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Related papers: Multifractal properties of return time statistics

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Various notions of fluctuations exist depending on the way one chooses to measure them. We discuss two extreme cases (continuous measurement versus long inter-measurement times) and we see their relation with entropy production and with…

Statistical Mechanics · Physics 2009-11-05 C. Maes , K. Netocny

Multifractal analysis has been used to diagnoze cracked and healthy rotors. Is has been shown that the complexity and regularity criteria of the dynamical systems defined by the multiple scaling of the time series can indicate the damages…

Chaotic Dynamics · Physics 2008-04-16 Grzegorz Litak , Jerzy T. Sawicki

A fractal is in essence a hierarchy with cascade structure, which can be described with a set of exponential functions. From these exponential functions, a set of power laws indicative of scaling can be derived. Hierarchy structure and…

Physics and Society · Physics 2017-07-13 Yanguang Chen

In this paper the author presents the results of the preliminary investigation of fractional dynamical systems based on the results of numerical simulations of fractional maps. Fractional maps are equivalent to fractional differential…

Chaotic Dynamics · Physics 2018-07-06 Mark Edelman

We study the multifractal properties of diffusion in the presence of an absorbing polymer and report the numerical values of the multifractal dimension spectra for the case of an absorbing self avoiding walk or random walk.

Condensed Matter · Physics 2007-05-23 Christian von Ferber , Yurij Holovatch

Iterated function systems (IFS) can be a surprisingly useful tool for studying structure in data. Here we present results stemming from a 2013 computational study by the author using IFS. The results include fractal patterns that reveal…

Number Theory · Mathematics 2017-01-04 Harlan J. Brothers

We present a theoretical framework for understanding the wavefunctions and spectrum of an extensively studied paradigm for quasiperiodic systems, namely the Fibonacci chain. Our analytical results, which are obtained in the limit of strong…

Mesoscale and Nanoscale Physics · Physics 2016-08-04 Nicolas Macé , Anuradha Jagannathan , Frédéric Piéchon

In our previous publication [Kogan et al, Phys. Rev. {\bf 48}, 9404 (1993)] we considered the issue of statistics of radiation diffusively propagating in a disordered medium. The consideration was in the framework of diagrammatic techniques…

Condensed Matter · Physics 2009-10-22 Eugene Kogan , Moshe Kaveh

Analyzing data from dynamical systems often begins with creating a reconstruction of the trajectory based on one or more variables, but not all variables are suitable for reconstructing the trajectory. The concept of nonlinear observability…

Chaotic Dynamics · Physics 2018-10-25 Thomas L. Carroll

We present a spectral-theoretic approach to time-average statistical mechanics for general, non-equilibrium initial conditions. We consider the statistics of bounded, local additive functionals of reversible as well as irreversible ergodic…

Statistical Mechanics · Physics 2020-10-21 Alessio Lapolla , David Hartich , Aljaž Godec

For many externally driven complex systems neither the noisy driving force, nor the internal dynamics are a priori known. Here we focus on systems for which the time dependent activity of a large number of components can be monitored,…

Statistical Mechanics · Physics 2008-12-02 Zoltan Eisler , Janos Kertesz , Soon-Hyung Yook , Albert-Laszlo Barabasi

Fluctuation theorems, which have been developed over the past 15 years, have resulted in fundamental breakthroughs in our understanding of how irreversibility emerges from reversible dynamics, and have provided new statistical mechanical…

Statistical Mechanics · Physics 2015-05-13 E. M. Sevick , R. Prabhakar , Stephen R. Williams , Debra J. Searles

We present a general theory of fractal transformations and show how it leads to a new type of method for filtering and transforming digital images. This work substantially generalizes earlier work on fractal tops. The approach involves…

Geometric Topology · Mathematics 2011-02-17 Michael F. Barnsley , Brendan Harding , Konstantin Igudesman

We study the multifractal analysis of self-similar measures arising from random homogeneous iterated function systems. Under the assumption of the uniform strong separation condition, we see that this analysis parallels that of the…

Dynamical Systems · Mathematics 2019-12-23 Kathryn E. Hare , Kevin G. Hare , Sascha Troscheit

We compare the properties of transmission across one-dimensional finite samples which are associated with two types of "quantum diffusion", one related to a classical chaotic dynamics, the other to a multifractal energy spectrum. We…

Condensed Matter · Physics 2016-08-31 Fausto Borgonovi , Italo Guarneri

In this paper we will try to assess the multifractality displayed by the high-frequency returns of Madrid's Stock Exchange IBEX35 index. A Multifractal Detrended Fluctuation Analysis shows that this index has a wide singularity spectrum…

Statistical Finance · Quantitative Finance 2015-06-16 Pablo Suárez-García , David Gómez-Ullate

In this paper we investigate the normal and the large fluctuations of additive functionals associated with a stochastic process under a general non-Poissonian resetting mechanism. Cumulative functionals of regenerative processes are very…

Probability · Mathematics 2023-04-24 Marco Zamparo

A new concept of the available force in long-range interaction complex systems is proposed. The relationship between the available force in different time intervals and the interaction parameters of complex systems is described. It is found…

Statistical Mechanics · Physics 2013-07-25 Zhifu Huang , Congjie Ou , Bihong Lin , Guozhen Su , Jincan Chen

By calculating the non-equilibrium parameter of the probability distribution function and the singularity spectrum of multifractal we have quantified the dynamical heterogeneity in strongly correlated many-body systems.

Statistical Mechanics · Physics 2009-11-10 O. Narikiyo , W. Sakikawa

The study of human dynamics has attracted much interest from many fields recently. In this paper, the fractal characteristic of human behaviors is investigated from the perspective of time series constructed with the amount of library…

Physics and Society · Physics 2015-05-20 Chao Fan , Jin-Li Guo , Yi-Long Zha