Based on fractal super fibers and binary fractal fibers, the following objectives are approached in this paper： First, the concept of multiple-cell elements is induced and abstracted. Second, through multiple-cell el...Based on fractal super fibers and binary fractal fibers, the following objectives are approached in this paper： First, the concept of multiple-cell elements is induced and abstracted. Second, through multiple-cell elements, the constructability of regular multifractals with strict self-similarities is confirmed, and the universality of the con- struction mode for regular multifractals is proved. Third, through the construction mode and multiple-cell elements, regular multifractals are demonstrated to be equivalent to generalized regular single fractals with multilayer fine structures. On the basis of such equivalence, the dimension formula of the regular single fractal is extended to that of the regular multifractal, and the geometry of regular single fractals is extended to that of regular multifractals. Fourth, through regular multifractals, a few golden fractals are constructed.展开更多
The strategy of ore prospection is made on the basis of raw exploratory data which are the products of coupled geological processes and random natural reformation. This decision-making system is extraordinary risky an...The strategy of ore prospection is made on the basis of raw exploratory data which are the products of coupled geological processes and random natural reformation. This decision-making system is extraordinary risky and needs to be supported by various statistical sciences. In this paper, geostatistics and multifractals are jointly employed to delineate the complexity of mineralization and to provide important guidelines for future ore prospecting. The geostatistical analysis indicates the mineralization in granite domain is more homogenous than that in wallrocks, and the exploratory spacing in these two lithological units should be different when taking into consideration the range of variogram. The multifractal analysis shows the spatial variation of mineralization homogeneity. The mineralization in the southwest of this region is much more heterogeneous than that in the granite. The schemes of borehole design are specified based on the combination of abovementioned analytical results. The joint application of geostatistics and multifractal proposed in this study can excavate the exploratory data and output mathematic models in an intuitive and quantitative way, assisting in decision-making and risk avoidance of mining industry.展开更多
An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price...An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price-volume correlation and a fittther proof was given by analyzing the source of multifractal feature. The empirical results suggest that it is of important practical significance to bring the fractal market theory and other nonlinear theory into the analysis and explanation of the behavior in metal futures market.展开更多
Presently,financial portfolio managers lack a solid basis for building a reliable risk management strategy for green debt instrument investments due to the lack of compelling growth and resilience data.Therefore,this ...Presently,financial portfolio managers lack a solid basis for building a reliable risk management strategy for green debt instrument investments due to the lack of compelling growth and resilience data.Therefore,this study assesses the role of green bonds in financial markets by assessing and correlating their complex scaling behaviors across multiple periods with those of key benchmark assets(e.g.,conventional bonds,high-yield bonds,Euro-Dollar exchange,Dow Jones Industrial Index,Bitcoin,and Gold).Specifically,we explore linear and nonlinear correlation patterns using crosscorrelation tests and the dynamic conditional correlation model,focusing on bond interactions under various degrees of freedom.Our analysis reveals that although most assets exhibit nonlinear correlations,Bitcoin uniquely aligns linearly with U.S.bonds under certain conditions.Green bonds,however,display nonlinear correlations with Bitcoin and stand out for their distinct upward financial persistence.We find also that green bonds are primary drivers in the financial domain,highlighted by their pronounced interactions and the consistent cross-correlation with the Euro-Dollar exchange rate.Moreover,green bonds have the lowest multifractality,showing persistent upward trends and antipersistent downward trends,rendering them quite resilient during periods of high volatility.These results imply that green bonds may be advantageous to portfolio risk management strategies,especially during crises when diversification and hedging tactics are needed.展开更多
As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants ...As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants NO_(2)and O_(3)can promote the oxidation of SO_(2)to form sulfate(SO_(4)^(2−))through multiphase chemistry that occur at different time scales.Due to the combined impact of meteorology,pollution sources,atmospheric chemistry,etc.,time-scale dependence of SO_(2)-SO_(4)^(2−)conversion makes the impact of NO_(2)/O_(3)on it more complex.In this study,based on long-term time series(2013-2020)of air pollution variables from seven stations in Hong Kong,the Multifractal Detrended Cross-Correlation Analysis(MFDCCA)method has been employed to quantify the cross-correlations between SO_(2)and SO_(4)^(2−)in real atmosphere at different time scales,for examining the time-scale dependence of SO_(2)-SO_(4)^(2−)conversion efficiency.Furthermore,the Pearson correlation analysis has been used to study the influence of NO_(2)/O_(3)on SO_(2)-SO_(4)^(2−)conversion,and the regional and seasonal differences have been analyzed by considering factors such as meteorology,pollution sources,and regional transport.Changes in the main components of secondary aerosols are closely linked with the co-control of regional PM_(2.5)and O_(3).Therefore,the exploration of the impact of co-existing NO_(2)/O_(3)gases on the secondary formation of sulfates in real atmosphere is significant.展开更多
This study investigates the relationships between agricultural spot markets and external uncertainties through multifractal detrending moving-average cross-correlation analysis(MF-X-DMA).The dataset contains the Grain...This study investigates the relationships between agricultural spot markets and external uncertainties through multifractal detrending moving-average cross-correlation analysis(MF-X-DMA).The dataset contains the Grains&Oilseeds Index(GOI)and its five subindices for wheat,maize,soyabeans,rice,and barley.Moreover,we use three uncertainty proxies,namely,economic policy uncertainty(EPU),geopolitical risk(GPR),and Volatility Index(VIX).We observe multifractal cross-correlations between agricultural markets and uncertainties.Furthermore,statistical tests reveal that maize has intrinsic joint multifractality with all the uncertainty proxies,highly sensitive to external shocks.Additionally,intrinsic multifractality among GOI-GPR,wheat-GPR,and soyabeans-VIX is illustrated.However,other series have apparent multifractal crosscorrelations with high probabilities.Moreover,our analysis suggests that among the three types of external uncertainties,GPR has the strongest association with grain prices,excluding maize and soyabeans.展开更多
The carbonate-rich shale of the Permian Wujiaping Formation in Sichuan Basin exhibits significant heterogeneity in its lithology and pore structure,which directly influence its potential for shale gas extraction.This ...The carbonate-rich shale of the Permian Wujiaping Formation in Sichuan Basin exhibits significant heterogeneity in its lithology and pore structure,which directly influence its potential for shale gas extraction.This study assesses the factors that govern pore heterogeneity by analyzing the mineral composition of the shale,as well as its pore types and their multifractal characteristics.Three primary shale facies-siliceous,mixed,and calcareous-are identified based on mineralogy,and their multifractal characteristics reveal strongly heterogeneous pore structures.The brittleness of siliceous shale,rich in quartz and pyrite,is favorable for hydraulic fracturing;while calcareous shale,with higher levels of calcite,exhibits reduced brittleness.Multifractal analysis,using nitrogen adsorption isotherms,reveals complex pore structures across different shale facies,with siliceous shale showing better pore connectivity and uniformity.The types of pores in shales include organic matter pores,interparticle pores,and intraparticle pores,among which organic matter pores are the most abundant.Pore size distribution and connectivity are notably higher in siliceous shale compared to calcareous shale,which exhibit a predominance of micropores and more isolated pore structures.Pore heterogeneity of the carbonate-rich shale in the Wujiaping Formation is primarily governed by its intrinsic mineral composition,carbonate diagenesis,mechanical compaction,and its subsequent thermal maturation with the micro-migration of organic matter.This study highlights the importance of mineral composition,especially the presence of dolomite and calcite,in shaping pore heterogeneity.These findings emphasize the critical role of shale lithofacies and pore structure in optimizing shale gas extraction methods.展开更多
Biotite content critically influences rock mechanical behavior and threatens underground engineering stability.Uniaxial compression tests with acoustic emission(AE)monitoring were conducted on granite pegmatite sample...Biotite content critically influences rock mechanical behavior and threatens underground engineering stability.Uniaxial compression tests with acoustic emission(AE)monitoring were conducted on granite pegmatite samples having varying biotite content.Peak frequency distribution analysis,rise angleaverage frequency(RA-AF)analysis,multifractal theory,and a dynamic multifractal algorithm were applied to explore the relationship between damage evolution and AE characteristics.Results indicate that increased biotite content reduces uniaxial compressive strength and elastic modulus,enhances plastic deformation,and increases the proportion of shear cracks.The segmented evolution of the dynamic multifractal parameter Δα_(m) is biotite-dependent.Oscillations during the elastic phase signify localized shear crack initiation and propagation;their attenuation in the plastic phase reflects frictional closure along biotite cleavage planes,promoting elastic energy storage and delaying release.AE-based damage models and time-varying signals characterize rock damage progression.Stress concentrations around biotite minerals foster localized shear band formation,leading to concentrated shear failure at lower damage levels.Higher biotite content accelerates crack propagation,while smooth cleavage planes lower the fracture energy threshold,reducing strength and stiffness.These findings enhance understanding of biotite-influenced progressive rock damage and underpin stability monitoring and early-warning systems for underground engineering.展开更多
Understanding the rate-dependent shear behavior of rough joints is crucial.This study explores the ratedependent shear behavior of rough joints through direct shear tests conducted under constant normal stiffness(CNS)...Understanding the rate-dependent shear behavior of rough joints is crucial.This study explores the ratedependent shear behavior of rough joints through direct shear tests conducted under constant normal stiffness(CNS)boundary conditions,with the shear failure process monitored using acoustic emission(AE)technology.As the shear rate increases,both the peak and ultimate shear stresses of rough joints exhibit a decrease,highlighting a pronounced rate-dependent behavior.Asperity degradation under different shear rates is effectively characterized by normalized AE counts,exhibiting a three-stage Sshaped trend:Stage I(quiescent),Stage II(growth),and Stage III(stable).The simultaneous occurrence of the lowest AE b-value and the highest AE amplitude closely aligns with the moment of peak shear stress.This synchronization suggests that AE events of significant energy are predominantly clustered around the peak shear stress,which critically influences the overall progression of failure.Three failure modes of asperities were categorized,including the biting-off failure mode(BFM),the climbing-sliding failure mode(CFM),and the hybrid biting-off and climbing-sliding failure mode(HFM).Analysis of the multifractal spectra reveals that both the multifractal spectrum width(Δα)and the fractal dimension variability(Δf)diminish as the shear rate increases,suggesting that the complexity of the failure modes is inversely related to the shear rate.With increasing shear rates,the dominant failure mode evolves from BFM to CFM.The research findings facilitate a comprehensive understanding of the ratedependent shear behavior of rough joints,providing valuable guidance for rational support in underground engineering.展开更多
Unveiling the underlying physical mechanisms governing the fracture of brittle rocks is imperative for preventing rockbursts.The novelty of this study lies in the analysis of the dynamic response process of rock three...Unveiling the underlying physical mechanisms governing the fracture of brittle rocks is imperative for preventing rockbursts.The novelty of this study lies in the analysis of the dynamic response process of rock three-dimensional(3D)deformation under true triaxial stress,and the surge behavior of timedependent multifractal spectrum has been successfully used to warn of progressive failure inside the rock.Firstly,this study analyzed the dynamic adjustment trajectory of rock deformation,specifically lateral strain,within the framework of the Poisson effect.This analysis highlighted the intricate dependence of rock mechanical properties on the intermediate principal stress.Secondly,by defining the crack interval function(ICF),this study compared the disparities between the two crack growth stages(strengthening stage and weakening stage)under varying stress levels.It was found that the fracture activity of granite system has significant multifractal characteristics.Notably,the multifractal spectrum emerges as a valuable tool for characterizing the distinct fracture properties of rocks,encompassing both the crack scale and the associated energy.Finally,a quantitative criterion grounded in the multifractal parameters of the acoustic emission(AE)time series was formulated,and it indicates that the abrupt changes observed in the time-dependent fractal spectra can serve as precursor indicators for the progressive development of rockbursts.展开更多
Disordered ferromagnets with a domain structure that exhibit a hysteresis loop when driven by the external magnetic field are essential materials for modern technological applications.Therefore,the understanding and p...Disordered ferromagnets with a domain structure that exhibit a hysteresis loop when driven by the external magnetic field are essential materials for modern technological applications.Therefore,the understanding and potential for controlling the hysteresis phenomenon in thesematerials,especially concerning the disorder-induced critical behavior on the hysteresis loop,have attracted significant experimental,theoretical,and numerical research efforts.We review the challenges of the numerical modeling of physical phenomena behind the hysteresis loop critical behavior in disordered ferromagnetic systems related to the non-equilibriumstochastic dynamics of domain walls driven by external fields.Specifically,using the extended Random Field Ising Model,we present different simulation approaches and advanced numerical techniques that adequately describe the hysteresis loop shapes and the collective nature of the magnetization fluctuations associated with the criticality of the hysteresis loop for different sample shapes and varied parameters of disorder and rate of change of the external field,as well as the influence of thermal fluctuations and demagnetizing fields.The studied examples demonstrate how these numerical approaches reveal newphysical insights,providing quantitativemeasures of pertinent variables extracted from the systems’simulated or experimentally measured Barkhausen noise signals.The described computational techniques using inherent scale-invariance can be applied to the analysis of various complex systems,both quantum and classical,exhibiting non-equilibrium dynamical critical point or self-organized criticality.展开更多
Using a simple multifractal model based on the model De Wijs, various geochemical map patterns for element concentration values are being simulated. Each pattern is self-similar on the average in that a similar patter...Using a simple multifractal model based on the model De Wijs, various geochemical map patterns for element concentration values are being simulated. Each pattern is self-similar on the average in that a similar pattern can be derived by application of the multiplicative cascade model used to any small subarea on the pattern. In other experiments, the original, self-similar pattern is distorted by superimposing a 2-dimensional trend pattern and by mixing it with a constant concentration value model. It is investigated how such distortions change the multifractal spectrum estimated by means of the 3-step method of moments. Discrete and continuous frequency distribution models are derived for patterns that satisfy the model of De Wijs. These simulated patterns satisfy a discrete frequency distribution model that as upper bound has a continuous frequency distribution to which it approaches in form when the subdivisions of the multiplicative cascade model are repeated indefinitely. This limiting distribution is lognormal in the center and has Pareto tails. Potentially, this approach has important implications in mineral and oil resource evaluation.展开更多
The purpose of this contribution is to highlight four topics of regional and worldwide mineral resource prediction:(1)use of the jackknife for bias elimination in regional mineral potential assessments;(2)estimating t...The purpose of this contribution is to highlight four topics of regional and worldwide mineral resource prediction:(1)use of the jackknife for bias elimination in regional mineral potential assessments;(2)estimating total amounts of metal from mineral potential maps;(3)fractal/multifractal modeling of mineral deposit density data in permissive areas;and(4)worldwide and large-areas metal size-frequency distribution modeling.The techniques described in this paper remain tentative because they have not been widely researched and applied in mineral potential studies.Although most of the content of this paper has previously been published,several perspectives for further research are suggested.展开更多
AIMTo characterize the human retinal vessel arborisation in normal and amblyopic eyes using multifractal geometry and lacunarity parameters.METHODSMultifractal analysis using a box counting algorithm was carried out f...AIMTo characterize the human retinal vessel arborisation in normal and amblyopic eyes using multifractal geometry and lacunarity parameters.METHODSMultifractal analysis using a box counting algorithm was carried out for a set of 12 segmented and skeletonized human retinal images, corresponding to both normal (6 images) and amblyopia states of the retina (6 images).RESULTSIt was found that the microvascular geometry of the human retina network represents geometrical multifractals, characterized through subsets of regions having different scaling properties that are not evident in the fractal analysis. Multifractal analysis of the amblyopia images (segmented and skeletonized versions) show a higher average of the generalized dimensions (D<sub>q</sub>) for q=0, 1, 2 indicating a higher degree of the tree-dimensional complexity associated with the human retinal microvasculature network whereas images of healthy subjects show a lower value of generalized dimensions indicating normal complexity of biostructure. On the other hand, the lacunarity analysis of the amblyopia images (segmented and skeletonized versions) show a lower average of the lacunarity parameter Λ than the corresponding values for normal images (segmented and skeletonized versions).CONCLUSIONThe multifractal and lacunarity analysis may be used as a non-invasive predictive complementary tool to distinguish amblyopic subjects from healthy subjects and hence this technique could be used for an early diagnosis of patients with amblyopia.展开更多
We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correl...We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correlation in moderate time scales while being analytically tractable. Important statistics of traffic burstiness are described and a customized moment-based fitting procedure of MMPP to traffic traces is presented. Our methodology of doing this is to examine whether the MMPP can be used to predict the performance of a queue to which MMPP sample paths and measured traffic traces are fed for comparison respectively, in addition to the goodness-of-fit test of MMPP. Numerical results and simulations show that the fitted MMPP can approximate multifractal traffic quite well, i.e. accurately predict the queueing performance.展开更多
A new kind of multifractal is constructed by fractional Fourier transform of Cantor sets. The wavelet transform modulus maxima method is applied to calculate the singularity spectrum under an operational definition of...A new kind of multifractal is constructed by fractional Fourier transform of Cantor sets. The wavelet transform modulus maxima method is applied to calculate the singularity spectrum under an operational definition of multifractal. In particular, an analysing procedure to determine the spectrum is suggested for practice. Nonanalyticities of singularity spectra or phase transitions are discovered, which are interpreted as some indications on the range of Boltzmann temperature q, on which the scaling relation of partition function holds.展开更多
The manuscript attempts to explore the periodicity in the distribution of galaxies in the recently reported Saraswati supercluster and the Stripe 82 region containing it as an example.The report of 120 Mpc periodicity...The manuscript attempts to explore the periodicity in the distribution of galaxies in the recently reported Saraswati supercluster and the Stripe 82 region containing it as an example.The report of 120 Mpc periodicity in the Abell galaxy clusters by power spectrum analysis is the motivation behind the study.The power spectral analysis across the central part of the Stripe 82 region shows a periodic variation of 3.09°or 71 Mpc in fractal dimension whereas an average angular periodicity of 3.45°or 94 Mpc is observed across the Stripe 82 region.This refers to the periodicity of complexity or cluster density of galaxy distribution.The texture of the distribution pattern understood through lacunarity analysis indicates a near symmetric distribution.Fractal dimensions like box-counting dimension,information dimension and correlation dimension are also found through multifractal analysis.While the information dimension tells about the distribution density of galactic points,the correlation dimension details the distribution of galaxies in the neighbourhood.展开更多
Pore structure characteristics are important to oil and gas exploration in complex low-permeability reservoirs. Using multifractal theory and nuclear magnetic resonance （NMR）, we studied the pore structure of low-pe...Pore structure characteristics are important to oil and gas exploration in complex low-permeability reservoirs. Using multifractal theory and nuclear magnetic resonance （NMR）, we studied the pore structure of low-permeability sandstone rocks from the 4th Member （Es4） of the Shahejie Formation in the south slope of the Dongying Sag. We used the existing pore structure data from petrophysics, core slices, and mercury injection tests to classify the pore structure into three categories and five subcategories. Then, the T2 spectra of samples with different pore structures were interpolated, and the one- and three-dimensional fractal dimensions and the multifractal spectrum were obtained. Parameters a （intensity of singularity） andf（a） （density of distribution） were extracted from the multifractal spectra. The differences in the three fractal dimensions suggest that the pore structure types correlate with a andf（a）. The results calculated based on the multifractal spectrum is consistent with that of the core slices and mercury injection. Finally, the proposed method was applied to an actual logging profile to evaluate the pore structure of low-permeability sandstone reservoirs.展开更多
We have investigated the Nu Calm Transcutaneous Vagus Nerve Stimulation device of the NuCalm Solace Lifesciences founding that it gives a multifractal output. A diminishing fractal/multifractal HRV is consistently rep...We have investigated the Nu Calm Transcutaneous Vagus Nerve Stimulation device of the NuCalm Solace Lifesciences founding that it gives a multifractal output. A diminishing fractal/multifractal HRV is consistently reported in literature as related to a serious Autonomic Nervous System (ANS) dysfunction that of course we observe in several psychological and psychiatric disorders. Therefore, we suggest the investigators to apply such a device in subjects affected from anxiety, depression and stress using the method of inducing tVNS stimulation.展开更多
Shale gas resources have been regarded as a viable energy source, and it is of great significance to characterize the shale composition of different cements, such as quartz and dolomite. In this research, chemical ana...Shale gas resources have been regarded as a viable energy source, and it is of great significance to characterize the shale composition of different cements, such as quartz and dolomite. In this research, chemical analysis and the multifractal method have been used to study the mineral compositions and petrophysical structures of cements in shale samples from the Longmaxi Formation, China. X-ray diffraction, electron microprobe, field emission scanning electron microscopy, cathodoluminescence microscopy and C-O isotope analyses confirmed that cements in the Longmaxi Formation shales are mainly composed of Fe-bearing dolomite and quartz. Fe-bearing dolomite cements concentrate around dolomite as annuli, filling micron-sized inorganic primary pores. Quartz cements in the form of nanoparicles fill primary inter-crystalline pores among clay minerals. Theoretical calculation shows that the Fe-bearing dolomite cements formed slightly earlier than the quartz cements, but both were related to diagenetic illitization of smectite. Moreover, multifractal analysis reveals that the quartz cements are more irregularly distributed in pores than the Fe-bearing dolomite cements. These results suggest that the plugging effect of the quartz cements on the primary inoraganic pore structures is the dominant factor resulting in low interconnected porosity of shales, which are unfavorable for the enrichment of shale gas.展开更多
基金supported by the National Natural Science Foundation of China (No. 10872114)the Natural Science Foundation of Jiangsu Province (No. BK2008370)
文摘Based on fractal super fibers and binary fractal fibers, the following objectives are approached in this paper： First, the concept of multiple-cell elements is induced and abstracted. Second, through multiple-cell elements, the constructability of regular multifractals with strict self-similarities is confirmed, and the universality of the con- struction mode for regular multifractals is proved. Third, through the construction mode and multiple-cell elements, regular multifractals are demonstrated to be equivalent to generalized regular single fractals with multilayer fine structures. On the basis of such equivalence, the dimension formula of the regular single fractal is extended to that of the regular multifractal, and the geometry of regular single fractals is extended to that of regular multifractals. Fourth, through regular multifractals, a few golden fractals are constructed.
文摘The strategy of ore prospection is made on the basis of raw exploratory data which are the products of coupled geological processes and random natural reformation. This decision-making system is extraordinary risky and needs to be supported by various statistical sciences. In this paper, geostatistics and multifractals are jointly employed to delineate the complexity of mineralization and to provide important guidelines for future ore prospecting. The geostatistical analysis indicates the mineralization in granite domain is more homogenous than that in wallrocks, and the exploratory spacing in these two lithological units should be different when taking into consideration the range of variogram. The multifractal analysis shows the spatial variation of mineralization homogeneity. The mineralization in the southwest of this region is much more heterogeneous than that in the granite. The schemes of borehole design are specified based on the combination of abovementioned analytical results. The joint application of geostatistics and multifractal proposed in this study can excavate the exploratory data and output mathematic models in an intuitive and quantitative way, assisting in decision-making and risk avoidance of mining industry.
基金Project(13&ZD024)supported by the Major Program of the National Social Science Fund of ChinaProject(71073177)supported by the National Natural Science Foundation of China+3 种基金Project(CX2012B107)supported by the Graduate Student Innovation Project of Hunan Province,ChinaProject(13YJAZH149)supported by the Social Science Fund of Ministry of Education of ChinaProject(2011ZK2043)supported by the Key Program of the Soft Science Research Project of Hunan Province,ChinaProject(12JJ4077)supported by Natural Science Foundation of Hunan Province of China
文摘An empirical test on long memory between price and trading volume of China metals futures market was given with MF-DCCA method. The empirical results show that long memory feature with a certain period exists in price-volume correlation and a fittther proof was given by analyzing the source of multifractal feature. The empirical results suggest that it is of important practical significance to bring the fractal market theory and other nonlinear theory into the analysis and explanation of the behavior in metal futures market.
基金Benjamin M.Tabak(Grant no.305485/2022-9)gratefully acknowledges financial support from the CNPq foundation and CAPES Foundation。
文摘Presently,financial portfolio managers lack a solid basis for building a reliable risk management strategy for green debt instrument investments due to the lack of compelling growth and resilience data.Therefore,this study assesses the role of green bonds in financial markets by assessing and correlating their complex scaling behaviors across multiple periods with those of key benchmark assets(e.g.,conventional bonds,high-yield bonds,Euro-Dollar exchange,Dow Jones Industrial Index,Bitcoin,and Gold).Specifically,we explore linear and nonlinear correlation patterns using crosscorrelation tests and the dynamic conditional correlation model,focusing on bond interactions under various degrees of freedom.Our analysis reveals that although most assets exhibit nonlinear correlations,Bitcoin uniquely aligns linearly with U.S.bonds under certain conditions.Green bonds,however,display nonlinear correlations with Bitcoin and stand out for their distinct upward financial persistence.We find also that green bonds are primary drivers in the financial domain,highlighted by their pronounced interactions and the consistent cross-correlation with the Euro-Dollar exchange rate.Moreover,green bonds have the lowest multifractality,showing persistent upward trends and antipersistent downward trends,rendering them quite resilient during periods of high volatility.These results imply that green bonds may be advantageous to portfolio risk management strategies,especially during crises when diversification and hedging tactics are needed.
基金supported by the National Natural Science Foundation of China(No.52160024)the Natural Science Foundation of Hunan Province,China(No.2022JJ30475)+2 种基金the Innovation Team Funds of China West Normal University(No.KCXTD2023-4)the Natural Science Foundation of Sichuan,China(No.24NSFSC0537)the Fundamental Research Funds of China West Normal University(Nos.22kE015 and 22kE016).
文摘As an important component of secondary aerosols,sulfate plays a crucial role in regulating atmospheric radiative balance and influencing the secondary formation of ozone(O_(3)).In real atmosphere,atmospheric oxidants NO_(2)and O_(3)can promote the oxidation of SO_(2)to form sulfate(SO_(4)^(2−))through multiphase chemistry that occur at different time scales.Due to the combined impact of meteorology,pollution sources,atmospheric chemistry,etc.,time-scale dependence of SO_(2)-SO_(4)^(2−)conversion makes the impact of NO_(2)/O_(3)on it more complex.In this study,based on long-term time series(2013-2020)of air pollution variables from seven stations in Hong Kong,the Multifractal Detrended Cross-Correlation Analysis(MFDCCA)method has been employed to quantify the cross-correlations between SO_(2)and SO_(4)^(2−)in real atmosphere at different time scales,for examining the time-scale dependence of SO_(2)-SO_(4)^(2−)conversion efficiency.Furthermore,the Pearson correlation analysis has been used to study the influence of NO_(2)/O_(3)on SO_(2)-SO_(4)^(2−)conversion,and the regional and seasonal differences have been analyzed by considering factors such as meteorology,pollution sources,and regional transport.Changes in the main components of secondary aerosols are closely linked with the co-control of regional PM_(2.5)and O_(3).Therefore,the exploration of the impact of co-existing NO_(2)/O_(3)gases on the secondary formation of sulfates in real atmosphere is significant.
基金supported by the National Social Science Fund Major Projects(22&ZD160).
文摘This study investigates the relationships between agricultural spot markets and external uncertainties through multifractal detrending moving-average cross-correlation analysis(MF-X-DMA).The dataset contains the Grains&Oilseeds Index(GOI)and its five subindices for wheat,maize,soyabeans,rice,and barley.Moreover,we use three uncertainty proxies,namely,economic policy uncertainty(EPU),geopolitical risk(GPR),and Volatility Index(VIX).We observe multifractal cross-correlations between agricultural markets and uncertainties.Furthermore,statistical tests reveal that maize has intrinsic joint multifractality with all the uncertainty proxies,highly sensitive to external shocks.Additionally,intrinsic multifractality among GOI-GPR,wheat-GPR,and soyabeans-VIX is illustrated.However,other series have apparent multifractal crosscorrelations with high probabilities.Moreover,our analysis suggests that among the three types of external uncertainties,GPR has the strongest association with grain prices,excluding maize and soyabeans.
基金supported by research projects P23057 and JKK4624004 of Jianghan Oilfield Company,SINOPEC.
文摘The carbonate-rich shale of the Permian Wujiaping Formation in Sichuan Basin exhibits significant heterogeneity in its lithology and pore structure,which directly influence its potential for shale gas extraction.This study assesses the factors that govern pore heterogeneity by analyzing the mineral composition of the shale,as well as its pore types and their multifractal characteristics.Three primary shale facies-siliceous,mixed,and calcareous-are identified based on mineralogy,and their multifractal characteristics reveal strongly heterogeneous pore structures.The brittleness of siliceous shale,rich in quartz and pyrite,is favorable for hydraulic fracturing;while calcareous shale,with higher levels of calcite,exhibits reduced brittleness.Multifractal analysis,using nitrogen adsorption isotherms,reveals complex pore structures across different shale facies,with siliceous shale showing better pore connectivity and uniformity.The types of pores in shales include organic matter pores,interparticle pores,and intraparticle pores,among which organic matter pores are the most abundant.Pore size distribution and connectivity are notably higher in siliceous shale compared to calcareous shale,which exhibit a predominance of micropores and more isolated pore structures.Pore heterogeneity of the carbonate-rich shale in the Wujiaping Formation is primarily governed by its intrinsic mineral composition,carbonate diagenesis,mechanical compaction,and its subsequent thermal maturation with the micro-migration of organic matter.This study highlights the importance of mineral composition,especially the presence of dolomite and calcite,in shaping pore heterogeneity.These findings emphasize the critical role of shale lithofacies and pore structure in optimizing shale gas extraction methods.
基金provided by the National Key R&D Program of China(No.2024YFC3012605)the State Key Laboratory of Geohazard Prevention and Geoenvironment Protection Independent Research Project(Nos.SKLGP2022Z001,SKLGP2023Z029 and SKLGP2022K027)。
文摘Biotite content critically influences rock mechanical behavior and threatens underground engineering stability.Uniaxial compression tests with acoustic emission(AE)monitoring were conducted on granite pegmatite samples having varying biotite content.Peak frequency distribution analysis,rise angleaverage frequency(RA-AF)analysis,multifractal theory,and a dynamic multifractal algorithm were applied to explore the relationship between damage evolution and AE characteristics.Results indicate that increased biotite content reduces uniaxial compressive strength and elastic modulus,enhances plastic deformation,and increases the proportion of shear cracks.The segmented evolution of the dynamic multifractal parameter Δα_(m) is biotite-dependent.Oscillations during the elastic phase signify localized shear crack initiation and propagation;their attenuation in the plastic phase reflects frictional closure along biotite cleavage planes,promoting elastic energy storage and delaying release.AE-based damage models and time-varying signals characterize rock damage progression.Stress concentrations around biotite minerals foster localized shear band formation,leading to concentrated shear failure at lower damage levels.Higher biotite content accelerates crack propagation,while smooth cleavage planes lower the fracture energy threshold,reducing strength and stiffness.These findings enhance understanding of biotite-influenced progressive rock damage and underpin stability monitoring and early-warning systems for underground engineering.
基金supported by the Nagasaki University Global Human Resource Development Scholarship and the Support for Pioneering Research Initiated by the Next Generation.
文摘Understanding the rate-dependent shear behavior of rough joints is crucial.This study explores the ratedependent shear behavior of rough joints through direct shear tests conducted under constant normal stiffness(CNS)boundary conditions,with the shear failure process monitored using acoustic emission(AE)technology.As the shear rate increases,both the peak and ultimate shear stresses of rough joints exhibit a decrease,highlighting a pronounced rate-dependent behavior.Asperity degradation under different shear rates is effectively characterized by normalized AE counts,exhibiting a three-stage Sshaped trend:Stage I(quiescent),Stage II(growth),and Stage III(stable).The simultaneous occurrence of the lowest AE b-value and the highest AE amplitude closely aligns with the moment of peak shear stress.This synchronization suggests that AE events of significant energy are predominantly clustered around the peak shear stress,which critically influences the overall progression of failure.Three failure modes of asperities were categorized,including the biting-off failure mode(BFM),the climbing-sliding failure mode(CFM),and the hybrid biting-off and climbing-sliding failure mode(HFM).Analysis of the multifractal spectra reveals that both the multifractal spectrum width(Δα)and the fractal dimension variability(Δf)diminish as the shear rate increases,suggesting that the complexity of the failure modes is inversely related to the shear rate.With increasing shear rates,the dominant failure mode evolves from BFM to CFM.The research findings facilitate a comprehensive understanding of the ratedependent shear behavior of rough joints,providing valuable guidance for rational support in underground engineering.
基金funding support from the National Natural Science Foundation of China(Grant No.U2034207)the Natural Science Foundation of Hebei Province(Grant No.E2021210099).
文摘Unveiling the underlying physical mechanisms governing the fracture of brittle rocks is imperative for preventing rockbursts.The novelty of this study lies in the analysis of the dynamic response process of rock three-dimensional(3D)deformation under true triaxial stress,and the surge behavior of timedependent multifractal spectrum has been successfully used to warn of progressive failure inside the rock.Firstly,this study analyzed the dynamic adjustment trajectory of rock deformation,specifically lateral strain,within the framework of the Poisson effect.This analysis highlighted the intricate dependence of rock mechanical properties on the intermediate principal stress.Secondly,by defining the crack interval function(ICF),this study compared the disparities between the two crack growth stages(strengthening stage and weakening stage)under varying stress levels.It was found that the fracture activity of granite system has significant multifractal characteristics.Notably,the multifractal spectrum emerges as a valuable tool for characterizing the distinct fracture properties of rocks,encompassing both the crack scale and the associated energy.Finally,a quantitative criterion grounded in the multifractal parameters of the acoustic emission(AE)time series was formulated,and it indicates that the abrupt changes observed in the time-dependent fractal spectra can serve as precursor indicators for the progressive development of rockbursts.
基金Djordje Spasojevic and Svetislav Mijatovic acknowledge the support from the Ministry of Science,TechnologicalDevelopment and Innovation of the Republic of Serbia(Agreement No.451-03-65/2024-03/200162)S.J.ibid.(Agreement No.451-03-65/2024-03/200122)Bosiljka Tadic from the Slovenian Research Agency(program P1-0044).
文摘Disordered ferromagnets with a domain structure that exhibit a hysteresis loop when driven by the external magnetic field are essential materials for modern technological applications.Therefore,the understanding and potential for controlling the hysteresis phenomenon in thesematerials,especially concerning the disorder-induced critical behavior on the hysteresis loop,have attracted significant experimental,theoretical,and numerical research efforts.We review the challenges of the numerical modeling of physical phenomena behind the hysteresis loop critical behavior in disordered ferromagnetic systems related to the non-equilibriumstochastic dynamics of domain walls driven by external fields.Specifically,using the extended Random Field Ising Model,we present different simulation approaches and advanced numerical techniques that adequately describe the hysteresis loop shapes and the collective nature of the magnetization fluctuations associated with the criticality of the hysteresis loop for different sample shapes and varied parameters of disorder and rate of change of the external field,as well as the influence of thermal fluctuations and demagnetizing fields.The studied examples demonstrate how these numerical approaches reveal newphysical insights,providing quantitativemeasures of pertinent variables extracted from the systems’simulated or experimentally measured Barkhausen noise signals.The described computational techniques using inherent scale-invariance can be applied to the analysis of various complex systems,both quantum and classical,exhibiting non-equilibrium dynamical critical point or self-organized criticality.
文摘Using a simple multifractal model based on the model De Wijs, various geochemical map patterns for element concentration values are being simulated. Each pattern is self-similar on the average in that a similar pattern can be derived by application of the multiplicative cascade model used to any small subarea on the pattern. In other experiments, the original, self-similar pattern is distorted by superimposing a 2-dimensional trend pattern and by mixing it with a constant concentration value model. It is investigated how such distortions change the multifractal spectrum estimated by means of the 3-step method of moments. Discrete and continuous frequency distribution models are derived for patterns that satisfy the model of De Wijs. These simulated patterns satisfy a discrete frequency distribution model that as upper bound has a continuous frequency distribution to which it approaches in form when the subdivisions of the multiplicative cascade model are repeated indefinitely. This limiting distribution is lognormal in the center and has Pareto tails. Potentially, this approach has important implications in mineral and oil resource evaluation.
文摘The purpose of this contribution is to highlight four topics of regional and worldwide mineral resource prediction:(1)use of the jackknife for bias elimination in regional mineral potential assessments;(2)estimating total amounts of metal from mineral potential maps;(3)fractal/multifractal modeling of mineral deposit density data in permissive areas;and(4)worldwide and large-areas metal size-frequency distribution modeling.The techniques described in this paper remain tentative because they have not been widely researched and applied in mineral potential studies.Although most of the content of this paper has previously been published,several perspectives for further research are suggested.
文摘AIMTo characterize the human retinal vessel arborisation in normal and amblyopic eyes using multifractal geometry and lacunarity parameters.METHODSMultifractal analysis using a box counting algorithm was carried out for a set of 12 segmented and skeletonized human retinal images, corresponding to both normal (6 images) and amblyopia states of the retina (6 images).RESULTSIt was found that the microvascular geometry of the human retina network represents geometrical multifractals, characterized through subsets of regions having different scaling properties that are not evident in the fractal analysis. Multifractal analysis of the amblyopia images (segmented and skeletonized versions) show a higher average of the generalized dimensions (D<sub>q</sub>) for q=0, 1, 2 indicating a higher degree of the tree-dimensional complexity associated with the human retinal microvasculature network whereas images of healthy subjects show a lower value of generalized dimensions indicating normal complexity of biostructure. On the other hand, the lacunarity analysis of the amblyopia images (segmented and skeletonized versions) show a lower average of the lacunarity parameter Λ than the corresponding values for normal images (segmented and skeletonized versions).CONCLUSIONThe multifractal and lacunarity analysis may be used as a non-invasive predictive complementary tool to distinguish amblyopic subjects from healthy subjects and hence this technique could be used for an early diagnosis of patients with amblyopia.
文摘We investigate the approximating capability of Markov modulated Poisson processes (MMPP) for modeling multifractal Internet traffic. The choice of MMPP is motivated by its ability to capture the variability and correlation in moderate time scales while being analytically tractable. Important statistics of traffic burstiness are described and a customized moment-based fitting procedure of MMPP to traffic traces is presented. Our methodology of doing this is to examine whether the MMPP can be used to predict the performance of a queue to which MMPP sample paths and measured traffic traces are fed for comparison respectively, in addition to the goodness-of-fit test of MMPP. Numerical results and simulations show that the fitted MMPP can approximate multifractal traffic quite well, i.e. accurately predict the queueing performance.
文摘A new kind of multifractal is constructed by fractional Fourier transform of Cantor sets. The wavelet transform modulus maxima method is applied to calculate the singularity spectrum under an operational definition of multifractal. In particular, an analysing procedure to determine the spectrum is suggested for practice. Nonanalyticities of singularity spectra or phase transitions are discovered, which are interpreted as some indications on the range of Boltzmann temperature q, on which the scaling relation of partition function holds.
文摘The manuscript attempts to explore the periodicity in the distribution of galaxies in the recently reported Saraswati supercluster and the Stripe 82 region containing it as an example.The report of 120 Mpc periodicity in the Abell galaxy clusters by power spectrum analysis is the motivation behind the study.The power spectral analysis across the central part of the Stripe 82 region shows a periodic variation of 3.09°or 71 Mpc in fractal dimension whereas an average angular periodicity of 3.45°or 94 Mpc is observed across the Stripe 82 region.This refers to the periodicity of complexity or cluster density of galaxy distribution.The texture of the distribution pattern understood through lacunarity analysis indicates a near symmetric distribution.Fractal dimensions like box-counting dimension,information dimension and correlation dimension are also found through multifractal analysis.While the information dimension tells about the distribution density of galactic points,the correlation dimension details the distribution of galaxies in the neighbourhood.
基金supported by the National Natural Science Foundation of China(Grant No.41202110)Open Fund of State Key Laboratory of Oil and Gas Reservoir Geology and Exploitation(Southwest Petroleum University)(Grant No.PLN201612)+1 种基金the Applied Basic Research Projects in Sichuan Province(Grant No.2015JY0200)Open Fund Project from Sichuan Key Laboratory of Natural Gas Geology(Grant No.2015trqdz07)
文摘Pore structure characteristics are important to oil and gas exploration in complex low-permeability reservoirs. Using multifractal theory and nuclear magnetic resonance （NMR）, we studied the pore structure of low-permeability sandstone rocks from the 4th Member （Es4） of the Shahejie Formation in the south slope of the Dongying Sag. We used the existing pore structure data from petrophysics, core slices, and mercury injection tests to classify the pore structure into three categories and five subcategories. Then, the T2 spectra of samples with different pore structures were interpolated, and the one- and three-dimensional fractal dimensions and the multifractal spectrum were obtained. Parameters a （intensity of singularity） andf（a） （density of distribution） were extracted from the multifractal spectra. The differences in the three fractal dimensions suggest that the pore structure types correlate with a andf（a）. The results calculated based on the multifractal spectrum is consistent with that of the core slices and mercury injection. Finally, the proposed method was applied to an actual logging profile to evaluate the pore structure of low-permeability sandstone reservoirs.
文摘We have investigated the Nu Calm Transcutaneous Vagus Nerve Stimulation device of the NuCalm Solace Lifesciences founding that it gives a multifractal output. A diminishing fractal/multifractal HRV is consistently reported in literature as related to a serious Autonomic Nervous System (ANS) dysfunction that of course we observe in several psychological and psychiatric disorders. Therefore, we suggest the investigators to apply such a device in subjects affected from anxiety, depression and stress using the method of inducing tVNS stimulation.
基金financially funded by the National Key R&D Program of China(No.2016YFC0600501)the Natural Science Foundation of China(Nos.41572315,41872250)the Fundamental Research Funds for the Central Universities,China University of Geosciences(Wuhan)(No.CUG170104)
文摘Shale gas resources have been regarded as a viable energy source, and it is of great significance to characterize the shale composition of different cements, such as quartz and dolomite. In this research, chemical analysis and the multifractal method have been used to study the mineral compositions and petrophysical structures of cements in shale samples from the Longmaxi Formation, China. X-ray diffraction, electron microprobe, field emission scanning electron microscopy, cathodoluminescence microscopy and C-O isotope analyses confirmed that cements in the Longmaxi Formation shales are mainly composed of Fe-bearing dolomite and quartz. Fe-bearing dolomite cements concentrate around dolomite as annuli, filling micron-sized inorganic primary pores. Quartz cements in the form of nanoparicles fill primary inter-crystalline pores among clay minerals. Theoretical calculation shows that the Fe-bearing dolomite cements formed slightly earlier than the quartz cements, but both were related to diagenetic illitization of smectite. Moreover, multifractal analysis reveals that the quartz cements are more irregularly distributed in pores than the Fe-bearing dolomite cements. These results suggest that the plugging effect of the quartz cements on the primary inoraganic pore structures is the dominant factor resulting in low interconnected porosity of shales, which are unfavorable for the enrichment of shale gas.
