Vol. 87, No.

DUKE MATHEMATICAL JOURNAL

(C) 1997

REGULAR COMPACTLY SUPPORTED WAVELETS IN

SOBOLEV SPACES
F. BASTIN AND P. LAUBIN
1. Introduction. In [2], Daubechies constructs orthonormal wavelets with
compact support in L2(IR). One of their main advantages is that the scale transitions are performed using finite sums. These functions have finite but arbitrary
high regularity. Such wavelets characterize efficiently many functional spaces, for
example, the Sobolev spaces. However, they are not orthonormal in these spaces.
Orthonormal basis can be obtained using the usual isomorphism between L2(IR)
and HS(IR), but this procedure does not preserve the property of the support.
Wavelets adapted to the homogeneous Sobolev spaces have already been constructed; see, for example, [1].
In this paper, we study directly the construction of wavelets that are orthonormal in the usual Sobolev spaces. The main problem is that the HS-norm is
invariant by translations but not by dilations. In fact, it follows easily from
Proposition 1 that one single scaling function cannot generate orthonormal
functions at each level of dilation. For example, in the case of HI(IR), the main
term for low frequencies is the La-norm, and the largest term for high frequencies
is the L2-norm of the derivative. This leads to a more general construction,
where the scaling function depends on the level.
This paper is divided into five sections.
Section 2 presents the multiresolution analysis point of view. It contains the
general framework and results used in the other parts.
To obtain compactly supported wavelets, just as in the construction of
Daubechies, the key is to start from filters. This is the object of Section 3. We
give conditions on filters leading to a natural definition of scaling functions. The
usual infinite product formula for the scaling functions involves here the family
of filters and a weight associated to the Sobolev space.
Section 4 contains an explicit construction of compactly supported wavelets in
H I(IR). The scaling functions are obtained using a family of filters chosen in
such a way that they lead to a cancellation of the singularities of the Sobolev
weight. It also turns out that these filters give an interpolation between the two
limit behaviours of the Hi-norm. This transition is illustrated in some pictures.
The filters are trigonometric polynomials. This fact leads to finite sums as scale
relations and to wavelets with compact supports. The scaling functions are not
compactly supported, but are supported by [0, +oo[. When the degree of these
Received 24 August 1995. Revision received 20 May 1996.

481

482

F. BASTIN AND P. LAUBIN

polynomials grows, the regularity of the wavelets increases, as in the classical

Daubechies wavelets.
Section 5 is concerned with other examples. We compare our results in H -1
with a construction of Walter [7], [8], and finally discuss the case of Sobolev
spaces with integer order.
We denote by C (IR) the space of C o functions on IR with compact support.
For > 0, we denote by C the usual H61der spaces. In the Sobolev space
HS(IR), we use the norm

(1 + 2)lf()l 2 d
with

2. Multiresolution analysis. We first adapt the classical theory of multiresolution analysis to Sobolev spaces.
2.1. General results

If S is a real number, tp HS(IR), and j is an integer, then the

2J/2q(2Jx- k), k Z are orthonormal in HS(IR)/f and only if

PROPOSITION 1.
distributions

(1 + 22( + 2kr)2)sla( + 2krOI 2

almost everywhere. It follows that we have the bound

Proof.

Since

HS(IR), the series

M({)

(1 + 22J( + 2kr02)*1( + 2k,t)l 2

converges almost everywhere, belongs to

L]oc(lR), and is 2r-periodic. Moreover,

483

COMPACTLY SUPPORTED WAVELETS

for every e Z, we have

(1 + 22i( + 2kn)2)lq( + 2kn)12e -e de

M()e -ie de

(1 + 22i2)10()12e -e de

2rt2i((2i. g), (2i.)>,.

This proves the proposition.

I--]

PROPOSITION 2. Let (J), j

for every j, the distributions

be a sequence

of elements of HS(IR)

such that,

ik(X) 2J12(J)(21X- k),

are orthonormal in

HS(lR). If Pj is the ortho#onal projection from HS(lR)

Vj

onto

>(ffjk" k e

then, for every h e Hs(IR), we have

([[P/hll 1j (1+ {2)2sll({)[21(J)(2-J{)12 d{)

2

lim
j+m

0.

Moreover, if there are A, > 0 such that

(1

+ 11) I<Y>()I d < A

+m
Vj {0}. (For simplicity, we write #(J) instead of .)
for every j < O, then j=_
Proof. Let us prove the first part with h e C (IR). By definition of P, we get

+ {2)s({)(Y)(2-Y{)ei2-Jk

d{]

Moreover, since h and p(J) belong to HS(IR),

2J2n
30

e i2-k

(1 + ({ + 2J2np)2)sh( + 2J2rp)(1)(2-J{ + 2rip)d{.

p=-m

484

F. BASTIN AND P. LAUBIN

Hence, using the Parseval formula in L2(]0, 2J2r[), we get

2

(1 + ({ + 2J2,rp)2)*({ + 22rtp)O()(2- + 2rp)

(1 + { *(1 + ( + 22rrq)2)*h({)O(J)(2-{)h({ + 22rtq)

2-- q:-oo
x

-o

q3(J)(2-J{ + 2rq)d{.

The term associated to q 0 is the one used as an approximation for ]lPhlls2.

Using Proposition 1 and the fact that belongs to S(IR), we obtain that the sum of
the other ones is bounded by

This expression converges to 0 if j --+ +oo.

Now let h HS(IR). Recall the inequality

Ilf+ gll2 (1 + e)llfl]2 +

which is valid for every e

(1+ )]lgl]

C (IR), we have

> 0 and any seminorm. For any 7

Jr.

1
2
(1+2) 2s ()[ 2 ()(2 -Y)I 2 d
iiPhll s-

< (1 + e)llPja;lls2 +
1

2r(1 + )

(1 + -)]]Pj(h-

g)lls2

(1 -!- 2)2s I,(g)lZlq3(J)(2-J) 12 d

+ I (1+ 2)2s I()-()] q3(Y)(2 -)1 d

1

< (1 + e) IIzlls
/

(1 +

1()

(-2e) IIh-zll/ ( l+e-l+---- )

/

-J)

COMPACTLY SUPPORTED WAVELETS

485

We can obtain a similar lower bound in the same way. Now we first take e small
enough. Then we choose ;t approximating h and finally j large. In this way, we
prove that the left-hand side converges to 0 when j converges to +03.
For the second part, we have to prove that, for every h C(IR), Ph converges to zero in HS(IR) ifj -03. We use the last expression of IIPhll obtained
above. We first estimate the sum over q without the integral. By the CauchySchwarz inequality and Proposition 1, we have

(1 + ( + 2J2q)E)s Ih( + 2J2q)()(2- + 2zq)

(1 + ( + 22zq)2) Ih( + 22rq)l

<

\q=-o

=C(

1 -t-

( + 2J2rq) ff]

2--1sh(2-)

ch(---)

,/2

-o--J),]

< c2-J/2
if j

< -1. It follows that

[[Phllff

C2 -/2

(1 +

(1 + 2-J11)-(1 + 2)21h()12 d

< Cx/C

(1 + 2-11)-(1 + 2)2

The last expression converges to zero if j converges to

1h()12 d

-03.

The first part of the proposition will be used next to prove the density of the
union of the Vs. For this purpose, it would have been sufficient to prove it for

hC.

486

F. BASTIN AND P. LAUBIN

2.2. Construction of wavelets. The results of the previous subsection are the
keys of the construction of wavelets.
(1) Under the conditions of Proposition 2 and with the additional density
condition

lim

Ia/)(2-g)l- (1 + {2)-,/2,

the union of the Vs is dense in H(IR).

This follows from Proposition 2 since

Ila- P gll 2s -Ilall -IIP gllff

for every g

H(IR).

(2) By definition, Vj is the set of all f HS(IR) such that

f ({) m(2-J{)(J)(2-J{)
where rn Loc(IR is 2u-periodic.
This follows immediately from the fact that the Fourier transform of

2J/2(a(J)(2Jx- k) is
2 -j/2 e-i2-1k (j )(2

(3) We have
tions

j)

V c Vj+I for every j

LocilR

).

7Z if and only if there are 2n-periodic funcsuch that the following scale relations hold:

q(J)(2)

m(oJ+l)()O(J+l)().

Moreover,
as

(p() and (j+l)

satisfy the hypothesis of Proposition 1, these filters satisfy

Imi)(g)12 + Im(o)(g + 7012

1;

the density condition and the scale relations give

lim

"--Ima)(2-Je)l1.

j-+m

We are then led to the following definition of multiresolution analysis for

Sobolev spaces. For s- 0 and scaling functions (p() independent of j, this is the
classical one. In our definition, the Vs remain translation invariant, but the
dilation condition is modified.

487

COMPACTLY SUPPORTED WAVELETS

Definition 3. Let s be a real number. A multiresolution analysis of H(IR) is a

sequence Vj, j e Z, of closed linear subspaces of HS(IR) such that
" Vj c:: Vj+I;
+oo
HS
-b

{0};
N
for every j, there is a function () such that the distributions 2Jl2(J)(2Jx- k),
k e Z, form an orthonormal basis of V.

From such a multiresolution analysis, we can construct wavelets. This is

achieved following the same idea as in the classical theory [2], [4], and [5].
Fix j 7Z. Let W be the orthogonal complement of V in V+I. We look for
an orthonormal basis of Wj formed by distributions ;k(X)- 2;/2k0)(2x- k).
We have I]tjk e Vj+I if there is a 2-periodic function mj+l e Loc(IR) such that

(J)(2-J{)

mj+ (2

-j-

{)(J+l)(2-J- {).

The distributions jk are orthonormal if

Imj+l()l 2 + Imj+l( + re)} 2

1,

and they are orthogonal to Vj if

mj+l()miJ+l)() + mj+l( + g)mJ+l)( +/1:)

O.

It follows that we can define (J) by the formula

(J)(2{) e-iCm(oi+)( +
where n e Loe(IR) is n-periodic and has modulus 1.
2.3. A first example. A simple example is obtained from the spline functions.
Fix s e IR and a natural number m such that m + (1/2) > s. Consider the usual
spline function
g

Z[0,1] *" * J([0,1]

+1

We have
m+l

()
and g

HS(]R).

e-i(m+)U2/sin(/2).l
\ /2 /

488

F. BASTIN AND P. LAUBIN

For every j 7Z, let us define

V/(Do,j ()
with

O)o,j()

y (1 -+- 22J( + 2br)2) 10( + 2br)l

There are constants Cj, cj > 0 such that cj < ooo, j < Cj. It follows that (J) HS(IR).
Moreover, these functions satisfy the assumptions of Proposition 1.
For every j, the closed linear hull in HS(IR) of the functions O,k(X
J.
2J/2tp(J)(2Jx- k) is the same as the one generated by the functions 2J/20(2Jx- k)
in L2(]R). This follows from the fact that the two spaces are formed by the temperated distributions f such that

f() p(2-J)O(2-)
where p

Loe(lR) is 2r-periodic. Denote this space by Vj.

PROOSITION 4. The spaces V, j 7Z, form a multiresolution analysis of HS(lR).

In particular, the distributions 2J/2k(J)(2Jx- k), j, k Z, where

(J)(2) e-iCm(oJ+i)( +

mj+l)()_e-i(m+l)Ucosm+l() /o,j+l()
are an orthonormal basis for

Proof.

HS(lR).

Using Propositions 1 and 2, we have only to verify the density

condition

lim
j+oo

(1 + 2)-s/2.

Iq3(J)(2-J)

By definition,

gg,J(2-J)
The term associated to k

Z (1 + ( + 2J+lkn)2)slo(2-J + 2kn)l 2.
0 converges to

(1 + 2)s. Using the estimate

sin(2--I )
1O(2-J + 2kr)l- 2-J-1
+

m+l

2-(J+l)(m+ 1) Il m+l

489

COMPACTLY SUPPORTED WAVELETS

for
j

]2 -j-l[ < 1 and k 0, we see that the sum of the other terms converges to 0 if
+oo. The conclusion follows easily.

3. Construction from filters. To obtain compactly supported wavelets, we

study the construction of a multiresolution analysis from filters. Using the scale
relations and the density condition given above, we get a natural way to construct scaling functions from a family of filters:

0())()

=mJ+l)()O(J+l)()
J

(b(J+) (2-a:)

Hm

j+p)

(2-P)

p=l
+(3O

(1 + 22J2) -sl2

H m(o

j+p)

(2-P:)"

p=l

The following result gives sufficient conditions on the functions

suitable o(J) in this way.

PROPOSITION 5. Let

m(oj) L12oe(lR), j

m(0j)

to define

7Z, be a sequence of 2r-periodic func-

tions such that

Imo)()l 2 + Im2)( + )1 z
there are N

Fix j

7Z.

1 a.e.;

> 0 and c e ]0, 1], j e No, such that 1-I+= c2 > 0 and

If the infinite product

H m(oJ+P) (2-P)

q(J)() (1 + 22J2) -s/2

p=l

converoes almost everywhere, then the distributions (,Ojk(X)

are orthonormal in

Proof.

2J/2(J)(2Jx k), k

HS(IR).

Fix j e E. Consider the functions

f(J)({)

([_=,=] (2-{)

H m(o

j+p)

p=l

(2-P)"

7z,

490

F. BASTIN AND P. LAUBIN

We have

IfsO)({)12eik d{

[2, Ifs(Y)({)l 2eik d{ + [

d0

t2Jn

--J0

If(])( 2Jrr)12e ik d

d0

J-1

eik(lmg+J)(2-J)12 + Im+)( 2-{ + r)l 2) IIm(o"+p) (2-{) de

j=l

J If)_) ()12e

k de

2rf0,k.

By the hypothesis, the functions f)J) converge almost everywhere if J +m. It

follows from Fatous theorem that there are functions f(J) HS(IR) such that

O(J)() (1 + 22j2) -s/2 H m(oJ+P)(2-P).

p=l

Let us show that the functions f)) converge in L2(]R). We use the equality

fj(J)()(J+J)(2 -J)

;t[_n,] (2 -)q(j)(d)

From the hypothesis, we get, for J > -j and 2-11

I@<+a>(2-S)l > (1 + 22{2)-s/2 H c+s+p cosV(2-v-S-l{)

p=l

(1 +

22J{2)-s/2(sin(2--1))
2---z-- H+

p=l

+m

> c(1 + 22j{2)-s/2 H cp.

p=l

It follows that

Hence the convergence follows from Lebesgues theorem.

cJ+,+v

491

COMPACTLY SUPPORTED WAVELETS

Now we have

(qjk,je>s

2-

It.

lim
a-+oo
This proves the proposition.

t(; )(2-J) (j )(2_;)ei2-.,(e-k) (1 + 2)s d

I R IfJ/()

12ei(g-k) de 6k,e.

[:]

In the applications, the weight factor (1 + 22j2) -s/2 will be replaced by another function with the same modulus. By Proposition 1, this does not change
the conclusion of Proposition 5.
4. Compactly supported wavelets in H (IR). As we want compactly supported
wavelets, we use filters such that the factor mJ+l)( + ) cancels the singularity

of the function substituted for the Sobolev weight in

Let us consider the family of filters

(, )

+ i2-J.
cos
m(J)()
=e-iU20,0
2
v/ch(2_j)
For a fixed integer N > 1, consider also

m(J
o,v ()

m(o)o() (,l

e-i) J()

o(J)

where
is a trigonometric polynomial with real coefficients.
Using the construction from filters, we define

)()

+ i2J p=l m(J+P)(2-P)0,0

21+j/2e-i{/2

+ 22{ 2 iv/sh(2-Y)

sin

({+i2 -j)
2

and

0() ()

+oo

+ i2J{ p=l ""o,r"(J+P)(2-P)

oJ)({)e-iN{/2 \

-(sin({/2)-N-J H+ "(N

j+p)

p=l

(2-P)

492

F. BASTIN AND P. LAUBIN

Taking

n()

-1 in the general construction, we obtain the following wavelets:

()(21

,-iCn (J+1
"0,N

( + r) (Nj+l

21+j/2i-Ne-i

ch(2 -j-l)

cos()

(sin2(/2).)
)

+ 22(j+1) 2

(Nj+l) ( Jr- 7) H (NJ+P+I)(2-{)

v/sh(2-J)

p=l

(J),

0(

the functions
define
We show below that for a suitable choice of the
a multiresolution analysis of HI(IR) of arbitrary high regularity.
The case N- 0 does not provide a multiresolution analysis. The intersection
of the generated spaces j) is not reduced to {0}. It follows from Section 5.2 that
it is the linear hull of the function exp(-lx]).

V(o

4.1. Construction
equality

of C(sJ).

If we write

Iu(J)()12 PN(J)(sin 2 /2),

(j)
2
+l m(j)
Im0,N()l
0,N( "[- lg) 2

becomes, with y

then the

sin2(/2),

ch2(2-j-l) Y p(Nj)(y)(1 y)N ch2(2 -j-l) 1 + y pN(J)(1 y)yN

+
ch(E-J)
ch(2-J)

1.

The polynomials multiplying PJ)(y) and P(J)(1- y) do not vanish simultaneously. Hence there is exactly one polynomial of degree N satisfying this condition. Let us compute these polynomials.
An equation of this type appears in [3, p. 171]. It follows from Proposition
of degree 1 such that
6.1.2 of this reference that there are polynomials

g()(y) + g()(1

y)
(xj

0 and

y)PJ)(y)

(2xj

1)(PN(y) + yNR()(y))

with
N-1

P (y)

CN+k_
k=0

and
xj

ch2(2-J-1).

(1)

493

COMPACTLY SUPPORTED WAVELETS

2 N-1 and

From [3], we know that PN(1/2)

1

< Pv(Y) < Pv(1) CIN_I

Pv(Y)

ify

2 2(-1)

[0,1].

LEMMA 6. (a) We have

N-1

P(J)(y)

2 v-1 sup(l, 2y) v-

ykx-k-l

2Pv(y)+ (2y- 1)
k=0

m=0

(b) For every N > 1 and j 7z, we have

2PN(y)

< P(J)(y) < PlV+I(Y) < 2 2v

PN+I(Y)

< P(J)(Y) < 2Pv(y) < 2v

and

Cl+m_lX?

Moreover,
lim

P:)(y): PN+x(Y)

lim

P()(y)

and
j-----O0

Proof. (a)

a()(1

Since

2Pv(y).

R(Nj) is odd with respect to (1/2)

2y). The left-hand side of (1) vanishes for y

(2x Using this value of

(x

y, we can write
Hence

xj.

N (J)

in (1), we obtain

y)P)(y)=

k
yk 2Xj- 1--(2yCN+k_

k=0

1)xV_k,]

R()(y)

494

F. BASTIN AND P. LAUBIN

Dividing by xj

y, we get

Cv+k_lY k 2 + (2y- 1)
k=0

ymxnm=0

N-1

2PN(y) + (2y

1)

Z Ykx Z Cv+m-lX?"
k-1

m=0

k=0

(b) If y z [1/2, 1], then Pu(j) is greater than 2Pv and increases with respect to j.
Since

P(NJ)(y)
j---+oo
lim

N-1

N-1

k
yk --(2y- 1)
CN+k_

> 1 and j

Z, we have

P(J)(y)<3v
pj+l) (y)pJ)(4y(1
If 0

Pv+I (Y),

[0, 1/2], then P(J) decreases with

this proves the first line of inequalities in (b). If y

respect to j, and we conclude in the same way.

Proof.

k=0

k=0

LEMMA 7. For every N

y CkN+kY

y))

/f0<y<

,
3

< 3 2r

< y < 1/2, this follows from Lemma 6. If 1/2 < y < 3/4, then we

have

PJ)(Y) < Ps+I (Y) < 2N sup(l, 2y) v < 3 v

In the same way, if 3/4 < y < 1/2(1 +

PJ+I) (y)P(J)(4y(1

y))

1/v), then 4y(1 y) > 1/2 and

< Pv+I(y)Plq+X (4y(1

y))

< (4y)N(16y(1- y))S < 3 2s.

If 1/2(1

+ 1/x/) < y < 1, then 4y(1 y) < 1/2 and

p(j+l)(y)p(lvJ)(4y(1_ y)) < Ps+l(y)2 < (4y)N2 < 3 TM

This proves the lemma.

To define

[--]

s(), we use a result of Riesz; see Lemma 6.1.3 [3]. For every N

495

COMPACTLY SUPPORTED WAVELETS

and j, there is a trigonometric polynomial of degree N

N
k=0

with real coefficients, such that

XaN(J)() 12 PN(J)

(sin2 ())

This polynomial is uniquely defined if we require that the roots of

satisfy Izl > 1 and

V/PN(J)(0)=

&aN(J)(0)

-=0 l(J)Ok,N gk

xjl"

From now on, we use these trigonometric polynomials to define q() and
4.2. Relularity. Our main result on the asymptotic regularity of the function

() is the following.

PROPOSITION 8. For every N > 1 and e > O, there is C,,N > 0 such that

C,N(1 + 22j2) -1/2 (1 + Il) -(1-1n(3)/21n(2))N+

for every j Z.
Proof. First step. We estimate the infinite product of the polynomials N(j).
Let

D
ke.

and D2

+ 2kr,-- + 2kn

IR\D1. It follows from Lemma 7 that

I.N(J)()I < 3 N/2

I.ON(j+l) ()N0)(2)I < 3N

D1,

if

if

D2.

This implies

< 2N3eN/2
p=0

496

F. BASTIN AND P. LAUBIN

for every g > 1. In fact, since 2-g+l belongs to D1 or D2, we can estimate the last
or two last terms by 3W2 or 3 Iterating this procedure and using the global
bound
< 2N, we get the inequality.
It remains to estimate the product for large p. We have

v.

](J)()]

)()

k,NI

k=0

Therefore, for e IR,

I()() e)(0) < I,1

kl b(j)
k,NI 2N le21
k=0

PJ)

sin 2

k:

-CN[I

d < 2 2v

CNIII.(NJ)(O)I

k=l

and

Summing up, if 2 en <

[[

< 2e("+1) with n > 0, then

g-1

H (J+)(2-)

H "LPN(J+P+kg+I)(2-P-ke-1 )

p=l

p=O

-I-oo

< (23gv/)"

Hl

j+p)

(o)le

p=n+l

< Il(u/e)+uOn(3)/-n(2))e2eCr

+oo

v/ch(2_j_,)

p=gn+

ch(2-j-p-i)

[[(N/g)+N(In(3)/2 In(2))e2tCv2-(J+ng+l)/2 V/COth(2_j_ne_ l)

C[l(N/g)+N(ln(3)/2 ln(2))e2,Cu 2-inf(0,j)/2,
since x coth(x) < 1
This proves that

+ x if x > O. If 11 < 1, we proceed in the same way with n

nt-oo

H J+.)(2-.)

p=l

Ce,N 2-inf(0j)/2(1 -" Il) N(ln(3)/2 In(2))+8

O.

497

COMPACTLY SUPPORTED WAVELETS

Second step. Ifj > 0, we have

sin( 2)i2-J

(ch(2_j) cos()) < C( 2 + 2 -2j)

It follows that

V/ + 2-2J
I)()1 < Ca,N(1 + [[)-N+N(ln(3)/21n(2))+e 1 +2J/2
2
22 v/sh(2-J)
9-

< C,N(1 + Il)-N(1-0n(3)/21n(2)))+(1 + 22j2) -1/2.

If j

< 0, then
C,(1 4-Il) -N+N(ln(3)/21n(2))+ 1

v/ch(2-J) cos(C)
v/sh(2-J)
+ 22J
1

< C,N(1 + Il)-N(1-(ln(3)/2 ln(2)))+(1 + 22j2) -1

This proves the proposition.

4.3. Multiresolution analysis and wavelets.

We can now conclude this section.

THEOREM 9. Fix N > 1 and consider the functions o( ), (uj) introduced in the
beginning of this section.
(1) For every j, the functions 2J/2o()(2Jx- k), k Z, are orthonormal in HI(IR)
and the spaces

V(Nj) )()(2Jx- k)" k

Z(

form a multiresolution analysis of H (JR).

(2) We have supp (,o)

q()(x)

[0, +oc [, and there are constants C,lV IR such that

cj,ue

-x2-

if x [2N + 1, +[.

2J/2h()(2Jx k), L k7Z, form an

Hi(JR).
(4) We have supp((f )) c [-N,N + 1].
(5) We have o( ), k( C(IR) ifo < (1 In 3/2 In 2)N

orthonormal basis

(3) The functions

Proof. We

begin with an estimation of

]Se(j)- 11. As

of

0.2075 N.

in Proposition 8, we

498

F. BASTIN AND P. LAUBIN

have

I-)()- )(0)1 < CNlle 11

for every e t12 and

V/2- x]

I)(0)- 11

-1- 1

< x- 1 sh2(2--l).

It follows that

I)()- 11 < C11 ell + sh2(2 -j-l)

(2)

o(

for all e
This proves that the infinite product in the definition of
is an
entire function with an exponential growth. Using the Paley-Wiener theorem, this
also proves the second and fourth point of the theorem.
The orthogonality follows from Proposition 5, since

/ch(2-J) + cos()

/1
> V2h-_-)

cos ( )

q-COS()()
cos v

To obtain the density of the union of the spaces

lim

cosN+I(/2)
v/ch(2_j)

V(j), we have to verify that

Ia/(2-gg)l- (1 + 2)-1/2.
IR, the infinite product

Using (2), we see that for fixed

e=l

is uniformly convergent on/N. Hence this product converges to 1 if j

fact and

21/j/2
lim
j-++oo

v/sh(2-j)

lead to the conclusion.

-lim
j-++oo

(ch(-)----cs(2-J)sh(2-J)
--j-1

+m. This

/2

(1 + 2

1/2

499

COMPACTLY SUPPORTED WAVELETS

tha! (]jV.(nJ)=

It remains to prove
{0}. For N > 2, we apply Proposition 2.
For N 1, we cannot apply it directly but use a refinement.
For N > 3, we have (1- (ln(3)/2 ln(2)))N > 1/2. Hence using Proposition 8,
we get C, a > 0 such that
1+

I[)1q3()()12 d{ < C.

We conclude by Proposition 2.
To treat the cases N--1,2, we need a more refined analysis. We use L aestimates of the Littlewood-Paley type, instead of pointwise estimates.

Let

(T(NJ)f )()
If n > 0 and f

L1oc(IR

(+1)

(T

is 2n-periodic, we get by induction, as in [3, p. 227],

T+")f)()a

f(2-")
d --2nr

--n

Using the explicit expression of

p=l

(), we obtain, for j < 0 and n e No,

n

x e c2-"11

II

Ie.(+)(0)12d-

p=n+l

As in the first step of Proposition 8, we have

II

I(+)()12

2 -(j+n+l) coth(2 -j-"-l)

< 1 + 2 -(j+n+l)

p=n+l

Therefore we get, for j

< 0 and n e No,

Iq3( ()1

-.t ,)-2nN (2

de < "-N"

+2

-n

I12nrg

d-2nrr p=l

CN2-anN(2J + 2 -n)

(Tj+)... T(uJ+n)l)()

500

F. BASTIN AND P. LAUBIN

Denote by TN the operator associated to the trigonometric polynomial

satisfying

15ev () 2= Pv
The operators T, T2, 7 and

T j), T(2

{f0 +fl

v2
into itself. We endow

j)

(sin2 )

map the space

cos

:, fl

Va with the norm

/fo +fl2,

lifo +A cos 11

Let us consider the case N 2. The eigenvalues of Ta (resp., 7) on

and -1 (resp., 9 and -4). Hence there is C > 0 such that

Z2ll
for all n
that

> 0.

PJ)

Using the explicit expression of

2J/C

if j

IIT ;)- T311 < 2-/C

Using Lemma 10, we obtain, if n

<k<n,j+k<-J

> 0 such

< -J,

ifj > J.

<k<n, lj+kl<J

II

(2r,_ +

II

<k<n,j+l<-.1

< A9"

one can find a J

> 1,

< k < n +k > J

are 4

T3nll < C9n

C4n,

liT<2 j)- 2T211

Va

-2Ta)

<k<n,j+k>J

COMPACTLY SUPPORTED WAVELETS

Summing up, for j

(1/11 I)

<

I1<

501

< 0, we have
() d

( + I1)1()1 d +
n=l

2n(-4)9

2-1<11<2

( + I1)10()1 d

<

=1

< 4 (2 In 3/ln 2) 0.830. We can apply Proposition 2.

Now we treat the case N 1. The eigenvalue with largest modulus of the
operators T and T on V is 4. Using Lemma 10, we obtain as above

if e

Z+ Z+
Here we have to make use of the Nctor 2 + 2

4.

-. We have

(2( + I1) + ( + I1)-)10()1 d

C 1+

2]+

n+2_n2-n4

+(-+-(->
n=l

if0<e< 1.
To prove that this implies that the intersection of the
at the end of Proposition 2. For h e C (N), we write
2 -j/2

(1 +
2/2

s is {0}, we proceed as

Ih({)O(J)(2-J{)l d{
(2(1 + 121) + (1 + 211)-)1<(2)12
(2(1 + 2-11) = + (1 + 2-11)-=) (1

(2(1 + 2-11) = + (1 + 2-11)-=)(1 + 2)21h()12 d

The last expression converges to zero if j converges to -m.

502

F. BASTIN AND P. LAUBIN

LEMMA 10. Let c, 2 > 1 and A, Rj be linear operators on a normed space. If

IIa"ll <. c

and

IIRII-< 2-/c, then

II(a + R,)(A + R2)... (A + Rn)ll

for every n >

1.

II(a + R)... (a + R2)(A + R)II

Of course, we can estimate

Proof. We proceed by

in the same way.

induction. The estimation is obvious for n

1.

Assume that

l[(a + R1)(A + R2)... (a + gp)l[

if p

<

cap+
2-1

< n. We have
n j-1

An +

(A + Rk)
k=l

ZH (A + Rk)RjAn-j"
j=l k=l

Hence
n

c2j

+ R) < c2n + Z 2-J2n-J 2-1

II(A
k=l
;=1
This proves the lemma.

<c2"

C2 n+l

(1+2_ ) =2-1
1

I--]

5. More examples
5.1. Compactly supported wavelets in H I(IR). We first give some pictures of
the previous wavelets. We remark that

lim
j-+m

2JD$(J)= N+I/

and
lim

For N

() -v.

1, we have

PJ)(y)

2+

2y- 1

and

PJ)(sin2 )

cos

ch2 (2-J-1

lay + bye -i 12

COMPACTLY SUPPORTED WAVELETS

with
aj

v/ch(2-J) + V/2 + ch(2-J)

V/2(1 + ch(2-J))
v/ch(2-J) V/2 + ch(2-J)
V/2(1 + ch(2-J))

Here are some pictures of o} j)

Here are some pictures of /1(i)

-1

(-4)

503

504

F. BASTIN AND P. LAUBIN

-1

0.025

And here are some derivatives.

15

20

,-15

O0-4)
10

-4

COMPACTLY SUPPORTED WAVELETS

2

For N

2, we get

PJ)(y)

2(1 + 2y) + (2y- 1)xj + (1 + 2xj)y

and

2()() a + be -i + ce -2i
with

a+b+c
a b+c

/2 xl
V/6+

l+3xj

w/4- b
Here are some pictures of ffJ) and D j).
aj

-cJ

505

506

F. BASTIN AND P. LAUBIN

-2 -1

5.2. Compactly supported wavelets in H-I(IR). Wavelets in H -1 with compact supports and high regularity can be obtained from the ones of Theorem 9
by applying the operator 1- D E, since this operator preserves the support.
However, for N 0, the construction can be done in the following way. This
also gives a way to compute the intersection of the spaces j) in H i.
We apply an orthonormalization process to the Dirac mass 0 H-I(IR).
Since

V(o

+o

E 1 + 22J(1 + 2kn)

2 -j-1
2

sh(2-)

ch(2-J)

cos

and

(ch(2-J)

cos

the functions

b(J)()

2 l+j/2e-i/2

+
sin(
)i2-J
i
2

satisfy the hypothesis of Proposition 1 for every j. Moreover,

lim

O(Y)(2-Y)

1 -i,

507

COMPACTLY SUPPORTED WAVELETS

and the scale relations hold with

e_iU 2 cos(( + i2-J)/2)

m(oJ)()

v/ch(2-J)

(j)
of Section 4.
This is in fact the function m0,0
The closed linear hulls of the functions 2J/2t(J)(2Jx

)(2-Jk" k 7Z(.

Vj
They satisfy Vj
in

k), k Z, are given by

Vj+I, and it follows from Proposition 2 that their union is dense

H-I(IR). However,

N
The associated wavelets are given by

-21+J/2e-i ch(2-J-)

(J)(2)

cos

It follows that
1

v/sh(2-J)

(e 2-j- (2-(k+1)

e-2--1

and

jk(X,)

v/sh(2_j)

(di2- k

2 ch(2-J-1)62-J(k+(1/2))

+ di2-(k+l))

If we replace j) by its modulus in the previous computations, we get the

multiresolution analysis constructed by Walter in [7]. Our construction provides
filters that are trigonometric polynomials, and moreover the functions q(J) here
have compact supports.
5.3. Compactly supported wavelets in Hm(]R).
sible in Hm(]R) for every positive integer m.

A similar construction is pos-

Let

m(oJ)()

(e-Ucs((+i2-)/2).

(l+e-i)

508

F. BASTIN AND P. LAUBIN

where the
of

(xj

&as(J) are trigonometric polynomials. They are defined from the solutions
y)mp(NJ)(y)(1 y)N + (Xj

+ y)mp(NJ)(1 y)yN (2Xj 1) m

by the formula

It remains to prove in general that these functions lead to multiresolution

analysis.
REFERENCES
[1] G. BATTLE, "Wavelets: a renormalization group point of view" in Wavelets and Their Applications, Jones and Bartlett, Boston, 1992, 323-349.
[2] I. DAUBECHIES, Orthonormal bases of compactly supported wavelets, Comm. Pure Appl. Math. 41
(1988), 909-996.
Ten Lectures on Wavelets, CBMS-NSF Regional Conf. Ser. in Appl. Math. 61, Society for
[3]
Industrial and Applied Mathematics, Philadelphia, 1992.

[4] S. MALLAT, Multiresolution approximations and wavelet orthonormal bases of LE(IR), Trans.
Amer. Math. Soc. 315 (1989), 69-87.
[5] Y. MEYER, Ondelettes et oprateurs, I, Actualitrs Math., Hermann, Paris, 1990.
[6] W. SWELDENS, The construction and application of wavelets in numerical analysis, Ph.D. thesis,
Katholieke Universiteit Leuven, Belgium, 1994.
[7] G. WALT., Wavelets and Other Ortholonal Systems with Applications, CRC Press, Boca Raton,
Fla., 1994.
"Wavelets and generalized functions" in Wavelets, Wavelet Anal. Appl. 2, Academic
[8]
Press, Boston, 1992, 51-70.

UNIVERSITI DE LIEGE, INSTITUT DE MATHMATIQUE, AVENUE DES TILLEULS 15, 4000 LIEGE, BELGIUM;
F.Bastin@ulg.ac.be; P.Laubin@ulg.ac.be