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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…

A large-scale spanwise and wall-normal array of sonic anemometers in the atmospheric surface layer is used to acquire all three components of instantaneous fluctuating velocity as well as temperature in a range of stability conditions.…

Fluid Dynamics · Physics 2022-06-08 Xuebo Li , Nicholas Hutchins , Xiaojing Zheng , Ivan Marusic , Woutijn J. Baars

Cloud performance fluctuates due to factors such as resource contention and workload changes. These factors can be short-term, seasonal, or long-term. Their effects are often intertwined in performance traces, making performance management…

Distributed, Parallel, and Cluster Computing · Computer Science 2026-05-12 Shimul Debnath , William Hart , Lori Pollock , Donald Lien , Wei Wang

Basin stability (BS) is a measure of nonlinear stability in multi-stable dynamical systems. BS has previously been estimated using Monte-Carlo simulations, which requires the explicit knowledge of a dynamical model. We discuss the…

Data Analysis, Statistics and Probability · Physics 2021-12-08 Adrian van Kan , Jannes Jegminat , Jonathan Donges

This paper deals with analyzing structural breaks in the covariance operator of sequentially observed functional data. For this purpose, procedures are developed to segment an observed stretch of curves into periods for which second-order…

Methodology · Statistics 2018-04-11 Alexander Aue , Gregory Rice , Ozan Sönmez

Spectra derived from fast Fourier transform (FFT) analysis of time-domain data intrinsically contain statistical fluctuations whose distribution depends on the number of accumulated spectra contributing to a measurement. The tail of this…

Solar and Stellar Astrophysics · Physics 2015-06-19 Gelu M. Nita , Gregory D. Fleishman , Dale E. Gary , William Marin , Kristine Boone

In this paper, we provide a simple, ``generic'' interpretation of multifractal scaling laws and multiplicative cascade process paradigms in terms of volatility correlations. We show that in this context 1/f power spectra, as observed…

Condensed Matter · Physics 2009-10-31 J. F. Muzy , J. Delour , E. Bacry

Recent theoretical progress using multiscale asymptotic analysis has revealed various possible regimes of stratified turbulence. Notably, buoyancy transport can either be dominated by advection or diffusion, depending on the effective…

Fluid Dynamics · Physics 2024-11-20 Pascale Garaud , Greg P. Chini , Laura Cope , Kasturi Shah , Colm-cille P. Caulfield

The structure of the large scale distribution of the galaxies have been widely studied since the publication of the first catalogs. Since large redshift samples are available, their analyses seem to show fractal correlations up to the…

Astrophysics · Physics 2007-05-23 Marie-Noelle Celerier , Reuben Thieberger

We study anomalous scaling and multiscaling of two-dimensional crack profiles in the random fuse model using both periodic and open boundary conditions. Our large scale and extensively sampled numerical results reveal the importance of…

Statistical Mechanics · Physics 2008-04-15 Phani K. V. V. Nukala , Stefano Zapperi , Mikko Alava , Srdjan Simunovic

We perform an extensive empirical analysis of scaling properties of equity returns, suggesting that financial data show time varying multifractal properties. This is obtained by comparing empirical observations of the weighted generalised…

Statistical Finance · Quantitative Finance 2015-06-12 Raffaello Morales , T. Di Matteo , Tomaso Aste

A combination of methods originating from non-stationary timeseries analysis is applied to two datasets of near surface turbulence in order to gain insights on the non-stationary enhancement mechanism of intermittent turbulence in the…

Atmospheric and Oceanic Physics · Physics 2019-09-04 Nikki Vercauteren , Vyacheslav Boyko , Amandine Kaiser , Danijel Belušić

High-frequency measurements and images acquired from various sources in the real world often possess a degree of self-similarity and inherent regular scaling. When data look like a noise, the scaling exponent may be the only informative…

Methodology · Statistics 2017-03-14 Minkyoung Kang , Brani Vidakovic

In turbulent flows, energy production is associated with highly organized structures, known as coherent structures. Since these structures are three-dimensional, their detection remains challenging in the most common situation, when…

Fluid Dynamics · Physics 2023-09-12 Subharthi Chowdhuri , Tirtha Banerjee

This topic review communicates working experiences regarding interaction of a multiplicity of processes. Our experiences come from climate change modelling, materials science, cell physiology and public health, and macroeconomic modelling.…

General Economics · Economics 2020-02-07 Bernhelm Booss-Bavnbek , Rasmus Kristoffer Pedersen , Ulf Rørbæk Pedersen

The multifractal detrended fluctuation analysis of time series is able to reveal the presence of long-range correlations and, at the same time, to characterize the self-similarity of the series. The rich information derivable from the…

Biomolecules · Quantitative Biology 2015-02-06 Enrico Maiorino , Lorenzo Livi , Alessandro Giuliani , Alireza Sadeghian , Antonello Rizzi

Recent studies of the diffuse parts of molecular clouds have revealed the presence of parallel, ordered low-density filaments termed striations. Flows along magnetic field lines, Kelvin-Helmholtz instabilities and hydromagnetic waves are…

Astrophysics of Galaxies · Physics 2018-10-17 Aris Tritsis , Christoph Federrath , Nicola Schneider , Konstantinos Tassis

We study low--temperature non Gaussian thermal fluctuations of a system of classical particles around a (hypothetical) crystalline ground state. These thermal fluctuations are described by the behaviour of a system of long range interacting…

Condensed Matter · Physics 2007-05-23 Sergio Albeverio , Roman Gielerak , Helge Holden , Torbjørn Kolsrud , Mohammed Mebkhout

Recent studies on the phenomenology of ageing in certain many-particle systems which are at a critical point of their non-equilibrium steady-states, are reviewed. Examples include the contact process, the parity-conserving…

Statistical Mechanics · Physics 2007-05-23 Malte Henkel

Projections of storm surge return levels are a basic requirement for effective management of coastal risks. A common approach to estimate hazards posed by extreme sea levels is to use a statistical model, which may use a time series of a…

Applications · Statistics 2018-08-28 Tony E. Wong