Frederik J. Simons

Frederik J. Simons, Ignace Loris, Guust Nolet et al.

We propose a class of spherical wavelet bases for the analysis of geophysical models and forthe tomographic inversion of global seismic data. Its multiresolution character allows for modeling with an effective spatial resolution that varies with position within the Earth. Our procedure is numerically efficient and can be implemented with parallel computing. We discuss two possible types of discrete wavelet transforms in the angular dimension of the cubed sphere. We discuss benefits and drawbacks of these constructions and apply them to analyze the information present in two published seismic wavespeed models of the mantle, for the statistics and power of wavelet coefficients across scales. The localization and sparsity properties of wavelet bases allow finding a sparse solution to inverse problems by iterative minimization of a combination of the $\ell_2$ norm of data fit and the $\ell_1$ norm on the wavelet coefficients. By validation with realistic synthetic experiments we illustrate the likely gains of our new approach in future inversions of finite-frequency seismic data and show its readiness for global seismic tomography.

Frederik J. Simons, Dong V. Wang

We pose and solve the analogue of Slepian's time-frequency concentration problem in the two-dimensional plane, for applications in the natural sciences. We determine an orthogonal family of strictly bandlimited functions that are optimally concentrated within a closed region of the plane, or, alternatively, of strictly spacelimited functions that are optimally concentrated in the Fourier domain. The Cartesian Slepian functions can be found by solving a Fredholm integral equation whose associated eigenvalues are a measure of the spatiospectral concentration. Both the spatial and spectral regions of concentration can, in principle, have arbitrary geometry. However, for practical applications of signal representation or spectral analysis such as exist in geophysics or astronomy, in physical space irregular shapes, and in spectral space symmetric domains will usually be preferred. When the concentration domains are circularly symmetric in both spaces, the Slepian functions are also eigenfunctions of a Sturm-Liouville operator, leading to special algorithms for this case, as is well known. Much like their one-dimensional and spherical counterparts with which we discuss them in a common framework, a basis of functions that are simultaneously spatially and spectrally localized on arbitrary Cartesian domains will be of great utility in many scientific disciplines, but especially in the geosciences.

Alain Plattner, Frederik J. Simons

When modeling global satellite data to recover a planetary magnetic or gravitational potential field and evaluate it elsewhere, the method of choice remains their analysis in terms of spherical harmonics. When only regional data are available, or when data quality varies strongly with geographic location, the inversion problem becomes severely ill-posed. In those cases, adopting explicitly local methods is to be preferred over adapting global ones (e.g., by regularization). Here, we develop the theory behind a procedure to invert for planetary potential fields from vector observations collected within a spatially bounded region at varying satellite altitude. Our method relies on the construction of spatiospectrally localized bases of functions that mitigate the noise amplification caused by downward continuation (from the satellite altitude to the planetary surface) while balancing the conflicting demands for spatial concentration and spectral limitation. Solving simultaneously for internal and external fields in the same setting of regional data availability reduces internal-field artifacts introduced by downward-continuing unmodeled external fields, as we show with numerical examples. The AC-GVSF are optimal linear combinations of vector spherical harmonics. Their construction is not altogether very computationally demanding when the concentration domains (the regions of spatial concentration) have circular symmetry, e.g., on spherical caps or rings - even when the spherical-harmonic bandwidth is large. Data inversion proceeds by solving for the expansion coefficients of truncated function sequences, by least-squares analysis in a reduced-dimensional space. Hence, our method brings high-resolution regional potential-field modeling from incomplete and noisy vector-valued satellite data within reach of contemporary desktop machines.

Arthur P. Guillaumin, Adam M. Sykulski, Sofia C. Olhede et al.

We provide a computationally and statistically efficient method for estimating the parameters of a stochastic covariance model observed on a regular spatial grid in any number of dimensions. Our proposed method, which we call the Debiased Spatial Whittle likelihood, makes important corrections to the well-known Whittle likelihood to account for large sources of bias caused by boundary effects and aliasing. We generalise the approach to flexibly allow for significant volumes of missing data including those with lower-dimensional substructure, and for irregular sampling boundaries. We build a theoretical framework under relatively weak assumptions which ensures consistency and asymptotic normality in numerous practical settings including missing data and non-Gaussian processes. We also extend our consistency results to multivariate processes. We provide detailed implementation guidelines which ensure the estimation procedure can be conducted in O(n log n) operations, where n is the number of points of the encapsulating rectangular grid, thus keeping the computational scalability of Fourier and Whittle-based methods for large data sets. We validate our procedure over a range of simulated and real-world settings, and compare with state-of-the-art alternatives, demonstrating the enduring practical appeal of Fourier-based methods, provided they are corrected by the procedures developed in this paper.

Volker Michel, Frederik J. Simons

Slepian functions are orthogonal function systems that live on subdomains (for example, geographical regions on the Earth's surface, or bandlimited portions of the entire spectrum). They have been firmly established as a useful tool for the synthesis and analysis of localized (concentrated or confined) signals, and for the modeling and inversion of noise-contaminated data that are only regionally available or only of regional interest. In this paper, we consider a general abstract setup for inverse problems represented by a linear and compact operator between Hilbert spaces with a known singular-value decomposition (svd). In practice, such an svd is often only given for the case of a global expansion of the data (e.g. on the whole sphere) but not for regional data distributions. We show that, in either case, Slepian functions (associated to an arbitrarily prescribed region and the given compact operator) can be determined and applied to construct a regularization for the ill-posed regional inverse problem. Moreover, we describe an algorithm for constructing the Slepian basis via an algebraic eigenvalue problem. The obtained Slepian functions can be used to derive an svd for the combination of the regionalizing projection and the compact operator. As a result, standard regularization techniques relying on a known svd become applicable also to those inverse problems where the data are regionally given only. In particular, wavelet-based multiscale techniques can be used. An example for the latter case is elaborated theoretically and tested on two synthetic numerical examples.

Frederik J. Simons, F. A. Dahlen, Mark A. Wieczorek

We pose and solve the analogue of Slepian's time-frequency concentration problem on the surface of the unit sphere to determine an orthogonal family of strictly bandlimited functions that are optimally concentrated within a closed region of the sphere, or, alternatively, of strictly spacelimited functions that are optimally concentrated within the spherical harmonic domain. Such a basis of simultaneously spatially and spectrally concentrated functions should be a useful data analysis and representation tool in a variety of geophysical and planetary applications, as well as in medical imaging, computer science, cosmology and numerical analysis. The spherical Slepian functions can be found either by solving an algebraic eigenvalue problem in the spectral domain or by solving a Fredholm integral equation in the spatial domain. The associated eigenvalues are a measure of the spatiospectral concentration. When the concentration region is an axisymmetric polar cap the spatiospectral projection operator commutes with a Sturm-Liouville operator; this enables the eigenfunctions to be computed extremely accurately and efficiently, even when their area-bandwidth product, or Shannon number, is large. In the asymptotic limit of a small concentration region and a large spherical harmonic bandwidth the spherical concentration problem approaches its planar equivalent, which exhibits self-similarity when the Shannon number is kept invariant.