Anomalous scaling exponents in nonlinear models of turbulence

We propose a new approach to the old-standing problem of the anomaly of the scaling exponents of nonlinear models of turbulence. We construct, for any given nonlinear model, a linear model of passive advection of an auxiliary field whose anomalous scaling exponents are the same as the scaling exponents of the nonlinear problem. The statistics of the auxiliary linear model are dominated by "statistically preserved structures" which are associated with exact conservation laws. The latter can be used, for example, to determine the value of the anomalous scaling exponent of the second order structure function. The approach is equally applicable to shell models and to the Navier-Stokes equations.     

Topological and dynamical phase transitions in the Su–Schrieffer–Heeger model with quasiperiodic and long-range hoppings

Disorders and long-range hoppings can induce exotic phenomena in condensed matter and artificial systems. We study the topological and dynamical properties of the quasiperiodic Su–Schrier–Heeger model with long-range hoppings. It is found that the interplay of quasiperiodic disorder and long-range hopping can induce topological Anderson insulator phases with non-zero winding numbers $\omega =1,2,$ and the phase boundaries can be consistently revealed by the divergence of zero-energy mode localization length. We also investigate the nonequilibrium dynamics by ramping the long-range hopping along two different paths. The critical exponents extracted from the dynamical behavior agree with the Kibble–Zurek mechanic prediction for the path with $W=0.90.$ In particular, the dynamical exponent of the path crossing the multicritical point is numerical obtained as $1/6{\rm{\sim }}0.167,$ which agrees with the unconventional finding in the previously studied XY spin model. Besides, we discuss the anomalous and non-universal scaling of the defect density dynamics of topological edge states in this disordered system under open boundary condictions.     

Oscillating singularities on cantor sets: A grand-canonical multifractal formalism

The singular behavior of functions is generally characterized by their Hölder exponent. However, we show that this exponent poorly characterizes oscillating singularities. We thus introduce a second exponent that accounts for the oscillations of a singular behavior and we give a characterization of this exponent using the wavelet transform. We then elaborate on a grand-canonical multifractal formalism that describes statistically the fluctuations of both the Hölder and the oscillation exponents. We prove that this formalism allows us to recover the generalized singularity spectrum of a large class of fractal functions involving oscillating singularities.     

Dynamical scaling and kinetic roughening of single valued fronts propagating in fractal media

We consider the dynamical scaling and kinetic roughening of single-valued interfaces propagating in 2D fractal media. Assuming that the nearest-neighbor height difference distribution function of the fronts obeys Lévy statistics with a well-defined algebraic decay exponent, we consider the generalized scaling forms and derive analytic expressions for the local scaling exponents. We show that the kinetic roughening of the interfaces displays intrinsic anomalous scaling and multiscaling in the relevant correlation functions. We test the predictions of the scaling theory with a variety of well-known models which produce fractal growth structures. Results are in excellent agreement with theory. For some models, we find interesting crossover behavior related to large-scale structural instabilities of the growing aggregates. Received 22 May 2002 Published online 19 November 2002     

A speculative study of 23-order fractional Laplacian modeling of turbulence: some thoughts and conjectures

This study makes the first attempt to use the 23-order fractional Laplacian modeling of Kolmogorov -53 scaling of fully developed turbulence and enhanced diffusing movements of random turbulent particles. Nonlinear inertial interactions and molecular Brownian diffusivity are considered to be the bifractal mechanism behind multifractal scaling of moderate Reynolds number turbulence. Accordingly, a stochastic equation is proposed to describe turbulence intermittency. The 23-order fractional Laplacian representation is also used to model nonlinear interactions of fluctuating velocity components, and then we conjecture a fractional Reynolds equation, underlying fractal spacetime structures of Levy 23 stable distribution and the Kolmogorov scaling at inertial scales. The new perspective of this study is that the fractional calculus is an effective approach to modeling the chaotic fractal phenomena induced by nonlinear interactions.     

Measurement of the Proton Structure Function F 2 at Low Q 2 and Very Low x with the ZEUS Beam Pipe Calorimeter at HERA

Three different kinds of scaling are observed in a toy model of turbulence (“GOY”). The first has a multifractal spectrum of exponents. The second is a simple static selfsimilarity solution. The third phase is dynamic but has simple scaling. This last previously unreported equipartition behavior is discussed. It is drastically different from the other two in terms of its scaling exponent(s) and emerges when the energy flux on the boundaries vanishes (no dissipation and no forcing).     

Dynamics of passive-scalar turbulence

We present the first study of the dynamic scaling or multiscaling of passive-scalar turbulence. For the Kraichnan version of passive-scalar turbulence we show analytically, in both Eulerian and quasi-Lagrangian frameworks, that simple dynamic scaling is obtained but with different dynamic exponents. By developing the multifractal model we show that dynamic multiscaling occurs in passive-scalar turbulence only if the advecting velocity field is itself multifractal. We substantiate our results by detailed numerical simulations in shell models of passive-scalar advection.     

A random field model for anomalous diffusion in heterogeneous porous media

Heterogeneity, as it occurs in porous media, is characterized in terms of a scaling exponent, or fractal dimension. A feature of primary interest for two-phase flow is the mixing length. This paper determines the relation between the scaling exponent for the heterogeneity and the scaling exponent which governs the mixing length. The analysis assumes a linear transport equation and uses random fields first in the characterization of the heterogeneity and second in the solution of the flow problem, in order to determine the mixing exponents. The scaling behavior changes from long-length-scale dominated to short-length-scale dominated at a critical value of the scaling exponent of the rock heterogeneity. The long-length-scale-dominated diffusion is anomalous.     

A multifractal detrended fluctuation analysis of trading behavior of individual and institutional traders in Tehran stock market

Employing the multifractal detrended fluctuation analysis (MF-DFA), the multifractal properties of trading behavior of individual and institutional traders in the Tehran Stock Exchange (TSE) are numerically investigated. Using daily trading volume time series of these two categories of traders, the scaling exponents, generalized Hurst exponents, generalized fractal dimensions and singularity spectrum are derived. Furthermore, two main sources of multifractality, i.e. temporal correlations and fat-tailed probability distributions are also examined. We also compare our results with data of S&P 500. Results of this paper suggest that for both classes of investors in TSE, multifractality is mainly due to long-range correlation while for S&P 500, the fat-tailed probability distribution is the main source of multifractality.     

Computing the Scaling Exponents in Fluid Turbulence from First Principles: Demonstration of Multiscaling

We develop a consistent closure procedure for the calculation of the scaling exponents ζ _n of the nth-order correlation functions in fully developed hydro-dynamic turbulence, starting from first principles. The closure procedure is constructed to respect the fundamental rescaling symmetry of the Euler equation. The starting point of the procedure is an infinite hierarchy of coupled equations that are obeyed identically with respect to scaling for any set of scaling exponents ζ _n . This hierarchy was discussed in detail in a recent publication by V. S. L'vov and I. Procaccia. The scaling exponents in this set of equations cannot be found from power counting. In this paper we present in detail the lowest non-trivial closure of this infinite set of equations, and prove that this closure leads to the determination of the scaling exponents from solvability conditions. The equations under consideration after this closure are nonlinear integro-differential equations, reflecting the nonlinearity of the original Navier–Stokes equations. Nevertheless they have a very special structure such that the determination of the scaling exponents requires a procedure that is very similar to the solution of linear homogeneous equations, in which amplitudes are determined by fitting to the boundary conditions in the space of scales. The renormalization scale that is necessary for any anomalous scaling appears at this point. The Hölder inequalities on the scaling exponents select the renormalization scale as the outer scale of turbulence L. We demonstrate that the solvability condition of our equations leads to non-Kolmogorov values of the scaling exponents ζ _n . Finally, we show that this solutions is a first approximation in a systematic series of improving approximations for the calculation of the anomalous exponents in turbulence.     

Influences of Fractal Substrate Structures on Dynamic Scaling Behaviors of Etching Model

The Etching model on various fractal substrates embedded in two dimensions was investigated by means of kinetic Mento Carlo method in order to determine the relationship between dynamic scaling exponents and fractal parameters. The fractal dimensions are from 1.465 to 1.893, and the random walk exponents are from 2.101 to 2.578.It is found that the dynamic behaviors on fractal lattices are more complex than those on integer dimensions. The roughness exponent increases with the increasing of the random walk exponent on the fractal substrates but shows a non-monotonic relation with respect to the fractal dimension. No monotonic change is observed in the growth exponent.     

Multifractal analyses of row sum signals of elementary cellular automata

We first apply the WT-MFDFA, MFDFA, and WTMM multifractal methods to binomial multifractal time series of three different binomial parameters and find that the WTMM method indicates an enhanced difference between the fractal components than the known theoretical result. Next, we make use of the same methods for the time series of the row sum signals of the two complementary ECA pairs of rules (90,165) and (150,105) for ten initial conditions going from a single 1 in the central position up to a set of ten 1’s covering the ten central positions in the first row. Since the members of the pairs are actually similar from the statistical point of view, we can check which method is the most stable numerically by recording the differences provided by the methods between the two members of the pairs for various important quantities of the scaling analyses, such as the multifractal support, the most frequent Hölder exponent, and the Hurst exponent and considering as the better one the method that provides the minimum differences. According to this criterion, our results show that the MFDFA performs better than WT-MFDFA and WTMM in the case of the multifractal support, while for the other two scaling parameters the WT-MFDFA is the best. The employed set of initial conditions does not generate any specific trend in the values of the multifractal parameters.     

Small-scale vorticity filaments and structure functions of the developed turbulence

We develop a theory of turbulence based on the Navier-Stokes equation, without using dimensional or phenomenological considerations. A small scale vortex filament is the main element of the theory. The theory allows to obtain the scaling law and to calculate the scaling exponents of Lagrangian and Eulerian velocity structure functions in the inertial range. The obtained results are shown to be in very good agreement with numerical simulations and experimental data. The introduction of stochasticity into the equations and derivation of scaling exponents are discussed in details. A weak dependence on statistical propositions is demonstrated. The relation of the theory to the multifractal model is discussed.     

Scaling law and critical exponent for α0 at the 3D Anderson transition

We use high‐precision, large system‐size wave function data to analyse the scaling properties of the multifractal spectra around the disorder‐induced three‐dimensional Anderson transition in order to extract the critical exponents of the transition. Using a previously suggested scaling law, we find that the critical exponent ν is significantly larger than suggested by previous results. We speculate that this discrepancy is due to the use of an oversimplified scaling relation.     

Random Wavelet Series

This paper concerns the study of functions which are known through the statistics of their wavelet coefficients. We first obtain sharp bounds on spectra of singularities and spectra of oscillating singularities, which are deduced from the sole knowledge of the wavelet histograms. Then we study a mathematical model which has been considered both in the contexts of turbulence and signal processing: random wavelet series, obtained by picking independently wavelet coefficients at each scale, following a given sequence of probability laws. The sample paths of the processes thus constructed are almost surely multifractal functions, and their spectrum of singularities and their spectrum of oscillating singularities are determined. The bounds obtained in the first part are optimal, since they become equalities in the case of random wavelet series. This allows to derive a new multifractal formalism which has a wider range of validity than those that were previously proposed in the context of fully developed turbulence. Received: 15 December 2000 / Accepted: 20 December 2001     

Numerical investigations of discrete scale invariance in fractals and multifractal measures

Fractals and multifractals and their associated scaling laws provide a quantification of the complexity of a variety of scale invariant complex systems. Here, we focus on lattice multifractals which exhibit complex exponents associated with observable log-periodicity. We perform detailed numerical analyses of lattice multifractals and explain the origin of three different scaling regions found in the moments. A novel numerical approach is proposed to extract the log-frequencies. In the non-lattice case, there is no visible log-periodicity, i.e., no preferred scaling ratio since the set of complex exponents spreads irregularly within the complex plane. A non-lattice multifractal can be approximated by a sequence of lattice multifractals so that the sets of complex exponents of the lattice sequence converge to the set of complex exponents of the non-lattice one. An algorithm for the construction of the lattice sequence is proposed explicitly.     

一个分段连续系统中的胖奇异集激变

报道一种有特色的激变.这种激变是在一类分段连续力场作用下的受击转子模型中观察到的.描述系统的二维映象定义域中的函数不连续边界随离散时间发展振荡，从而使这个边界的向前象集构成一个承载混沌运动的胖分形.在控制参数的一个阈值下，一个椭圆周期轨道突然出现在此胖混沌奇异集中，使得迭代向它逃逸，胖混沌奇异集因此突然变为一个胖瞬态集.在这种情况下，有可能根据椭圆周期轨道逃逸孔洞，以及胖分形奇异集的测度随参数变化的规律，估算迭代在奇异集中的平均生存时间所遵循的标度规律.直接数值计算和由此估算所得标度因子值可以很好地互相印证. 关键词： 激变 胖分形 分段连续系统 标度律