Related papers: Wrapping and unwrapping multifractal fields
Numerical simulations can follow the evolution of fluid motions through the intricacies of developed turbulence. However, they are rather costly to run, especially in 3D. In the past two decades, generative models have emerged which produce…
We introduce tools for inference in the multifractal random walk introduced by Bacry et al. (2001). These tools include formulas for smoothing, filtering and volatility forecasting. In addition, we present methods for computing conditional…
We consider a broad class of Continuous Time Random Walks with large fluctuations effects in space and time distributions: a random walk with trapping, describing subdiffusion in disordered and glassy materials, and a L\'evy walk process,…
We present a new paradigm for creating random features to approximate bi-variate functions (in particular, kernels) defined on general manifolds. This new mechanism of Manifold Random Features (MRFs) leverages discretization of the manifold…
Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with…
We develop a multi-range fractional (MRF) model to capture the turbulent spectrum consisting of multiple self-similar ranges impacted by multiple effects. The MRF model is validated using long-term observational atmospheric surface layer…
The main goal of this paper is to construct a wavelet-type random series representation for a random field $X$, defined by a multistable stochastic integral, which generates a multifractional multistable Riemann-Liouville (mmRL) process…
Faraday Rotation Measure (RM) Synthesis, as a method for analyzing multi-channel observations of polarized radio emission to investigate galactic magnetic fields structures, requires the definition of complex polarized intensity in the…
Let $\mu$ be the geometric realization on $[0,1]$ of a Gibbs measure on $\Sigma=\{0,1\}^{\mathbb{N}}$ associated with a H\"older potential. The thermodynamic and multifractal properties of $\mu$ are well known to be linked via the…
We introduce a wide family of stochastic processes that are obtained as sums of self-similar localized "waveforms" with multiplicative intensity in the spirit of the Richardson cascade picture of turbulence. We establish the convergence and…
In this article, we present new random walk methods to solve flow and transport problems in unsaturated/saturated porous media, including coupled flow and transport processes in soils, heterogeneous systems modeled through random hydraulic…
This article gives a comprehensive description of the fractal geometry of conformally-invariant (CI) scaling curves, in the plane or half-plane. It focuses on deriving critical exponents associated with interacting random paths, by…
In melt-blowing very thin liquid fiber jets are spun due to high-velocity air streams. In literature there is a clear, unsolved discrepancy between the measured and computed jet attenuation. In this paper we will verify numerically that the…
The critical dynamics of conformal field theories on random surfaces is investigated beyond the previously studied dynamics of the overall area and the genus. It is found that the evolution of the order parameter in physical time performs a…
While radio-frequency (RF) field synthesis is fundamental to wireless networking, current approaches remain constrained by static assumptions, leaving them unable to track the rapid multipath reorganization of dynamic scenes. Modeling these…
This paper presents a new model of textures, obtained as realizations of a new class of fractional Brownian fields. These fields, called weighted tensorized fractional Brownian fields, are obtained by a relaxation of the tensor-product…
We construct a Gaussian random field (GRF) that combines fractional smoothness with spatially varying anisotropy. The GRF is defined through a stochastic partial differential equation (SPDE), where the range, marginal variance, and…
In this paper we study the structural, scattering, and wave localization properties of multifractal arrays of electric point dipoles generated from multiplicative random fields with different degrees of multiscale correlations.…
A number of disordered systems exhibit local anisotropy in the fractal or multifractal correlation and in the resulting scaling behavior, which contain wealth of information on the system. Here, we demonstrate that the spatial dielectric…
The behavior of a spin undergoing Larmor precession in the presence of fluctuating fields is of interest to workers in many fields. The fluctuating fields cause frequency shifts and relaxation which are related to their power spectrum,…