Features arising from randomly multiplicative measures

In this course, we propose an elementary and self-contained introduction to canonical Mandelbrot random cascades. The multiplicative construction is explained and the necessary and sufficient condition of non-degeneracy is proved. Then, we discuss the problem of the existence of moments and the link with nondegeneracy. We also calculate the almost sure dimension of the measures. Finally, we give an outline on multifractal analysis of Mandelbrot cascades. This course was deliv...

For generic systems exhibiting power law behaviors, and hence multiscale dependencies, we propose a new, and yet simple, tool to analyze multifractality and intermittency, after noticing that these concepts are directly related to the deformation of a probability density function from Gaussian at large scales to non-Gaussian at smaller scales. Our framework is based on information theory, and uses Shannon entropy and Kullback-Leibler divergence. We propose an extensive applic...

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian distribution, both uncorrelated and correlated in time, are used. For the uncorrelated series at the border (q=5/3) between the Gaussian and the Levy basins of attraction asymptotically we find a phase-like transition between monofractal and bifra...

Multifractal formalisms provide an apt framework to study random cascades in which multifractal spectrum width $\Delta\alpha$ fluctuates depending on the number of estimable power-law relationships. Then again, multifractality without surrogate comparison can be ambiguous: the original measurement series' multifractal spectrum width $\Delta\alpha_\mathrm{Orig}$ can be sensitive to the series length, ergodicity-breaking linear temporal correlations (e.g., fractional Gaussian n...

The familiar cascade measures are sequences of random positive measures obtained on $[0,1]$ via $b$-adic independent cascades. To generalize them, this paper allows the random weights invoked in the cascades to take real or complex values. This yields sequences of random functions whose possible strong or weak limits are natural candidates for modeling multifractal phenomena. Their asymptotic behavior is investigated, yielding a sufficient condition for almost sure uniform co...

In this work, the scaling statistics of the dissipation along Lagrangian trajectories are investigated by using fluid tracer particles obtained from a high resolution direct numerical simulation with $Re_{\lambda}=400$. Both the energy dissipation rate $\epsilon$ and the local time averaged $\epsilon_{\tau}$ agree rather well with the lognormal distribution hypothesis. Several statistics are then examined. It is found that the autocorrelation function $\rho(\tau)$ of $\ln(\ep...

Features of the turbulent cascade are investigated for various datasets from three different turbulent flows. The analysis is focused on the question as to whether developed turbulent flows show universal small scale features. To answer this question, 2-point statistics and joint multi-scale statistics of longitudinal velocity increments are analysed. Evidence of the Markov property for the turbulent cascade is shown, which corresponds to a 3-point closure that reduces the jo...

A novel model of intermittency is presented in which the dynamics of the rates of energy transfer between successive steps in the energy cascade is described by a hierarchy of stochastic differential equations. The probability distribution of velocity increments is calculated explicitly and expressed in terms of generalized hypergeometric functions of the type ${_n}F_0$, which exhibit power-law tails. The model predictions are found to be in good agreement with experiments on...

Multiscale correlation functions in high Reynolds number experimental turbulence, numerical simulations and synthetic signals are investigated. Fusion Rules predictions as they arise from multiplicative, almost uncorrelated, random processes for the energy cascade are tested. Leading and sub-leading contribution, in the inertial range, can be explained as arising from a multiplicative random process for the energy transfer mechanisms. Two different predictions for correlation...

Towards the end of the last century, B. Mandelbrot saw the importance, revealed the beauty, and robustly promoted (multi-)fractals. Multiplicative cascades are closely related and provide simple models for the study of turbulence and chaos. For pedagogical reasons, but also due to technical difficulties, continuous stochastic models have been favoured over discrete cascades. Particularly important are the $\alpha$ and the $p$ model. It is the aim of this contribution to int...