English
Related papers

Related papers: Multifractal Analysis of Polyalanines Time Series

200 papers

The large-scale structure of the magnetic field in the solar corona provides the energy to power large-scale solar eruptive events. Our physical understanding of this structure, and hence our ability to predict these events, is limited by…

Solar and Stellar Astrophysics · Physics 2015-08-06 R. T. James McAteer

The multifractal formalism characterizes the scaling properties of a physical density rho as a function of the distance L. To each singularity alpha of the field is attributed a fractal dimension for its support f(alpha). An alternative…

Chaotic Dynamics · Physics 2009-11-10 Stephane Roux , Mogens H. Jensen

A multi-factor extension of the Hobson and Rogers (HR) model, incorporating a quadratic variance function (QHR model), is proposed and analysed. The QHR model allows for greater flexibility in defining the moving average filter while…

Mathematical Finance · Quantitative Finance 2025-08-13 Paolo Foschi

The detrending moving average (DMA) algorithm is a widely used technique to quantify the long-term correlations of non-stationary time series and the long-range correlations of fractal surfaces, which contains a parameter $\theta$…

Statistical Finance · Quantitative Finance 2010-08-03 Gao-Feng Gu , Wei-Xing Zhou

Background: Human gait exhibits complex fractal fluctuations among consecutive strides. The time series of gait parameters are long-range correlated (statistical persistence). In contrast, when gait is synchronized with external rhythmic…

Quantitative Methods · Quantitative Biology 2020-08-17 Philippe Terrier

We investigate through extensive molecular dynamics simulations the fragmentation process of two-dimensional Lennard-Jones systems. After thermalization, the fragmentation is initiated by a sudden increment to the radial component of the…

Statistical Mechanics · Physics 2009-11-10 L. E. Araripe , J. S. Andrade , R. N. Costa Filho

Eigenstate multifractality is of significant interest with potential applications in various fields of quantum physics. Most of the previous studies concentrated on fine-tuned quantum models to realize multifractality which is generally…

Disordered Systems and Neural Networks · Physics 2025-07-03 Adway Kumar Das , Anandamohan Ghosh , Ivan M. Khaymovich

A highly polydisperse granular gas is modeled by a continuous distribution of particle sizes, a, giving rise to a corresponding continuous temperature profile, T(a), which we compute approximately, generalizing previous results for binary…

Soft Condensed Matter · Physics 2009-10-12 Hildegard Uecker , W. Till Kranz , Timo Aspelmeier , Annette Zippelius

The diversity of diffusive systems exhibiting long-range correlations characterized by a stochastically varying Hurst exponent calls for a generic multifractional model. We present a simple, analytically tractable model which fills the gap…

We compare the predictions of the dynamic structure factor (DSF) of ambient polycrystalline aluminium from time-dependent density functional theory (TDDFT) in the pair continuum regime to recent ultrahigh resolution x-ray Thomson scattering…

In this paper, we present an assortment of both standard and advanced Fourier techniques that are useful in the analysis of astrophysical time series of very long duration -- where the observation time is much greater than the time…

Astrophysics · Physics 2009-11-07 Scott M. Ransom , Stephen S. Eikenberry , John Middleditch

We consider a self-similar phase space with specific fractal dimension $d$ being distributed with spectrum function $f(d)$. Related thermostatistics is shown to be governed by the Tsallis formalism of the non-extensive statistics, where the…

Statistical Mechanics · Physics 2009-11-13 A. I. Olemskoi , V. O. Kharchenko , V. N. Borisyuk

We analyze the electric power load in the Czech Republic (CR) which exhibits a seasonality as well as other oscillations typical for European countries. Moreover, we detect 1/f noise property of electrical power load with extra additional…

Physics and Society · Physics 2016-08-03 Jiří Kracík , Hynek Lavička

The dynamics of phase field crystal (PFC) modeling is derived from dynamical density functional theory (DDFT), for both single-component and binary systems. The derivation is based on a truncation up to the three-point direct correlation…

Materials Science · Physics 2015-05-19 Zhi-Feng Huang , K. R. Elder , Nikolas Provatas

We show that classical molecular density functional theory (MDFT), here in the homogeneous reference fluid approximation in which the functional is inferred from the properties of the bulk solvent, is a powerful new tool to study, at a…

The analysis method proposed in Ref. \cite{rotival07a} is applied to characterize halo properties in finite many-fermion systems. First, the versatility of the method is highlighted by applying it to light and medium-mass nuclei as well as…

Nuclear Theory · Physics 2013-05-29 V. Rotival , K. Bennaceur , T. Duguet

We investigate the feasibility of analyzing deep inelastic structure functions in Hamiltonian formalism by combining the light-front BJL limit of high energy amplitudes and the Fock space (multi-parton) description of hadrons. This study is…

High Energy Physics - Phenomenology · Physics 2007-05-23 A. Harindranath , Rajen Kundu

Local Fourier analysis is a commonly used tool to assess the quality and aid in the construction of geometric multigrid methods for translationally invariant operators. In this paper we automate the process of local Fourier analysis and…

Numerical Analysis · Mathematics 2019-07-26 Karsten Kahl , Nils Kintscher

Long-range correlation and fluctuation in the gold market time series of world's two leading gold consuming countries, namely China and India, are studied. For both the market series during the period 1985-2013 we observe a long-range…

Statistical Finance · Quantitative Finance 2015-06-01 Provash Mali , Amitabha Mukhopadhyay

Intermittent magnetohydrodynamical turbulence is most likely at work in the magnetized solar atmosphere. As a result, an array of scaling and multi-scaling image-processing techniques can be used to measure the expected self-organization of…

Astrophysics · Physics 2007-05-23 Manolis K. Georgoulis