Related papers: Wrapping and unwrapping multifractal fields
The paper studies multifractal random measures on the sphere $\mathbb{S}^d$ constructed via multifractal products of random fields. It presents new limit theorems for multifractal products of spherical fields and conditions for the…
Fractal patterns are observed in computational mechanics of elastic-plastic transitions in two models of linear elastic/perfectly-plastic random heterogeneous materials: (1) a composite made of locally isotropic grains with weak random…
We propose a new statistical model that can reproduce the hierarchical nature of the ubiquitous filamentary structures of molecular clouds. This model is based on the multiplicative random cascade, which is designed to replicate the…
A random field composed by Poisson distributed Brownian vortex filaments is constructed. The filament have a random thickness, length and intensity, governed by a measure $\gamma$. Under appropriate assumptions on $\gamma$ we compute the…
We briefly review the principles, mathematical bases, numerical shortcuts and applications of fast random walk (FRW) algorithms. This Monte Carlo technique allows one to simulate individual trajectories of diffusing particles in order to…
Modeling non-stationary processes, where statistical properties vary across the input domain, is a critical challenge in machine learning; yet most scalable methods rely on a simplifying assumption of stationarity. This forces a difficult…
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…
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…
The computation of multifractal scaling properties associated with a critical field theory involves non-local operators and remains an open problem using conventional techniques of field theory. We propose a new description of Gaussian…
We develop and analyze a random field model for the reconstruction of turbulent velocity fluctuations from inhomogeneous characteristic flow quantities provided by RANS simulations that is accessible to both a rigorous analytical validation…
We present a Monte Carlo study of the fractal geometry of clusters formed by discrete-time simple random walks (sRW) of $L^2$ steps on a periodic square $L\times L$ lattice. We verify with high precision that the asymptotic behavior of the…
The aim of this paper is to deepen the analysis of the asymptotic behavior of the so-called minimal random walk (MRW) using a new martingale approach. The MRW is a discrete-time random walk with infinite memory that has three regimes…
We introduce a method of estimating parameters associated with a fractal random scattering medium, which utilizes the multiscale properties of the scattered field. The example of ray-density fluctuations beyond a phase screen with fractal…
Experiments on fracture surface morphologies offer increasing amounts of data that can be analyzed using methods of statistical physics. One finds scaling exponents associated with correlation and structure functions, indicating a rich…
We describe an experimental technique to generate a quasi-monochromatic field with any arbitrary spatial coherence properties that can be described by the cross-spectral density function, $W(\mathbf{r_1,r_2})$. This is done by using a…
Relaxed random walk (RRW) models of trait evolution introduce branch-specific rate multipliers to modulate the variance of a standard Brownian diffusion process along a phylogeny and more accurately model overdispersed biological data.…
We introduce a Multifractal Random Walk (MRW) defined as a stochastic integral of an infinitely divisible noise with respect to a dependent fractional Brownian motion. Using the techniques of the Malliavin calculus, we study the existence…
Random walk sampling methods have been widely used in graph sampling in recent years, while it has bias towards higher degree nodes in the sample. To overcome this deficiency, classical methods such as MHRW design weighted walking by…
Multifractal scaling (MFS) refers to structures that can be described as a collection of interwoven fractal subsets which exhibit power-law spatial scaling behavior with a range of scaling exponents (concentration, or singularity,…
A multifractal analysis (MFA) is performed on three-dimensional grayscale images associated with natural porous structures (soil samples). First, computed tomography (CT) scans are carried out on the samples to generate 3D grayscale images.…