基于多个无标度区的多重分形分析方法

用计算机模拟生成了多重分形结构,通过对比分析结构的解析多重分形谱和配分函数法计算得到的多重分形谱,总结出多重分形谱可以描述结构在某一无标度区内生长规律的特性,发现结构的各个无标度区都具有研究价值,针对传统方法不能充分利用数据的缺陷,提出了基于多个无标度区的多重分形谱计算方法.     

The time-singularity multifractal spectrum distribution

Although the multifractal singularity spectrum revealed the distribution of singularity exponent, it failed to consider the temporal information, therefore it is hard to describe the dynamic evolving process of non-stationary and nonlinear systems. In this paper, we aim for a multifractal analysis and propose a time-singularity multifractal spectrum distribution (TS-MFSD), which will hopefully reveal the spatial dynamic character of fractal systems. Similar to the Wigner–Ville time-frequency distribution, the time-delayed conjugation of fractal signals is selected as the windows function. Furthermore, the time-varying Holder exponent and the time-varying wavelet singularity exponent are deduced based on the instantaneous self-correlation fractal signal. The time-singularity exponent distribution i.e. TS-MFSD is proposed, which involves time-varying Hausdorff singularity spectrum distribution, time-varying large deviation multifractal spectrum and time-varying Legendre spectrum distribution, which exhibit the singularity exponent distribution of fractal signal at arbitrary time. Finally, we studied the algorithm of the TS-MFSD based on the wavelet transform module maxima method, analyzed and discussed the characteristic of TS-MFSD based on Devil Staircase signal, stochastic fractional motion and real sea clutter.     

The Role of Information in Managing Interactions from a Multifractal Perspective

In the framework of the multifractal hydrodynamic model, the correlations informational entropy–cross-entropy manages attractive and repulsive interactions through a multifractal specific potential. The classical dynamics associated with them imply Hubble-type effects, Galilei-type effects, and dependences of interaction constants with multifractal degrees at various scale resolutions, while the insertion of the relativistic amendments in the same dynamics imply multifractal transformations of a generalized Lorentz-type, multifractal metrics invariant to these transformations, and an estimation of the dimension of the multifractal Universe. In such a context, some correspondences with standard cosmologies are analyzed. Since the same types of interactions can also be obtained as harmonics mapping between the usual space and the hyperbolic plane, two measures with uniform and non-uniform temporal flows become functional, temporal measures analogous with Milne’s temporal measures in a more general manner. This work furthers the analysis published recently by our group in “Towards Interactions through Information in a Multifractal Paradigm”.     

基于小波leaders的海杂波时变奇异谱分布分析

海杂波的奇异谱分析不仅能从理论上揭示海洋表面的动力学机理,同时也是对海探测雷达的关键技术之一.本文提出基于小波leaders的海杂波时变奇异谱分析方法,将时间信息引入海杂波的奇异谱分析之中,从而实现动态的解析描述海杂波随时间变化的奇异谱特性.在理论上,通过信号自身加窗,将时间信息引入传统的奇异谱(或称多重分形谱),实现了对海杂波时变奇异谱分布分析;在算法上,充分利用了小波leaders技术对于多种奇异性的提取能力(包括chirp奇异性和cusp奇异性),通过对时变奇异性指数和时变尺度函数的Legendre变换,实现对海杂波时变奇异谱分布的计算;在应用部分,采用经典的多重分形模型——随机小波序列(RWC)以及三级海态条件下连续波多普勒体制雷达海杂波进行仿真分析,实验结果表明:1)基于小波leaders的奇异谱分布能跟踪海杂波的时变尺度特性,有效展示其时变奇异性谱分布;2)算法具有较好的负矩特性和统计收敛性.该方法能为复杂非线性系统及随机多重分形信号分析提供参考.     

400GeV/c pp碰撞中的非热相跃迁

利用CERNNA27合作组提供的LEBC泡室照片测量了400GeV/c pp碰撞产生的带电粒子赝快度分布.利用星形积分法计算标度阶乘矩F_q直至q=7.分析结果表明可能存在非热相跃迁和两种不同的多粒子产生方式.观察到涨落的多重分形结构支持粒子产生的随机级联模型.     

Scattering in thick multifractal clouds, Part I: Overview and single scattering

Over the last twenty years, many studies have been made of radiative transfer in scaling cloud fields, the vast majority of which have been limited to numerical studies in clouds with relatively small optical thickness. An exception to this was the development of a formalism for treating single scattering in optically thick but conservative multifractal clouds without significant holes. In part I of this paper we show how these results can be extended to general “universal” multifractal clouds dominated by low density “Lévy holes”. In part II, we demonstrate how the analytic single scattering results can be generalized to multiple scattering including the case of very thick clouds as well as to realistic nonconservative clouds.     

多重分形在掌纹识别中的研究

通过对掌纹的概率密度分布和配分函数的分析，得到掌纹分布具有一定的多重分形性.进一步求取掌纹多重分形谱的宽度、极大值以及谱曲线的不对称程度，并提出以这些参数作为掌纹识别的特征量.这可能为多重分形理论在生物特征识别领域中的应用带来新的思路与方法. 关键词： 分形 模式识别     

Wavelet-based multifractal analysis of DNA sequences by using chaos-game representation

Chaos game representation (CGR) is proposed as a scale-independent representation for DNA sequences and provides information about the statistical distribution of oligonucleotides in a DNA sequence. CGR images of DNA sequences represent some kinds of fractal patterns, but the common multifractal analysis based on the box counting method cannot deal with CGR images perfectly. Here, the wavelet transform modulus maxima (WTMM) method is applied to the multifractal analysis of CGR images. The results show that the scale-invariance range of CGR edge images can be extended to three orders of magnitude, and complete singularity spectra can be calculated. Spectrum parameters such as the singularity spectrum span are extracted to describe the statistical character of DNA sequences. Compared with the singularity spectrum span, exon sequences with a minimal spectrum span have the most uniform fractal structure. Also, the singularity spectrum parameters are related to oligonucleotide length, sequence component and species, thereby providing a method of studying the length polymorphism of repeat oligonucleotides.     

Multifractal analysis of the tensile fracture morphology of polyvinylidene chloride/glass fiber composite

In the present work, the building panel of glass fiber reinforced polyvinylidene chloride composite was prepared and the tensile fracture surfaces of the composites were investigated by the box-counting method of multifractal theory. It suggested that the tensile fracture surface of polyvinylidene chloride/glass fiber (PVDC/GF) composite exhibits multifractal features and the tensile fracture surface morphology of the composite have a strong dependence on the mechanical properties. The results showed that the variation of glass fiber content would lead to the change of mechanical properties, which were responsible for the tensile fracture morphology of PVDC/GF composite. Consequently, the gray value distribution characterizing the surface morphology on the tensile fracture surface would become more non-uniform or less due to this change. The multifractal spectrum could correspondingly mirror this variation according to multifractal methodology. It indicated that the width in multifractal spectrum is sensitive to the morphology of the tensile fractured surface. It is concluded that the multifractal spectrum is the result of the change in mechanical properties of the composites. Additionally, it also suggested that the tensile fracture of the composite is the result of the competition between ductile fracture and brittle fracture by comparing the multifractal spectra and the multifractal spectra would correspondingly change due to this competition. The more the percentage of ductile fracture is, the more rough the fracture surface, the larger the width in the multifractal spectrum. Therefore, it is thought that the multifractal spectrum could feature the rough morphology of the tensile fractured surface and the mechanical properties quantitatively.     

Suspension Flows Over Countable Markov Shifts

We introduce the notion of topological pressure for suspension flows over countable Markov shifts, and we develop the associated thermodynamic formalism. In particular, we establish a variational principle for the topological pressure, and an approximation property in terms of the pressure on compact invariant sets. As an application we present a multifractal analysis for the entropy spectrum of Birkhoff averages for suspension flows over countable Markov shifts. The domain of the spectrum may be unbounded and the spectrum may not be analytic. We provide explicit examples where this happens. We also discuss the existence of full measures on the level sets of the multifractal decomposition.     

From 1/f noise to multifractal cascades in heartbeat dynamics

We explore the degree to which concepts developed in statistical physics can be usefully applied to physiological signals. We illustrate the problems related to physiologic signal analysis with representative examples of human heartbeat dynamics under healthy and pathologic conditions. We first review recent progress based on two analysis methods, power spectrum and detrended fluctuation analysis, used to quantify long-range power-law correlations in noisy heartbeat fluctuations. The finding of power-law correlations indicates presence of scale-invariant, fractal structures in the human heartbeat. These fractal structures are represented by self-affine cascades of beat-to-beat fluctuations revealed by wavelet decomposition at different time scales. We then describe very recent work that quantifies multifractal features in these cascades, and the discovery that the multifractal structure of healthy dynamics is lost with congestive heart failure. The analytic tools we discuss may be used on a wide range of physiologic signals. (c) 2001 American Institute of Physics.     

Multifractal models via products of geometric OU-processes: Review and applications

This paper reviews a class of multifractal models obtained via products of exponential Ornstein–Uhlenbeck processes driven by Lévy motion. Given a self-decomposable distribution, conditions for constructing multifractal scenarios and general formulas for their Renyi functions are provided. Together with several examples, a model with multifractal activity time is discussed and an application to exchange data is presented.     

Multiscaling and multifractality in an one-dimensional Ising model

Scaling properties of the Gibbs distribution of a finite-size one-dimensional Ising model are investigated as the thermodynamic limit is approached. It is shown that, for each nonzero temperature, coarse-grained probabilities of the appearance of particular energy levels display multiscaling with the scaling length ℓ = 1/M _n, where n denotes the number of spins and M_n is the total number of energy levels. Using the multifractal formalism, the probabilities are argued to reveal also multifractal properties. Received 10 July 2000 and Received in final form 6 November 2000     

Quasi Bernoulli fluctuations in random and disordered systems

It is shown that quasi Bernoulli fluctuations, which appear at a morphological phase transition, can be considered as a statistical basis for multifractal processes with constant multifractal specific heat in a wide class of random and disordered systems. This class contains at least following processes: percolation, diffusion-limited aggregation and corrosion, Lorenz like attractors, and mesoscopic systems with Anderson transition. Received: 14 April 1998 / Revised and Accepted: 20 April 1998     

The fractal energy measurement and the singularity energy spectrum analysis

The singularity exponent (SE) is the characteristic parameter of fractal and multifractal signals. Based on SE, the fractal dimension reflecting the global self-similar character, the instantaneous SE reflecting the local self-similar character, the multifractal spectrum (MFS) reflecting the distribution of SE, and the time-varying MFS reflecting pointwise multifractal spectrum were proposed. However, all the studies were based on the depiction of spatial or differentiability characters of fractal signals. Taking the SE as the independent dimension, this paper investigates the fractal energy measurement (FEM) and the singularity energy spectrum (SES) theory. Firstly, we study the energy measurement and the energy spectrum of a fractal signal in the singularity domain, propose the conception of FEM and SES of multifractal signals, and investigate the Hausdorff measure and the local direction angle of the fractal energy element. Then, we prove the compatibility between FEM and traditional energy, and point out that SES can be measured in the fractal space. Finally, we study the algorithm of SES under the condition of a continuous signal and a discrete signal, and give the approximation algorithm of the latter, and the estimations of FEM and SES of the Gaussian white noise, Fractal Brownian motion and the multifractal Brownian motion show the theoretical significance and application value of FEM and SES.     

Are crude oil markets multifractal? Evidence from MF-DFA and MF-SSA perspectives

In this article, we investigated the multifractality and its underlying formation mechanisms in international crude oil markets, namely, Brent and WTI, which are the most important oil pricing benchmarks globally. We attempt to find the answers to the following questions: (1) Are those different markets multifractal? (2) What are the dynamical causes for multifractality in those markets (if any)? To answer these questions, we applied both multifractal detrended fluctuation analysis (MF-DFA) and multifractal singular spectrum analysis (MF-SSA) based on the partition function, two widely used multifractality detecting methods. We found that both markets exhibit multifractal properties by means of these methods. Furthermore, in order to identify the underlying formation mechanisms of multifractal features, we destroyed the underlying nonlinear temporal correlation by shuffling the original time series; thus, we identified that the causes of the multifractality are influenced mainly by a nonlinear temporal correlation mechanism instead of a non-Gaussian distribution. At last, by tracking the evolution of left- and right-half multifractal spectra, we found that the dynamics of the large price fluctuations is significantly different from that of the small ones. Our main contribution is that we not only provided empirical evidence of the existence of multifractality in the markets, but also the sources of multifractality and plausible explanations to current literature; furthermore, we investigated the different dynamical price behaviors influenced by large and small price fluctuations.     

Tip splittings and phase transitions in the dielectric breakdown model: mapping to the diffusion-limited aggregation model

We show that the fractal growth described by the dielectric breakdown model exhibits a phase transition in the multifractal spectrum of the growth measure. The transition takes place because the tip splitting of branches forms a fixed angle. This angle is eta dependent but it can be rescaled onto an "effectively" universal angle of the diffusion-limited aggregation branching process. We derive an analytic rescaling relation which is in agreement with numerical simulations. The dimension of the clusters decreases linearly with the angle and the growth becomes non-ractal at an angle close to 74 degrees (which corresponds to eta = 4.0+/-0.3).     

Multifractal detrended fluctuation analysis of derivative and spot markets

We investigate the multifractal properties of price increments in the cases of derivative and spot markets. Through the multifractal detrended fluctuation analysis, we estimate the generalized Hurst and the Renyi exponents for price fluctuations. By deriving the singularity spectrum from the above exponents, we quantify the multifractality of a financial time series and compare the multifractal properties of two different markets. The different behavior of each agent-group in transactions is also discussed. In order to identify the nature of the underlying multifractality, we apply the method of surrogate data to both sets of financial data. It is shown that multifractality due to a fat-tailed distribution is significant.     

A Note on the Analyticity of Density of States

We consider the d-dimensional Anderson model, and we prove the density of states is locally analytic if the single site potential distribution is locally analytic and the disorder is large. We employ the random walk expansion of resolvents and a simple complex function theory trick. In particular, we discuss the uniform distribution case, and we obtain a sharper result using more precise computations. The method can be also applied to prove the analyticity of the correlation functions.