Related papers: Multifractality Breaking from Bounded Random Measu…
In this Letter we show that the analysis of Lyapunov-exponents fluctuations contributes to deepen our understanding of high-dimensional chaos. This is achieved by introducing a Gaussian approximation for the large deviation function that…
The escape probability $\xi_{x}$ from a site $x$ of a one-dimensional disordered lattice with trapping is treated as a discrete dynamical evolution by random iterations over nonlinear maps parametrized by the right and left jump…
Jammed granular media and glasses exhibit spatial long-range correlations as a result of mechanical equilibrium. However, the existence of such correlations in the flowing matter, where the mechanical equilibrium is unattainable, has…
The L\'evy, jumping process, defined in terms of the jumping size distribution and the waiting time distribution, is considered. The jumping rate depends on the process value. The fractional diffusion equation, which contains the variable…
Turbulent wall flows offer the most direct means for understanding the effects of boundaries and viscosity on turbulent fluctuations. Available data on mean-square fluctuations in these flows show apparent contradiction with classical…
The unbounded diffusion observed for the standard mapping in a regime of high nonlinearity is suppressed by dissipation due to the violation of Liouville's theorem. The diffusion coefficient becomes important for the description of scaling…
Disordered systems present multifractal properties at criticality. In particular, as discovered by Ludwig (A.W.W. Ludwig, Nucl. Phys. B 330, 639 (1990)) on the case of diluted two-dimensional Potts model, the moments $\bar{\rho^q(r)}$ of…
The effective, fast transport of matter through porous media is often characterized by complex dispersion effects. To describe in mathematical terms such situations, instead of a simple macroscopic equation (as in the classical Darcy's…
The impact of quenched disorder on deterministic diffusion in chaotic dynamical systems is studied. As a simple example, we consider piecewise linear maps on the line. In computer simulations we find a complicated scenario of multiple…
Stochastic linearization is a method used in Quasilinear Control (QLC) to replace a nonlinearity by an equivalent gain and a bias, utilizing the statistical properties of random inputs. In this paper, the theory of stochastic linearization…
We study quantitatively the level of false multifractal signal one may encounter while analyzing multifractal phenomena in time series within multifractal detrended fluctuation analysis (MF-DFA). The investigated effect appears as a result…
The disordering of an initially phase segregated system of finite size, induced by the presence of highly mobile vacancies, is shown to exhibit dynamic scaling in its late stages. A set of characteristic exponents is introduced and computed…
The effect of multiplicative stochastic perturbations on Hamiltonian systems on the plane is investigated. It is assumed that perturbations fade with time and preserve a stable equilibrium of the limiting system. The paper investigates…
Some probabilistic aspects of the number variance statistic are investigated. Infinite systems of independent Brownian motions and symmetric alpha-stable processes are used to construct new examples of processes which exhibit both divergent…
Two-dimensional turbulent flows, and to some extent, geophysical flows, are systems with a large number of degrees of freedom, which, albeit fluctuating, exhibit some degree of organization: coherent structures emerge spontaneously at large…
We numerically analyze the spectral statistics of the multiparametric Gaussian ensembles of complex matrices with zero mean and variances with different decay routes away from the diagonals. As the latter mimics different degree of…
We revisit a simple dynamical model of rupture in random media with long-range elasticity to test whether rupture can be seen as a first-order or a critical transition. We find a clear scaling of the macroscopic modulus as a function of…
Steady statistics of a passive scalar advected by a random two-dimensional flow of an incompressible fluid is described in the range of scales between the correlation length of the flow and the diffusion scale. That corresponds to the…
Boltzmann-Gibbs measures generated by logarithmically correlated random potentials are multifractal. We investigate the abrupt change ("pre-freezing") of multifractality exponents extracted from the averaged moments of the measure - the…
In this paper I introduce quantile spectral densities that summarize the cyclical behavior of time series across their whole distribution by analyzing periodicities in quantile crossings. This approach can capture systematic changes in the…