Download multifractals theory and applications in pdf or read multifractals theory and applications in pdf online books in PDF, EPUB and Mobi Format. Click Download or Read Online button to get multifractals theory and applications in pdf book now. This site is like a library, Use search box in the widget to get ebook that you want.


Author: David Harte
Publisher: CRC Press
ISBN: 1420036009
Size: 16.33 MB
Format: PDF, ePub
View: 2631
Download and Read
Although multifractals are rooted in probability, much of the related literature comes from the physics and mathematics arena. Multifractals: Theory and Applications pulls together ideas from both these areas using a language that makes them accessible and useful to statistical scientists. It provides a framework, in particular, for the evaluation of statistical properties of estimates of the Renyi fractal dimensions. The first section provides introductory material and different definitions of a multifractal measure. The author then examines some of the various constructions for describing multifractal measures. Building from the theory of large deviations, he focuses on constructions based on lattice coverings, covering by point-centered spheres, and cascades processes. The final section presents estimators of Renyi dimensions of integer order two and greater and discusses their properties. It also explores various applications of dimension estimation and provides a detailed case study of spatial point patterns of earthquake locations. Estimating fractal dimensions holds particular value in studies of nonlinear dynamical systems, time series, and spatial point patterns. With its careful yet practical blend of multifractals, estimation methods, and case studies, Multifractals: Theory and Applications provides a unique opportunity to explore the estimation methods from a statistical perspective.

Dynamical Systems With Applications Using Matlab

Author: Stephen Lynch
Publisher: Springer
ISBN: 3319068202
Size: 67.33 MB
Format: PDF, ePub
View: 3060
Download and Read
This textbook, now in its second edition, provides a broad introduction to both continuous and discrete dynamical systems, the theory of which is motivated by examples from a wide range of disciplines. It emphasizes applications and simulation utilizing MATLAB®, Simulink®, the Image Processing Toolbox® and the Symbolic Math toolbox®, including MuPAD. Features new to the second edition include · sections on series solutions of ordinary differential equations, perturbation methods, normal forms, Gröbner bases, and chaos synchronization; · chapters on image processing and binary oscillator computing; · hundreds of new illustrations, examples, and exercises with solutions; and · over eighty up-to-date MATLAB program files and Simulink model files available online. These files were voted MATLAB Central Pick of the Week in July 2013. The hands-on approach of Dynamical Systems with Applications using MATLAB, Second Edition, has minimal prerequisites, only requiring familiarity with ordinary differential equations. It will appeal to advanced undergraduate and graduate students, applied mathematicians, engineers, and researchers in a broad range of disciplines such as population dynamics, biology, chemistry, computing, economics, nonlinear optics, neural networks, and physics. Praise for the first edition Summing up, it can be said that this text allows the reader to have an easy and quick start to the huge field of dynamical systems theory. MATLAB/SIMULINK facilitate this approach under the aspect of learning by doing. —OR News/Operations Research Spectrum The MATLAB programs are kept as simple as possible and the author's experience has shown that this method of teaching using MATLAB works well with computer laboratory classes of small sizes.... I recommend ‘Dynamical Systems with Applications using MATLAB’ as a good handbook for a diverse readership: graduates and professionals in mathematics, physics, science and engineering. —Mathematica

Dynamical Systems With Applications Using Mathematica

Author: Stephen Lynch
Publisher: Birkhäuser
ISBN: 3319614851
Size: 11.95 MB
Format: PDF, ePub, Mobi
View: 6952
Download and Read
This book provides an introduction to the theory of dynamical systems with the aid of the Mathematica® computer algebra package. The book has a very hands-on approach and takes the reader from basic theory to recently published research material. Emphasized throughout are numerous applications to biology, chemical kinetics, economics, electronics, epidemiology, nonlinear optics, mechanics, population dynamics, and neural networks. Theorems and proofs are kept to a minimum. The first section deals with continuous systems using ordinary differential equations, while the second part is devoted to the study of discrete dynamical systems.

Modern Mathematical Tools And Techniques In Capturing Complexity

Author: Leandro Pardo
Publisher: Springer Science & Business Media
ISBN: 3642208525
Size: 35.89 MB
Format: PDF, ePub, Mobi
View: 1700
Download and Read
Real-life problems are often quite complicated in form and nature and, for centuries, many different mathematical concepts, ideas and tools have been developed to formulate these problems theoretically and then to solve them either exactly or approximately. This book aims to gather a collection of papers dealing with several different problems arising from many disciplines and some modern mathematical approaches to handle them. In this respect, the book offers a wide overview on many of the current trends in Mathematics as valuable formal techniques in capturing and exploiting the complexity involved in real-world situations. Several researchers, colleagues, friends and students of Professor María Luisa Menéndez have contributed to this volume to pay tribute to her and to recognize the diverse contributions she had made to the fields of Mathematics and Statistics and to the profession in general. She had a sweet and strong personality, and instilled great values and work ethics in her students through her dedication to teaching and research. Even though the academic community lost her prematurely, she would continue to provide inspiration to many students and researchers worldwide through her published work.

Multifractal Volatility

Author: Laurent E. Calvet
Publisher: Academic Press
ISBN: 9780080559964
Size: 69.99 MB
Format: PDF, Kindle
View: 6218
Download and Read
Calvet and Fisher present a powerful, new technique for volatility forecasting that draws on insights from the use of multifractals in the natural sciences and mathematics and provides a unified treatment of the use of multifractal techniques in finance. A large existing literature (e.g., Engle, 1982; Rossi, 1995) models volatility as an average of past shocks, possibly with a noise component. This approach often has difficulty capturing sharp discontinuities and large changes in financial volatility. Their research has shown the advantages of modelling volatility as subject to abrupt regime changes of heterogeneous durations. Using the intuition that some economic phenomena are long-lasting while others are more transient, they permit regimes to have varying degrees of persistence. By drawing on insights from the use of multifractals in the natural sciences and mathematics, they show how to construct high-dimensional regime-switching models that are easy to estimate, and substantially outperform some of the best traditional forecasting models such as GARCH. The goal of Multifractal Volatility is to popularize the approach by presenting these exciting new developments to a wider audience. They emphasize both theoretical and empirical applications, beginning with a style that is easily accessible and intuitive in early chapters, and extending to the most rigorous continuous-time and equilibrium pricing formulations in final chapters. Presents a powerful new technique for forecasting volatility Leads the reader intuitively from existing volatility techniques to the frontier of research in this field by top scholars at major universities The first comprehensive book on multifractal techniques in finance, a cutting-edge field of research

Random Geometrically Graph Directed Self Similar Multifractals

Author: Lars Olsen
Publisher: CRC Press
ISBN: 9780582253810
Size: 71.32 MB
Format: PDF, ePub
View: 7545
Download and Read
Multifractal theory was introduced by theoretical physicists in 1986. Since then, multifractals have increasingly been studied by mathematicians. This new work presents the latest research on random results on random multifractals and the physical thermodynamical interpretation of these results. As the amount of work in this area increases, Lars Olsen presents a unifying approach to current multifractal theory. Featuring high quality, original research material, this important new book fills a gap in the current literature available, providing a rigorous mathematical treatment of multifractal measures.

Emergent Nature

Author: Miroslav M Novak
Publisher: World Scientific
ISBN: 9814488879
Size: 16.99 MB
Format: PDF
View: 3105
Download and Read
This book, based on presentations made at the international conference Fractals 2002, is of interest to everyone in the general field of nonlinear dynamics. The abundance of papers from numerous disciplines makes it exciting reading and provides a unifying thread through the topics, such as ray tracing, structure of peptides, modeling fractal surfaces, cancer growth, macaque monkey cortical neurons, occurrence of earthquakes, and patterns of the World Wide Web. Contents: Modeling Cerebellar Dynamics (M G Velarde et al.)Two and Three Dimensional Computer Simulation of Cancer Growth (S Flores Ascencio et al.)Structural and Dynamic Complexity of an Elastin-Related Peptide (A Bonelli et al.)Cumulative Effective Hölder Exponent Based Indicator for Real-Time Fetal Heartbeat Analysis During Labour (Z R Struzik & W J van Wijngaarden)Fractal Features in the Nonstationarity of Physiological Time Series (P Ch Ivanov et al.)Fractal Analysis of Aggregates of Non-Uniformly Sized Particles: An Application to Macaque Monkey Cortical Pyramidal Neurons (B I Henry et al.)Dynamics of Solar Magnetic Field from Synoptic Charts (N G Makarenko & L M Karimova)Side-Branching in the Nonlinear Zone: A Self-Similar Region in Dendritic Crystal Growth (R González-Cinca)and other papers Readership: Researchers in nonlinear science. Keywords: