New exact and numerical solutions of the (convection-)diffusion kernels on SE(3)

DOI10.1016/J.DIFGEO.2017.06.004MaRDI QIDQ2399780zbMATH OpenOpenAlexWikidataFDO

Authors J. M. Portegies, Remco Duits

Publication date 24 August 2017

Published in Differential Geometry and its Applications (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://arxiv.org/abs/1604.03843

zbMATH Keywords

diffusion processdirection processFourier analysisLie groupspartial differential equationsSturm-Liouville theory

Mathematics Subject Classification ID

PDEs on Heisenberg groups, Lie groups, Carnot groups, etc. (35R03) Diffusion processes and stochastic analysis on manifolds (58J65)

Abstract: We consider hypo-elliptic diffusion and convection-diffusion on $mathbb{R}^{3}times{S}^2$, the quotient of the Lie group of rigid body motions SE(3) in which group elements are equivalent if they are equal up to a rotation around the reference axis. We show that we can derive expressions for the convolution kernels in terms of eigenfunctions of the PDE, by extending the approach for the SE(2) case. This goes via application of the Fourier transform of the PDE in the spatial variables, yielding a second order differential operator. We show that the eigenfunctions of this operator can be expressed as (generalized) spheroidal wave functions. The same exact formulas are derived via the Fourier transform on SE(3). We solve both the evolution itself, as well as the time-integrated process that corresponds to the resolvent operator. Furthermore, we have extended a standard numerical procedure from SE(2) to SE(3) for the computation of the solution kernels that is directly related to the exact solutions. Finally, we provide a novel analytic approximation of the kernels that we briefly compare to the exact kernels.

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Cited in

(10)

• Optimal paths for variants of the 2D and 3D Reeds-Shepp car with applications in image analysis
• Nilpotent approximations of sub-Riemannian distances for fast perceptual grouping of blood vessels in 2D and 3D
• Measure-valued variational models with applications to diffusion-weighted imaging
• Total variation and mean curvature PDEs on the homogeneous space of positions and orientations
• New exact and numerical solutions of the (convection-)diffusion kernels on \(\mathrm{SE}(3)\)
• New approximation of a scale space kernel on SE(3) and applications in neuroimaging
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