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The dynamic flow of cerebrospinal fluid (CSF) in brain ventricles exhibits flow features on several scales, both spatially and temporally. Most analysis of this complex flow and the accompanying transport has used instantaneous (Eulerian)…

Fluid Dynamics · Physics 2026-03-20 Halvor Herlyng , Shawn C. Shadden

To study subregions of a turbulence velocity field, a long record of velocity data of grid turbulence is divided into smaller segments. For each segment, we calculate statistics such as the mean rate of energy dissipation and the mean…

Fluid Dynamics · Physics 2009-11-13 H. Mouri , A. Hori , M. Takaoka

We experimentally investigate the flow of a viscoelastic fluid in a parallel shear geometry at low Reynolds number. As the flow becomes unstable via a nonlinear subcritical instability, velocimetry measurements show non-periodic…

Fluid Dynamics · Physics 2017-07-26 Boyang Qin , Paulo E. Arratia

FTLE (Finite Time Lyapunov Exponent) computation is one of the standard approaches to Lagrangian flow analysis. The main features of interest in FTLE fields are ridges that represent hyperbolic Lagrangian Coherent Structures. FTLE ridges…

Fluid Dynamics · Physics 2024-01-10 Janos Zimmermann , Michael Motejat , Christian Rössl , Holger Theisel

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

Fractal behavior and long-range dependence are widely observed in measurements and characterization of traffic flow in high-speed computer networks of different technologies and coverage levels. This paper presents the results obtained when…

Networking and Internet Architecture · Computer Science 2021-07-13 G. Millán , G. Lefranc , R. Osorio-Comparán , V. Lomas-Barrie

We study the dynamic structure factor of fluctuating elastic thin sheets subject to conservative (athermal) random forcing. In Steinbock, Katzav & Boudaoud, Phys. Rev. Research 4, 033096 (2022), the static structure factor of such a sheet…

Soft Condensed Matter · Physics 2023-02-09 Chanania Steinbock , Eytan Katzav

We develop a novel biased Monte-Carlo simulation technique to measure the force-extension curves and the distribution function of the extension of fluctuating filaments stretched by external force. The method is applicable for arbitrary…

Soft Condensed Matter · Physics 2007-05-23 David A. Kessler , Yitzhak Rabin

Molecular diffusion measurements are widely used to probe microstructure in materials and living organisms noninvasively. The precise relation of diffusion metrics to microstructure remains a major challenge: In complex samples, it is often…

Biological Physics · Physics 2014-04-15 Dmitry S. Novikov , Els Fieremans , Jens H. Jensen , Joseph A. Helpern

A method is proposed for generating compact fractal disordered media, by generalizing the random midpoint displacement algorithm. The obtained structures are invasive stochastic fractals, with the Hurst exponent varying as a continuous…

Statistical Mechanics · Physics 2011-01-04 Christian Turk , Anna Carbone , Bernardino M. Chiaia

Transport properties of three-dimensional self-affine rough fractures are studied by means of an effective-medium analysis and numerical simulations using the Lattice-Boltzmann method. The numerical results show that the effective-medium…

Statistical Mechanics · Physics 2007-05-23 German Drazer , Joel Koplik

Living cells exhibit an important out-of-equilibrium mechanical activity, mainly due to the forces generated by molecular motors. These motor proteins, acting individually or collectively on the cytoskeleton, contribute to the violation of…

Biological Physics · Physics 2009-01-21 Francois Gallet , Delphine Arcizet , Pierre Bohec , Alain Richert

The RR series extracted from human electrocardiogram signal (ECG) is considered as a fractal stochastic process. The manifestation of long-range dependencies is the presence of power laws in scale dependent process characteristics.…

Tissues and Organs · Quantitative Biology 2009-11-11 Danuta Makowiec , Rafal Galaska , Aleksandra Dudkowska , Andrzej Rynkiewicz , Marcin Zwierz

In Gatheral et al. 2018, first posted in 2014, volatility is characterized by fractional behavior with a Hurst exponent $H < 0.5$, challenging traditional views of volatility dynamics. Gatheral et al. demonstrated this using realized…

Statistical Finance · Quantitative Finance 2024-09-06 Saad Mouti

Traffic flows are studied in terms of their noise of sound, which is an easily accessible experimental quantity. The sound noise data is studied making use of scaling properties of wavelet transforms and Hurst exponents are extracted. The…

Data Analysis, Statistics and Probability · Physics 2009-11-11 B. -S. Skagerstam , A. Hansen

Characterising the stratosphere as a turbulent system, temporal fluctuations often show different correlations for different time scales as well as intermittent behaviour that cannot be captured by a single scaling exponent. In this study,…

Atmospheric and Oceanic Physics · Physics 2016-09-28 Gualtiero Badin , Daniela I. V. Domeisen

We demonstrate the robust scale-invariance in the probability density function (PDF) of detrended healthy human heart rate increments, which is preserved not only in a quiescent condition, but also in a dynamic state where the mean level of…

Tissues and Organs · Quantitative Biology 2009-11-10 Ken Kiyono , Zbigniew R. Struzik , Naoko Aoyagi , Seiichiro Sakata , Junichiro Hayano , Yoshiharu Yamamoto

The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within…

Statistical Finance · Quantitative Finance 2008-12-02 M. Momeni , I. Kourakis , K. Talebi

We analyze the behavior of an ensemble of inertial particles in a one-dimensional smooth Gaussian velocity field, in the limit of large inertia, but considering a finite correlation time for the random field. We derive in this limit a…

Statistical Mechanics · Physics 2009-11-13 Piero Olla , Raffaella Vuolo

We have studied numerically the dynamics of a directed elastic string in a two-dimensional array of quenched random impurities. The string is driven by a constant transverse force and thermal fluctuations are neglected. There is a…

Condensed Matter · Physics 2009-10-22 M. Dong , M. C. Marchetti , A. Alan Middleton , V. Vinokur