$

In both cases we take $`s=\sigma 3/2(1/p1/2)`$. (There is the possibility of defining spaces using a third index (eg $`B_{p,q,r}^\sigma `$) corresponding to the $`L^r`$ norm in the $`\theta `$ variable, but we ignore this here). As usual, the above formulas can only provide norms for high-frequency functions, and would have to be modified at coarse scales if any low frequencies were present in $`f`$. As in the case of the continuous wavelet transform for $`𝐑`$, there is some heuristic value in considering the transform as measuring finite directional differences e.g. $`f(b+ae_\theta )2f(b)+f(bae_\theta )`$, where $`e_\theta =(\mathrm{cos}(\theta ),\mathrm{sin}(\theta ))^{}`$; however this view is ultimately misleading. It is better to think of the transform as comparing the difference between polynomial approximation localized to two different rectangles, one of size $`a`$ by $`\sqrt{a}`$ and the other, concentric and co-oriented, of size $`2a`$ by $`\sqrt{2a}`$.

The transform is actually performing a kind of microlocal analysis of $`f`$ far more subtle than what is possible by simple difference/differential expressions. Indeed, consider the Heaviside $`H(x)=1_{\{x_1>0\}}`$; then at fine scales $`DW(a,0,\theta )=0`$ for $`|\theta |>\sqrt{a}`$ and $`DW(a,0,0)a^{3/4}`$ for $`|\theta |\sqrt{a}`$, so that $`_0^{2\pi }|DW(a,0,\theta )|𝑑\theta Ca^{5/4}`$ as $`a0`$. In short, $`DW`$ is giving very precisely the orientation of the singularity. Moreover, for $`b(0,x_2)^{}`$, $`_0^{2\pi }|DW(a,0,\theta )|𝑑\theta 0`$ rapidly as $`a0`$. So the transform is localizing the singularity quite well at fine scales, in a way that is difficult to imagine simple differences being able to do. Interpreting the above observations, we learn that a smoothly windowed Heaviside $`f(x)=H(x)e^{x^2}`$ belongs in $`DB_\mathrm{},\mathrm{}^0`$ but not in any better space $`DB_\mathrm{},\mathrm{}^\sigma `$, $`\sigma >0`$, while it belongs in $`DB_{1,\mathrm{}}^1`$ and not in any better space $`DB_{1,\mathrm{}}^\sigma `$, $`\sigma >1`$. The difference between the critical indices in these cases is indicative of the sensitivity of the $`p=1`$ seminorms to sparsity. Continuing in this vein, we have that for weak $`\mathrm{}^p`$ embeddings, for each $`\eta >0`$

$$\mu \{(a,b,\theta ):|DW(a,b,\theta )|>ϵ\}Cϵ^{(3/2\eta )}$$

so that the space-scale-direction plane for the (windowed) Heaviside is almost in $`L^{2/3}(\mu )DB_{2/3,2/3}^{3/2}`$; the Heaviside has something like $`3/2`$-derivatives. In comparison, the wavelet expansion of the Heaviside is only in $`\mathrm{}^1`$, so the expansion is denser and ‘more irregular’ from the wavelet viewpoint than from the directional wavelet viewpoint. For comparison, the Dirac mass $`\delta `$ belongs at best to $`B_\mathrm{},\mathrm{}^1`$ and $`B_{1,\mathrm{}}^0`$ while it belongs at best to $`DB_\mathrm{},\mathrm{}^{3/2}`$ and $`DB_{1,\mathrm{}}^{1/2}`$. The ‘point singularity’ is more regular from the wavelet viewpoint than from the directional wavelet viewpoint, while the Heaviside is more regular from the directional wavelet viewpoint than from the wavelet viewpoint. In effect, the Dirac ‘misbehaves in every direction’, while the Heaviside misbehaves only in one direction, and this makes a big difference for the directional wavelet transform.

There are two obvious special equivalences: first, $`L^2DF_{2,2}^0DB_{2,2}^0`$ and $`L^2`$ Sobolev $`W_2^mDF_{2,2}^mDB_{2,2}^m`$. There are in general no other $`L^p`$ equivalences. Outside the $`L^2`$ Sobolev scale, the only equivalence with a previously proposed space is with Hart Smith’s “Hardy Space for Fourier Integral Operators” : $`_{FIO}^1DF_{1,2}^0`$. This space has a molecular decomposition into directional molecules, which are functions that, at high frequency, are roughly localized in space to an $`a`$ by $`\sqrt{a}`$ rectangle and roughly localized in frequency to the dual rectangle rotated 90 degrees, using traditional ways of measuring localization, such as boundedness of moments of all orders in the two principal directions. Under this qualitative definition of molecule, Smith showed that $`_{FIO}^1`$ has a molecular decomposition $`f=_QA_Qm_Q(x)`$ in which the coefficients obey an $`\mathrm{}^1`$ norm summability condition $`|A_Q|2^{j3/4}1`$ when the directional molecules are $`L^2`$ normalized. This is obviously the harbinger for a whole theory of directional molecular decompositions.

More generally, one can make a molecular decomposition of the directional Besov and directional Triebel classes by discretizing the directional wavelet transform according to tiles $`Q=Q(j,k_1,k_2,\mathrm{})`$ which obey the following desiderata:

* In tile $`Q(j,k_1,k_2,\mathrm{})`$, scale $`a`$ runs through a dyadic interval $`2^j>a2^{(j+1)}`$.
* At scale $`2^j`$, locations run through rectangularly shaped regions with aspect ratio roughly $`2^j`$ by $`2^{j/2}`$.
* The location regions are rotated consistent with the orientation $`bR_\theta _{\mathrm{}}(k_1/2^j,k_2/2^{j/2})`$.
* The tile contains orientations running through $`2\pi \mathrm{}/2^{j/2}\theta <2\pi (\mathrm{}+1)/2^{j/2}`$.

Note again that for such tiles $`\mu (Q)1`$. Over such tiles different values of $`DW(a,b\theta )`$ are roughly comparable and different wavelets $`\psi _{a,b,\theta }`$ as well. Hence it is sensible to decompose

$`f(x)`$ $`=`$ $`{\displaystyle DW(a,b,\theta )\psi _{a,b,\theta }(x)\mu (dadbd\theta )}`$
$`=`$ $`{\displaystyle \underset{Q}{}}{\displaystyle _Q}DW(a,b,\theta )\psi _{a,b,\theta }(x)\mu (dadbd\theta )`$
$`=`$ $`{\displaystyle \underset{Q}{}}M_Q(x),M_Q(x)={\displaystyle _Q}DW(a,b,\theta )\psi _{a,b,\theta }(x)\mu (dadbd\theta )`$
$`=`$ $`{\displaystyle \underset{Q}{}}A_Qm_Q(x),A_Q=DW(a,b,\theta )_{L^2(Q)}`$
Morever, for any decomposition into directional molecules (not just the approach above), the appropriate sequence norm of the amplitude coefficients gives control of the corresponding directional Besov or directional Triebel norm. It is then relatively immediate that one can define sequence space norms for which we have the norm equivalences

$$f_{DB_{p,q}^\sigma }(A_Q)_Q_{db_{p,q}^\sigma },f_{DF_{p,q}^\sigma }(A_Q)_Q_{df_{p,q}^\sigma }$$
(5.5)
where we again omit discussion of low frequency terms. The sequence space equivalence $`db_{2,2}^0df_{2,2}^0\mathrm{}^2`$ are trivial. An interesting equivalence of relevance to the Heaviside example above is $`db_{2/3,2/3}^{3/2}\mathrm{}^{2/3}`$, so that, again, a smoothness space with “$`p<1`$” is equivalent to an $`\mathrm{}^\tau `$ ball with $`\tau <1`$.

Hart Smith made the crucial observation that the molecules for the Smith space are invariant under diffeomorphisms. That is, if we take a $`C^{\mathrm{}}`$ diffeomorphism $`\varphi `$, and a family of $`_{FIO}^1`$ molecules (such as $`m_Q(x)`$), then every $`\stackrel{~}{m}_Q(x)=m_Q(\varphi (x))`$ is again a molecule, and the sizes of moments defining the molecule property are comparable for $`m_Q`$ and for $`\stackrel{~}{m}_Q`$. It follows that $`_{FIO}^1`$ is invariant under diffeomorphisms of the base space. His basic lemma underlying this proof was strong enough to apply to invariance of directional molecules in every one of the directional Besov and directional Triebel classes. Hence directional Besov and directional Triebel classes are invariant under diffeomorphisms of the base space.

This invariance enables a very simple calculation, suggesting that the directional wavelet transform sparsifies objects with singularities along smooth curves, or at least sparsifies such objects to a greater extent that does the ordinary wavelet transform. Suppose we analyse a function $`f`$ which is smooth away from a discontinuity along a straight line; then the Heaviside calculation we did earlier shows that most directional wavelet coefficients are almost in weak $`L^{2/3}`$. Now since objects with linear singularities have $`\mathrm{}^{2/3+ϵ}`$ boundedness of amplitudes in a molecular decomposition, and directional molecules are diffeomorphism invariant, this sparsity condition is invariant under diffeomorphisms of the underlying space. It follows that an object which is smooth away from a discontinuity along a smooth curve should also have molecular amplitudes in $`\mathrm{}^{2/3+ϵ}`$.

This sparsity argument suggests that directional wavelets outperform wavelets for representing such geometric objects. Indeed, for $`\eta >0`$ there is an $`ϵ>0`$ so that $`\mathrm{}^{2/3+ϵ}`$ boundedness of directional wavelet molecular amplitudes shows that approximation by sums of $`N`$ directional molecules allows a squared-$`L^2`$ approximation error of order $`O(N^{2+\eta })`$, whereas wavelet coefficients of such objects are only in $`\mathrm{}^1`$, so sums of $`N`$ wavelets only allow squared-$`L^2`$ approximation error of size $`O(N^1)`$.

### 5.2. Stylized applications

The above calculations about sparsification of objects with curvilinear singularities suggests the possibility of using the directional wavelet transform based on parabolic scaling to pursue counterparts of all the various classical wavelet applications mentioned in Section 3: nonlinear approximation, data compression, noise removal, and fast computations. It further suggests that such directional wavelet methods might outperform calssical wavelets – at least for objects containing singularities along smooth curves, i.e. edges.

#### 5.2.1. First discretization: curvelets

To develop applications, molecular decomposition is (once again) not enough: some sort of rigid decomposition needs to be developed; an orthobasis, for example.

Candès and Donoho  developed a tight frame of elements exhibiting parabolic dilations which they called curvelets, and used it to systematically develop some of these applications. A side benefit of their work is knowledge that the transform is essentially optimal, i.e. that there is no fundamentally better scheme of nonlinear approximation. The curvelet system has a countable collection of generating elements $`\gamma _\mu (x_1,x_2)`$ , $`\mu (a_j,b_{k_1,k_2},\theta _{\mathrm{}},t_m)`$ which code for scale, location, and direction. They obey the usual rules for a tight frame, namely, the reconstruction formula and the Parseval relation:

$$f=\underset{\mu }{}\gamma _\mu ,f\gamma _\mu ,f_2^2=\underset{\mu }{}\gamma _\mu ,f^2.$$

The transform is based on a series of space/frequency localizations, as follows.

* Bandpass filtering. The object is separated out into different dyadic scale subbands, using traditional bandpass filtering with passband centered around $`|\xi |[2^j,2^{j+1}]`$.
* Spatial localization. Each bandpass object is then smoothly partitioned spatially into boxes of side $`2^{j/2}`$.
* Angular localization. Each box is analysed by ridgelet transform.

The frame elements are essentially localized into boxes of side $`2^j`$ by $`2^{j/2}`$ at a range of scales, locations, and orientations, so that it is completely consistent with the molecular decomposition of the directional Besov or directional Fourier classes. However, unlike the molecular decomposition, the coefficients are linear in $`f`$ and the frame elements are fixed elements. Moreover, an algorithm for application to real data on a grid is relatively immediate.

#### 5.2.2. Nonlinear approximation

In dimension 2, the analog to what was called free knot spline approximation is approximation by piecewise polynomials on triangulations with $`N`$ pieces. This idea has generated a lot of interest but frustratingly few hard results. For one thing, it is not obvious how to build such triangulations in a way that will fulfill their apparent promise, and in which the resulting algorithm is practical and possible to analyze.

Here is a class of two-dimensional functions where this scheme might be very attractive. Consider a class $``$ of model ‘images’ which exhibit discontinuities across $`C^2`$ smooth curves. These ‘images’ are supposed to be $`C^2`$ away from discontinuity. Moreover, we assume uniform control both of the $`C^2`$ norm for the discontinuity curve and smooth function. One can imagine that very fine needle-like triangles near curved discontinuities would be valuable; and this is indeed so, as  shows; in an ideal triangulation one geta a squared error converging at rate $`N^2`$ whereas adaptive quadtrees and other simpler partitioning schemes give only $`N^1`$ convergence. Moreover, this rate is optimal, as shown in , if we allow piecewise smooth approximation on essentially arbitrary triangulations with $`N`$ pieces, even those designed by some as yet unknown very clever and very nonlinear algorithm, we cannot in general converge to such objects faster than rate $`N^2`$.

Surprisingly, a very concrete algorithm does almost this well: simply thresholding the curvelet coefficients. Candès and Donoho have shown the following

Theorem: The decreasing rearrangement of the frame coefficients in the curvelet system obeys the following inequality for all $`f`$:

$$|\alpha |_{(k)}Ck^{3/2}\mathrm{log}^{3/2}(k),k1.$$

This has exactly the implication one would have hoped for from the molecular decomposition of directional Besov classes: the frame coefficients are in $`\mathrm{}^{2/3+ϵ}`$ for each $`ϵ>0`$. Hence, we can build an approximation to a smooth object with curvilinear discontinuity from $`N`$ curvelets with squared $`L^2`$-error $`\mathrm{log}^3(N)N^2`$; as mentioned earlier, Wavelets would give squared $`L^2`$-error $`cN^1`$.

In words: approximation by sums of the $`N`$-biggest curvelet terms does essentially as well in approximating objects in $``$ as free-triangulation into $`N`$ regions. In a sense, the result is analogous to the result mentioned above in Section 3.2.1 comparing wavelet thresholding to nonlinear spline approximation, where we saw that approximation by the $`N`$-biggest amplitude wavelet terms does as well as free-knot splines with $`N`$ knots. There has been a certain amount of talk about the problem of characterizing approximation spaces for approximation by $`N`$ arbitrary triangles; while this problem seems very intractable, it is clear that the directional Besov classes provide what is, at the moment, the next best thing.

#### 5.2.3. Data compression

Applying just the arguments already given in the wavelet case show that the result of $`L^2`$ nonlinear approximation by curvelets, combined with simple quantization, gives near-optimal compression of functions in the class $``$ above, i.e. the number of bits in the compressed representation is optimal to within some polylog factor. This seems to promise some interesting practical coders someday.

#### 5.2.4. Noise removal

The results on nonlinear approximation by thresholding of the curvelet coefficients have corresponding implications in statistical estimation. Suppose that we have noisy data according to the white noise model

$$Y(dx_1,dx_2)=f(x_1,x_2)dx_1dx_2+ϵW(dx_1,dx_2)$$

where $`W`$ is a Wiener sheet. Here $`f`$ comes from the same ‘Image Model’ $``$ discussed earlier, of smooth objects with discontinuities across $`C^2`$ smooth curves. We measure risk by Mean Squared Error, and consider the estimator that thresholds the curvelet coefficients at an appropriate (roughly $`2\sqrt{\mathrm{log}(ϵ^1)}`$) multiple of the noise level. Emmanuel Candès and I showed the following :

Theorem: Appropriate thresholding of curvelet coefficients gives nearly the optimal rate of convergence; with $`polylog(ϵ)`$ a polynomial in $`\mathrm{log}(1/ϵ)`$, the estimator $`\widehat{f}^{CT}`$ obeys

$$R_ϵ(f,\widehat{f}^{CT})polylog(ϵ)\underset{\widehat{f}}{\mathrm{min}}\underset{f}{\mathrm{max}}R_ϵ(f,\widehat{f}).$$

Hence, in this situation, curvelet thresholding outperforms wavelet thresholding at the level of rates: $`O(polylog(ϵ)ϵ^{4/3})`$ vs $`O(ϵ)`$. Similar results can be developed for other estimation problems, such as the problem of Radon inversion. There the rate comparison is $`polylog(ϵ)ϵ^{4/5}`$ vs $`\mathrm{log}(1/ϵ)ϵ^{2/3}`$; . In empirical work , we have seen visually persuasive results.

#### 5.2.5. Improved discretization: directional framelets

The curvelet representation described earlier is a somewhat awkward way of obtaining parabolic scaling, and also only indirectly related to the continuum directional wavelet transform. Candès and Guo  suggested a different tight frame expansion based on parabolic scaling. Although this was not introduced in such a fashion, for this exposition, we propose an alternate way to understand their frame, simply as discretizing the directional wavelet transform in a way reminiscent of (3.1); for details, see . Assuming a very specific choice of directional wavelet, one can get (the fine scale) frame coefficients simply by sampling the directional wavelet transform, obtaining a decomposition

$$f=\underset{j,k,l}{}DW(2^j,b_{k_1,k_2}^{j,\mathrm{}},2\pi l/2^{j/2})\psi _{2^j,k/2^j,2\pi \mathrm{}/2^{j/2}}=\underset{j,k,l}{}\alpha _{j,k,l}\psi _{j,k,l},\text{say };$$

(as usual, this is valid as written only for high-frequency functions). In fact this can yield a tight frame, in particular the Parseval relation $`_{j,k,l}\alpha _{j,k,l}^2=f_{L^2}^2`$. This has conceptual advantages: a better relationship to the continuous directional wavelet transform and perhaps an easier path to digital representation. In comparison with the original curvelets scheme, curvelets most naturally organizes matters so that ‘within’ each location we see all directional behavior represented, whereas directional framelets most naturally organize matters so that ‘within’ each orientation we see all locations represented.

#### 5.2.6. Operator representation

Hart Smith, at the Berlin ICM, mentioned that decompositions based on parabolic scaling were valuable for understanding Fourier Integral Operators (FIO’s) ; in the notation of our paper, his claim was essentially that FIO’s of order zero operate on fine-scale directional molecules approximately by performing well-behaved affine motions – roughly, displacement, scaling and change of orientation. Underlying his argument was the study of families of elements generated from a single wavelet by true affine parabolic scaling $`\varphi _{a,b,\theta }(x)=\varphi (P_aR_\theta S_bx)`$ where $`P_a=diag(a,\sqrt{a})`$ is the parabolic scaling operator and $`S_bx=xb`$ is the shift. Smith showed that if $`T`$ is an FIO of order $`0`$ and $`\varphi `$ is directionally localized, the kernel

$$K_{a,b,\theta }^{a^{},b^{},\theta ^{}}=\varphi _{a,b,\theta },T\varphi _{a^{},b^{},\theta ^{}}$$

is rapidly decaying in its entries as one moves away from ‘the diagonal’ in an appropriate sense.

Making this principle more adapted to discrete frame representations seems an important priority. Candès and Demanet have recently announced  that actually, the matrix representation of FIOs of order $`0`$ in the directional framelet decomposition is sparse. That is, each row and column of the matrix will be in $`\mathrm{}^p`$ for each $`p>0`$. in a directional wavelet frame. This observation is analogous in some ways to Meyer’s observation that the orthogonal wavelet transform gives a sparse representation for Calderón-Zygmund operators. Candès has hopes that this sparsity may form some day the basis for fast algorithms for hyperbolic PDE’s and other FIO’s.

### 5.3. Applications

The formalization of the directional wavelet transform and curvelet transform are simply too recent to have had any substantial applications of the ‘in daily use by thousands’ category. Serious deployment into applications in data compression or statistical estimation is still off in the future.

However, the article  points to the possibility of immediate effects on research activity in computational neuroscience, simply by generating new research hypothesis. In effect, if vision scientists can be induced to consider these new types of image representation, this will stimulate meaningful new experiments, and re-analyses of existing experiments.

To begin with, for decades, vision scientists have been influenced by mathematical ideas in framing research hypotheses about the functioning of the visual cortex, particular the functioning of the V1 region. In the 1970’s, several authors suggested that the early visual system does Fourier Analysis; by the 1980’s the cutting edge hypothesis became the suggestion that the early visual system does Gabor Analysis; and by the 1990’s, one saw claims that the early visual system does a form of wavelet analysis. While the hypotheses have changed over time, the invariant is that vision scientists have relied on mathematics to provide language & intellectual framework for their investigations. But it seems likely that the hypotheses of these previous decades are incomplete, and that to these should be added the hypothesis that the early visual system performs a directional wavelet transform based on parabolic scaling. During my Plenary Lecture, biological evidence was presented consistent with this hypothesis, and a proposal was made that future experiments in intrinsic optical imaging of the visual cortex ought to attempt to test this hypothesis. See also .

## 6. Geometric multiscale analysis ‘without Calderón’

In the last section we considered a kind of geometric multiscale analysis employing a Calderón-like formula. In the ICM Lecture we also considered dispensing with the need for Calderón formulas, using a cruder set of multiscale tools, but one which allows for a wide range of interesting applications – very different from the applications based on analysis/synthesis and Parseval. Our model for how to get started in this direction was Peter Jones’ travelling salesman problem. Jones considered instead a countable number of points $`X=\{x_i\}`$ in $`[0,1]^2`$ and asked: when can the points of $`X`$ be connected by a finite length (rectifiable) curve ? And, if they can be, what is the shortest possible length? Jones showed that one should consider, for each dyadic square $`Q`$ such that the dilate $`3Q`$ intersects $`X`$, the width $`w_Q`$ of the thinnest strip in the plane containing all the points in $`X3Q`$, and define $`\beta _Q=w_Q/diam(Q)`$ the proportional width of that strip, relative to the sidelength of $`Q`$. As $`\beta _Q=0`$ when the data lie on a straight line, this is precisely a measure of how close to linear the data are over the square $`Q`$. He proved the there is a finite-length curve $`\mathrm{\Gamma }`$ visiting all the points in $`X=\{x_i\}`$ iff $`\beta _Q^2diam(Q)<\mathrm{}`$. I find it very impressive that analysis of the number of points in strips of various widths can reveal the existence of a rectifiable curve connecting those points. In our lecture, we discussed this idea of counting points in anistropic strips and several applications in signal detection and pattern recognition , with applications in characterizing galaxy clustering . We also referred to interesting work such as Gilad Lerman’s thesis , under the direction of Coifman and Jones, and to , which surveys a wide range of related work. Look to  for an extended version of this article covering such topics.

## 7. Conclusion

Important developments in ‘pure’ harmonic analysis, like the use of parabolic scaling for study of convolution operators and FIOs, or the use of anisotropic strips for analysis of rectifiable measures, did not arise because of applications to our developing ‘information society’, yet they seem to have important stylized applications which point clearly in that direction. A number of enthusiastic applied mathematicians, statisticians, and scientists are attempting to develop true ‘real world’ applications.

At the same time, the fruitful directions for new kinds of geometric multiscale analysis and the possible limitations to be surmounted remain to be determined. Stay tuned!

## 8. Acknowledgements

The author would like to thank Emmanuel Candès, Raphy Coifman, Peter Jones, and Yves Meyer for very insightful and inspiring discussions. This work has been partially supported by National Science Foundation grants DMS 00-77261, 98–72890 (KDI), and DMS 95–05151.