A NNALES DE L ’I. H. P., SECTION A
A. G ROSSMANN
J. M ORLET T. P AUL
Transforms associated to square integrable group representations. II : examples
Annales de l’I. H. P., section A, tome 45, n
o3 (1986), p. 293-309
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293
Transforms associated
to square integrable group representations II:
examples
A. GROSSMANN, J. MORLET (*) T. PAUL
Centre de Physique Theorique (* *), Section II,
C. N. R. S., Luminy, Case 907, 13288 Marseille, Cedex 9, France
Vol. 45, n° 3, 1986, Physique theorique
ABSTRACT. 2014 We
give examples
ofintegral
transforms definedthrough
square
integrable
grouprepresentations,
described in the first paper of this series. We focus on theWeyl
and « ax + b » groups andstudy
theirrelevance in
physics
andapplied
mathematics.RESUME. 2014 On donne des
exemples
de transformationsintegrales
defi-nies au moyens de
representations
de carreintegrable
de groupes, decrites dans Iepremier
article de cette serie. On se concentre sur Ie groupe deWeyl
et Ie groupe « ax + b » et on examine leur
pertinence
enPhysique
et enMathematiques appliquees.
1. INTRODUCTION
In a
preceding
paper[7],
we discussedorthogonality
relations for squareintegrable
grouprepresentations,
and claimed thatthey
alloweda unified discussion of many situations of interest in quantum mechanics
(*) ELF Aquitaine Company, ORIC Lab., 370 avenue Napoleon Bonaparte, Rueil-Malmaison, France.
(**) Laboratoire propre du C. N. R. S.
294 A. GROSSMANN, J. MORLET AND T. PAUL
and in
signal analysis.
The main purpose of this paper is to illustrate this claim.We first recall the statement of
orthogonality relations,
in a form almost identical to the onegiven
in[1 ].
Let G be a
locally
compact group, with left Haar measure andright
Haar measureLet U :
be a continuous
unitary representation
in a Hilbert spaceIn the
present
paper, we assume U to be irreducible. We shall seehowever,
in the comments and remarks at the end of this paper, that the
irreducibility assumption
isunnaturally
restrictive. It will be relaxed in work in prepa- ration.We say that U is square
integrable
if there exists in at least onenon-zero vector 03C6 such that the matrix element
(03C6),2014a complex-
valued function on G2014is square
integrable
with respect to the measure It follows then that the function(U(y)~p, ~p)
is also squareintegrable
with respect to the
right-invariant
measureAny
such vector willbe called an admissible
If U is square
integrable,
then the setA(U)
of admissibleanalyzing
wavelets is dense in
Now choose any ~p E
A(U),
and anarbitrary ~
E which need not be admissible.Then,
i)
The matrix element(U(y)~,~)
is squareintegrable
with respect to i. e. itbelongs
toL2(G, d~c(y)). (It
does notnecessarily belong
toL2(G,
there is nodifficulty
inderiving
theappropriate L 2(G, statements).
We next consider two admissible
analyzing
wavelets ~2. and twoarbitrary
vectors innamely ~r 1, and .p 2.
Theorthogonality
relationsare a statement about the inner
product
and~2),
in
L2(G, d,u(y)), namely ;
There exists in
A(U)
apositive quadratic
formsuch that
A(U)
is a Hilbert space withrespect
to the scalarproduct ( , )a,
and such that
l’Institut Henri Poincare - Physique " theorique ’
In this series of papers, we shall be
mainly
concerned with the case== ~p 2. If we define then the number
we obtain the
following
statement :For fixed admissible the
correspondence
between thevector
Eand the function
in
L2(G,
is anisometry
from intoL2(G,
The function is called the
left transform of 03C8
with respect toG,
Uand ~.
It is sometimes also convenient to introduce the
right
transformExamples
will be found in all the sections that follow.The range of
Lcp
is ingeneral
a proper closedsubspace
ofL2(G,
The usefulness of the transforms
LqJ
islargely
a consequence of the fact that there exists asimple general
characterization of this range.Consider on G the function
Consider on
L2(G,
theintegral
operatorP~ given by
the kernel(a
convolution operator on thegroup).
ThenP~
is theorthogonal projection
operator on the range of It acts as the
identity
on any function in the range of and sends to zero any functionorthogonal
to thatrange. The range of
Lcp
is a Hilbert space withreproducing
kernely’).
The above results can be written very
transparently
with thehelp
ofDirac
notation,
inwhich (
denotes the linear functionalcorresponding
to a vector ~p
= ~ ~p ~
in a Hilbert space(To
avoidpossible
misunderstand-ings,
we mention that we deal here in bona fide Hilbert space vectors, and that a label on a vector,say 03B3>
does notimply that 03B3>
is theeigen-
vector of some
operator).
If we choose any admissibleanalyzing
wavelet rp andwrite (or ( y ~
forshortness)
to denote296 A. GROSSMANN, J. MORLET AND T. PAUL
then the basic
isometry
relation takes the familiar form(identity
operator in The transformLlp associates,
to the vector~
E the functiony ~ )
on G.The
reproducing equation
becomes evident : it states thatwhere
There exists a vast literature
dealing
with squareintegrable
representa- tions of various classes of groups, and we shall not attempt here even asuperficial
survey. Our main purpose in this paper is thestudy
of somevery
particular
cases which fall under thegeneral
schemejust described,
and which are of
independent
interest.We shall start with the
Weyl-Heisenberg
group and someclosely
relatedobjects,
and then discuss transforms associated with the « ax + b »-group(affine
group in onedimension).
Notations: some families of
operators.
Many
calculations in this paper can be madetrivially
with thehelp
ofstraightforward
operator identities which wegive
here for the reader’s convenience.-Consider first a space
L2(R) (line
withLebesgue measure).
Introducethe
following
operators :i )
V: shiftby
xii) Eb: multiplication by exponential
Unitary
dilationoperator :
iv)
Fourier transform :Annales de Henri Poincaré - Physique theorique "
Inverse Fourier transform :
All these operators are
unitary
inThey satisfy
Furthermore
(identity) (parity operator)
2. THE WEYL-HEISENBERG GROUP
a)
The group.The
Weyl-Heisenberg
group appearsnaturally
whenever one considerssimultaneously displacements (shifts)
in a space tR" and in the space of Fourierconjugate
variables. In order to motivate the definitionbelow, consider,
in the Hilbert spacednx)
theunitary displacement
operatorsIf we define F
(the
Fouriertransform)
as theunitary
map fromdnx)
to defined
by
we notice that
where Eb is the
(unitary)
operator ofmultiplication by
anexponential
298 A. GROSSMANN, J. MORLET AND T. PAUL
Consider now the set of operators
generated
in the sense of operate(multiplication) by
the TS(s
E and the Eb(b
E~").
One hasand it is
convenient, (but
notessential)
to introduce the two-parameterfamily
of operatorsThe operators
W(s, b) satisfy
We are now
ready
to define theWeyl-Heisenberg
group :Consider the set
GHw
oftriplets
y= {
s,~ r}
with s E E= 1. Define ’
With these
operations, G~y
becomes a group, theWeyl-Heisenberg
group.The discussion
preceding
this definitiongives immediately
aunitary representation
of inIt is not difficult to see that U is irreducible.
The group is unimodular. A suitable
(right
andleft)
invariantmeasure is with L =
We shall see that the
representation
U is squareintegrable.
Remark. The
Weyl-Heisenberg
group with dilations.Let,
asabove,
s E b E L EC, r !
=1,
y= { ~ }.
If a is anynon-zero real
number, a e [R, ~ 7~ 0,
consider thepair { a, y}:
The set of such
pairs
can be made into a groupby defining
(This
is a semidirectproduct construction).
This group 0 will be
exploited
o in another paper.Annales de l’Institut Henri Poincaré - Physique " theorique .
b)
The transformLlp: arbitrary
p.For the sake of
simplicity,
we consider now the case n =1 ;
the genera- lization toarbitrary n
is trivial in the case of theWeyl-Heisenberg
group.The results of the introduction
give
now thefollowing
statements.Let (~
(the analyzing wavelet)
be anarbitrary
vector inL2(~).
For every b E~,
s E[R,
consider the vector E defined aswhere
To
every 03C8
EL2(R)
associate the functionThen the transformation
Lip
is isometric fromdx)
intodsdb).
The range of
Llp
is characterized as follows : consider the functionThen a function
f(s, h) belongs
to the range ofL(p
if andonly
if it satisfiesIf F denotes the Fourier transform as in
(1),
one hasIf
D(a)
is theunitary
dilation operator, one hasIf the
displacement
operator TS° and themultiplication
operatorEb°
are defined as in p.
8,
then300 A. GROSSMANN, J. MORLET AND T. PAUL
The
adjoint
ofLq> (which
is the inverse ofLq>
on the range ofLq>
and zeroon the
orthogonal complement)
isgiven by
with
appropriate
definition of convergence.We mention
finaly
that theL03C6-transform
allows an easy characterization of « band-limited »(or
«Paley-Wiener »)
functions.Assume
that 03C8
is such that the support of the Fourier transformof 03C8
is contained in a finite interval Ll. Then in addition to the
reproducing equation,
satisfies a morestringent reproducing equation,
determinedby
the kernel~e ~b~(s’, b’)
=(F~’~
where thesubscript
A meansthat the inner
product
is definedby integration
over the interval Ll.c)
The transformLlp: gaussian analyzing
wavelet.Choose a fixed cr >
0,
and define thegaussian analyzing
waveletThe normalization has been chosen so that
!!
=1
for alt 6.The transform
~)
can then be writtenconveniently
in termsof the
complex
variableThe
reproducing
kernel(~p~s~b~,
can beexplicitly
calculated. It isThe
reproducing equation
shows then that the range of consistsexactly
of functions that arei)
squareintegrable
withrespect
tod(Re z)d(Im z)
andii)
of the formwhere f ’
is entireanalytic.
This is the canonical coherent states
representation.
The functionf belongs
toBargmann’s
space ofanalytic
functions.Annales de l’Institut Henri Poincaré - Physique theorique
3. THE «ax + b » GROUP
The «ax + h » group is the group of affine transformations of the real axis
It can be defined as the set of
pairs {a, b },
with a E[R,
b ER, a ~ 0,
with the group law
The « o r + h »-group is not unimodular. Its left Haar measure is
and the
right
Haar measure is31. Wavelet transforms on the line:
general
admissible pWe now consider the case where G is the « ax + b »-group and where U is the irreducible
representation
acting
in the Hilbert spaceL2(~, dt).
The left transform definedby U(b, a)
has arisen
independently
in mathematicalanalysis
and in thestudy
ofsignals. Following
Y.Meyer,
we call it a wavelet transform.In this section we first discuss some features of the wavelet transform that hold for an
arbitrary (admissible) analyzing wavelet,
and thencompute
it more
explicitly
for somespecial analyzing
wavelets.It is
important
to noticeright
from the start that the matrix elementcan also be written as an
expression involving
the Fourier transformscp
=F 03C6 and 03C8
= The commutation relations of Sec. 1give
a)
The admissibilityThe
expression
for the left Haar measure ’ of the « ax + h »-group 0 showsthat function E
L 2 [R
dt) is admissible if andonly
if one has302 A. GROSSMANN, J. MORLET AND T. PAUL
With the
help
of Sect.2,
one can calculateThis means that a function ~ E
L 2(~, ~~)
is admissible if andonly
if itsFourier transform
belongs
toL 2 (IR, ~); one sees that the number C~,
is now
~
If t is
interpreted
astime,
then theadmissibility
condition saysessentially
that the
analyzing
wavelet~p(t)
has nozero-frequency component. Indeed, regularity
conditions on ~ptogether
with theassumption 0, imply
the
divergence
of theintegral Cp.
If,
withslight
loss ofprecision,
we write theadmissibility
condition as~(0)
=0,
we see that itimplies
=0 ;
anintegrable
admissibleanalyzing
wavelet has zero mean.Consequently
if the wavelet transform is extended fromdt)
to alarger
spacecontaining
functions that areconstant over
[R,
the wavelet transform of all such functions vanishes.Stronger
statements hold if has zeroes ofhigher
order at co = 0.The
general
definition of can now be written asb) Explicit expression for transform.
If the operators and o the inner
products
are ’ written outexplicitly,
onefinds
These
equations
can of course be thestarting point
of a discussion of the wavelettransform, shortcircuiting
thegeneralized
nonsense.c) Reality
and symmetryproperties.
In contrast to Fourier transform and to transforms based on the
Weyl- Heisenberg
group, the wavelet transform need not involveintegrals
overAnnales de l’Institut Henri Poincare - Physique
theorique
rapidly oscillating
functions. This can be seen from the firstequation (A),
and is one of the main features that
singles
out wavelet transforms amongmore
general
lefttransforms,
and makes themcomputationally
and theo-retically appealing.
If 03C6
and 03C8
arereal,
then is real. There is no loss ingenerality
inassuming that 03C8
is real. There is also no loss ofgenerality
inassuming that 03C6
isreal,
since theadmissibility
condition isvalid, separately,
for thereal and
imaginary
part of~.
Under the two
assumptions
above one hasand one can restrict one’s attention to the
half-plane a
> 0.At this stage, we do not discuss
decompositions involving symmetrization
or
support properties,
since suchdecompositions
may affect the smoothness of the functions concerned.d) Isometry
and inversion.The
general isometry equation
becomes nowwhich
gives
alsoThe transform
L
isinverted,
on its range,by
itsadjoint,
i. e.with suitable definition of
integral.
e)
Characterizationof
the rangeof L~.
The function
P~(y)
of Sec. 1 is now304 A. GROSSMANN, J. MORLET AND T. PAUL
and the characterization of functions
~r(a, b)
thatbelong
to the range ofL is
This characterization is
important
inpractice,
since it underlies inter-polation procedures adapted
to the range ofLlp.
f)
W avelettransform of shifted functions.
Consider the shifted «
signal »
The definition shows then thatIf the
function
isdisplaced,
its transformundergoes
the samedisplace-
ment
along
the b-axis of the cutb, a-plane.
g)
crs ;/ «repre.sentation ;
localization.The transform
(L)
isnon-local,
in the sense that theintegral
involves all values If however the
analyzing
wavelet issuitably
« con-centrated »,
then the value of at agiven point
of the cut(b, a)-plane depends effectively only
on the valuesof 03C8 and 03C8
inappropriate
domains.Assume that ~p is in some sense
negligible
outside a compact set(«
effective support of ~p»),
andthat cp
is in some sensenegligible
outsidea compact set
J(03C6); («
effective supportof 03C6 »).
Then theintegral
can be
effectively replaced by
anintegral
over the set b - The argu- ments t of/
thateffectively
influence agiven
valuea)
lie in the«
neighbourhood »
b - ~ E Thisneighbourhood
increaseslinearly
with a. If a is
large,
thena)
is a very smoothed-outpicture
of~, showing only large-scale
featuresof 03C8
that lie in the set b -The
integral
in cv can beeffectively replaced by
anintegral
over1
-J(~).
The Fourier components thateffectively
influenceat a
given point b,
a,correspond
to values of cv thatsatisfy
It is
telling
to use alogarithmic
scale for úJ and to writeThe relevant Fourier components
of 03C8
lie in a fixed «logarithmic neigh-
bourhood » of
log G)’ (The logarithmic
distance betweenfrequencies
Annales de l’Institut Henri Poincaré - Physique théorique
corresponds
of course to musicalintervals ;
for this reason wavelet trans-forms were called «
cycle
octave transforms».)
If a is
large,
thenb)
catches lowfrequencies
in concordance with thepicture
in t-space.The above discussion has been
voluntarily kept imprecise.
Thecompact
sets and cannot be true supports of 03C6
and 03C6
and the definition of effective support willdepend
on theproblem
on hand.A natural
rough
measure of the(lack of)
concentration of is the « uncer-tainty parameter »
where
It is well known that
for every cp.
h)
W avelettransform
on the line :special analyzing
wavelets.i)
Linear combinationsof gaussians.
Agaussian
is notadmissible,
even after shifts and
multiplication by exponentials,
since its Fourier transform does not vanish at zero. It is however easy to construct linear combinations ofgaussians
that are admissible. Thecorresponding
repro-ducing
kernels can beexplicitly
calculated. Some details can be found in[3 ].
ii)
Derivativeof gaussians.
- The derivative of any function in the Schwartz space!/(lR)
is an admissibleanalyzing wavelet,
as can be seenby
y a look at the Fourier transform of2014~.
dt gConsider in
particular
the case whereg is
agaussian:
306 A. GROSSMANN, J. MORLET AND T. PAUL
and choose as
analyzing
wavelet thenegative
second derivative of gThe wavelet transform with respect to this (~ has a very
simple
intuitiveinterpretation.
Onehas,
with ~ = -~
For fixed a, the function
c~)
is agaussian
average of thenegative
second derivative of
~,
and is thusreally
apicture
of thenegative
secondderivative on a scale
given by
a.(Compare
the lessspecific
discussionof section
g).
If the
function
has an isolateddiscontinuity
at, say t = to, then the function(a
constant andsufficiently small)
will try to imitate the derivative of a Dirac (5-function in aneighbourhood
of b = to. The imitation will becloser,
and the variation ofa)
morerapid,
as atends to zero.
These facts have been
used, (without
the formalism of wavelettransforms)
in models of vision
(edge detection) (We
aregrateful
to R. Balian whobrought
this to ourattention.)
The methods described here allow the construction of
appropriate extrapolation procedures
in the parameter a.iii) Logarithmic gaussian.
- Let x > 0. Consider the function defined asThe function
belongs
to~((~).
It has a zero of infinite order atConsider now g03B1 = and choose it as
analyzing
wavelet. Theresulting L03C6-transform L a
has thefollowin g
basi c property:= 2014
t he nwhich will be
exploited
0 in aforthcoming
£ paper.Annales de Henri Poincare - Physique ’ theorique ’
32 Wavelet transform on the half-line:
affine coherent states.
i )
The group.In this section we restrict our attention to the
subgroup
of affine trans-formations with
positive
dilation parameter a > 0. The group law and the two Haar measures are the same as for the full group describedat the
beginning
of thischapter.
It is well known[6 ] [7],
that this group has two faithfulunequivalent
irreducibleunitary representations (up
tounitary equivalence).
Both are squareintegrable
in the sense of(I)
andwe can
apply
the method of(I).
We will often use in this section the two
following
realisations of the tworepresentations
of the « ax + b » group(a
>0) U±
defined onfor n 1, by
and their Fourier transforms defined
by
An easy
computation gives
the fact that the(unbounded)
operator defined in[1] ] by (3 .1)
associated toU+
isgiven by
defined on the domain
This means
that, for 03C81
andt/12
and every and 03C62 inL2(R+,
we have
and allows to define
and
as isometric transform between and
L2(R+
xR, adab a2).
308 A. GROSSMANN, J. MORLET AND T. PAUL
The
reproducing
kernels of the range of the transforms(see I(V))
isgiven by
the functionThe
following paragraph
is devoted to afamily
of functions whichgives
a characterization of the range ofL~
in terms ofanalyticity
in thevariable z = b + ia
(affine
coherentstates).
ii) Affine
states.In this section we consider the
representation
U- and thefamily
of«
analyzing
wavelets »given by
the functionsThis
family
ofanalyzing
waveletsgives
rise to thefollowing
transforms=
f ’
isclearly
theproduct
of ananalytic
function of the variablez = b + ia
by a 2
Thegeneral theory exposed
in(I)
and recalled in the introductiongives
thatIt turns out
[5] that
the range of the transform Ll isexactly
the set of func-1+n-1
tions which are the
product
of a 2by
ananalytic function,
square. dadb
integrable
with respect to the two-dimensional measure2
(Note
theanalogy
withBargmann space.)
aLet us call
Hl
the range of L~ i. e.H~
can be considered as the state space of quantum mechanics of aparticle moving
on thehalf-line,
or of aparticle
with radial hamiltonian.The
family
of spacesH~
has been used in[5] and
has manyproperties
of the
Bargmann
space described in section(2) :
they
solve thetime-independent Schrodinger equation
for thehydro-
gen atom in an
explicit
way[5] ]
Henri Poincaré - Physique theorique
they provide
a naturalsetting
forlarge
N(or Q
limits[5 ]
they
allow us to introduceWigner
functions for the radialSchrodinger equation [J].
Remark. 2014 If we consider the « ax + b » group as a
subgroup
ofSL (2, R)
via the
parametrization
we can consider the
following
realisation of the tworepresentations
of« ax + b »
W+, W-,
obtainedby restricting
themetaplectic representation
with the
following
choice of «analyzing
wavelets »They give
rise to affine coherent states very welladapted
to the radialharmonic oscillator
( [5 ]).
[1] A. GROSSMANN, J. MORLET and T. PAUL, Journ. Math. Phys., t. 26, 1985, p. 2473.
[2] T. PAUL, J. Math. Phys., t. 25, 1984, p. 3252.
[3] P. GOUPILLAUD, A. GROSSMANN and J. MORLET, Geoexploration, t. 23, 1984-1985, p. 85.
[4] A. GROSSMANN and T. PAUL, Wave functions on subgroups of the group of affine canonical transformations. In : Resonances. Models and Phenonema. S. Albeverio,
L. S. Ferreira and L. Streit, editors. Springer, Lecture Notes in Physics, Vol. 211, 1984, p. 128.
[5] T. PAUL, Affine coherent states and the radial Schrödinger equation I. Radial harmonic oscillator and hydrogen atom, II Large N limit and III Affine Wigner functions, pre-
prints, Luminy. Submitted to Annals of I. H. P.
[6] I. M. GELFAND and M. A. NAIMARK, Dokl-Akad-Navk SSSR, t. 55, 1954, p. 570.
[7] E. W. ASLASKEN and J. R. KLAUDER, J. Math. Phys., t. 9, 1968, p. 206.
(Manuscrit reçu Ie 6 o mars 1986)