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111.
112.
On spurious and corrupted multifractality: The effects of additive noise, short-term memory and periodic trends 总被引:1,自引:0,他引:1
Josef LudescherMikhail I. Bogachev Jan W. KantelhardtAicko Y. Schumann Armin Bunde 《Physica A》2011,390(13):2480-2490
We study the performance of multifractal detrended fluctuation analysis (MF-DFA) applied to long-term correlated and multifractal data records in the presence of additive white noise, short-term memory and periodicities. Such additions and disturbances that can be typically found in the observational records of various complex systems ranging from climate dynamics to physiology, network traffic, and finance. In monofractal records, we find that (i) additive white noise hardly results in spurious multifractality, but causes underestimated generalized Hurst exponents h(q) for all q values; (ii) short-range correlations lead to pronounced crossovers in the generalized fluctuation functions Fq(s) at positions that decrease with increasing moment q, thus causing significantly overestimated h(q) for small q and spurious multifractality; (iii) periodicities like seasonal trends (with standard deviations comparable with the one of the studied process) result in spurious “reversed” multifractality where h(q) increases with increasing q (except for very short time windows). We also show that in multifractal cascades moderate additions of noise, short-range memory, or periodic trends cause flawed results for h(q) with q<2, while h(q) with q>2 remains nearly unchanged. 相似文献
113.
We introduce an instantaneous and an average instantaneous cross-correlation function to detect the temporal cross-correlations between individual stocks based on the daily data of the United States and the Chinese stock markets. The memory effect of the instantaneous cross-correlations is investigated by applying the detrended fluctuation analysis (DFA), where the DFA exponents can be partly explained by the correlation function from the common sense. Long-range memory is observed for the average instantaneous cross-correlations, and persists up to a month magnitude of timescale for the United States stock market and half a month magnitude of timescale for the Chinese stock market. In addition, multifractal nature is investigated by a multifractal detrended fluctuation analysis. 相似文献
114.
The goal of the paper is to study the Cauchy problem for 1D models of thermodiffusion. We explain qualitative properties of solutions. In particular, we show which part of the model has a dominant influence on well‐posedness, propagation of singularities, Lp ? Lq decay estimates on the conjugate line, and on the diffusion phenomenon. Copyright © 2013 John Wiley & Sons, Ltd. 相似文献
115.
Some results are presented on the formation of singularities in the solutions of the radially-symmetric N-dimensional Euler or Euler–Poisson equations with repulsive forces. Based on the integration method of M.W. Yuen, we generalize the blowup results with constant compact radius R of solutions to the case with general compact radius R(t) and to the case with no compact support restriction. 相似文献
116.
The Goursat formula for the hypergeometric function extends the Euler–Gauss relation to the case of logarithmic singularities. 相似文献
117.
Yi -Cheng Zhang Maurizio Serva Mikhail Polikarpov 《Journal of statistical physics》1990,58(5-6):849-861
Interesting physics emerges from studying a population of reproducing individuals. Each can be regarded as a random walker, but it can either duplicate or die. Novel features of the collective behavior are quite surprising: if individuals reproduce or die freely, the life expectation is proportional to the size of the population, and if it is kept constant, the center of mass moves in space as if it were a single walker (i.e., the diffusion constant is independent of population's size). Biology-inspired interactions are also considered. 相似文献
118.
The $1/f$ noise in multiwalled carbon nanotubes bundles has been investigated between the frequency range of 0.1 to 30 Hz. At room temperature the noise spectrum is standard 1/f, and its level is proportional to the square of the bias voltage. With decreasing temperature the noise level also decreases. At 4.2 K the noise level follows a non-monotonic dependence against the bias voltage, showing a peak at a certain bias voltage, meanwhile its frequency dependence also deviates from the 1/f trend. This anomalous behaviour is discussed within the picture of environmental quantum fluctuation of charge transport in the samples. 相似文献
119.
Transmission fluctuations measured on a flowing suspension of particles with a high spatial and temporal resolution can be used to measure the particle size distribution and particle concentration. The theory of transmission fluctuation spectrometry (TFS) was recently developed, whereby the statistical behavior of the entire suspension is described on the basis of a single monolayer, in combination with a layer model describing the suspension as a series of independent monolayers. As the monolayers are assumed to be statistically independent from each other, the transmission through the 3‐dimensional suspension is modeled as the product of transmissions through the monolayers. 相似文献
120.