Related papers: Characterising lognormal fractional-Brownian-motio…
Fractional Brownian motion (fBm) extends classical Brownian motion by introducing dependence between increments, governed by the Hurst parameter $H\in (0,1)$. Unlike traditional Brownian motion, the increments of an fBm are not independent.…
Despite the success of fractional Brownian motion (fBm) in modeling systems that exhibit anomalous diffusion due to temporal correlations, recent experimental and theoretical studies highlight the necessity for a more comprehensive approach…
We explore non-canonical scalar field model in the background of non-flat $D$-dimensional fractal Universe with cosmological constant $\Lambda$ on the condition that the matter and scalar field are separately conserved. The potential $V$,…
We propose a novel stochastic network model, called Fractal Gaussian Network (FGN), that embodies well-defined and analytically tractable fractal structures. Such fractal structures have been empirically observed in diverse applications.…
Spatial processes observed in various fields, such as climate and environmental science, often occur on a large scale and demonstrate spatial nonstationarity. Fitting a Gaussian process with a nonstationary Mat\'ern covariance is…
We present a novel variational framework for performing inference in (neural) stochastic differential equations (SDEs) driven by Markov-approximate fractional Brownian motion (fBM). SDEs offer a versatile tool for modeling real-world…
To model a given time series $F(t)$ with fractal Brownian motions (fBms), it is necessary to have appropriate error assessment for related quantities. Usually the fractal dimension $D$ is derived from the Hurst exponent $H$ via the relation…
We demonstrate that an image recognition algorithm based on a convolutional neural network provides a powerful procedure to differentiate between ergodic, non-ergodic extended (fractal) and localized phases in various systems:…
Stochastic transport due to a velocity field modeled by the superposition of small-scale divergence free vector fields activated by Fractional Gaussian Noises (FGN) is numerically investigated. We present two non-trivial contributions: the…
Fractional Brownian motion is a Gaussian stochastic process with long-range correlations in time; it has been shown to be a useful model of anomalous diffusion. Here, we investigate the effects of mutual interactions in an ensemble of…
The methods of Nuclear Magnetic Resonance belong to the best developed and often used tools for studying random motion of particles in different systems, including soft biological tissues. In the long-time limit the current mathematical…
An important aspect for an improved cardiac functional analysis is the accurate segmentation of the left ventricle (LV). A novel approach for fully-automated segmentation of the LV endocardium and epicardium contours is presented. This is…
The fractional Brownian motion (fBm) is parameterized by the Hurst exponent $H\in(0,1)$, which determines the dependence structure and regularity of sample paths. Empirical findings suggest that the Hurst exponent may be non-constant in…
Let $\{b_H(t),t\in\mathbb{R}\}$ be the fractional Brownian motion with parameter $0<H<1$. When $1/2<H$, we consider diffusion equations of the type \[X(t)=c+\int_0^t\sigma\bigl(X(u)\bigr)\mathrm {d}b_H(u)+\int _0^t\mu\bigl(X(u)\bigr)\mathrm…
Consider a Brownian particle in three dimensions which is attracted by a plane with a strength proportional to some dimensionless parameter $\alpha$. We investigate the fractal spatial structure of the visited lattice sites in a cubic…
Many studies have shown that we can gain additional information on time series by investigating their accompanying complex networks. In this work, we investigate the fundamental topological and fractal properties of recurrence networks…
Uncertainties are abundant in complex systems. Mathematical models for these systems thus contain random effects or noises. The models are often in the form of stochastic differential equations, with some parameters to be determined by…
This paper proposes a new fBm (fractional Brownian motion) interpolation/reconstruction method from partially known samples based on CS (Compressive Sampling). Since 1/f property implies power law decay of the fBm spectrum, the fBm signals…
We study the estimation of the invariant density of additive fractional stochastic differential equations with Hurst parameter $H \in (0,1)$. We first focus on continuous observations and develop a kernel-based estimator achieving faster…
Field-scale properties of fractured rocks play crucial role in many subsurface applications, yet methodologies for identification of the statistical parameters of a discrete fracture network (DFN) are scarce. We present an inversion…