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# Capillary to bulk crossover of nonequilibrium fluctuations in the free diffusion of a near–critical binary liquid mixture.

## I Introduction

In this work we focus on the investigation of interface and bulk fluctuations in a near-critical binary liquid mixture undergoing a free-diffusion process. free-diffusion processes have been recently shown to give rise to giant nonequilibrium fluctuations . However, it is still not well understood what happens in the very early stages of the diffusive remixing, when an effective surface tension should be detectable . In this paper we use static light scattering to study the crossover between the capillary-waves at the interface and the bulk fluctuations, during the quick transient leading to the onset of giant nonequilibrium fluctuations. We show that the static light scattered from the diffusing sample is the superposition of a contribution due to interface fluctuations and one due to bulk fluctuations. By isolating the interface term we are able to recover the time evolution of the nonequilibrium surface tension. We show that the surface tension decreases very quickly, giving rise to a divergence of the amplitude of capillary-waves. However, as the interface thickness increases due to diffusion, a crossover from capillary to bulk fluctuations is observed: the interface layer becomes thicker than the length scales associated with the scattering wave vectors. Therefore, fluctuations do not displace this layer as a whole any more. Instead, they take place inside the layer, which behaves as a bulk phase. This prevents the divergence of the capillary-waves.

Similar free-diffusion experiments on critical fluids were performed on isobutyric acid-water (IBW) by May and Maher , and on cyclohexane-methanol (CM) and deuterated cyclohexane-methanol (CDM) by Vlad and Maher . They used surface light scattering to recover the relaxation time of fluctuations at the diffusing interface, and they applied the capillary-waves dispersion relation to determine an effective surface tension. They derived the time evolution of what they assumed to be an effective surface tension of the interface. The time constant related to the relaxation of the surface tension led to a value of the diffusion coefficient which was many orders of magnitude smaller then the equilibrium one (2 order of magnitude for CM, 3-5 for CDM and 7-8 for IBW). These results were interpreted by assuming that gravity was responsible of the slow dissolution of the interface. However, Maher and coworkers did not take into account the presence of non-equilibrium bulk fluctuations at all. These fluctuations turn out to be much slower than the capillary ones and this might explain the slow relaxation time of the fluctuations they observed, without having to resort to a slow-diffusion hypothesis.

## II Experiment

Several authors have tried to detect an effective surface tension between two miscible fluids . In particular, some experiments have been performed by injecting a fluid into the other one or by layering the fluid one on the top of each other . However, it is very difficult to establish a flat interface without generating disturbances. The use of a critical binary liquid mixture has several advantages in this respect. A stable horizontal equilibrium interface between two phases can be obtained by bringing the mixture below its critical temperature. These two phases become completely miscible simply by raising the temperature above the critical one, without having to mechanically manipulate the sample. In this way disturbances in the formation of the interface can be avoided, provided that some precautions are taken to avoid convection. Moreover, working with a critical mixture allows one to tune the time scales of fluctuations by changing the distance from the critical point.

The experiment reported here has close connections with a previous experiment on the transient behavior of a nonequilibrium interface in a near critical binary mixture. This experiment was performed by raising the temperature of a binary mixture from a value below $`T_c`$ to a value still below it. In this way the system was separated into two phases at the beginning and again at the end of the experiment, and we investigated the transient behavior of the nonequilibrium interface and of the related surface tension. In the experiment described here the temperature is raised from below to above the critical one. In this way one starts with two phases and ends with an homogeneous phase. The two concerns are how does the interface evolve into a bulk phase and what happens to its surface tension.

The sample used is the binary mixture aniline-cyclohexane prepared at its critical aniline weight fraction concentration c=0.47. A horizontal, 4.5 mm thick, layer of the mixture is contained in a Rayleigh-Benard cell consisting of two massive sapphire plates in thermal contact with two Peltier elements controlled by a proportional-integral servo . The sapphire windows act at the same time as thermal plates and as optical windows. The thermal stability of the cell is about 3 mK over one week , the temperature being uniform within 2 mK across the sample. The mixture is phase separated at 3 K below its critical temperature $`T_c`$, so that two macroscopic phases are formed, separated by a horizontal interface. The temperature is then suddenly increased to 1 K above $`T_c`$, so that the two phases become completely miscible. During the temperature jump the temperature of the upper plate is kept a few mK higher than that of the lower one, so as to discourage convection. This thermal conditioning of the sample has been thoroughly checked for spurious disturbances by using a very sensitive shadowgraph technique. Scattered intensity distributions are collected both during the initial equilibrium condition and during the temperature increase by using a unique ultra low-angle static light scattering machine described in detail elsewhere . The heart of this machine consists of a unique solid state sensor which is able to collect light scattered within a two decades wave vector range, with a dynamic range of about 6 decades. This sensor is a monolithic array of 31 photodiodes, having the shape of a quarter of an annulus. Each photodiode collects the light scattered at a certain wave vector. The machine in the configuration used for this experiment is able to collect the light scattered in the wave vector range $`80`$cm$`{}_{}{}^{1}<q<8000`$cm-1 in a fraction of a second.

## III Results and Discussion

Prior to the temperature increase most of the light is scattered by capillary-waves at the interface, the scattering due to the equilibrium bulk phases being negligible. The intensity scattered by equilibrium capillary-waves is well known to display the power-law behavior $`I(q)1/(\sigma q^2)`$ , where $`\sigma `$ is the surface tension. The scattered intensity distribution in this condition is shown by the plusses in Fig. 1, together with the best fit to the power law. As soon as the temperature is raised, the scattered intensity increases at every wave vector and a typical length scale appears at intermediate wave vectors. The scattering data can be interpreted by following the guidelines outlined in Ref.  and summarized below. The concentration profile is assumed to be continuous across the sample. The sample is modeled as the superposition of an interface layer surrounded by two bulk layers. The character of a layer depends on whether the typical length scale associated with changes in the concentration gradient is respectively smaller or larger than that associated with a fluctuation of wave vector $`q`$. Therefore a certain layer of fluid can behave as an interface or as a bulk phase, depending on the wave vector of the fluctuation perturbing it. Landau’s Fluctuating Hydrodynamics  can be used to describe the spectrum of the fluctuations. By using the approach outlined in , and extended to nonequilibrium interfaces in , one finds that the static contributions to the scattered intensities due to the interface and bulk fluctuations are

$$I_{_{\text{int}}}(q)\frac{\mathrm{\Delta }c_{\text{int}}}{1+(q/q_{\text{cap}})^2}$$
(1)
$$I_{\text{bulk}}(q)\frac{\mathrm{\Delta }c_{\text{bulk}}}{1+(q/q_{\text{RO}})^4}$$
(2)
where

$$q_{\text{cap}}=\left(\frac{\rho \beta g\mathrm{\Delta }c_{\text{int}}}{\sigma }\right)^{\frac{1}{2}}$$
(3)
and

$$q_{\text{RO}}=\left(\frac{\beta gc}{\nu D}\right)^{\frac{1}{4}}$$
(4)
In Eqs. (1-4) $`\mathrm{\Delta }c_{\text{int}}`$ and $`\mathrm{\Delta }c_{\text{bulk}}`$ represent the macroscopic concentration difference across the interface and bulk layers, respectively, $`g`$ is the acceleration of gravity. We assume that the concentration difference across the sample is small, so that the fluid properties do not change much. Therefore, the mass density $`\rho `$, the kinematic viscosity $`\nu `$, the diffusion coefficient $`D`$ and $`\beta =\rho ^1(\rho /c)`$ represent suitable average values.

Equation (1) and (2) have basically the same form: a power law at large wave vectors, and a gravitationally induced saturation at smaller ones. Both capillary and bulk fluctuations are generated by concentration fluctuations induced by velocity fluctuations due to the presence of a macroscopic concentration gradient. Basically a parcel of fluid gets displaced due to a thermal velocity fluctuation. Whenever this displacement has a component parallel to a macroscopic concentration gradient, a concentration fluctuation arises, as the parcel of fluid is displaced into a region having a different concentration. The power-law behavior at large wave vectors characterizes these velocity-induced concentration fluctuations. In the case of an interface, the macroscopic concentration changes across a length scale much smaller than those associated with the scattering wave vectors. Therefore, a fluctuation displaces this region of sharp concentration variation as a whole, and relaxes back to equilibrium due to the capillary forces associated with the interfacial displacement. This leads to the power-law exponent -2 in Eq. (1). In the case of a bulk phase, the macroscopic concentration changes across a distance much larger than the length scales associated with the wave vectors. In this way the fluctuations take place ’inside’ the concentration gradient and relax back to equilibrium due to diffusion. This mechanism leads to the exponent -4 of Eq. (2), typical of nonequilibrium fluctuations in a bulk phase .

The capillary and roll-off wave vectors $`q_{\text{cap}}`$ and $`q_{\text{RO}}`$ characterize the onset of the gravitational stabilization of the capillary and bulk fluctuations, respectively. As outlined above, the interface and bulk concentration fluctuations are brought about by the displacement of parcels of fluid due to velocity fluctuations parallel to the macroscopic gradient. As a consequence of the displacement, a buoyancy force acts on the parcel, as its density is now different from that of the surrounding fluid. Therefore gravity acts as a stabilizing mechanism against small wave vector velocity fluctuations. This saturation is apparent for the late time data in Fig. 1, while it falls outside the wave vector range for the early time data.

We assume that the interface and bulk phases scatter light independently, so that the scattered intensity is a superposition of their contributions:

$$I(q,t)=I_{\text{int}}(q,t)+I_{\text{bulk}}(q,t)$$
(5)
During a free-diffusion process the system is assumed to be infinite in the vertical direction, and the concentration difference across the sample height does not change in time. In practice the vertical extension of a diffusion cell is finite, and the assumption is met only at the beginning of a diffusion process, when the diffusive remixing involves the layers of fluid near the interface at the mid-height of the cell. The typical time for diffusion to occur across a cell of thickness $`s`$ is $`\tau _{\text{diff}}=s^2/(\pi ^2D)`$. For times shorter than $`\tau _{\text{diff}}`$ the system can be assumed to be in a free-diffusion condition. Therefore, in the free-diffusion regime the concentration differences $`\mathrm{\Delta }c_{\text{int}}`$ and $`\mathrm{\Delta }c_{\text{bulk}}`$ are not independent, as their sum corresponds to the conserved concentration difference across the sample:

$$\mathrm{\Delta }c(t)=\mathrm{\Delta }c_{\text{int}}(t)+\mathrm{\Delta }c_{\text{bulk}}(t)=\mathrm{\Delta }c(t=0)$$
(6)
This conservation is apparent in the late scattered-intensity distributions of Fig. 1, collapsing onto the same curve at small wave vectors. According to our model, also the earlier data in Fig. 1 should collapse onto the same curve, but this occurs at wave vectors smaller than those accessible by our experimental setup.

As pointed out above, the initial data of Fig. 1 display the $`q^2`$ power-law behavior typical of capillary-waves. These data are not affected by bulk fluctuations, since their amplitude is very small at equilibrium. The $`q^2`$ dependence is also apparent at large wave vectors in the subsequent intensity distributions

This shows that an effective surface tension is present during the nonequilibrium diffusive remixing, in agreement with the suggestion by some authors that an effective surface tension should exist between miscible fluids in the presence of a composition gradient . This surface tension is usually assumed to be related to the concentration gradient by the mean-field equilibrium Cahn-Hilliard relation

$$\sigma (\frac{dc}{dz})^2𝑑z$$
(7)
As soon as the diffusive process is started, the concentration gradient at the interface begins to drop. This determines the decrease of the effective surface tension defined by Eq.(7), and, according to Eq.(1), the increase of the intensity scattered at large wave vectors. After about 70 s the power-law exponent of the large wave vector scattered intensity gradually changes from 2 to 4. This corresponds to the capillary to bulk cross-over of the fluctuations at the interface. According to Eq. (7) , the effective surface tension vanishes due to the diffusive remixing, and this should determine a divergence of the light scattered from capillary-waves. However, diffusion also determines the increase of the typical length scale $`\mathrm{\Lambda }_{\text{int}}`$ associated with the concentration change at the interface: the concentration gradient at the interface gets smaller and the interface thicker. For a given scattering wave vector $`q`$, as soon as $`\mathrm{\Lambda }_{\text{int}}`$ gets larger than $`2\pi /q`$, the interface appears as a bulk phase and the power law exponent changes accordingly. Therefore diffusion prevents the divergence of capillary fluctuations as $`\sigma 0`$. Of course this is a $`q`$-dependent phenomenon: the first modes to undergo this transition are the highest wave vectors.We were not able to observe this transition at intermediate wave vectors, where the contribution of bulk fluctuations to the scattered intensity dominates.

By using Eqs. (1)-(6) we are in the unique position to fit the data in Fig. 1 to determine the time evolution of the nonequilibrium effective surface tension, together with the concentration difference at the interface. Best fits are represented by the continuous lines in Fig. 1. The time evolution of $`\mathrm{\Delta }c_{\text{int}}`$ and of the surface tension are shown in Fig. 2. The initial value of the surface tension derived from the equilibrium capillary-waves is a factor of two smaller than the reference data of Atack and Rice, obtained by the capillary-rise technique . This is due to the smaller sensitivity of the static surface light scattering technique, whose measurements are affected by larger errors than the capillary rise ones. Our data show unambiguously that the surface tension decreases by roughly two orders of magnitude in about one minute. Results for the surface tension at times larger than 80 s are not presented, because after this time the capillary fluctuations cease to exist in our wave vector range, due to their crossover to bulk fluctuations, as seen in the abrupt change of the large wave vector power-law exponent in Fig. 1. The relaxation time of the surface tension is strongly coupled with the time needed to raise the temperature of the sample, which is of the order of 60 s. Therefore we have not attempted to relate it to a typical diffusive time, as it would be very difficult to isolate its contribution. Results for $`\mathrm{\Delta }c_{\text{int}}`$ show that the concentration difference gradually diminishes during the diffusion process. This is due to the fact that as the concentration gradient diminishes in layers of fluid at the boundary with the bulk phases, these layers cease to belong to the interface, because the length scale associated with variations in $`c`$ gets larger than those related with the scattering wave vectors. Therefore the diminishing of $`\mathrm{\Delta }c_{\text{int}}`$ is due to the gradual cross-over of the interface to a bulk phase.

Our results show unambiguously that the effective surface tension between two miscible phases of a near-critical binary mixture disappears very quickly during the diffusion process. Our results also show that after about 80 s the determination of the surface tension from the spectrum of scattered light is no longer feasible. This is due to the fact that the crossover from capillary to bulk fluctuations prevents the determination of the surface tension even at scattering angles as small as those achieved by our light scattering setup.

Maher and coworkers in their experiments  attempted to derive values of the surface tension during the free-diffusion in near critical binary mixtures for times as long as some hours. In view of the arguments above, we feel that they improperly applied the capillary-wave description to the bulk fluctuations in a diffuse interface, and this lead them to a puzzling discrepancy between equilibrium and nonequilibrium values of the diffusion coefficient. Their measurements were performed by means of surface quasi-elastic light scattering. By assuming that the dynamics of the fluctuations is controlled by capillary phenomena, one finds that the relaxation time constant is

$$\tau _{\text{cap}}=\frac{4\eta }{\sigma q}$$
(8)
where $`\eta `$ is the shear viscosity. However, in the presence of a diffuse interface, the crossover from interface to bulk fluctuations occurs, and this leads to the dispersion relation

$$\tau _{\text{bulk}}=\frac{1}{Dq^2}\frac{1}{1+\left(\frac{q_{\text{RO}}}{q}\right)^4}$$
(9)
Although these fluctuations have the same origin as capillary-waves, namely velocity fluctuations parallel to the concentration gradient, the transition from a sharp to a diffuse interface drastically modifies both the static and the dynamic structure factor of the fluctuations. We shall now compare the fluctuations time scales as measured by May and Maher with those of bulk fluctuations. From the nonequilibrium surface tension data from Ref.  we recover the order of magnitude of the relaxation time of the fluctuations observed by May and Maher. Data for the surface tension in Ref. 1 are scattered in the range $`10^410^3`$ dyne/cm for wave vectors in the range $`65`$cm$`{}_{}{}^{1}<q<345`$cm-1. By using Eq. (8) we recover $`\tau 0.1`$s$`6`$s, where we have assumed $`\eta 10^2`$ poise. To compare these time scales with those associated with bulk nonequilibrium fluctuations it is essential to estimate the roll-off wave vector $`q_{\text{RO}}`$ defined in Eq. (4). By assuming the diffusive behavior of the concentration gradient at the midheight of the cell $`c=\mathrm{\Delta }c/(4\pi Dt)^{1/2}`$ and by using the reference values $`\beta =0.05`$ ($`\beta [\rho _\text{A}\rho _\text{I}]/\rho _\text{A}`$, where $`\rho _\text{A}=1`$g/cm3 is the density of pure water and $`\rho _\text{I}=0.95`$g/cm3 that of pure isobutyric acid), $`\mathrm{\Delta }c=0.1`$, $`D=1.8\times 10^8`$cm2/s , we find $`q_{\text{RO}}900`$cm$`{}_{}{}^{1}1100`$cm-1 at times ranging from 20 minutes up to 120 minutes from the start of the diffusion process. Therefore, May and Maher have operated at wave vectors smaller that the roll off one. By using Eq. (9) for the time scale of nonequilibrium bulk fluctuations we recover $`\tau _{\text{bulk}}0.14`$s$`10`$s in the wave vector range and time windows used by May and Maher. The agreement between the time scales observed by them and those predicted by our model is more than good, also considered that our description removes the puzzling discrepancy between equilibrium and nonequilibrium values of the diffusion coefficient reported by May and Maher.

The data presented in Ref.  are of better quality than those in Ref. , and are therefore suitable for a more quantitative check of the time scales. However the authors did not to report the wave vectors at which measurements were performed and therefore quantitative estimates are difficult.

## IV Conclusions

We have shown that the transient surface tension between two miscible phases of a binary liquid mixture decreases to vanishingly small values in a very short time. However the divergence of the associated capillary-waves is prevented due to their crossover to nonequilibrium bulk fluctuations as the interface gets thicker. We think that the fluctuations observed by May and Maher, and by Vlad and Maher, are not related to surface tension effects at all. The time scales of the fluctuations observed by them are fully compatible with those predicted for nonequilibrium fluctuations in a diffuse gradient. There is no ultra-slow macroscopic diffusion to speak of, and this could be checked by means of traditional interferometric techniques .

This work was supported by the Italian Space Agency (ASI).


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# Bivariate Daubechies Scaling Functions11footnote 1This work was partially supported by National Science Foundation grant DMS-9820221.

## 1 Introduction

### 1.1 Background about Wavelets

Wavelets are functions used to approximate other functions or data. They are particulary effective in approximating functions with discontinuites or sharp changes. Wavelets further preserve both the global picture and local detail of a function. Applications of wavelets include compressing images, such as X-rays and the FBI’s fingerprint collection, and denoising data, found in many areas, including geology, meteorology, astronomy, acoustics, and econometrics.

### 1.2 Discussion of $`D_4`$

$`D_4`$ is the univariate Daubechies scaling function with four refinement coeffiecients. $`D_4`$ may be used to exactly reproduce univariate functions which are constant or linear.

## 2 Overview of Bivariate Daubechies Scaling Function

### 2.1 Conditions on $`\varphi (x,y)`$

The idea of this project is to create scaling functions $`\varphi (x,y)`$ of two variables which satisfy properties of the type satisfied by $`D_4`$. The *dilation equation* for a bivariate Daubechies scaling function \[D\] will be:

$$\varphi (x,y)=\underset{i}{}\underset{j}{}c_{i,j}\varphi (2xi,2yj).$$
(1)
where the sums are over all integers. This scaling function will satisfy several conditions. One condition to satisfy is *compact support*. The support of the bivariate scaling function is from $`0`$ to $`3`$ in the $`x`$ direction and from $`0`$ to $`3`$ in the $`y`$ direction. The function $`\varphi `$ is zero outside of this support, and is also zero on the boundary. There is also an *averaging condition* that comes from the idea that the average value of the scaling function is not 0. Related to this condition is the assumption that the inner product

$$<\varphi (x,y),\varphi (x,y)>=_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\varphi (x,y)^2𝑑x𝑑y=1$$
(2)
A bivariate scaling function must be orthogonal to its three types of integer translates: those in the $`x`$ direction only, those in the $`y`$ direction only, and those in both the $`x`$ and $`y`$ directions. This is called the *orthogonality condition*. (The orthogonality is important in order that the function and its translates form a basis.) Also, the scaling function must be designed to exactly reproduce linear functions of the form $`f(x,y)=kx+ly+m`$, where $`k`$, $`l`$, and $`m`$ are constants. This last condition is called the *regularity condition*, and it also guarantees that $`\varphi `$ is continuous. (However, Han points out that any $`\varphi `$ we create will not be differentiable everywhere, a property shared by $`D_4`$ \[H\].) The consequences of all four conditions will be explored in the next several sections.

### 2.2 A Formula for the Refinement Coefficients

Due to the orthogonality condition, the set of functions

$$\{\varphi (2xi,2yj)|i,j\}$$
(3)
is a basis of a vector space of which $`\varphi (x,y)`$ is a member. This observations allows us to prove this Lemma:

Lemma 1: For all integers $`i`$ and $`j`$, $`c_{i,j}=4<\varphi (x,y),\varphi (2xi,2yj)>`$.

Proof of Lemma 1: According to the Orthogonal Decomposition Theorem,

$$\varphi (x,y)=\underset{i}{}\underset{j}{}\frac{<\varphi (x,y),\varphi (2xi,2yj)>}{<\varphi (2xi,2yj),\varphi (2xi,2yj)>}\varphi (2xi,2yj)$$
(4)
and that

$$c_{i,j}=\frac{<\varphi (x,y),\varphi (2xi,2yj)>}{<\varphi (2xi,2yj)\varphi (2xi,2yj)>}.$$
(5)
The denominator in this formula turns out to equal $`\frac{1}{4}`$. To see this, observe that the definition of inner product, along with (2) yields

$`<\varphi (2xi,2yj)\varphi (2xi,2yj)>`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\varphi (2xi,2yj)\varphi (2xi,2yj)𝑑x𝑑y`$
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\varphi (ui,vj)\varphi (ui,vj)𝑑u𝑑v`$
$`=`$ $`{\displaystyle \frac{1}{4}}<\varphi (x,y),\varphi (x,y)>.`$
Therefore,

$$<\varphi (2xi,2yj)\varphi (2xi,2yj)>=\frac{1}{4},$$
(6)
and we have proven that $`c_{i,j}=4<\varphi (x,y),\varphi (2xi,2yj)>`$.

### 2.3 Consequence of Compact Support: Only 16 Non-Zero Refinement Coefficients

Next, assuming that the compact support for a bivariate Daubechies scaling function is $`0x3`$ and $`0y3`$, we prove this lemma:

Lemma 2: For $`i0,1,2,3`$ or $`j0,1,2,3`$, $`c_{i,j}=0`$.

Proof of Lemma 2: From the definition of inner product, we know that

$$<\varphi (x,y),\varphi (2xi,2yj)>=_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\varphi (x,y)\varphi (2xi,2yj)𝑑x𝑑y.$$

When $`i2`$ or $`i6`$, and $`j2`$ or $`j6`$, then $`\varphi (2xi,2yj)`$ will be non-zero where $`\varphi (x,y)=0`$, and vice versa. Therefore, we can definitely conclude that $`c_{i,j}=0`$ unless $`2i5`$ and $`2j5`$.

It remains to show that $`c_{i,j}=0`$ for $`i=2,1,4,`$ or 5, and $`j=2,1,4,`$ or 5.

We can use our knowledge that some refinement coefficients are zero in order to prove that other ones are zero. The key to showing that the other coefficients are zero is the following observation: for any integers $`m`$ and $`n`$,

$$\varphi (\frac{m}{2},\frac{n}{2})=c_{m1,n1}\varphi (1,1)+c_{m1,n2}\varphi (1,2)+c_{m2,n1}\varphi (2,1)+c_{m2,n2}\varphi (2,2)$$
(7)
due to the compact support requirement. For instance,

$$\varphi (\frac{1}{2},\frac{1}{2})=c_{2,2}\varphi (1,1)+c_{2,3}\varphi (1,2)+c_{2,3}\varphi (2,1)+c_{3,3}\varphi (2,2).$$
(8)
Since any refinement coefficient which has -3 as one of its indices is already known to be zero, and due to the compact support condition, (8) becomes

$$0=c_{2,2}\varphi (1,1).$$
(9)
Already we can conclude that $`c_{2,2}=0`$ or $`\varphi (1,1)=0`$.

From an assumption about one of $`\varphi (1,1)`$, $`\varphi (1,2)`$, $`\varphi (2,1)`$ or $`\varphi (2,2)`$ being non-zero, we can prove that more than half of the remaining refinement coefficients that we are trying to eliminate are, in fact, zero. We will demonstate how this works if we assume $`\varphi (1,1)0`$.

If $`\varphi (1,1)0`$, then $`c_{2,2}=0`$. Then using $`m=1`$ and $`n=0`$, (7) becomes

$$\varphi (\frac{1}{2},0)=c_{2,1}\varphi (1,1)+c_{2,2}\varphi (1,2)+c_{3,1}\varphi (2,1)+c_{3,2}\varphi (2,2).$$
(10)
So, by previous results, $`0=c_{2,1}\varphi (1,1)`$, and therefore $`c_{2,1}=0.`$ In a similar manner, it can be shown that $`c_{2,j}=0`$ for all remaining $`j`$, and nearly identical arguments can be made to show that $`c_{i,2}=0`$ for all remaining $`i`$.

Refinement coefficients of the form $`c_{i,1}`$ and $`c_{1,j}`$ can be disposed of in the same way. For example, using $`m=0`$ and $`n=1`$, (7) becomes

$$\varphi (0,\frac{n}{2})=c_{1,2}\varphi (1,1)+c_{1,3}\varphi (1,2)+c_{2,2}\varphi (2,1)+c_{2,3}\varphi (2,2)$$
(11)
Again, by previous results, this equation reduces to $`0=c_{1,2}\varphi (1,1)`$, so $`c_{1,2}=0`$. Other coefficients are then dealt with in the same way. Consequently, we can eliminate more than half of the refinement coefficients that we are trying to show are zero by an assumption that $`\varphi (1,1)0`$. The same can be said of the other three values of $`\varphi `$.

In the case where both $`\varphi (1,1)`$ and $`\varphi (2,2)`$ are non-zero, then all of the unwanted coefficients are clearly eliminated. The same is true if both $`\varphi (1,2)`$ and $`\varphi (2,1)`$ are non-zero.

Without loss of generality, if $`\varphi (1,1)`$ and $`\varphi (2,1)`$ are both zero, and the other two are non-zero, then a few more steps are required to reach our result. In this case, there are eight refinement coefficients that are not determined to be zero by our previous arguments: $`c_{i,j}`$ where $`i`$ can be 0, 1, 2, or 3, and $`j`$ is $`2`$ or $`1`$. However, the same type of argument can be used to eliminate these one at a time. For instance, using $`m=1`$ and $`n=0`$, (7) becomes

$$\varphi (\frac{1}{2},0)=c_{0,1}\varphi (1,1)+c_{0,2}\varphi (1,2)+c_{1,1}\varphi (2,1)+c_{1,2}\varphi (2,2).$$
(12)
The first and third terms are zero by our assumption in this case. The coefficient $`c_{1,2}`$ is zero follows from the assumption that $`\varphi (1,2)`$ is non-zero, using our arguments above. Therefore, we have that $`0=c_{0,2}\varphi (1,2)`$, and we can conclude that $`c_{0,2}=0`$. All eight can be eliminated in this way.

Finally, if three of the four function values are zero, we can use the fourth value to eliminate more than half of the coefficients and then arguments such as in the previous paragraph to show that the rest are zero. We omit the details.

If all four of the function values are zero, then $`\varphi `$ is the zero function.

In summary, for all cases, all of the refinement coefficients are zero unless $`0i3`$ and $`0j3`$.

## 3 Deriving the 14 equations

### 3.1 The Averaging Equation

In this section we prove that

$$\underset{i}{}\underset{j}{}c_{i,j}=4.$$
(13)
Here we will use the averaging assumption, which states that

$$_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\varphi (x,y)𝑑x𝑑y=1.$$
(14)
Combining this with (1) and (6), we can calculate the following:

$`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\varphi (x,y)𝑑x𝑑y`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}({\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{i,j}\varphi (2xi,2yj))𝑑x𝑑y`$
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}({\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{i,j}\varphi (x,y))𝑑x𝑑y`$
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{i,j}{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\varphi (x,y)𝑑x𝑑y`$
Note that the last step is valid because the sums are finite. As a result we have the following equation:

$$_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\varphi (x,y)𝑑x𝑑y=\frac{1}{4}\underset{i}{}\underset{j}{}c_{i,j}_{\mathrm{}}^{\mathrm{}}_{\mathrm{}}^{\mathrm{}}\varphi (x,y)𝑑x𝑑y$$

Due to our averaging condition, we can divide both sides by the double integral, leaving us with $`1=\frac{1}{4}_i_jc_{i,j}`$, or $`4=_i_jc_{i,j}`$.

### 3.2 The Orthogonality Equations I

By the orthogonality condition, we assume that translates in the $`x`$ or $`y`$ direction (or both) are orthogonal to the scaling function. Using $`b`$ and $`d`$ to translate the variables, the dilation equation (1) becomes:

$$\varphi (xb,yd)=\underset{i}{}\underset{j}{}c_{i,j}\varphi (2(xb)i,2(yd)j).$$

Letting $`m=2b+i`$ and $`n=2d+j`$ leads to

$$\varphi (xb,yd)=\underset{m}{}\underset{n}{}c_{m2b,n2d}\varphi (2xm,2yn).$$

We are interested in the inner product of $`\varphi (x,y)`$ and $`\varphi (xb,yd)`$. That is,

$`<`$ $`\varphi (x,y),\varphi (xb,yd)>`$
$`=`$ $`<{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{i,j}\varphi (2xi,2yj),{\displaystyle \underset{m}{}}{\displaystyle \underset{n}{}}c_{m2b,n2d}\varphi (2xm,2yn)>`$
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle \underset{m}{}}{\displaystyle \underset{n}{}}c_{i,j}c_{m2b,n2d}<\varphi (2xi,2yj),\varphi (2xm,2yn)>`$
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle \underset{m}{}}{\displaystyle \underset{n}{}}c_{i,j}c_{m2b,n2d}<\varphi (xi,yj),\varphi (xm,yn)>`$
with the last line being true due to (6).

When $`im`$ or $`jn`$, $`<\varphi (xi,yj),\varphi (xm,yn)>=0`$, by the orthogonality condition. So, in the previous paragraph, $`_m_n`$ only counts when $`i=m`$ and $`j=n`$, and it is actually the case that $`<\varphi (xi,yj),\varphi (xm,yn)>=1`$. So we have that

$$<\varphi (x,y),\varphi (xb,yd)>=\underset{i}{}\underset{j}{}c_{i,j}c_{i2b,j2d}.$$
(15)
If $`b`$ and $`d`$ are not both zero, then

$$0=\underset{i}{}\underset{j}{}c_{i,j}c_{m2b,n2d}.$$
(16)
Specific values of $`b`$ and $`d`$ will lead to specific *orthogonality equations*. These equations take into account Lemma 2, which showed that only 16 refinement coefficients are non-zero. If $`b`$ and $`d`$ are both 1, then (16) becomes

$$c_{3,3}c_{1,1}+c_{3,2}c_{1,0}+c_{2,3}c_{0,1}+c_{2,2}c_{0,0}=0$$
(17)
Similarly, if $`b0`$ and $`d=0,`$ or if $`b=0`$ and $`d0`$, respectively, (16) reduces to

$$c_{3,3}c_{1,3}+c_{3,2}c_{1,2}+c_{2,3}c_{0,3}+c_{2,2}c_{0,2}+c_{3,1}c_{1,1}+c_{3,0}c_{1,0}+c_{2,1}c_{0,1}+c_{2,0}c_{0,0}=0$$
(18)
and

$$c_{3,3}c_{3,1}+c_{3,2}c_{3,0}+c_{2,3}c_{2,1}+c_{2,2}c_{2,0}+c_{1,3}c_{1,1}+c_{1,2}c_{1,0}+c_{0,3}c_{0,1}+c_{0,2}c_{0,0}=0$$
(19)
No other orthogonality equations can be derived from (16).

### 3.3 The Orthogonality Equations II

There is one more equation to be derived based on the orthogonality condition. Applying the dilation equation (1) to (2) gives us:

$`<\varphi (x,y),\varphi (x,y)>`$ $`=`$ $`<{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{i,j}\varphi (2xi,2yj),{\displaystyle \underset{k}{}}{\displaystyle \underset{l}{}}c_{k,l}\varphi (2xk,2yl)>`$
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle \underset{k}{}}{\displaystyle \underset{l}{}}c_{i,j}c_{k,l}<\varphi (2xi,2yj),\varphi (2xk,2yl)>`$
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{i,j}^2<\varphi (2xi,2yj),\varphi (2xi,2yj)>`$
$`=`$ $`{\displaystyle \frac{1}{4}}{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{i,j}^2<\varphi (xi,yj),\varphi (xi,yj)>`$
with the last two lines being true by the same type of argument that led to (16). Since

$$<\varphi (xi,yj),\varphi (xi,yj)>=<\varphi (x,y),\varphi (x,y)>,$$

we have shown that

$$<\varphi (x,y),\varphi (x,y)>=\frac{1}{4}\underset{i}{}\underset{j}{}c_{i,j}^2<\varphi (x,y),\varphi (x,y)>$$
(20)
Due to (2), $`<\varphi (x,y),\varphi (x,y)>`$ can be divided out of both sides of (20), leaving $`\frac{1}{4}_i_jc_{i,j}^2=1`$, or

$$\underset{i}{}\underset{j}{}c_{i,j}^2=4.$$
(21)
Due to Lemma 2, the sum in this last equation is made up of 16 terms.

### 3.4 The Regularity Equations

In \[J\] Jia states that, for a positive integer $`k`$, a sequence $`a`$ on $`^s`$ satisfies the *sum rules* of order $`k`$ if

$$\underset{\beta ^s}{}\alpha (2\beta +ϵ)p(2\beta +ϵ)=\underset{\beta Z^s}{}\alpha (2\beta )p(2\beta )ϵ\mathrm{\Omega },p\mathrm{\Pi }_{k1},$$

where $`\mathrm{\Pi }_{k1}`$ is the set of polynomials with total degree less than $`k`$ and $`\mathrm{\Omega }`$ is the set of vertices of the unit cube $`[0,1]^s`$. Jia proves that satisfying the sum rules is equivalent to satisfying the regularity condition. We can apply the result of Jia to the case where $`s=2`$ (the bivariate case) and $`k=2`$ (linear functions are reproduced). Then nine regularity equations follow from the sum rules.

When $`p=1`$ and $`ϵ=(0,1)`$, $`c_{2i,2j+1}=c_{2i,2j}`$, or

$$c_{0,1}+c_{0,3}+c_{2,1}+c_{2,3}=c_{0,0}+c_{0,2}+c_{2,0}+c_{2,2}$$
(22)
When $`p=1`$ and $`ϵ=(1,1)`$, $`c_{2i+1,2j+1}=c_{2i,2j}`$, or

$$c_{1,1}+c_{1,3}+c_{3,1}+c_{3,3}=c_{0,0}+c_{0,2}+c_{2,0}+c_{2,2}$$
(23)
When $`p=1`$ and $`ϵ=(1,0)`$, $`c_{2i+1,2j}=c_{2i,2j}`$, or

$$c_{1,0}+c_{1,2}+c_{3,0}+c_{3,2}=c_{0,0}+c_{0,2}+c_{2,0}+c_{2,2}$$
(24)
When $`p=x`$ and $`ϵ=(0,1)`$, $`2ic_{2i,2j+1}=2ic_{2i,2j}`$, or

$$2c_{2,0}+2c_{2,2}=2c_{2,1}+2c_{2,3}$$
(25)
When $`p=x`$ and $`ϵ=(1,1)`$, $`2i+c_{2i+1,2j+1}=2ic_{2i,2j}`$, or

$$c_{1,1}+c_{1,3}+3c_{3,1}+3c_{3,3}=2c_{2,1}+2c_{2,3}$$
(26)
When $`p=x`$ and $`ϵ=(1,0)`$, $`2i+c_{2i+1,2j}=2ic_{2i,2j}v`$, or

$$c_{1,0}+c_{1,2}+3c_{3,0}+3c_{3,2}=2c_{2,1}+2c_{2,3}$$
(27)
When $`p=y`$ and $`ϵ=(0,1)`$, $`2j+c_{2i,2j+1}=2jc_{2i,2j}`$, or

$$c_{0,1}+c_{2,1}+3c_{0,3}+3c_{2,3}=2c_{0,2}+2c_{2,2}$$
(28)
When $`p=y`$ and $`ϵ=(1,1)`$, $`2j+c_{2i+1,2j+1}=2jc_{2i,2j}`$, or

$$c_{1,1}+c_{3,1}+3c_{1,3}+3c_{3,3}=2c_{0,2}+2c_{2,2}$$
(29)
When $`p=y`$ and $`ϵ=(1,0)`$, $`2jc_{2i+1,2j}=2jc_{2i,2j}`$, or

$$2c_{1,2}+2c_{3,2}=2c_{0,2}+2c_{2,2}$$
(30)
Note that all of these equations are linear in the refinement coefficients.

## 4 Solution of the 14 equations

### 4.1 Method of Solution of the Fourteen Equations

We now have fourteen equations with sixteen variables. To review, here are the fourteen equations:

*Averaging equation:*

$$\underset{i}{}\underset{j}{}c_{i,j}=4$$

*Orthogonality equations:*

$$\underset{i}{}\underset{j}{}c_{i,j}^2=4$$

$$c_{3,3}c_{1,1}+c_{3,2}c_{1,0}+c_{2,3}c_{0,1}+c_{2,2}c_{0,0}=0$$

$$c_{3,3}c_{1,3}+c_{3,2}c_{1,2}+c_{3,1}c_{1,1}+c_{3,0}c_{1,3}+c_{2,3}c_{0,3}+c_{2,2}c_{0,2}+c_{2,1}c_{0,1}+c_{2,0}c_{0,0}=0$$

$$c_{0,3}c_{0,1}+c_{1,3}c_{1,1}+c_{2,3}c_{2,1}+c_{3,3}c_{3,1}+c_{0,2}c_{0,0}+c_{1,2}c_{1,0}+c_{2,2}c_{2,0}+c_{3,2}c_{3,0}=0$$

*Regularity Equations:*

$$c_{0,1}+c_{0,3}+c_{2,1}+c_{2,3}c_{0,0}c_{0,2}c_{2,0}c_{2,2}=0$$

$$c_{1,0}+c_{3,0}+c_{1,2}+c_{3,2}c_{0,0}c_{0,2}c_{2,0}c_{2,2}=0$$

$$c_{1,1}+c_{1,3}+c_{3,1}+c_{3,3}c_{0,0}c_{0,2}c_{2,0}c_{2,2}=0$$

$$2c_{2,0}+2c_{2,2}2c_{2,1}2c_{2,3}=0$$

$$2c_{1,2}+2c_{3,2}2c_{0,2}2c_{2,2}=0$$

$$c_{1,0}+c_{1,2}+3c_{3,0}+3c_{3,2}2c_{2,0}2c_{2,2}=0$$

$$c_{1,1}+c_{1,3}+3c_{3,1}+3c_{3,3}2c_{2,0}2c_{2,2}=0$$

$$c_{0,1}+c_{2,1}+3c_{0,3}+3c_{2,3}2c_{0,2}2c_{2,2}=0$$

$$c_{1,1}+c_{3,1}+3c_{1,3}+3c_{3,3}2c_{0,2}2c_{2,2}=0$$

Due to the complexity of the problem, *Maple* is unable to solve the system of fourteen equations directly. As a result, we had to take another approach. We began by observing that the regularity equations and the averaging equation form a non-homogeneous system of linear equations. Solving this system resulted in solutions for the ten following variables $`c_{1,2},c_{2,1},c_{2,0},c_{0,2},c_{0,1},c_{1,0},c_{1,1},c_{3,0},c_{0,3},`$ and $`c_{0,0}`$, in terms of $`c_{1,3}`$, $`c_{3,1}`$ $`c_{2,2}`$, $`c_{2,3}`$, $`c_{3,2},`$ and $`c_{3,3}`$. (The solutions can be found at the end of the section 4.2.)

Substituting these solutions into our four orthogonality equations gives us four equations and six unknowns. These, admittedly long, equations are

$`20c_{3,3}c_{1,3}+20c_{3,3}c_{3,1}4c_{2,2}c_{1,3}8c_{3,3}c_{2,2}+8c_{3,1}c_{1,3}4c_{3,1}c_{2,2}8c_{3,3}c_{2,3}4c_{3,1}c_{2,3}`$
$`4c_{1,3}c_{3,2}8c_{3,3}c_{3,2}4c_{3,1}c_{3,2}2c_{1,3}2c_{2,2}2c_{3,1}2c_{3,3}+4c_{3,2}^2+20c_{3,3}^2+8c_{1,3}^2`$
$`+4c_{2,2}^2+4c_{2,3}^2+8c_{3,1}^2+{\displaystyle \frac{5}{2}}4c_{2,3}c_{1,3}=4`$
$`c_{3,3}c_{3,1}c_{3,3}^2+c_{3,3}c_{3,3}c_{1,3}c_{3,1}c_{3,2}2c_{3,3}c_{3,2}+{\displaystyle \frac{1}{2}}c_{3,2}c_{1,3}c_{3,2}+c_{3,2}^2c_{3,1}c_{2,3}`$
$`2c_{3,3}c_{2,3}+c_{2,3}^2+{\displaystyle \frac{1}{2}}c_{2,3}c_{2,3}c_{1,3}c_{3,1}c_{2,2}2c_{3,3}c_{2,2}+c_{2,2}^2c_{2,2}c_{1,3}=0`$
$`2c_{3,3}c_{1,3}10c_{3,3}c_{3,1}+2c_{2,2}c_{1,3}+4c_{3,3}c_{2,2}4c_{3,1}c_{1,3}+2c_{3,1}c_{2,2}+4c_{3,3}c_{2,3}+2c_{3,1}c_{2,3}`$
$`+2c_{1,3}c_{3,2}+4c_{3,3}c_{3,2}+2c_{3,1}c_{3,2}c_{1,3}+c_{2,2}+c_{3,1}c_{3,3}2c_{3,2}^26c_{3,3}^22c_{2,2}^22c_{2,3}^24c_{3,1}^2`$
$`+2c_{2,3}c_{1,3}+{\displaystyle \frac{1}{4}}=0`$
$`10c_{3,3}c_{1,3}2c_{3,3}c_{3,1}+2c_{2,2}c_{1,3}+4c_{3,3}c_{2,2}4c_{3,1}c_{1,3}+2c_{3,1}c_{2,2}+4c_{3,3}c_{2,3}+2c_{3,1}c_{2,3}`$
$`+2c_{1,3}c_{3,2}+4c_{3,3}c_{3,2}+2c_{3,1}c_{3,2}+c_{1,3}+c_{2,2}c_{3,1}c_{3,3}2c_{3,2}^26c_{3,3}^24c_{1,3}^22c_{2,2}^22c_{2,3}^2`$
$`+2c_{2,3}c_{1,3}+{\displaystyle \frac{1}{4}}=0`$
Notice that all of these equations are quadratic in the six variables, so solutions are basically intersection points of hyper-spheres.

We tried to solve three of the four new equations with *Maple*, but the output contained six possible solution types. Four of these possible solution types led to refinement coefficients with imaginary components. The other two gave us real refinement coefficients, but it was clear that we did not discover *all* of the solutions because a solution published in \[H\] was not included.

We then found a better way to solve the fourteen equations. The method to solve these four equations, giving us the eight types of solutions listed in the next section, is described in detail in the *Maple* file `8solutions.mws`. Basically, the idea is to eliminate equations by combining them in such a way as to remove quadratic terms. For instance, subtracting the last two of the four equations above yields this much-simpler equation:

$$8c_{3,3}c_{1,3}+8c_{3,3}c_{3,1}+2c_{1,3}2c_{3,1}4c_{1,3}^2+4c_{3,1}^2=0.$$

This equation can be solved for $`c_{1,3}`$, giving us two solutions. One solution is $`c_{1,3}=c_{3,1}`$, and we refer to these as type “A” solutions. The other is $`c_{1,3}=2c_{3,3}+\frac{1}{2}c_{3,1}`$, and these are called type “B” solutions. There are four versions of each solution, as described in the next section and proved in the *Maple* file.

### 4.2 Method of Creating Masks

In this section, we describe how to create any possible *mask of refinement coefficients* that satisfy our conditions. A *mask* is a matrix of values for the 16 refinement coefficients. To begin, we must recognize that two of the coefficients will become parameters in our final solution, as there are only fourteen equations. In our solution, the parameters will be $`c_{3,2}`$ and $`c_{3,3}`$.

To create a mask, first choose values of $`c_{3,2}`$ and $`c_{3,3}`$, along with one of the 8 types of solutions listed below. Note that there are requirements (described below) in your choice of $`c_{3,2}`$ and $`c_{3,3}`$, in order to get real-valued solutions. Next, compute four of the refinement coefficients in this order: $`c_{2,3}`$, $`c_{2,2}`$, $`c_{3,1}`$, and then $`c_{1,3}`$. Finally, the other refinement coefficients can be computed.

In all of the following solutions, $`\mu _1=\frac{1+\sqrt{3}}{4}`$ and $`\mu _2=\frac{1\sqrt{3}}{4}`$. The following discriminants are used:

$`\mathrm{\Delta }_1`$ $`=`$ $`34+32c_{3,3}\sqrt{3}20\sqrt{3}+32c_{3,2}\sqrt{3}48c_{3,3}^2+32c_{3,3}32c_{3,3}c_{3,2}+48c_{3,2}48c_{3,2}^2`$
$`\mathrm{\Delta }_2`$ $`=`$ $`48c_{3,2}^232c_{3,2}\sqrt{3}32c_{3,3}c_{3,2}+48c_{3,2}3432c_{3,3}\sqrt{3}+20\sqrt{3}48c_{3,3}^2+32c_{3,3}`$
$`\mathrm{\Delta }_3`$ $`=`$ $`48c_{3,2}^232c_{3,3}c_{3,2}48c_{3,3}^2+216c_{3,3}`$
Here are the eight types of solutions:

Type A1a

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{4}}+2\mu _1{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3})+{\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_1}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{3}{4}}+4\mu _1c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _1c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`c_{3,1}`$
Type A1b

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{4}}+2\mu _1{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3}){\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_1}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{3}{4}}+4\mu _1c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _1c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`c_{3,1}`$
Requirement on $`c_{3,2}`$ and $`c_{3,3}`$ for real solutions of type A1a and A1b: $`\mathrm{\Delta }_10`$.

Type A2a

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{4}}+2\mu _2{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3})+{\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_2}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{3}{4}}+4\mu _2c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _2c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`c_{3,1}`$
Type A2b

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{4}}+2\mu _2{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3}){\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_2}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{3}{4}}+4\mu _2c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _2c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`c_{3,1}`$
Requirement on $`c_{3,2}`$ and $`c_{3,3}`$ for real solutions of type A2a and A2b: $`\mathrm{\Delta }_20`$.

Type B1a

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3})+{\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_3}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{1}{4}}c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _1c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}2c_{3,3}c_{3,1}`$
Type B1b

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3}){\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_3}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{1}{4}}c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _1c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}2c_{3,3}c_{3,1}`$
Type B1a

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3})+{\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_3}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{1}{4}}c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _2c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}2c_{3,3}c_{3,1}`$
Type B1a

$`c_{2,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}(c_{3,2}+c_{3,3}){\displaystyle \frac{1}{8}}\sqrt{\mathrm{\Delta }_3}`$
$`c_{2,2}`$ $`=`$ $`{\displaystyle \frac{1}{4}}c_{3,2}c_{3,3}c_{2,3}`$
$`c_{3,1}`$ $`=`$ $`\mu _2c_{3,3}`$
$`c_{1,3}`$ $`=`$ $`{\displaystyle \frac{1}{2}}2c_{3,3}c_{3,1}`$
Requirement on $`c_{3,2}`$ and $`c_{3,3}`$ for real solutions of type B1a, B1b, B2a, and B2b: $`\mathrm{\Delta }_30`$.

With these six values, the other ten can then be calculated. The following equations are the solutions to the 10 linear equations in terms of $`c_{1,3},c_{2,2},c_{2,3},c_{3,1},c_{3,2}\text{and}c_{3,3}`$.

$`c_{0,0}`$ $`=`$ $`c_{3,1}2c_{3,3}c_{1,3}+c_{2,2}`$
$`c_{0,1}`$ $`=`$ $`c_{3,1}2c_{3,3}+{\displaystyle \frac{1}{2}}+c_{2,3}c_{1,3}`$
$`c_{0,2}`$ $`=`$ $`c_{1,3}+c_{3,3}+{\displaystyle \frac{1}{2}}c_{2,2}`$
$`c_{0,3}`$ $`=`$ $`c_{3,3}c_{2,3}+c_{1,3}`$
$`c_{1,0}`$ $`=`$ $`c_{3,1}2c_{3,3}+c_{3,2}c_{1,3}+{\displaystyle \frac{1}{2}}`$
$`c_{1,1}`$ $`=`$ $`c_{1,3}c_{3,1}c_{3,3}+1`$
$`c_{1,2}`$ $`=`$ $`c_{3,2}+c_{1,3}+c_{3,3}+{\displaystyle \frac{1}{2}}`$
$`c_{2,0}`$ $`=`$ $`c_{3,1}+c_{3,3}c_{2,2}+{\displaystyle \frac{1}{2}}`$
$`c_{2,1}`$ $`=`$ $`c_{3,1}+c_{3,3}+{\displaystyle \frac{1}{2}}c_{2,3}`$
$`c_{3,0}`$ $`=`$ $`c_{3,1}+c_{3,3}c_{3,2}`$
An example of a bivariate Daubechies scaling function that can be found in the literature is in \[H\], a paper published in 1999 by Bin Han of Princeton. Han’s scaling function is of type B2A, using $`c_{3,2}=\mu _2`$ and $`c_{3,3}=0`$.

In the next section, we will prove an important lemma. Following that is a description of how to generate a picture of a scaling function from a mask. Then, we will present masks of all eight types, along with the graphs of the related scaling functions.

## 5 An Important Lemma

In this section, we prove another Lemma that will be useful in the rest of this report.

Lemma 3: $`_i_j\varphi (xi,yj)=1`$.

Proof of Lemma 3: We will first show that

$$\underset{n}{}\underset{m}{}c_{2n,2m}=\underset{n}{}\underset{m}{}c_{2n+1,2m}=\underset{n}{}\underset{m}{}c_{2n+1,2m+1}=\underset{n}{}\underset{m}{}c_{2n,2m+1}=1.$$

Define the following values:

$`w_1`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \underset{m}{}}c_{2n,2m}`$
$`=`$ $`c_{0,0}+c_{0,2}+c_{2,0}+c_{2,2}`$
$`w_2`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \underset{m}{}}c_{2n+1,2m}`$
$`=`$ $`c_{1,0}+c_{1,2}+c_{3,0}+c_{3,2}`$
$`w_3`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \underset{m}{}}c_{2n+1,2m+1}`$
$`=`$ $`c_{1,1}+c_{1,3}+c_{3,1}+c_{3,3}`$
$`w_4`$ $`=`$ $`{\displaystyle \underset{n}{}}{\displaystyle \underset{m}{}}c_{2n,2m+1}`$
$`=`$ $`c_{0,1}+c_{0,3}+c_{2,1}+c_{2,3}`$
The first regularity equation can be written as $`w_4w_1=0`$. Similarly the second and third regularity equations can be written as $`w_1w_4=0`$ and $`w_2w_4=0`$. Our averaging equation can be written as $`w_1+w_2+w_3+w_4=4`$. We now have a system of four equations with four variables. The unique solution to this system is $`w_1=w_2=w_3=w_4=1`$.

Now we will show that $`_i_j\varphi (xi,yj)=1`$. Define

$$f(x,y)=\underset{i}{}\underset{j}{}\varphi (xi,yj).$$
(31)
Notice that $`f(x,y)`$ is continuous, as it is defined in terms of the scaling function which is continuous. Using the dialation equation $`f(x,y)`$ can also be written as:

$`f(x,y)`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}({\displaystyle \underset{m}{}}{\displaystyle \underset{n}{}}c_{m,n}\varphi (2(xi)m,2(yj)n))`$
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle \underset{m}{}}{\displaystyle \underset{n}{}}c_{m,n}\varphi (2x2im,2y2jn)`$
Let $`a=2i+m`$ and $`b=2j+n`$ so $`m=a2i`$ and $`n=b2j`$. Thus,

$`f(x,y)`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle \underset{a}{}}{\displaystyle \underset{b}{}}c_{a2i,b2j}\varphi (2xa,2yb)`$
$`=`$ $`{\displaystyle \underset{a}{}}{\displaystyle \underset{b}{}}({\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}c_{a2i,b2j})\varphi (2xa,2yb)`$
We can see that $`_i_jc_{a2i,b2j}=1`$ regardless of $`a`$ and $`b`$ because of our argument above. Thus,

$`f(x,y)`$ $`=`$ $`{\displaystyle \underset{a}{}}{\displaystyle \underset{b}{}}\varphi (2xa,2yb)`$
$`=`$ $`f(2x,2y)`$
In order to show that $`f(x,y)`$ is constant, a proof by contradiction will be used. Assume that $`f(0,0)=A`$ and for some $`p`$ and $`q`$, $`f(p,q)=B`$ such that $`AB`$. Since $`f(x,y)=f(2x,2y)`$ we can deduce that $`f(\frac{p}{2},\frac{q}{2})=B`$, $`f(\frac{p}{4},\frac{q}{4})=B`$, etc. This pattern continues and since $`f(x,y)`$ is continuous, it must be that $`f(0,0)=B`$ which is a contradiction of the assumption that $`AB`$. Therefore, $`f(x,y)`$ must be constant, let’s call this constant $`P`$.

Now we simply need to show that $`P`$=1. Since $`P`$ is a constant,

$`P`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}P𝑑x𝑑y`$
$`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}f(x,y)𝑑x𝑑y`$
From the definition of $`f(x,y)`$,

$`P`$ $`=`$ $`{\displaystyle _0^1}{\displaystyle _0^1}{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}\varphi (xi,yj)dxdy`$
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle _0^1}{\displaystyle _0^1}\varphi (xi,yj)𝑑x𝑑y`$
The previous step is valid because all but a finite number of terms are zero . Using a change of variables, we now have

$`P`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}{\displaystyle _i^{i+1}}{\displaystyle _j^{j+1}}\varphi (x,y)𝑑x𝑑y`$
$`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _{\mathrm{}}^{\mathrm{}}}\varphi (x,y)𝑑x𝑑y`$
$`=`$ $`1`$
by the averaging assumption (14). Therefore, we have shown that $`_i_j\varphi (xi,yj)=1`$.

Due to the compact support condition for $`\varphi `$, we can actually state that $`\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+\varphi (1,2)=1`$.

## 6 Generating $`\varphi (x,y)`$ with the Cascade Algorithm

### 6.1 Overview

Once a mask is determined by the analysis explained in the previous section, there is a question of how to create the associated scaling function $`\varphi (x,y)`$. To do so requires a modification of Daubechies’ cascade algorithm \[D\]. For the *bi-cascade algorithm*, we take advantage of the compact support condition, which allows us to state that $`\varphi (x,y)=0`$ when $`x`$ and $`y`$ are integers, except at these four key points: $`(1,1)`$, $`(1,2)`$, $`(2,1)`$, and $`(2,2)`$. We will also make use of the dilation equation (1).

Basically, there are two parts to the bi-cascade algorithm. First, determine the values $`\varphi (1,1)`$, $`\varphi (1,2)`$, $`\varphi (2,1)`$ and $`\varphi (2,2)`$ by using a fixed-point method. Then, determine the values at points $`(x,y)`$, where $`x`$ and $`y`$ are rational numbers whose denominators are powers of 2. Next, we describe each part in detail, and *Maple* code for the algorithm can be found in the file `bicascade.mws`.

### 6.2 Determination of four key function values

Due to the compact support condition, the dilation equation (1), evaluated at our four key points, yields the following four equations:

$`\varphi (1,1)`$ $`=`$ $`c_{1,1}\varphi (1,1)+c_{0,1}\varphi (2,1)+c_{1,0}\varphi (1,2)+c_{0,0}\varphi (2,2)`$
$`\varphi (2,1)`$ $`=`$ $`c_{3,1}\varphi (1,1)+c_{2,1}\varphi (2,1)+c_{3,0}\varphi (1,2)+c_{2,0}\varphi (2,2)`$
$`\varphi (1,2)`$ $`=`$ $`c_{1,3}\varphi (1,1)+c_{0,3}\varphi (2,1)+c_{1,2}\varphi (1,2)+c_{0,2}\varphi (2,2)`$
$`\varphi (2,2)`$ $`=`$ $`c_{3,3}\varphi (1,1)+c_{2,3}\varphi (2,1)+c_{3,2}\varphi (1,2)+c_{2,2}\varphi (2,2)`$
Another way to look at this is that if $`b=[\varphi (1,1),\varphi (2,1),\varphi (1,2),\varphi (2,2)]^T`$, then we seek solutions of the equation $`b=Lb`$, where $`L`$ is the 4-by-4 matrix

$$L=\left(\begin{array}{cccc}c_{1,1}& c_{0,1}& c_{1,0}& c_{0,0}\\ c_{3,1}& c_{2,1}& c_{3,0}& c_{2,0}\\ c_{1,3}& c_{0,3}& c_{1,2}& c_{0,2}\\ c_{3,3}& c_{2,3}& c_{3,2}& c_{2,2}\end{array}\right).$$

Notice that any vector $`b`$ which satisfies the equation is an eigenvector corresponding to eigenvalue 1.

It turns out that one of the eigenvalues of $`L`$ needs to be 1, while the rest have absolute value less than 1. Recall that the averaging and regularity equations formed a linear system. This system determines values for the ten following variables $`c_{1,2},c_{2,1},c_{2,0},c_{0,2},c_{0,1},c_{1,0},c_{1,1},c_{3,0},c_{0,3},`$ and $`c_{0,0}`$ in terms of $`c_{1,3}`$, $`c_{3,1}`$ $`c_{2,2}`$, $`c_{2,3}`$, $`c_{3,2},`$ and $`c_{3,3}`$. Substituting those values into $`L`$ and computing the eigenvalues with *Maple* yields four eigenvalues: 1, $`\frac{1}{2}`$ twice, and $`c_{3,2}c_{2,3}+c_{2,2}+c_{3,3}`$. (See the *Maple* file `eigenL.mws`.) To show that this last eigenvalue has absolute value less than one, we can use Lagrange multipliers, using the orthogonality equations to get two constraints. Subject to these constraints, we conclude that

$$|c_{3,2}c_{2,3}+c_{2,2}+c_{3,3}|\frac{\sqrt{7}}{4}<1.$$

To determine $`b`$, we set up an iterative scheme

$$b_{n+1}=Lb_n.$$
(32)
The implication of the analysis of the eigenvalues of $`L`$ is that this scheme will converege. Further, in the original cascade algorithm, all function values of $`\varphi `$ on the integers are initially set to zero, except that one of them is set to 1. This way, the sum of the values of $`\varphi `$ on all of the integers will be 1. Analogously, for the bi-cascade algorithm, we should initially use $`b_0=[1,0,0,0]^T`$, and this is consistent with Lemma 3.

Using *Maple*, the iterative scheme (32) will converge after about 40 iterations. We then have the value of $`\varphi `$ at the four key points.

### 6.3 Determination of other values of $`\varphi `$

Once the value of $`\varphi `$ is known at points where $`x`$ and $`y`$ are integers, the values where $`x`$ and $`y`$ are multiples of $`\frac{1}{2}`$ can be determined by using the dilation equation (1). For example,

$$\varphi (\frac{1}{2},\frac{3}{2})=\underset{i}{}\underset{j}{}c_{i,j}\varphi (1i,3j)$$

This process can then be iterated to determine the values of $`\varphi `$ on multiples of $`\frac{1}{4}`$, $`\frac{1}{8}`$, etc. As the iterations continue, the number of points where $`\varphi `$ is determined increases exponentially, and after determining values on multiples of $`\frac{1}{64}`$, the amount of time needed for the next iterate is not worth the effort.

At the end of the *Maple* file are several methods for creating graphs of the scaling function. One method is a simple plot of points. The second method is to define a function which agrees with $`\varphi `$ on all of the determined points. This function is useful for creating linear combinations of translates of $`\varphi `$, and will be used in a later section. The third method creates an animated gif that rotates the graph of the scaling functions about the $`z`$-axis.

## 7 Examples of Masks and Associated Scaling Functions

The following masks were created using the method described in section 4. Each mask is presented in the following matrix form:

$$\left(\begin{array}{cccc}c_{0,0}& c_{0,1}& c_{0,2}& c_{0,3}\\ c_{1,0}& c_{1,1}& c_{1,2}& c_{1,3}\\ c_{2,0}& c_{2,1}& c_{2,2}& c_{2,3}\\ c_{3,0}& c_{3,1}& c_{3,2}& c_{3,3}\end{array}\right)$$

In our examples, different parameters were used for the A1 examples than for the other examples. There is no pair $`(c_{3,2},c_{3,3})`$ that will yield real valued masks for all 8 types. (See Section 4.2.)

A1a, using ($`c_{3,2},c_{3,3}`$) = (1,$`\frac{1}{2}`$):

$$\left(\begin{array}{cccc}\frac{1}{4}\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{2}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{4}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}46+28\sqrt{3})\\ 1\frac{1}{2}\sqrt{3}& 1\frac{1}{2}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}(3)\\ \frac{1}{2}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{3}{4}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{4}+\frac{1}{2}\sqrt{3}\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{2}\sqrt{3}+\frac{1}{8}\sqrt{(}46+28\sqrt{3})\\ \frac{3}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}& 1& \frac{1}{2}\end{array}\right)$$

A1b, using ($`c_{3,2},c_{3,3}`$) = (1,$`\frac{1}{2}`$):

$$\left(\begin{array}{cccc}\frac{1}{4}+\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{2}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{4}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}46+28\sqrt{3})\\ 1\frac{1}{2}\sqrt{3}& 1\frac{1}{2}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}\\ \frac{1}{2}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{3}{4}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{4}+\frac{1}{2}\sqrt{3}+\frac{1}{8}\sqrt{(}46+28\sqrt{3})& \frac{1}{2}\sqrt{3}\frac{1}{8}\sqrt{(}46+28\sqrt{3})\\ \frac{3}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}& 1& \frac{1}{2}\end{array}\right)$$

A2a, using ($`c_{3,2},c_{3,3}`$) = (0,0):

$$\left(\begin{array}{cccc}\frac{1}{2}\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{3}{4}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{1}{4}+\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{1}{2}+\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}34+20\sqrt{3})\\ \frac{1}{2}\sqrt{3}& \frac{1}{2}+\frac{1}{2}\sqrt{3}& \frac{3}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}\\ \frac{1}{4}+\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}34+20\sqrt{3})& 1\frac{1}{2}\sqrt{3}\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{3}{4}\frac{1}{2}\sqrt{3}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})\\ \frac{1}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}& 0& 0\end{array}\right)$$

A2b, using ($`c_{3,2},c_{3,3}`$) = (0,0):

$$\left(\begin{array}{cccc}\frac{1}{2}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{3}{4}\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{1}{4}+\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{1}{2}+\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})\\ \frac{1}{2}\sqrt{3}& \frac{1}{2}+\frac{1}{2}\sqrt{3}& \frac{3}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}\\ \frac{1}{4}+\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})& 1\frac{1}{2}\sqrt{3}+\frac{1}{8}\sqrt{(}34+20\sqrt{3})& \frac{3}{4}\frac{1}{2}\sqrt{3}\frac{1}{8}\sqrt{(}34+20\sqrt{3})\\ \frac{1}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}& 0& 0\end{array}\right)$$

B1a, using ($`c_{3,2},c_{3,3}`$) = (0,0):

$$\left(\begin{array}{cccc}\frac{1}{4}\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}& \frac{1}{2}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{1}{4}\frac{1}{8}\sqrt{2}\frac{1}{4}\sqrt{3}\\ 0& \frac{1}{2}& \frac{3}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}\\ \frac{1}{2}+\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{3}{4}+\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{2}& \frac{1}{4}\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}\\ \frac{1}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}& 0& 0\end{array}\right)$$

B1b, using ($`c_{3,2},c_{3,3}`$) = (0,0):

$$\left(\begin{array}{cccc}\frac{1}{4}+\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}& \frac{1}{2}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{2}& \frac{1}{4}+\frac{1}{8}\sqrt{2}\frac{1}{4}\sqrt{3}\\ 0& \frac{1}{2}& \frac{3}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}\\ \frac{1}{2}+\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{2}& \frac{3}{4}+\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{1}{4}+\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}\\ \frac{1}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}& 0& 0\end{array}\right)$$

B2a, using ($`c_{3,2},c_{3,3}`$) = (0,0):

$$\left(\begin{array}{cccc}\frac{1}{4}\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}& \frac{1}{2}+\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{1}{4}\frac{1}{8}\sqrt{2}+\frac{1}{4}\sqrt{3}\\ 0& \frac{1}{2}& \frac{3}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}\\ \frac{1}{2}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{3}{4}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{2}& \frac{1}{4}\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}\\ \frac{1}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}& 0& 0\end{array}\right)$$

B2b, using ($`c_{3,2},c_{3,3}`$) = (0,0):

$$\left(\begin{array}{cccc}\frac{1}{4}+\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}& \frac{1}{2}+\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{2}& \frac{1}{4}+\frac{1}{8}\sqrt{2}+\frac{1}{4}\sqrt{3}\\ 0& \frac{1}{2}& \frac{3}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}\\ \frac{1}{2}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{2}& \frac{3}{4}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{1}{4}+\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}\\ \frac{1}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}& 0& 0\end{array}\right)$$

## 8 Reproducing Linear Functions

### 8.1 A General Formula to Reproduce Linear Functions

Just like $`D_4`$, we can reproduce linear functions by using linear combinations of $`\varphi (x,y)`$ and its translates. To begin, suppose $`g`$ is a function that we wish to reproduce, that is,

$$g(x,y)=\underset{u}{}\underset{v}{}a_{u,v}\varphi (xu,yv)$$

With a change of variables, we can rewrite this equation as

$$g(x,y)=\underset{i}{}\underset{j}{}a_{xi,yj}\varphi (i,j)$$
(33)
So, using integer values for $`x`$ and $`y`$ and an arbitrary bivariate $`\varphi `$ mask,

$$g(x,y)=a_{x2,y2}\varphi (2,2)+a_{x1,y1}\varphi (1,1)+a_{x2,y1}\varphi (2,1)+a_{x1,y2}\varphi (1,2)$$
(34)
Notice that we only have $`\varphi (2,2),\varphi (2,1),\varphi (1,2),`$and $`\varphi (1,1)`$ left because $`\varphi (i,j)=0`$ at all other integer points.

We are now ready to figure out $`a_{xi,yj}`$ in terms of $`\varphi (i,j)`$. This will enable us to create linear functions out of a bivariate scaling function $`\varphi `$ and its translates. We assume that $`g(x,y)`$ is a polynomial, so $`a_{u,v}`$ as a function of $`u`$ and $`v`$ will have the same degree as $`g(x,y)`$.

If $`g(x,y)=x`$, then $`a_{i,j}=\alpha _xi+\beta _xj+\gamma _x`$ for some constants $`\alpha _x,\beta _x,`$ and $`\gamma _x`$. We will determine these constants such that we can write $`x`$ in terms of $`\varphi (2,2),\varphi (1,1),\varphi (2,1)`$ and $`\varphi (1,2)`$. Substituting into (34), and using Lemma 3:

$`x`$ $`=`$ $`a_{x2,y2}\varphi (2,2)+a_{x1,y1}\varphi (1,1)+a_{x2,y1}\varphi (2,1)+a_{x1,y2}\varphi (1,2)`$
$`=`$ $`(\alpha _x(x2)+\beta _x(y2)+\gamma _x)\varphi (2,2)+(\alpha _x(x1)+\beta _x(y1)+\gamma _x)\varphi (1,1)`$
$`+(\alpha _x(x2)+\beta _x(y1)+\gamma _x)\varphi (2,1)+(\alpha _x(x1)+\beta _x(y2)+\gamma _x)\varphi (1,2)`$
$`=`$ $`x\alpha _x(\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+\varphi (1,2))+y\beta _x(\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+\varphi (1,2))`$
$`+\alpha _x(2\varphi (2,2)\varphi (1,1)2\varphi (2,1)\varphi (1,2))+\beta _x(2\varphi (2,2)\varphi (1,1)\varphi (2,1)2\varphi (1,2))+`$
$`\gamma _x(\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+\varphi (1,2))`$
$`=`$ $`x\alpha _x+y\beta _x+\alpha _x(2\varphi (2,2)\varphi (1,1)2\varphi (2,1)\varphi (1,2))`$
$`+\beta _x(2\varphi (2,2)\varphi (1,1)\varphi (2,1)2\varphi (1,2))+\gamma _x`$
Therefore $`\alpha _x=1`$ and $`\beta _x=0`$, and $`\gamma _x=2\varphi (2,2)+\varphi (1,1)+2\varphi (2,1)+\varphi (1,2)`$. Using these constants we get

$$x=\underset{i}{}\underset{j}{}(i+2\varphi (2,2)+\varphi (1,1)+2\varphi (2,1)+\varphi (1,2))\varphi (xi,yj)$$
(35)
Similarly, we will write $`y`$ in terms of $`\varphi (2,2),\varphi (1,1),\varphi (2,1)`$ and $`\varphi (1,2)`$. If $`g(x,y)=y`$, then $`a_{i,j}=\alpha _yi+\beta _yj+\gamma _y`$ for some constants $`\alpha _y,\beta _y,`$ and $`\gamma _y`$. Again using (34) and Lemma 3 gives us:

$`y`$ $`=`$ $`a_{x2,y2}\varphi (2,2)+a_{x1,y1}\varphi (1,1)+a_{x2,y1}\varphi (2,1)+a_{x1,y2}\varphi (1,2)`$
$`=`$ $`(\alpha _y(x2)+\beta _y(y2)+\gamma _y)\varphi (2,2)+(\alpha _y(x1)+\beta _y(y1)+\gamma _y)\varphi (1,1)`$
$`+(\alpha _y(x2)+\beta _y(y1)+\gamma _y)\varphi (2,1)+(\alpha _y(x1)+\beta _y(y2)+\gamma _y)\varphi (1,2)`$
$`=`$ $`x\alpha _y(\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+\varphi (1,2))+y\beta _y(\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+\varphi (1,2))`$
$`+\alpha _y(2\varphi (2,2)\varphi (1,1)2\varphi (2,1)\varphi (1,2))+\beta _y(2\varphi (2,2)\varphi (1,1)\varphi (2,1)2\varphi (1,2))+`$
$`\gamma _y(\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+\varphi (1,2))`$
$`=`$ $`x\alpha _y+y\beta _y+\alpha _y(2\varphi \varphi (1,1)2\varphi (2,1)\varphi (1,2))+`$
$`\beta _y(2\varphi \varphi (1,1)2\varphi (2,1)\varphi (1,2))+\gamma _y`$
Therefore $`\alpha _y=0`$, $`\beta _y=1`$, and $`\gamma _y=2\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+2\varphi (1,2)`$. Thus, we have found constants $`\alpha _y,\beta _y,`$ and $`\gamma _y`$ such that $`g(x,y)=y`$, and

$$y=\underset{i}{}\underset{j}{}(j+2\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+2\varphi (1,2))\varphi (xi,yj)$$
(36)
In equations (35) and (36), along with Lemma 3, we now have $`x`$, $`y`$ and $`1`$ written in terms of $`\varphi (2,2),\varphi (1,1),\varphi (2,1),`$ and $`\varphi (1,2)`$ . This enables us to write an approximation for any type of plane given a particular mask.

Let us look at the general case of $`f(x,y)=kx+ly+m`$ where $`k,l,`$ and $`m`$ are constants. Thus,

$`f(x,y)`$ $`=`$ $`kx+ly+m`$
$`=`$ $`k({\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}(i+2\varphi (2,2)+\varphi (1,1)+2\varphi (2,1)+\varphi (1,2))\varphi (xi,yj))`$
$`+l({\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}(j+2\varphi (2,2)+\varphi (1,1)+\varphi (2,1)+2\varphi (1,2))\varphi (xi,yj))`$
$`+m({\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}\varphi (xi,yj))`$
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}(k(i+2\varphi (2,2)+\varphi (1,1)+2\varphi (2,1)+\varphi (1,2))+l(j+2\varphi (2,2)+\varphi (1,1)+`$
$`\varphi (2,1)+2\varphi (1,2))+m)\varphi (xi,yj)`$
This simplifies to

$$kx+ly+m=\underset{i}{}\underset{j}{}(2\varphi (2,2)(k+l)+\varphi (1,1)(k+l)+\varphi (2,1)(2k+l)+\varphi (1,2)(k+2l)+ki+lj+m)\varphi (xi,yj)$$
(37)
Using the above equation, we can generate $`f(x,y)`$ using a bivariate scaling function associated with a given mask.

### 8.2 An Example of Reproducing A Linear Function

Consider the function $`g(x,y)=x+6y10`$, a linear function that we wish to reproduce using one of our scaling functions and its translates. In this case, $`k=1,l=6,`$ and $`m=10`$. So,

$`g(x,y)`$ $`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}(2(1)+2(6))\varphi (2,2)+((1)+(6))\varphi (1,1)+(2(1)+(6))\varphi (2,1)`$
$`+((1)+2(6))\varphi (1,2)+(1)i+(6)j+(10))\varphi (xi,yj)`$
$`=`$ $`{\displaystyle \underset{i}{}}{\displaystyle \underset{j}{}}(14\varphi (2,2)+7\varphi (1,1)+8\varphi (2,1)+13\varphi (1,2)+i+6j10)\varphi (xi,yj)`$
We will reproduce $`g`$ using the scaling function in the figure below. This is a B2b1 type of scaling function, when $`c_{3,2}=c_{3,3}=0`$. Note that this scaling function is also plotted in section 4.2.

$$\left(\begin{array}{cccc}\frac{1}{4}\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}& \frac{1}{2}+\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{1}{4}\frac{1}{8}\sqrt{2}+\frac{1}{4}\sqrt{3}\\ 0& \frac{1}{2}& \frac{3}{4}+\frac{1}{4}\sqrt{3}& \frac{1}{4}+\frac{1}{4}\sqrt{3}\\ \frac{1}{2}\frac{1}{4}\sqrt{3}+\frac{1}{8}\sqrt{2}& \frac{3}{4}\frac{1}{4}\sqrt{3}\frac{1}{8}\sqrt{2}& \frac{1}{4}\frac{1}{8}\sqrt{2}& \frac{1}{8}\sqrt{2}\\ \frac{1}{4}\frac{1}{4}\sqrt{3}& \frac{1}{4}\frac{1}{4}\sqrt{3}& 0& 0\end{array}\right)$$

## 9 Areas for Further Study

One area for further study is exploring the mother wavelets. (Once a scaling function is defined, a mother wavelet can also be defined. See \[AS\] and \[D\].) According to Daubechies, there should be at least three for each of our bivariate scaling function $`\varphi `$. Another idea is to develop a further classification scheme for these scaling functions. A bivariate version of $`D_6`$ would also be interesting, as they could be used to exactly reproduce bowl and saddle surfaces. Also, our undocumented investigations into bivariate Haar wavelets can be tied into the work in this report.

## 10 References

\[AS\] Aboufadel, E. and Schlicker, S., *Discovering Wavelets*, 1999, Wiley.

\[D\] Daubechies, I., *Ten Lectures on Wavelets*, 1992, SIAM.

\[H\] Han, B., “Analysis and Construction of Optimal Multivariate Biorthogonal Wavelets with Compact Support”, *SIAM J. Math. Anal.*, 1999, Vol. 31, p.274–304.

\[J\] Jia, R.Q., “Approximation Properties of Multivariate Wavelets”, *Math. Comp.*, 1998, Vol. 67, p. 647–665.

## 11 Note about Maple files and Image Files

A longer version of this paper is available which includes image files of surface graphs of bivariate scaling functions. It can be downloaded at:

`www.gvsu.edu/mathstat/wavelets/undergrad.htm`

Maple files may be requested from Edward Aboufadel.