Related papers: ROMA (Rank-Ordered Multifractal Analysis) for inte…
In this article, we provide both analytical and numerical performance analysis of multi-service oriented multiple access (MOMA), a recently proposed non-orthogonal multiple-access scheme for scenarios with a massive number of concurrent…
Wide-area synchrophasor ambient measurements provide a valuable data source for real-time oscillation mode monitoring and analysis. This paper introduces a novel method for identifying inter-area oscillation modes using wide-area ambient…
Composition fluctuations in disordered melts of symmetric diblock copolymers are studied by Monte Carlo simulation over a range of chain lengths and interaction strengths. Results are used to test three theories: (1) the random phase…
We introduce a class of multifractal processes, referred to as Multifractal Random Walks (MRWs). To our knowledge, it is the first multifractal processes with continuous dilation invariance properties and stationary increments. MRWs are…
We apply reduced-order modeling (ROM) techniques to single-phase flow in faulted porous media, accounting for changing rock properties and fault geometry variations using a radial basis function mesh deformation method. This approach…
We study temporal correlations and multifractal properties of long river discharge records from 41 hydrological stations around the globe. To detect long-term correlations and multifractal behaviour in the presence of trends, we apply…
A fractal is in essence a hierarchy with cascade structure, which can be described with a set of exponential functions. From these exponential functions, a set of power laws indicative of scaling can be derived. Hierarchy structure and…
This work investigates projection-based Reduced-Order Models (ROMs) formulated in the frequency domain, employing a space-time basis constructed with Spectral Proper Orthogonal Decomposition to efficiently represent dominant spatio-temporal…
It is already known that both auditory and visual stimulus is able to convey emotions in human mind to different extent. The strength or intensity of the emotional arousal vary depending on the type of stimulus chosen. In this study, we try…
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…
Fractal dimensions of eigenfunctions for various critical random matrix ensembles are investigated in perturbation series in the regimes of strong and weak multifractality. In both regimes we obtain expressions similar to those of the…
The novelty of the current work is precisely to propose a statistical procedure to combine estimates of the modal parameters provided by any set of Operational Modal Analysis (OMA) algorithms so as to avoid preference for a particular one…
The search for more realistic modeling of financial time series reveals several stylized facts of real markets. In this work we focus on the multifractal properties found in price and index signals. Although the usual Minority Game (MG)…
Over the past three decades, describing the reality surrounding us using the language of complex networks has become very useful and therefore popular. One of the most important features, especially of real networks, is their complexity,…
We examine the Detrended Fluctuation Analysis (DFA), which is a well-established method for the detection of long-range correlations in time series. We show that deviations from scaling that appear at small time scales become stronger in…
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…
Multi-system interaction is an important and difficult problem in physics. Motivated by the experimental result of an electronic circuit element "Fractor", we introduce the concept of dynamic-order fractional dynamic system, in which the…
While data-driven techniques are powerful tools for reduced-order modeling of systems with chaotic dynamics, great potential remains for leveraging known physics (i.e. a full-order model (FOM)) to improve predictive capability. We develop a…
Multireference alignment (MRA) refers to the problem of recovering a signal from noisy samples subject to random circular shifts. Expectation--maximization (EM) and variational approaches use statistical modeling to achieve high accuracy at…
In this paper we briefly review the recently inrtroduced Multifractal Random Walk (MRW) that is able to reproduce most of recent empirical findings concerning financial time-series : no correlation between price variations, long-range…