Intermittency is a basic feature of fully developed turbulence, for both velocity and passive scalars. Intermittency is classically characterized by Eulerian scaling exponent of structure functions. The same approach can be used in a Lagrangian framework to characterize the temporal intermittency of the velocity and passive scalar concentration of a an element of fluid advected by a turbulent i...

We apply a simple method to provide explicit expressions for different scaling exponents in intermittent fully developed turbulence, that before were only given through a Legendre transform. This includes predictability exponents for infinitesimal and non infinitesimal perturbations, Lagrangian velocity exponents, and dispersion exponents. We obtain also new results concerning inverse statistic...

The multifractal analysis of disorder induced localization-delocalization transitions is reviewed. Scaling properties of this transition are generic for multi parameter coherent systems which show broadly distributed observables at criticality. The multifractal analysis of local measures is extended to more general observables including scaling variables such as the conductance in the localizat...

We study spontaneous imbibition using a phase field model in a two-dimensional system with a dichotomic quenched noise. By imposing a constant pressure mu(a)<0 at the origin, we study the case when the interface advances at low velocities, obtaining the scaling exponents z=3.0+/-0.1, alpha=1.50+/-0.02, and alpha(loc)=0.95+/-0.03 within the intrinsic anomalous scaling scenario. These results are...

The purpose of this paper is to compare the characteristics of EEGs, which typically exhibit non-stationarity and long-range correlations, by calculating its scaling exponents in between sleep apnea and the normal conditions. Detrended fluctuation analysis (DFA), which is suitable for non-stationary time series, is used to analyze the fluctuation of the EEG dynamics by calculating its scaling e...

We present an extension of the Kármám-Howarth theorem to the Lagrangian averaged magnetohydrodynamic (LAMHD−α) equations. The scaling laws resulting as a corollary of this theorem are studied in numerical simulations, as well as the scaling of the longitudinal structure function exponents indicative of intermittency. Numerical simulations are presented both for freely decaying and for forced tw...

Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the standard deviation; scaling exponents describe how dispersions change with the time scale. Intermittency has been defined as a difference between two scaling exp...

In this paper the diffusion entropy technique is applied to investigate the scaling behavior of financial markets. The scaling behaviors of four representative stock markets, Dow Jones Industrial Average, Standard&Poor 500, Heng Seng Index, and Shang Hai Stock Synthetic Index, are almost the same; with the scale-invariance exponents all in the interval 1⁄20:92; 0:95 . We also estimate the local...

The universality of intermittency in hydrodynamic turbulence is considered based on a recent model for the velocity gradient tensor evolution. Three possible versions of the model are investigated differing in the assumed correlation time-scale and forcing strength. Numerical tests show that the same (universal) anomalous relative scaling exponents are obtained for the three model variants. It ...

The common assumption of universal behavior in stock market data can sometimes lead to false conclusions. In statistical physics, the Hurst exponents characterizing long-range correlations are often closely related to universal exponents. We show, that in the case of time series of the traded value, these Hurst exponents increase logarithmically with company size, and thus are non-universal. Mo...