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The common methods of spectral analysis for multivariate ($n$-dimensional) time series, like discrete Frourier transform (FT) or Wavelet transform, are based on Fourier series to decompose discrete data into a set of trigonometric model…
We introduce a multifractal optimal detrended fluctuation analysis to study the scaling properties of the one-dimensional Wolf-Villain (WV) model for surface growth. This model produces mounded surface morphologies for long time scales (up…
Estimating a fractal dimension from a finite stochastic trajectory is a finite-size scaling problem: the apparent box-counting exponent is shaped by an occupancy crossover between the resolved range of scales and the finite number of…
The curves of scaling behavior is a significant concept in fractal dimension analysis of complex systems. However, the underlying rationale of this kind of curves for fractal cities is not yet clear. The aim of this paper is at researching…
What is a diffusion model actually doing when it turns noise into a photograph? We show that the deterministic DDIM reverse chain operates as a Partitioned Iterated Function System (PIFS) and that this framework serves as a unified design…
This review provides an introduction to two dimensional growth processes. Although it covers a variety processes such as diffusion limited aggregation, it is mostly devoted to a detailed presentation of stochastic Schramm-Loewner evolutions…
The Whittaker 2d growth model is a triangular continuous Markov diffusion process that appears in many scientific contexts. It has been theoretically intriguing to establish a large deviation principle for this 2d process with a scaling…
Loewner chains with Levy drivers have been proposed as models for random dendritic growth in two dimensions, and as candidates for finding extremal multifractal spectra in problems in classical function theory. These processes are not…
In order to understand characteristics common to distributions which have both fractal and non-fractal scale regions in a unified framework, we introduce a concept of typical scale. We employ a model of 2d gravity modified by the $R^2$ term…
We establish variational principles for the Hausdorff and packing dimensions of a class of statistically self-affine sponges, including in particular fractal percolation sets obtained from Bara\'nski and Gatzouras-Lalley carpets and…
We prove a Freidlin-Wentzell result for stochastic differential equations in infinite-dimensional Hilbert spaces perturbed by a cylindrical Wiener process. We do not assume the drift to be Lipschitz continuous, but only continuous with at…
The growth of ballistic aggregates on deterministic fractal substrates is studied by means of numerical simulations. First, we attempt the description of the evolving interface of the aggregates by applying the well-established…
We consider large deviations of empirical measures of diffusion processes. In a first part, we present conditions to obtain a large deviations principle (LDP) for a precise class of unbounded functions. This provides an analogue to the…
We introduce a novel spatio-temporal discretization for nonlinear Fokker-Planck equations on the multi-dimensional unit cube. This discretization is based on two structural properties of these equations: the first is the representation as a…
A Fokker Planck equation on fractal curves is obtained, starting from Chapmann-Kolmogorov equation on fractal curves. This is done using the recently developed calculus on fractals, which allows one to write differential equations on…
If our aesthetic preferences are affected by fractal geometry of nature, scaling regularities would be expected to appear in all art forms, including music. While a variety of statistical tools have been proposed to analyze time series in…
This paper investigates fractal dimension of linear combination of fractal continuous functions with the same or different fractal dimensions. It has been proved that: (1) $BV_{I}$ all fractal continuous functions with bounded variation is…
One-dimensional detrended fluctuation analysis (1D DFA) and multifractal detrended fluctuation analysis (1D MF-DFA) are widely used in the scaling analysis of fractal and multifractal time series because of being accurate and easy to…
A level-dependent L\'evy process solves the stochastic differential equation $dU(t) = dX(t)-{\phi}(U(t)) dt$, where $X$ is a spectrally negative L\'evy process. A special case is a multi-refracted L\'evy process with…
The geometry of fracture patterns in a dilute elastic network is explored using molecular dynamics simulation. The network in two dimensions is subjected to a uniform strain which drives the fracture to develop by the growth and coalescence…