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The analysis of the linearization effect in multifractal analysis, and hence of the estimation of moments for multifractal processes, is revisited borrowing concepts from the statistical physics of disordered systems, notably from the…

Statistical Mechanics · Physics 2011-07-28 Florian Angeletti , Marc Mézard , Eric Bertin , Patrice Abry

Let $M_{\gamma}$ be a subcritical Gaussian multiplicative chaos measure associated with a general log-correlated Gaussian field defined on a bounded domain $D \subset \mathbb{R}^d$, $d \geq 1$. We find an explicit formula for its…

Probability · Mathematics 2023-01-06 Federico Bertacco

Scaling properties of time series are usually studied in terms of the scaling laws of empirical moments, which are the time average estimates of moments of the dynamic variable. Nonlinearities in the scaling function of empirical moments…

Probability · Mathematics 2023-04-24 Marco Zamparo

Macroscopic systems often display phase transitions where certain physical quantities are singular or self-similar at different (spatial) scales. Such properties of systems are currently characterized by some order parameters and a few…

Statistical Mechanics · Physics 2013-04-12 Zhi Chen , Xiao Xu

We study multifractality in a broad class of disordered systems which includes, e.g., the diluted x-y model. Using renormalized field theory we analyze the scaling behavior of cumulant averaged dynamical variables (in case of the x-y model…

Statistical Mechanics · Physics 2009-11-10 Olaf Stenull

As represented by the Liouville measure, Gaussian multiplicative chaos is a random measure constructed from a Gaussian field. Under certain technical assumptions, we prove the convergence of a process time-changed by Gaussian multiplicative…

Probability · Mathematics 2024-10-02 Takumu Ooi

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-13 Stanislaw Drozdz , Jaroslaw Kwapien , Pawel Oswiecimka , Rafal Rak

The numerical experiments of turbulence conducted by Gotoh et al. are analyzed precisely with the help of the formulae for the scaling exponents of velocity structure function and for the probability density function (PDF) of velocity…

Statistical Mechanics · Physics 2009-11-07 T. Arimitsu , N. Arimitsu

We consider transition to strong turbulence in an infinite fluid stirred by a gaussian random force. The transition is {\bf defined} as a first appearance of anomalous scaling of normalized moments of velocity derivatives (dissipation…

Fluid Dynamics · Physics 2017-08-02 Victor Yakhot , Diego Donzis

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at…

Condensed Matter · Physics 2015-06-25 Martin Janssen

Wall turbulence consists of various sizes of vortical structures that induce flow circulation around a wide range of closed Eulerian loops. Here we investigate the multiscale properties of circulation around such loops in statistically…

Fluid Dynamics · Physics 2025-06-11 Peng-Yu Duan , Xi Chen , Katepalli R. Sreenivasan

Through a combination of rigorous analytical derivations and extensive numerical simulations, this work reports an exotic multifractal behavior, dubbed "logarithmic multifractality", in effectively infinite-dimensional systems undergoing…

Disordered Systems and Neural Networks · Physics 2025-03-04 Weitao Chen , Olivier Giraud , Jiangbin Gong , Gabriel Lemarié

Statistical fluctuations of the light emitted from amplifying random media are studied theoretically and numerically. The characteristic scales of the diffusive motion of light lead to Gaussian or power-law (Levy) distributed fluctuations…

This study makes the first attempt to use the 2/3-order fractional Laplacian modeling of enhanced diffusing movements of random turbulent particle resulting from nonlinear inertial interactions. A combined effect of the inertial…

Chaotic Dynamics · Physics 2007-05-23 Wen Chen

The Boltzmann-Gibbs probability distributions generated by logarithmically correlated random potentials provide a simple yet nontrivial example of disorder-induced multifractal measures. We introduce and discuss two analytically tractable…

Disordered Systems and Neural Networks · Physics 2015-05-14 Yan V Fyodorov

We discuss the effects of finite perturbations in fully developed turbulence by introducing a measure of the chaoticity degree associated to a given scale of the velocity field. This allows one to determine the predictability time for…

chao-dyn · Physics 2009-10-28 E. Aurell , G. Boffetta , A. Crisanti , G. Paladin , A. Vulpiani

Obtaining accurate field statistics continues to be one of the major challenges in turbulence theory and modeling. From the various existing modeling approaches, multifractal models have been successful in capturing intermittency in…

Spontaneous stochasticity is a modern paradigm for turbulent transport at infinite Reynolds numbers. It suggests that tracer particles advected by rough turbulent flows and subject to additional thermal noise, remain non-deterministic in…

Fluid Dynamics · Physics 2023-06-21 André Luís Peixoto Considera , Simon Thalabard

The present article concerns the stochastic modeling of the turbulent dissipation field and in particular its temporal evolution. To do so, we will be calling for a random distribution, ubiquitous in several aspects of physics and…

Fluid Dynamics · Physics 2026-04-08 Wandrille Ruffenach , Laurent Chevillard

We study turbulence in the one-dimensional Burgers equation with a white-in-time, Gaussian random force that has a Fourier-space spectrum $\sim 1/k$, where $k$ is the wave number. From very-high-resolution numerical simulations, in the…

Chaotic Dynamics · Physics 2009-11-10 Dhrubaditya Mitra , Jeremie Bec , Rahul Pandit , Uriel Frisch
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