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Concept

Hurst exponent

Related publications (15)

Roughness Evolution Induced by Third-Body Wear

Jean-François Molinari, Tobias Brink, Antonio Joaquin Garcia Suarez

Surface roughness is a key factor when it comes to friction and wear, as well as to other physical properties. These phenomena are controlled by mechanisms acting at small scales, in which the topography of apparently flat surfaces is revealed. Roughness i ...

2024

On the Spatial Distribution of Temporal Complexity in Resting State and Task Functional MRI

Dimitri Nestor Alice Van De Ville, Maria Giulia Preti, Enrico Amico, Raphaël Pierre Liégeois, Amir Hossein Omidvarnia

Measuring the temporal complexity of functional MRI (fMRI) time series is one approach to assess how brain activity changes over time. In fact, hemodynamic response of the brain is known to exhibit critical behaviour at the edge between order and disorder. ...

MDPI2022

The probability of intransitivity in dice and close elections

Jan Hazla

We study the phenomenon of intransitivity in models of dice and voting. First, we follow a recent thread of research for n-sided dice with pairwise ordering induced by the probability, relative to 1/2, that a throw from one die is higher than the other. We ...

2020

The role of the roughness spectral breadth in elastic contact of rough surfaces

Jean-François Molinari, Guillaume Anciaux, Vladislav Yastrebov

We study frictionless and non-adhesive contact between elastic half-spaces with self-affine surfaces. Using a recently suggested corrective technique, we ensure an unprecedented accuracy in computation of the true contact area evolution under increasing pr ...

2017

Feynman-Kac representation for the parabolic Anderson model driven by fractional noise

Thomas Mountford, Kamran Kalbasi

We consider the parabolic Anderson model driven by fractional noise: partial derivative/partial derivative t u(t,x) = k Delta u(t,x) + u(t,x)partial derivative/partial derivative t W(t,x) x is an element of Z(d), t >= 0, where k > 0 is a diffusion constant ...

Academic Press Inc Elsevier Science2015

Discrete stochastic heat equation driven by fractional noise : Feynman-Kac representation and asymptotic behavior

Kamran Kalbasi

We consider the parabolic Anderson model on

\mathbb{Z}^d

driven by fractional noise. We prove that it has a mild solution given by Feynman-Kac representation which coincides with the partition function of a directed polymer in a fractional Brownian envir ...

EPFL2014

Accounting for inertia effects to access the high-frequency microrheology of viscoelastic fluids

László Forró, Sylvia Jeney, Elena Bertseva

We study the Brownian motion of microbeads immersed in water and in a viscoelastic wormlike micelles solution by optical trapping interferometry and diffusing wave spectroscopy. Through the mean-square displacement obtained from both techniques, we deduce ...

Amer Physical Soc2014

Fractional Brownian motion and anomalous diffusion in vibrated granular materials

Daniele Mari, Gérard Gremaud, Alessandro Luigi Sellerio

We propose a new approach to the study of diffusion dynamics in vibrated granular systems. The dynamic of a granular material is mainly defined by dry friction interactions. This type of interaction is difficult to model for a large quantity of particles. ...

2012

Towards the Glass Transition in Vibrated Granular Matter

Alessandro Luigi Sellerio

Granular materials are large sets of macroscopic particles that interact solely via contact forces. The static behavior depends on the contact network and on the surface friction forces between grains; when they are set in motion (typically by vibrations) ...

EPFL2012

The autocorrelation function for island areas on self-affine surfaces

Jean-François Molinari, Guillaume Anciaux, Srinivasa Babu Ramisetti

The spatial distribution of regions that lie above contours of constant height through a self-affine surface is studied as a function of the Hurst exponent H. If the surface represents a landscape, these regions correspond to islands. When the surface repr ...

2011

Fractional Brownian Models For Vector Field Data

Michaël Unser, Pouya Dehghani Tafti

In this note we introduce a vector generalization of fractional Brownian motion. Our definition takes into account directional properties of vector fields-such as divergence, rotational behaviour, and interactions with coordinate transformations-that have ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2010

Fractal Modelling And Analysis Of Flow-Field Images

Michaël Unser, Ricard Delgado Gonzalo, Pouya Dehghani Tafti

We introduce stochastic models for flow fields with parameters that dictate the scale-dependent (self-similar) character of the field and control the balance between its rotational vs compressive behaviour. The development of our models is motivated by the ...

Ieee Service Center, 445 Hoes Lane, Po Box 1331, Piscataway, Nj 08855-1331 Usa2010

Time-Intensity Superposition for Photoinitiated Polymerization of Fluorinated and Hyperbranched Acrylate Nanocomposites

Jan-Anders Edvin Maansson, Yves Leterrier, Sara Dalle Vacche, Valérie Geiser

The validity of the time-intensity superposition principle for the photoinitiated polymerization of nanocomposites based on a monofunctional fluorinated acrylate and on a multifunctional hyperbranched polyether acrylate was investigated in this work. Maste ...

2010

Holder properties of local times for fractional Brownian motions

Thomas Mountford

We study the local times of fractional Brownian motions for all temporal dimensions, N, spatial dimensions d and Hurst parameters H for which local times exist. We establish a Holder continuity result that is a refinement of Xiao (Probab Th Rel Fields 109: ...

Springer-Verlag2009

Invariances, Laplacian-Like Wavelet Bases, and the Whitening of Fractal Processes

Michaël Unser, Dimitri Nestor Alice Van De Ville, Pouya Dehghani Tafti

In this contribution, we study the notion of affine invariance (specifically, invariance to the shifting, scaling, and rotation of the coordinate system) as a starting point for the development of mathematical tools and approaches useful in the characteriz ...

IEEE2009

Related publications (15)

\mathbb{Z}^d

EPFL2014