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Optical metasurfaces have great potential to form the platform for manipulation of surface waves. A plethora of advanced surface-wave phenomena utilizing negative refraction, self-collimation and channeling of 2D waves can be realized…

Stock markets can become inefficient due to calendar anomalies known as day-of-the-week effect. Calendar anomalies are well-known in financial literature, but the phenomena remain to be explored in econophysics. In this paper we use…

Statistical Finance · Quantitative Finance 2022-05-04 Darko Stosic , Dusan Stosic , Irena Vodenska , H. Eugene Stanley , Tatijana Stosic

The presence of multifractality in a time series shows different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. The identification of a multifractal nature…

Astrophysics of Galaxies · Physics 2018-05-21 A. Bewketu Belete , J. P. Bravo , B. L. Canto Martins , I. C. Leão , J. M. De Araujo , J. R. De Medeiros

We study multifractal properties of wave functions for a one-parameter family of quantum maps displaying the whole range of spectral statistics intermediate between integrable and chaotic statistics. We perform extensive numerical…

Chaotic Dynamics · Physics 2008-03-18 J. Martin , O. Giraud , B. Georgeot

A macroscopic characterization of fractals showing up a structural transition from dense to multibranched growth is made using optical diffraction theory. Such fractals are generated via the numerical solution of the 2D Poisson and…

Condensed Matter · Physics 2009-10-22 F. Perez-Rodriguez , Wei Wang , E. Canessa

Due to the inevitable accumulation of the observed information in the direction of the line of sight, it is difficult to measure the local magnetic field of MHD turbulence. However, the correct understanding of the local magnetic field is a…

High Energy Astrophysical Phenomena · Physics 2020-05-27 Jian-Fu Zhang , Ke Hu , Jungyeon Cho , Alex Lazarian

Fluctuations in the return time statistics of a dynamical system can be described by a new spectrum of dimensions. Comparison with the usual multifractal analysis of measures is presented, and difference between the two corresponding sets…

Chaotic Dynamics · Physics 2009-11-07 N. Hadyn , J. Luevano , G. Mantica , S. Vaienti

Using field theoretic renormalization, an MBE-type growth process with an obliquely incident influx of atoms is examined. The projection of the beam on the substrate plane selects a "parallel" direction, with rotational invariance…

Statistical Mechanics · Physics 2007-05-23 B. Schmittmann , Gunnar Pruessner , Hans-Karl Janssen

Multifractal analysis studies signals, functions, images or fields via the fluctuations of their local regularity along time or space, which capture crucial features of their temporal/spatial dynamics. It has become a standard signal and…

Classical Analysis and ODEs · Mathematics 2016-08-03 Roberto Leonarduzzi , Herwig Wendt , Patrice Abry , Stéphane Jaffard , Clothilde Melot , Stéphane G. Roux , Maria E. Torres

The probability density function (PDF) for critical wavefunction amplitudes is studied in the three-dimensional Anderson model. We present a formal expression between the PDF and the multifractal spectrum f(alpha) in which the role of…

Disordered Systems and Neural Networks · Physics 2009-03-13 Alberto Rodriguez , Louella J. Vasquez , Rudolf A. Roemer

The method of iterated conformal maps allows to study the harmonic measure of Diffusion Limited Aggregates with unprecedented accuracy. We employ this method to explore the multifractal properties of the measure, including the scaling of…

Statistical Mechanics · Physics 2009-11-07 Mogens H. Jensen , Anders Levermann , Joachim Mathiesen , Itamar Procaccia

On a laboratory-scale testing platform of impinging entrained-flow gasifier with four opposed burners, the flame images for diesel combustion and gasification process were measured with a single charge coupled device (CCD) camera. The…

A painting consists of objects which are arranged in specific ways. The art of painting is drawing the objects, which can be considered as known trends, in an expressive manner. Detrended methods are suitable for characterizing the artistic…

Data Analysis, Statistics and Probability · Physics 2010-11-30 P. Pedram , G. R. Jafari

Multifractal analysis has become a powerful signal processing tool that characterizes signals or images via the fluctuations of their pointwise regularity, quantified theoretically by the so-called multifractal spectrum. The practical…

Functional Analysis · Mathematics 2018-11-09 Roberto Leonarduzzi , Patrice Abry , Herwig Wendt , Stéphane Jaffard , Hugo Touchette

We consider two models (A and B) which can describe both two dimensional fragmentation and stochastic fractals. Model A exhibits multifractality on a unique support when describing a fragmentation process and on one of infinitely many…

Condensed Matter · Physics 2009-10-28 M K Hassan , G J Rodgers

The influence of phase transformation-induced plastic deformation in Pd|H system on the electrode surface was investigated. Since the Pd surface is subject of severe plastic deformation during this process, the structure and roughness of…

Chemical Physics · Physics 2007-05-23 Ali Eftekhari

Multifractal Detrended Fluctuation Analysis stands out as one of the most reliable methods for unveiling multifractal properties, specially when real-world time series are under analysis. However, little is known about how several aspects,…

Data Analysis, Statistics and Probability · Physics 2022-07-20 Felipe Olivares , Massimiliano Zanin

Multifractality is ubiquitously observed in complex natural and socioeconomic systems. Multifractal analysis provides powerful tools to understand the complex nonlinear nature of time series in diverse fields. Inspired by its striking…

Statistical Finance · Quantitative Finance 2022-08-23 Zhi-Qiang Jiang , Wen-Jie Xie , Wei-Xing Zhou , Didier Sornette

We investigate chaotic and multi-fractal properties of a two parameter map of the unit interval onto itself -- the Kim-Kong map. These results are compared with similar properties in well known one parameter maps of the unit interval onto…

Statistical Mechanics · Physics 2007-05-23 Kyungsik Kim , B. O. Shim , Y. S. Kong , B. I. Henry , M. K. Yum

The anisotropy parameter of two-dimensional equilibrium clusters of site percolation process in long-range self-affine correlated structures are studied numerically. We use a fractional Brownian Motion(FBM) statistic to produce both…

Statistical Mechanics · Physics 2008-09-01 Fatemeh Ebrahimi