Explore the vast range of titles available.

Social systems are characterized by an enormous network of connections and factors that can influence the structure and dynamics of these systems. Among them the whole economical sphere of human activity seems to be the most interrelated and complex. All financial markets, including the youngest one, the cryptocurrency market, belong to this sphere. The complexity of the cryptocurrency market can be studied from different perspectives. First, the dynamics of the cryptocurrency exchange rates to other cryptocurrencies and fiat currencies can be studied and quantified by means of multifractal formalism. Second, coupling and decoupling of the cryptocurrencies and the conventional assets can be investigated with the advanced cross-correlation analyses based on fractal analysis. Third, an internal structure of the cryptocurrency market can also be a subject of analysis that exploits, for example, a network representation of the market. In this work, we approach the subject from all three perspectives based on data from a recent time interval between January 2019 and June 2020. This period includes the peculiar time of the Covid-19 pandemic; therefore, we pay particular attention to this event and investigate how strong its impact on the structure and dynamics of the market was. Besides, the studied data covers a few other significant events like double bull and bear phases in 2019. We show that, throughout the considered interval, the exchange rate returns were multifractal with intermittent signatures of bifractality that can be associated with the most volatile periods of the market dynamics like a bull market onset in April 2019 and the Covid-19 outburst in March 2020. The topology of a minimal spanning tree representation of the market also used to alter during these events from a distributed type without any dominant node to a highly centralized type with a dominating hub of USDT. However, the MST topology during the pandemic differs in some details from other volatile periods.

Several studies have been conducted on droughts, precipitation, and temperature, whereas none have addressed the underlying relationship between nonlinear dynamic properties and patterns of two main hydrological parameters, precipitation and temperature, and meteorological and hydrological droughts. Monthly datasets of Midlands in the UK between 1921 and 2019 were collected for analysis. Subsequent to apply a multifractal approach to attain the nonlinear features of the datasets, the relationship between two hydrological parameters and droughts was investigated through the cross-correlation technique. A similar process was performed to analyze the relationship between multifractal strength variations in time series of precipitation and temperature and droughts. The nonlinear dynamic results indicated that droughts (meteorological and hydrological) were substantially affected by precipitation than temperature. In other words, droughts were more sensitive to precipitation fluctuations than temperature fluctuations. Concerning temperature, meteorological, and hydrological droughts were dependent on the minimum and maximum temperatures (Tmin and Tmax), respectively. The correlation between precipitation and meteorological drought was more long-range persistence than precipitation and hydrological drought. Besides, the correlation between Tmax and droughts was more long-range persistence than Tmin and droughts. Analysis of nonlinear dynamic patterns proved that the multifractal strength of meteorological drought depended on the multifractal strength of precipitation and Tmax, whereas the multifractal strength of hydrological drought depended on the multifractal strength of the Tmin. The correlation between precipitation and drought indices exhibited more multifractal strength than temperature and drought indices. Finally, the pivotal role of maximum temperature on drought events was quite alerting due to global warming intensification.

The tempo-spatial patterns of Covid-19 infections are a result of nested personal, societal, and political decisions that involve complicated epidemiological dynamics across overlapping spatial scales. High infection “hotspots” interspersed within regions where infections remained sporadic were ubiquitous early in the outbreak, but the spatial signature of the infection evolved to affect most regions equally, albeit with distinct temporal patterns. The sparseness of Covid-19 infections in the United States was analyzed at scales spanning from 10 to 2,600 km (county to continental scale). Spatial evolution of Covid-19 cases in the United States followed multifractal scaling. A rapid increase in the spatial correlation was identified early in the outbreak (March to April). Then, the increase continued at a slower rate and approached the spatial correlation of human population. Instead of adopting agent-based models that require tracking of individuals, a kernel-modulated approach is developed to characterize the dynamic spreading of disease in a multifractal distributed susceptible population. Multiphase Covid-19 epidemics were reasonably reproduced by the proposed kernel-modulated susceptible–infectious–recovered (SIR) model. The work explained the fact that while the reproduction number was reduced due to nonpharmaceutical interventions (e.g., masks, social distancing, etc.), subsequent multiple epidemic waves still occurred; this was due to an increase in susceptible population flow following a relaxation of travel restrictions and corollary stay-at-home orders. This study provides an original interpretation of Covid-19 spread together with a pragmatic approach that can be imminently used to capture the spatial intermittency at all epidemiologically relevant scales while preserving the “disordered” spatial pattern of infectious cases.

The robustness of two widespread multifractal analysis methods, one based on detrended fluctuation analysis and one on wavelet leaders, is discussed in the context of time-series containing non-uniform structures with only isolated singularities. Signals generated by simulated and experimentally-realized chaos generators, together with synthetic data addressing particular aspects, are taken into consideration. The results reveal essential limitations affecting the ability of both methods to correctly infer the non-multifractal nature of signals devoid of a cascade-like hierarchy of singularities. Namely, signals harboring only isolated singularities are found to artefactually give rise to broad multifractal spectra, resembling those expected in the presence of a well-developed underlying multifractal structure. Hence, there is a real risk of incorrectly inferring multifractality due to isolated singularities. The careful consideration of local scaling properties and the distribution of Hölder exponent obtained, for example, through wavelet analysis, is indispensable for rigorously assessing the presence or absence of multifractality.

This paper investigates generalized thermodynamic relationships in physical systems where relevant macroscopic variables are determined by the exponential Kolmogorov–Nagumo average. We show that while the thermodynamic entropy of such systems is naturally described by Rényi’s entropy with parameter γ , an ordinary Boltzmann distribution still describes their statistics under equilibrium thermodynamics. Our results show that systems described by exponential Kolmogorov–Nagumo averages can be interpreted as systems originally in thermal equilibrium with a heat reservoir with inverse temperature β that are suddenly quenched to another heat reservoir with inverse temperature β ′ = ( 1 − γ ) β . Furthermore, we show the connection with multifractal thermodynamics. For the non-equilibrium case, we show that the dynamics of systems described by exponential Kolmogorov–Nagumo averages still observe a second law of thermodynamics and the H-theorem. We further discuss the applications of stochastic thermodynamics in those systems—namely, the validity of fluctuation theorems—and the connection with thermodynamic length.

Multifractal analysis has been used in the exploration of soil grain size distributions (GSDs) in environmental and agricultural research. However, multifractal studies regarding the GSDs of sediments in braided delta-front are currently scarce. Open-source software designed for the realization of this technique has not yet been programmed. In this paper, the multifractal parameters of 61 GSDs from braided delta-front in the Paleogene Enping Formation in Huilu Low Uplift, Pearl River Mouth basin, are calculated and compared with traditional parameters. Multifractal generalized dimension spectrum curves are sigmoidal and decrease monotonically. Multifractal singularity spectrum curves are asymmetric, convex, and right-hook unimodal. The entropy dimension and singularity spectrum width ranges of silt-mudstones and gravelly sandstones are wider than those of fine and medium-coarse sandstones. The symmetry degree scopes from different lithologies are concentrated in distinguishing intervals. With the increase of grain sizes, the symmetry degree decreases overall. Both the symmetry degree and mean of GSDs are effective to distinguish the different lithologies from various depositional environments. A flexible and easy-to-use MATLAB (2021b)® GUI (graphic user interface) package, MfGSD (Multifractal of GSD, V1.0), is provided to perform multifractal analysis on sediment GSDs. After raw GSDs imported into MfGSD, multifractal parameters are batch calculated and graphed in the interface. Then, all multifractal parameters can be exported to an Excel file, including entropy dimension, singularity spectrum, correlation dimension, symmetry degree of multifractal spectrum, etc. MfGSD is effective, and the multifractal parameters outputted from MfGSD are helpful to distinguish depositional environments of GSDs. MfGSD is open-source software that can be used to explore GSDs from various kinds of depositional environments, including water or wind deposits.

Multifractal behavior in the cepstrum representation of healthy and unhealthy infant cry signals is examined by means of wavelet leaders and compared using the Student t-test. The empirical results show that both expiration and inspiration signals exhibit clear evidence of multifractal properties under healthy and unhealthy conditions. In addition, expiration and inspiration signals exhibit more complexity under healthy conditions than under unhealthy conditions. Furthermore, distributions of multifractal characteristics are different across healthy and unhealthy conditions. Hence, this study improves the understanding of infant crying by providing a complete description of its intrinsic dynamics to better evaluate its health status.

This study examines the inner dynamics of multifractality between the carbon market (EU ETS) and four major fossil fuel energy markets: Brent Crude Oil (BRN), Richards Bay Coal (RBC), UK Natural Gas (NGH2), and FTSE350 electricity index (FTSE350) from January 04, 2016, to March 04, 2022. First, we decompose the daily price changes by applying seasonal and trend decomposition using loess (STL). Then, we examine the inner dynamics of multifractality and cross-correlation by employing multifractal detrended fluctuation analysis (MFDFA) and multifractal detrended cross-correlation analysis (MFDCCA) using the remaining components of the return series. Our findings reveal that all series and the cross-correlations of carbon and fossil fuels markets have multifractal characteristics. We find crude oil to be the most efficient market (lowest multifractal), while coal is the least efficient (highest multifractal). Only coal shows persistent, whereas the other markets exhibit antipersistent behavior. Interestingly, the coal and EU ETS pair demonstrates a higher degree of multifractal patterns. In contrast, the pair of natural gas and EU ETS exhibits the lowest multifractal characteristics among the energy markets. Only the crude oil market shows persistent cross-correlations in the multifractality. These findings have important academic and managerial implications for investors and policymakers.

The creativity and emergence of biological and psychological behavior tend to be nonlinear, and correspondingly, biological and psychological measures contain degrees of irregularity. The linear model might fail to reduce these measurements to a sum of independent random factors (yielding a stable mean for the measurement), implying nonlinear changes over time. The present work reviews some of the concepts implicated in nonlinear changes over time and details the mathematical steps involved in their identification. It introduces multifractality as a mathematical framework helpful in determining whether and to what degree the measured series exhibits nonlinear changes over time. These mathematical steps include multifractal analysis and surrogate data production for resolving when multifractality entails nonlinear changes over time. Ultimately, when measurements fail to fit the structures of the traditional linear model, multifractal modeling allows for making those nonlinear excursions explicit, that is, to come up with a quantitative estimate of how strongly events may interact across timescales. This estimate may serve some interests as merely a potentially statistically significant indicator of independence failing to hold, but we suspect that this estimate might serve more generally as a predictor of perceptuomotor or cognitive performance.

The fractal characteristics of DNA sequences are studied using the frequency chaos game representation (FCGR) and small-angle scattering (SAS) technique. The FCGR allows representation of the frequencies of occurrence of k-mers (oligonucleotides of length k) in the form of images. The numerically encoded data are then used in a SAS analysis to enhance hidden features in DNA sequences. It is shown that the simulated SAS intensity allows us to obtain the fractal dimensions and scaling factors at various scales. These structural parameters can be used to distinguish unambiguously between the scaling properties of complex hierarchical DNA sequences. The validity of this approach is illustrated on several sequences from: Escherichia coli, Mouse mitochondrion, Homo sapiens mitochondrion and Human cosmid.