Related papers: Self-Excited Multifractal Dynamics
We argue the emergence of nodal excitations due to the coupling with static antiferromagnetic order in fully-gapped superconducting states in both cases with and without inversion symmetry. This line node structure is not accompanied with…
Quite recently I have proposed a nonperturbative dynamical effective field model (DEFM) to quantitatively describe the dynamics of interacting ferrofluids. Its predictions compare very well with the results from simulations. In this paper I…
This work defines two classes of processes, that we term {\it tempered fractional multistable motion} and {\it tempered multifractional stable motion}. They are extensions of fractional multistable motion and multifractional stable motion,…
We present a comparative analysis of multifractal properties of financial time series built on stock indices from developing (WIG) and developed (S&P500) financial markets. It is shown how the multifractal image of the market is altered…
This paper presents a method for forecasting limit order book durations using a self-exciting flexible residual point process. High-frequency events in modern exchanges exhibit heavy-tailed interarrival times, posing a significant challenge…
This paper proposes a data-driven approach for optimal power flow (OPF) based on the stacked extreme learning machine (SELM) framework. SELM has a fast training speed and does not require the time-consuming parameter tuning process compared…
We derive a nonparametric higher-order asymptotic expansion for small-time changes of conditional characteristic functions of It\^o semimartingale increments. The asymptotics setup is of joint type: both the length of the time interval of…
Turbulent dynamical systems are characterized by nonlinear interactions and stochastic effects that generate coupled statistical quantities, such as non-zero higher-order moments, which are difficult to capture from data with accuracy. We…
Hawkes process is one of the most commonly used models for investigating the self-exciting nature of earthquake occurrences. However, seismicity patterns have complicated characteristics due to heterogeneous geology and stresses, for which…
We provide a concise review of the exponentially convergent multiscale finite element method (ExpMsFEM) for efficient model reduction of PDEs in heterogeneous media without scale separation and in high-frequency wave propagation. ExpMsFEM…
We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically…
The neuromagnetic activity (magnetoencephalogram, MEG) from healthy human brain and from an epileptic patient against chromatic flickering stimuli has been earlier analyzed on the basis of a memory functions formalism (MFF). Information…
The continuous observation of the financial markets has identified some stylized facts which challenge the conventional assumptions, promoting the born of new approaches. On the one hand, the long-range dependence has been faced replacing…
We examine the existence of nonlinear modes and their temporal dynamics, in arrays of split-ring resonators, using a fractional extension of the Laplacian in the evolution equation. We find a closed-form expression for the dispersion…
We present a general class of spatio-temporal stochastic processes describing the causal evolution of a positive-valued field in space and time. The field construction is based on independently scattered random measures of Levy type whose…
This chapter first presents a rather personal view of some different aspects of predictability, going in crescendo from simple linear systems to high-dimensional nonlinear systems with stochastic forcing, which exhibit emergent properties…
Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is a Brownian fluctuation of the average interevent time between subsequent pulses of the pulse sequence. In this paper we generalize the model of…
We study single-field inflationary models with steep step-like features in the potential that lead to the temporary violation of the slow-roll conditions during the evolution of the inflaton. These features enhance the power spectrum of the…
Recent fully nonlinear, kinetic three-dimensional simulations of magnetic reconnection [Daughton et al. 2011] evolve structures and exhibit dynamics on multiple scales, in a manner reminiscent of turbulence. These simulations of…
We achieve the multifractal analysis of a class of complex valued statistically self-similar continuous functions. For we use multifractal formalisms associated with pointwise oscillation exponents of all orders. Our study exhibits new…