Scaling properties of a percolation model with long-range correlations

1996 ◽  
Vol 54 (4) ◽  
pp. 3870-3880 ◽  
Author(s):  
Muhammad Sahimi ◽  
Sumit Mukhopadhyay
Mathematics ◽  
2020 ◽  
Vol 8 (3) ◽  
pp. 441 ◽  
Author(s):  
Maria C. Mariani ◽  
Peter K. Asante ◽  
Md Al Masum Bhuiyan ◽  
Maria P. Beccar-Varela ◽  
Sebastian Jaroszewicz ◽  
...  

In this study, we use the Diffusion Entropy Analysis (DEA) to analyze and detect the scaling properties of time series from both emerging and well established markets as well as volcanic eruptions recorded by a seismic station, both financial and volcanic time series data have high frequencies. The objective is to determine whether they follow a Gaussian or Lévy distribution, as well as establish the existence of long-range correlations in these time series. The results obtained from the DEA technique are compared with the Hurst R/S analysis and Detrended Fluctuation Analysis (DFA) methodologies. We conclude that these methodologies are effective in classifying the high frequency financial indices and volcanic eruption data—the financial time series can be characterized by a Lévy walk while the volcanic time series is characterized by a Lévy flight.


2016 ◽  
Vol 71 (1) ◽  
pp. 33-43 ◽  
Author(s):  
An Zhao ◽  
Ning-de Jin ◽  
Ying-yu Ren ◽  
Lei Zhu ◽  
Xia Yang

AbstractIn this article we apply an approach to identify the oil–gas–water three-phase flow patterns in vertical upwards 20 mm inner-diameter pipe based on the conductance fluctuating signals. We use the approach to analyse the signals with long-range correlations by decomposing the signal increment series into magnitude and sign series and extracting their scaling properties. We find that the magnitude series relates to nonlinear properties of the original time series, whereas the sign series relates to the linear properties. The research shows that the oil–gas–water three-phase flows (slug flow, churn flow, bubble flow) can be classified by a combination of scaling exponents of magnitude and sign series. This study provides a new way of characterising linear and nonlinear properties embedded in oil–gas–water three-phase flows.


Atmosphere ◽  
2021 ◽  
Vol 12 (6) ◽  
pp. 733
Author(s):  
Fabio Lepreti ◽  
Vincenzo Carbone ◽  
Antonio Vecchio

The long-range correlations associated with the presence of persistence are investigated by applying the detrended fluctuation analysis (DFA) on three different proxies of long-term solar activity. The considered datasets are a sunspot number reconstruction (SNR04) obtained from the atmospheric activity of the cosmogenic isotope 14C derived from tree rings, a total solar irradiance reconstruction (TSIR12) obtained from several 10Be ice core records from Greenland and Antarctica in combination with the global record of 14C in tree rings and a new multi-proxy sunspot number reconstruction (SNR18), also derived from 10Be datasets and the global 14C production series. The DFA scaling exponents found for the three time series are similar (lying in the range between 0.70 and 0.77) and the scaling ranges are comparable. These results indicate the presence of long-range correlations with persistence, in substantial agreement with the findings of previous studies carried out on other solar activity indices and proxies.


2021 ◽  
Vol 813 ◽  
pp. 136036
Author(s):  
A.M. Sirunyan ◽  
A. Tumasyan ◽  
W. Adam ◽  
F. Ambrogi ◽  
T. Bergauer ◽  
...  

2021 ◽  
Vol 104 (1) ◽  
Author(s):  
Debankur Das ◽  
Pappu Acharya ◽  
Kabir Ramola

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