Multifractal analysis of the pore- and solid-phases in binary two-dimensional images of natural porous structures

We use multifractal analysis (MFA) to investigate how the Rényi dimensions of the solid mass and the pore space in porous structures are related to each other. To our knowledge, there is no investigation about the relationship of Rényi or generalized dimensions of two phases of the same structure.

A Program for Fractal and Multifractal Analysis of Two-Dimensional Binary Images. Computer Algorithms versus Mathematical Theory.

In this paper we present a tool to carry out the multifractal analysis of binary, two-dimensional images through the calculation of the Rényi D(q) dimensions and associated statistical regressions. The estimation of a (mono)fractal dimension corresponds to the special case where the moment order is q = 0.

Robust regression applied to fractal/multifractal analysis.

Fractal and multifractal are concepts that have grown increasingly popular in recent years in the soil analysis, along with the development of fractal models. One of the common steps is to calculate the slope of a linear fit commonly using least squares method. This shouldn?t be a special problem, however, in many situations using experimental data the researcher has to select the range of scales at which is going to work neglecting the rest of points to achieve the best linearity that in this type of analysis is necessary. Robust regression is a form of regression analysis designed to circumvent some limitations of traditional parametric and non-parametric methods. In this method we don?t have to assume that the outlier point is simply an extreme observation drawn from the tail of a normal distribution not compromising the validity of the regression results. In this work we have evaluated the capacity of robust regression to select the points in the experimental data used trying to avoid subjective choices. Based on this analysis we have developed a new work methodology that implies two basic steps: ? Evaluation of the improvement of linear fitting when consecutive points are eliminated based on R pvalue. In this way we consider the implications of reducing the number of points. ? Evaluation of the significance of slope difference between fitting with the two extremes points and fitted with the available points. We compare the results applying this methodology and the common used least squares one. The data selected for these comparisons are coming from experimental soil roughness transect and simulated based on middle point displacement method adding tendencies and noise. The results are discussed indicating the advantages and disadvantages of each methodology.

Multifractal portrayal of the Swiss population

Fractal geometry is a fundamental approach for describing the complex irregularities of the spatial structure of point patterns. The present research characterizes the spatial structure of the Swiss population distribution in the three Swiss geographical regions (Alps, Plateau and Jura) and at the entire country level. These analyses were carried out using fractal and multifractal measures for point patterns, which enabled the estimation of the spatial degree of clustering of a distribution at different scales. The Swiss population dataset is presented on a grid of points and thus it can be modelled as a "point process" where each point is characterized by its spatial location (geometrical support) and a number of inhabitants (measured variable). The fractal characterization was performed by means of the box-counting dimension and the multifractal analysis was conducted through the Renyi's generalized dimensions and the multifractal spectrum. Results showed that the four population patterns are all multifractals and present different clustering behaviours. Applying multifractal and fractal methods at different geographical regions and at different scales allowed us to quantify and describe the dissimilarities between the four structures and their underlying processes. This paper is the first Swiss geodemographic study applying multifractal methods using high resolution data.

Application of the microcanonical multifractal formalism to monofractal systems

The design of appropriate multifractal analysis algorithms, able to correctly characterize the scaling properties of multifractal systems from experimental, discretized data, is a major challenge in the study of such scale invariant systems. In the recent years, a growing interest for the application of the microcanonical formalism has taken place, as it allows a precise localization of the fractal components as well as a statistical characterization of the system. In this paper, we deal with the specific problems arising when systems that are strictly monofractal are analyzed using some standard microcanonical multifractal methods. We discuss the adaptations of these methods needed to give an appropriate treatment of monofractal systems.

Multifractal characterization of saprolite particle-size distributions after topsoil removal

Multifractal analysis is now increasingly used to characterize soil properties as it may provide more information than a single fractal model. During the building of a large reservoir on the Parana River (Brazil), a highly weathered soil profile was excavated to a depth between 5 and 8 m. Excavation resulted in an abandoned area with saprolite materials and, in this area, an experimental field was established to assess the effectiveness of different soil rehabilitation treatments. The experimental design consisted of randomized blocks. The aim of this work was to characterize particle-size distributions of the saprolite material and use the information obtained to assess between-block variability. Particle-size distributions of the experimental plots were characterized by multifractal techniques. Ninety-six soil samples were analyzed routinely for particle-size distribution by laser diffractometry in a range of scales, varying from 0.390 to 2000 mu m. Six different textural classes (USDA) were identified with a clay content ranging from 16.9% to 58.4%. Multifractal models described reasonably well the scaling properties of particle-size distributions of the saprolite material. This material exhibits a high entropy dimension, D-1. Parameters derived from the left side (q > 0) of the f(alpha) spectra, D-1, the correlation dimension (D-2) and the range (alpha(0)-alpha(q+)), as well as the total width of the spectra (alpha(max) - alpha(min)) all showed dependence on the clay content. Sand, silt and clay contents were significantly different among treatments as a consequence of soil intrinsic variability. The D, and the Holder exponent of order zero, alpha(0), were not significantly different between treatments; in contrast, D-2 and several fractal attributes describing the width of the f(alpha) spectra were significantly different between treatments. The only parameter showing significant differences between sampling depths was (alpha(0) - alpha(q+)). Scale independent fractal attributes may be useful for characterizing intrinsic particle-size distribution variability. (c) 2006 Elsevier B.V. All rights reserved.

Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Significado empírico de la multifractalidad de la precipitación

El objetivo central de la presente investigación es profundizar la interpretación de los parámetros multifractales en el caso de las series de precipitación. Para ello se aborda, en primer lugar, la objetivación de la selección de la parte lineal de las curvas log-log que se encuentra en la base de los métodos de análisis fractal y multifractal; y, en segundo lugar, la generación de series artificiales de precipitación, con características similares a las reales, que permitan manipular los datos y evaluar la influencia de las modificaciones controladas de las series en los resultados de los parámetros multifractales derivados. En cuanto al problema de la selección de la parte lineal de las curvas log-log se desarrollaron dos métodos: a. Cambio de tendencia, que consiste en analizar el cambio de pendiente de las rectas ajustadas a dos subconjuntos consecutivos de los datos. b. Eliminación de casos, que analiza la mejora en el p-valor asociado al coeficiente de correlación al eliminar secuencialmente los puntos finales de la regresión. Los resultados obtenidos respecto a la regresión lineal establecen las siguientes conclusiones: - La metodología estadística de la regresión muestra la dificultad para encontrar el valor de la pendiente de tramos rectos de curvas en el procedimiento base del análisis fractal, indicando que la toma de decisión de los puntos a considerar redunda en diferencias significativas de las pendientes encontradas. - La utilización conjunta de los dos métodos propuestos ayuda a objetivar la toma de decisión sobre la parte lineal de las familias de curvas en el análisis fractal, pero su utilidad sigue dependiendo del número de datos de que se dispone y de las altas significaciones que se obtienen. En cuanto al significado empírico de los parámetros multifratales de la precipitación, se han generado 19 series de precipitación por medio de un simulador de datos diarios en cascada a partir de estimaciones anuales y mensuales, y en base a estadísticos reales de 4 estaciones meteorológicas españolas localizadas en un gradiente de NW a SE. Para todas las series generadas, se calculan los parámetros multifractales siguiendo la técnica de estimación de la DTM (Double Trace Moments - Momentos de Doble Traza) desarrollado por Lavalle et al. (1993) y se observan las modificaciones producidas. Los resultados obtenidos arrojaron las siguientes conclusiones: - La intermitencia, C1, aumenta al concentrar las precipitaciones en menos días, al hacerla más variable, o al incrementar su concentración en los días de máxima, mientras no se ve afectado por la modificación en la variabilidad del número de días de lluvia. - La multifractalidad, α, se ve incrementada con el número de días de lluvia y la variabilidad de la precipitación, tanto anual como mensual, así como también con la concentración de precipitación en el día de máxima. - La singularidad probable máxima, γs, se ve incrementada con la concentración de la lluvia en el día de precipitación máxima mensual y la variabilidad a nivel anual y mensual. - El grado no- conservativo, H, depende del número de los días de lluvia que aparezcan en la serie y secundariamente de la variabilidad general de la lluvia. - El índice de Hurst generalizado se halla muy ligado a la singularidad probable máxima. ABSTRACT The main objective of this research is to interpret the multifractal parameters in the case of precipitation series from an empirical approach. In order to do so the first proposed task was to objectify the selection of the linear part of the log-log curves that is a fundamental step of the fractal and multifractal analysis methods. A second task was to generate precipitation series, with real like features, which allow evaluating the influence of controlled series modifications on the values of the multifractal parameters estimated. Two methods are developed for selecting the linear part of the log-log curves in the fractal and multifractal analysis: A) Tendency change, which means analyzing the change in slope of the fitted lines to two consecutive subsets of data. B) Point elimination, which analyzes the improvement in the p- value associated to the coefficient of correlation when the final regression points are sequentially eliminated. The results indicate the following conclusions: - Statistical methodology of the regression shows the difficulty of finding the slope value of straight sections of curves in the base procedure of the fractal analysis, pointing that the decision on the points to be considered yield significant differences in slopes values. - The simultaneous use of the two proposed methods helps to objectify the decision about the lineal part of a family of curves in fractal analysis, but its usefulness are still depending on the number of data and the statistical significances obtained. Respect to the empiric meaning of the precipitation multifractal parameters, nineteen precipitation series were generated with a daily precipitation simulator derived from year and month estimations and considering statistics from actual data of four Spanish rain gauges located in a gradient from NW to SE. For all generated series the multifractal parameters were estimated following the technique DTM (Double Trace Moments) developed by Lavalle et al. (1993) and the variations produced considered. The results show the following conclusions: 1. The intermittency, C1, increases when precipitation is concentrating for fewer days, making it more variable, or when increasing its concentration on maximum monthly precipitation days, while it is not affected due to the modification in the variability in the number of days it rained. 2. Multifractility, α, increases with the number of rainy days and the variability of the precipitation, yearly as well as monthly, as well as with the concentration of precipitation on the maximum monthly precipitation day. 3. The maximum probable singularity, γs, increases with the concentration of rain on the day of the maximum monthly precipitation and the variability in yearly and monthly level. 4. The non-conservative degree, H’, depends on the number of rainy days that appear on the series and secondly on the general variability of the rain. 5. The general Hurst index is linked to the maximum probable singularity.

Erratum: Suppression of localization in kronig-penney models with correlated disorder (Vol. 49, PG 147, 1994)

We consider the electron dynamics and transport properties of one-dimensional continuous models with random, short-range correlated impurities. We develop a generalized Poincare map formalism to cast the Schrodinger equation for any potential into a discrete set of equations, illustrating its application by means of a specific example. We then concentrate on the case of a Kronig-Penney model with dimer impurities. The previous technique allows us to show that this model presents infinitely many resonances (zeroes of the reflection coefficient at a single dimer) that give rise to a band of extended states, in contradiction with the general viewpoint that all one-dimensional models with random potentials support only localized states. We report on exact transfer-matrix numerical calculations of the transmission coefFicient, density of states, and localization length for various strengths of disorder. The most important conclusion so obtained is that this kind of system has a very large number of extended states. Multifractal analysis of very long systems clearly demonstrates the extended character of such states in the thermodynamic limit. In closing, we brieBy discuss the relevance of these results in several physical contexts.

The multipoint Morisita index for the analysis of spatial patterns

In many fields, the spatial clustering of sampled data points has many consequences. Therefore, several indices have been proposed to assess the level of clustering affecting datasets (e.g. the Morisita index, Ripley's Kfunction and Rényi's generalized entropy). The classical Morisita index measures how many times it is more likely to select two measurement points from the same quadrats (the data set is covered by a regular grid of changing size) than it would be in the case of a random distribution generated from a Poisson process. The multipoint version (k-Morisita) takes into account k points with k >= 2. The present research deals with a new development of the k-Morisita index for (1) monitoring network characterization and for (2) detection of patterns in monitored phenomena. From a theoretical perspective, a connection between the k-Morisita index and multifractality has also been found and highlighted on a mathematical multifractal set.

Multifractal portrayal of the distribution of the Swiss population

The present research studies the spatial patterns of the distribution of the Swiss population (DSP). This description is carried out using a wide variety of global spatial structural analysis tools such as topological, statistical and fractal measures, which enable the estimation of the spatial degree of clustering of a point pattern. A particular attention is given to the analysis of the multifractality to characterize the spatial structure of the DSP at different scales. This will be achieved by measuring the generalized q-dimensions and the singularity spectrum. This research is based on high quality data of the Swiss Population Census of the Year 2000 at a hectometric resolution (grid 100 x 100 m) issued by the Swiss Federal Statistical Office (FSO).

Analysis of space-time environmental data in complex regions

This thesis develops a comprehensive and a flexible statistical framework for the analysis and detection of space, time and space-time clusters of environmental point data. The developed clustering methods were applied in both simulated datasets and real-world environmental phenomena; however, only the cases of forest fires in Canton of Ticino (Switzerland) and in Portugal are expounded in this document. Normally, environmental phenomena can be modelled as stochastic point processes where each event, e.g. the forest fire ignition point, is characterised by its spatial location and occurrence in time. Additionally, information such as burned area, ignition causes, landuse, topographic, climatic and meteorological features, etc., can also be used to characterise the studied phenomenon. Thereby, the space-time pattern characterisa- tion represents a powerful tool to understand the distribution and behaviour of the events and their correlation with underlying processes, for instance, socio-economic, environmental and meteorological factors. Consequently, we propose a methodology based on the adaptation and application of statistical and fractal point process measures for both global (e.g. the Morisita Index, the Box-counting fractal method, the multifractal formalism and the Ripley's K-function) and local (e.g. Scan Statistics) analysis. Many measures describing the space-time distribution of environmental phenomena have been proposed in a wide variety of disciplines; nevertheless, most of these measures are of global character and do not consider complex spatial constraints, high variability and multivariate nature of the events. Therefore, we proposed an statistical framework that takes into account the complexities of the geographical space, where phenomena take place, by introducing the Validity Domain concept and carrying out clustering analyses in data with different constrained geographical spaces, hence, assessing the relative degree of clustering of the real distribution. Moreover, exclusively to the forest fire case, this research proposes two new methodologies to defining and mapping both the Wildland-Urban Interface (WUI) described as the interaction zone between burnable vegetation and anthropogenic infrastructures, and the prediction of fire ignition susceptibility. In this regard, the main objective of this Thesis was to carry out a basic statistical/- geospatial research with a strong application part to analyse and to describe complex phenomena as well as to overcome unsolved methodological problems in the characterisation of space-time patterns, in particular, the forest fire occurrences. Thus, this Thesis provides a response to the increasing demand for both environmental monitoring and management tools for the assessment of natural and anthropogenic hazards and risks, sustainable development, retrospective success analysis, etc. The major contributions of this work were presented at national and international conferences and published in 5 scientific journals. National and international collaborations were also established and successfully accomplished. -- Cette thèse développe une méthodologie statistique complète et flexible pour l'analyse et la détection des structures spatiales, temporelles et spatio-temporelles de données environnementales représentées comme de semis de points. Les méthodes ici développées ont été appliquées aux jeux de données simulées autant qu'A des phénomènes environnementaux réels; nonobstant, seulement le cas des feux forestiers dans le Canton du Tessin (la Suisse) et celui de Portugal sont expliqués dans ce document. Normalement, les phénomènes environnementaux peuvent être modélisés comme des processus ponctuels stochastiques ou chaque événement, par ex. les point d'ignition des feux forestiers, est déterminé par son emplacement spatial et son occurrence dans le temps. De plus, des informations tels que la surface bru^lée, les causes d'ignition, l'utilisation du sol, les caractéristiques topographiques, climatiques et météorologiques, etc., peuvent aussi être utilisées pour caractériser le phénomène étudié. Par conséquent, la définition de la structure spatio-temporelle représente un outil puissant pour compren- dre la distribution du phénomène et sa corrélation avec des processus sous-jacents tels que les facteurs socio-économiques, environnementaux et météorologiques. De ce fait, nous proposons une méthodologie basée sur l'adaptation et l'application de mesures statistiques et fractales des processus ponctuels d'analyse global (par ex. l'indice de Morisita, la dimension fractale par comptage de boîtes, le formalisme multifractal et la fonction K de Ripley) et local (par ex. la statistique de scan). Des nombreuses mesures décrivant les structures spatio-temporelles de phénomènes environnementaux peuvent être trouvées dans la littérature. Néanmoins, la plupart de ces mesures sont de caractère global et ne considèrent pas de contraintes spatiales com- plexes, ainsi que la haute variabilité et la nature multivariée des événements. A cet effet, la méthodologie ici proposée prend en compte les complexités de l'espace géographique ou le phénomène a lieu, à travers de l'introduction du concept de Domaine de Validité et l'application des mesures d'analyse spatiale dans des données en présentant différentes contraintes géographiques. Cela permet l'évaluation du degré relatif d'agrégation spatiale/temporelle des structures du phénomène observé. En plus, exclusif au cas de feux forestiers, cette recherche propose aussi deux nouvelles méthodologies pour la définition et la cartographie des zones périurbaines, décrites comme des espaces anthropogéniques à proximité de la végétation sauvage ou de la forêt, et de la prédiction de la susceptibilité à l'ignition de feu. A cet égard, l'objectif principal de cette Thèse a été d'effectuer une recherche statistique/géospatiale avec une forte application dans des cas réels, pour analyser et décrire des phénomènes environnementaux complexes aussi bien que surmonter des problèmes méthodologiques non résolus relatifs à la caractérisation des structures spatio-temporelles, particulièrement, celles des occurrences de feux forestières. Ainsi, cette Thèse fournit une réponse à la demande croissante de la gestion et du monitoring environnemental pour le déploiement d'outils d'évaluation des risques et des dangers naturels et anthro- pogéniques. Les majeures contributions de ce travail ont été présentées aux conférences nationales et internationales, et ont été aussi publiées dans 5 revues internationales avec comité de lecture. Des collaborations nationales et internationales ont été aussi établies et accomplies avec succès.

Pecolação em uma rede multifractal

In this work we present the principal fractals, their caracteristics, properties abd their classification, comparing them to Euclidean Geometry Elements. We show the importance of the Fractal Geometry in the analysis of several elements of our society. We emphasize the importance of an appropriate definition of dimension to these objects, because the definition we presently know doesn t see a satisfactory one. As an instrument to obtain these dimentions we present the Method to count boxes, of Hausdorff- Besicovich and the Scale Method. We also study the Percolation Process in the square lattice, comparing it to percolation in the multifractal subject Qmf, where we observe som differences between these two process. We analize the histogram grafic of the percolating lattices versus the site occupation probability p, and other numerical simulations. And finaly, we show that we can estimate the fractal dimension of the percolation cluster and that the percolatin in a multifractal suport is in the same universality class as standard percolation. We observe that the area of the blocks of Qmf is variable, pc is a function of p which is related to the anisotropy of Qmf

Structure function and Multifractal spectrum applied to Digital Elevation Model

A Digital Elevation Model (DEM) provides the information basis used for many geographic applications such as topographic and geomorphologic studies, landscape through GIS (Geographic Information Systems) among others. The DEM capacity to represent Earth?s surface depends on the surface roughness and the resolution used. Each DEM pixel depends on the scale used characterized by two variables: resolution and extension of the area studied. DEMs can vary in resolution and accuracy by the production method, although there are statistical characteristics that keep constant or very similar in a wide range of scales. Based on this property, several techniques have been applied to characterize DEM through multiscale analysis directly related to fractal geometry: multifractal spectrum and the structure function. The comparison of the results by both methods is discussed. The study area is represented by a 1024 x 1024 data matrix obtained from a DEM with a resolution of 10 x 10 m each point, which correspond with a region known as ?Monte de El Pardo? a property of Spanish National Heritage (Patrimonio Nacional Español) of 15820 Ha located to a short distance from the center of Madrid. Manzanares River goes through this area from North to South. In the southern area a reservoir is found with a capacity of 43 hm3, with an altitude of 603.3 m till 632 m when it is at the highest capacity. In the middle of the reservoir the minimum altitude of this area is achieved.

Computer simulation of the interplay between fractal structures and surrounding heterogeneous multifractal distributions. Applications

In a large number of physical, biological and environmental processes interfaces with high irregular geometry appear separating media (phases) in which the heterogeneity of constituents is present. In this work the quantification of the interplay between irregular structures and surrounding heterogeneous distributions in the plane is made For a geometric set image and a mass distribution (measure) image supported in image, being image, the mass image gives account of the interplay between the geometric structure and the surrounding distribution. A computation method is developed for the estimation and corresponding scaling analysis of image, being image a fractal plane set of Minkowski dimension image and image a multifractal measure produced by random multiplicative cascades. The method is applied to natural and mathematical fractal structures in order to study the influence of both, the irregularity of the geometric structure and the heterogeneity of the distribution, in the scaling of image. Applications to the analysis and modeling of interplay of phases in environmental scenarios are given.