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Multifractal time series analysis is a approach that shows the possible complexity of the system. Nowadays, one of the most popular and the best methods for determining multifractal characteristics is Multifractal Detrended Fluctuation…

Statistical Finance · Quantitative Finance 2015-10-20 Rafal Rak , Pawel Zięba

We study multifractal properties in time evolution of a single particle subject to repeated measurements. For quantum systems, we consider circuit models consisting of local unitary gates and local projective measurements. For classical…

Quantum Physics · Physics 2024-10-28 Kohei Yajima , Hisanori Oshima , Ken Mochizuki , Yohei Fuji

The dynamical heterogeneity in supercooled liquids measured by a molecular dynamics simulation has been quantified on the basis of the multifractal formalism. The singularity spectrum becomes broader as the glass transition is approached.…

Statistical Mechanics · Physics 2009-11-07 W. Sakikawa , O. Narikiyo

An efficient method of exploring the effects of anisotropy in the fractal properties of 2D surfaces and images is proposed. It can be viewed as a direction-sensitive generalization of the multifractal detrended fluctuation analysis (MFDFA)…

Applied Physics · Physics 2024-10-14 Rafał Rak , Stanisław Drożdż , Jarosław Kwapień , Paweł Oświęcimka

The standing surface waves in a rectangular vertically oscillating vessel filled with water (Faraday waves) in the presence of a floating elastic sheet are studied experimentally and theoretically. The threshold amplitude of the instability…

Fluid Dynamics · Physics 2023-07-11 Vahideh Sardari , Leila Bahmani , Maniya Maleki

Processes occurring in real open systems are far from equilibrium state and they can lead to synergetic effects, which are caused by coordinated behavior of system units. Traditional methods of analysis often just establish such behavior,…

Computational Physics · Physics 2007-05-23 E. N. Vertyagina

Most results in multifractal analysis are obtained using either a thermodynamic approach based on existence and uniqueness of equilibrium states or a saturation approach based on some version of the specification property. A general…

Dynamical Systems · Mathematics 2019-02-20 Vaughn Climenhaga

The two-dimensional multifractal detrended fluctuation analysis is applied to reveal the multifractal properties of the fracture surfaces of foamed polypropylene/polyethylene blends at different temperatures. Nice power-law scaling…

Materials Science · Physics 2009-01-03 Chuang Liu , Xiu-Lei Jiang , Tao Liu , Ling Zhao , Wei-Xing Zhou , Wei-Kang Yuan

The creativity and emergence of biological and psychological behavior are nonlinear. However, that does not necessarily mean only that the measurements of the behaviors are curvilinear. Furthermore, the linear model might fail to reduce…

Data Analysis, Statistics and Probability · Physics 2021-05-28 Damian G. Kelty-Stephen , Elizabeth Lane , Madhur Mangalam

Multifractals are inhomogeneous measures (or functions) which are typically described by a full spectrum of real dimensions, as opposed to a single real dimension. Results from the study of fractal strings in the analysis of their geometry,…

Mathematical Physics · Physics 2008-10-07 Michel L. Lapidus , John A. Rock

We investigate the onset of the Faraday instability in a vertically vibrated wormlike micelle solution. In this strongly viscoelastic fluid, the critical acceleration and wavenumber are shown to present oscillations as a function of driving…

Soft Condensed Matter · Physics 2009-11-10 Pierre Ballesta , Sebastien Manneville

Two roads are presently being followed in order to establish the existence of a liquid-gas phase transition in finite nuclear systems from nuclear reactions at high energy. The clean experiment of observing the thermodynamic properties of a…

Nuclear Experiment · Physics 2009-11-10 W. Trautmann

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…

Statistical Finance · Quantitative Finance 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

A linear stability analysis of the free surface of a horizontally unbounded ferrofluid layer of arbitrary depth subjected to vertical vibrations and a horizontal magnetic field is performed. A nonmonotonic dependence of the stability…

Pattern Formation and Solitons · Physics 2009-11-07 V. V. Mekhonoshin , Adrian Lange

We report on the numerical and theoretical study of the subcritical bifurcation of parametrically amplified waves appearing at the interface between two immiscible incompressible fluids when the layer of the lower fluid is very shallow. As…

Fluid Dynamics · Physics 2016-07-20 Nicolas Périnet , Claudio Falcón , Jalel Chergui , Damir Juric , Seungwon Shin

We report on an experimental study of the Faraday instability in a vibrated fluid layer situated over a permeable and rough substrate, consisting either of a flat solid plate or of woven meshes having different openings and wire diameters,…

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

The instability of the interface between a dielectric and a conducting liquid, excited by a spatially homogeneous interface-normal time-periodic electric field, is studied based on experiments and theory. Special attention is paid to the…

Fluid Dynamics · Physics 2022-04-06 S. Dehe , M. Hartmann , A. Bandopadhyay , S. Hardt

The statistics of energy levels for a disordered conductor are considered in the critical energy window near the mobility edge. It is shown that, if critical wave functions are multifractal, the one-dimensional gas of levels on the energy…

Condensed Matter · Physics 2009-10-28 J. T. Chalker , V. E. Kravtsov , I. V. Lerner

Parametrically excited standing waves are observed on a cylindrical fluid filament. These are the cylindrical analog of Faraday instability in a flat surface or spherical droplet. Using the Floquet technique, linear stability analysis has…

Fluid Dynamics · Physics 2020-10-28 Dilip Kumar Maity
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