Instability, intermittency, and multiscaling in discrete growth models of kinetic roughening

We show by numerical simulations that discretized versions of commonly studied continuum nonlinear growth equations (such as the Kardar-Parisi-Zhangequation and the Lai-Das Sarma-Villain equation) and related atomistic models of epitaxial growth have a generic instability in which isolated pillars (or grooves) on an otherwise flat interface grow in time when their height (or depth) exceeds a critical value. Depending on the details of the model, the instability found in the discretized version may or may not be present in the truly continuum growth equation, indicating that the behavior of discretized nonlinear growth equations may be very different from that of their continuum counterparts. This instability can be controlled either by the introduction of higher-order nonlinear terms with appropriate coefficients or by restricting the growth of pillars (or grooves) by other means. A number of such ''controlled instability'' models are studied by simulation. For appropriate choice of the parameters used for controlling the instability, these models exhibit intermittent behavior, characterized by multiexponent scaling of height fluctuations, over the time interval during which the instability is active. The behavior found in this regime is very similar to the ''turbulent'' behavior observed in recent simulations of several one- and two-dimensional atomistic models of epitaxial growth.

Dynamic Multiscaling in Two-Dimensional Fluid Turbulence

We obtain, by extensive direct numerical simulations, time-dependent and equal-time structure functions for the vorticity, in both quasi-Lagrangian and Eulerian frames, for the direct-cascade regime in two-dimensional fluid turbulence with air-drag-induced friction. We show that different ways of extracting time scales from these time-dependent structure functions lead to different dynamic-multiscaling exponents, which are related to equal-time multiscaling exponents by different classes of bridge relations; for a representative value of the friction we verify that, given our error bars, these bridge relations hold.

Multiscaling in Hall-Magnetohydrodynamic Turbulence: Insights from a Shell Model

We show that a shell-model version of the three-dimensional Hall-magnetohydrodynamic (3D Hall-MHD) equations provides a natural theoretical model for investigating the multiscaling behaviors of velocity and magnetic structure functions. We carry out extensive numerical studies of this shell model, obtain the scaling exponents for its structure functions, in both the low-k and high-k power-law ranges of three-dimensional Hall-magnetohydrodynamic, and find that the extended-self-similarity procedure is helpful in extracting the multiscaling nature of structure functions in the high-k regime, which otherwise appears to display simple scaling. Our results shed light on intriguing solar-wind measurements.

Scaling and Multiscaling Exponents in Networks and Flows

The main focus of this paper is on mathematical theory and methods which have a direct bearing on problems involving multiscale phenomena. Modern technology is refining measurement and data collection to spatio-temporal scales on which observed geophysical phenomena are displayed as intrinsically highly variable and intermittant heirarchical structures,e.g. rainfall, turbulence, etc. The heirarchical structure is reflected in the occurence of a natural separation of scales which collectively manifest at some basic unit scale. Thus proper data analysis and inference require a mathematical framework which couples the variability over multiple decades of scale in which basic theoretical benchmarks can be identified and calculated. This continues the main theme of the research in this area of applied probability over the past twenty years.

Multiscale coupling and multiphysics approaches in earth sciences : theory

Measuring Earth material behaviour on time scales of millions of years transcends our current capability in the laboratory. We review an alternative path considering multiscale and multiphysics approaches with quantitative structure-property relationships. This approach allows a sound basis to incorporate physical principles such as chemistry, thermodynamics, diffusion and geometry-energy relations into simulations and data assimilation on the vast range of length and time scales encountered in the Earth. We identify key length scales for Earth systems processes and find a substantial scale separation between chemical, hydrous and thermal diffusion. We propose that this allows a simplified two-scale analysis where the outputs from the micro-scale model can be used as inputs for meso-scale simulations, which then in turn becomes the micro-model for the next scale up. We present two fundamental theoretical approaches to link the scales through asymptotic homogenisation from a macroscopic thermodynamic view and percolation renormalisation from a microscopic, statistical mechanics view.

Multiscale coupling and multiphysics approaches in earth sciences : applications

Geoscientists are confronted with the challenge of assessing nonlinear phenomena that result from multiphysics coupling across multiple scales from the quantum level to the scale of the earth and from femtoseconds to the 4.5 Ga of history of our planet. We neglect in this review electromagnetic modelling of the processes in the Earth’s core, and focus on four types of couplings that underpin fundamental instabilities in the Earth. These are thermal (T), hydraulic (H), mechanical (M) and chemical (C) processes which are driven and controlled by the transfer of heat to the Earth’s surface. Instabilities appear as faults, folds, compaction bands, shear/fault zones, plate boundaries and convective patterns. Convective patterns emerge from buoyancy overcoming viscous drag at a critical Rayleigh number. All other processes emerge from non-conservative thermodynamic forces with a critical critical dissipative source term, which can be characterised by the modified Gruntfest number Gr. These dissipative processes reach a quasi-steady state when, at maximum dissipation, THMC diffusion (Fourier, Darcy, Biot, Fick) balance the source term. The emerging steady state dissipative patterns are defined by the respective diffusion length scales. These length scales provide a fundamental thermodynamic yardstick for measuring instabilities in the Earth. The implementation of a fully coupled THMC multiscale theoretical framework into an applied workflow is still in its early stages. This is largely owing to the four fundamentally different lengths of the THMC diffusion yardsticks spanning micro-metre to tens of kilometres compounded by the additional necessity to consider microstructure information in the formulation of enriched continua for THMC feedback simulations (i.e., micro-structure enriched continuum formulation). Another challenge is to consider the important factor time which implies that the geomaterial often is very far away from initial yield and flowing on a time scale that cannot be accessed in the laboratory. This leads to the requirement of adopting a thermodynamic framework in conjunction with flow theories of plasticity. This framework allows, unlike consistency plasticity, the description of both solid mechanical and fluid dynamic instabilities. In the applications we show the similarity of THMC feedback patterns across scales such as brittle and ductile folds and faults. A particular interesting case is discussed in detail, where out of the fluid dynamic solution, ductile compaction bands appear which are akin and can be confused with their brittle siblings. The main difference is that they require the factor time and also a much lower driving forces to emerge. These low stress solutions cannot be obtained on short laboratory time scales and they are therefore much more likely to appear in nature than in the laboratory. We finish with a multiscale description of a seminal structure in the Swiss Alps, the Glarus thrust, which puzzled geologists for more than 100 years. Along the Glarus thrust, a km-scale package of rocks (nappe) has been pushed 40 km over its footwall as a solid rock body. The thrust itself is a m-wide ductile shear zone, while in turn the centre of the thrust shows a mm-cm wide central slip zone experiencing periodic extreme deformation akin to a stick-slip event. The m-wide creeping zone is consistent with the THM feedback length scale of solid mechanics, while the ultralocalised central slip zones is most likely a fluid dynamic instability.

Statistically steady turbulence in thin films: direct numerical simulations with Ekman friction

We present a detailed direct numerical simulation (DNS) of the two-dimensional Navier-Stokes equation with the incompressibility constraint and air-drag-induced Ekman friction; our DNS has been designed to investigate the combined effects of walls and such a friction on turbulence in forced thin films. We concentrate on the forward-cascade regime and show how to extract the isotropic parts of velocity and vorticity structure functions and hence the ratios of multiscaling exponents. We find that velocity structure functions display simple scaling, whereas their vorticity counterparts show multiscaling, and the probability distribution function of the Weiss parameter 3, which distinguishes between regions with centers and saddles, is in quantitative agreement with experiments.

Systematics of the magnetic-Prandtl-number dependence of homogeneous, isotropic magnetohydrodynamic turbulence

We present the results of our detailed pseudospectral direct numerical simulation (DNS) studies, with up to 1024(3) collocation points, of incompressible, magnetohydrodynamic (MHD) turbulence in three dimensions, without a mean magnetic field. Our study concentrates on the dependence of various statistical properties of both decaying and statistically steady MHD turbulence on the magnetic Prandtl number Pr-M over a large range, namely 0.01 <= Pr-M <= 10. We obtain data for a wide variety of statistical measures, such as probability distribution functions (PDFs) of the moduli of the vorticity and current density, the energy dissipation rates, and velocity and magnetic-field increments, energy and other spectra, velocity and magnetic-field structure functions, which we use to characterize intermittency, isosurfaces of quantities, such as the moduli of the vorticity and current density, and joint PDFs, such as those of fluid and magnetic dissipation rates. Our systematic study uncovers interesting results that have not been noted hitherto. In particular, we find a crossover from a larger intermittency in the magnetic field than in the velocity field, at large Pr-M, to a smaller intermittency in the magnetic field than in the velocity field, at low Pr-M. Furthermore, a comparison of our results for decaying MHD turbulence and its forced, statistically steady analogue suggests that we have strong universality in the sense that, for a fixed value of Pr-M, multiscaling exponent ratios agree, at least within our error bars, for both decaying and statistically steady homogeneous, isotropic MHD turbulence.

Some recent advances in the theory of homogeneous isotropic turbulence

We review some advances in the theory of homogeneous, isotropic turbulence. Our emphasis is on the new insights that have been gained from recent numerical studies of the three-dimensional Navier Stokes equation and simpler shell models for turbulence. In particular, we examine the status of multiscaling corrections to Kolmogorov scaling, extended self similarity, generalized extended self similarity, and non-Gaussian probability distributions for velocity differences and related quantities. We recount our recent proposal of a wave-vector-space version of generalized extended self similarity and show how it allows us to explore an intriguing and apparently universal crossover from inertial- to dissipation-range asymptotics.

Statistics of the inverse-cascade regime in two-dimensional magnetohydrodynamic turbulence

We present a detailed direct numerical simulation of statistically steady, homogeneous, isotropic, two-dimensional magnetohydrodynamic turbulence. Our study concentrates on the inverse cascade of the magnetic vector potential. We examine the dependence of the statistical properties of such turbulence on dissipation and friction coefficients. We extend earlier work significantly by calculating fluid and magnetic spectra, probability distribution functions (PDFs) of the velocity, magnetic, vorticity, current, stream-function, and magnetic-vector-potential fields, and their increments. We quantify the deviations of these PDFs from Gaussian ones by computing their flatnesses and hyperflatnesses. We also present PDFs of the Okubo-Weiss parameter, which distinguishes between vortical and extensional flow regions, and its magnetic analog. We show that the hyperflatnesses of PDFs of the increments of the stream function and the magnetic vector potential exhibit significant scale dependence and we examine the implication of this for the multiscaling of structure functions. We compare our results with those of earlier studies.

Multifractality and long-range dependence of asset returns: the scaling behavior of the Markov-switching multifractal model with lognormal volatility components

In this paper, we consider daily financial data from various sources (stock market indices, foreign exchange rates and bonds) and analyze their multiscaling properties by estimating the parameters of a Markov-switching multifractal (MSM) model with Lognormal volatility components. In order to see how well estimated models capture the temporal dependency of the empirical data, we estimate and compare (generalized) Hurst exponents for both empirical data and simulated MSM models. In general, the Lognormal MSM models generate "apparent" long memory in good agreement with empirical scaling provided that one uses sufficiently many volatility components. In comparison with a Binomial MSM specification [11], results are almost identical. This suggests that a parsimonious discrete specification is flexible enough and the gain from adopting the continuous Lognormal distribution is very limited.

Coexisting spatio-temporal scales in neuroscience

In this study I propose an epistemological discussion of multiple spatio-temporal scales in neuroscience. Are such scales merely convenient levels of description of structure and function, or do they correspond to irreducible levels of brain organization? What criteria should we employ in order to reduce one level to another, or to identify levels that are not reducible to others? Should we think of these criteria as based on empirical and/or theoretical reasons? Beginning with an empirical criterion - the necessity of different experimental methodologies for the measurement of different phenomena in the same system - I summarize spatial and temporal scales currently used in neuroscience and discuss the possibility of a more general theoretical criterion. I conclude that multiscaling should be recognized as a central concept in the epistemology of neuroscience.

Spatial and temporal precipitation patterns of the Ebro River Basin, Spain

The Ebro River Basin, with around 85 000 km2 and located in NE Spain, is characterized by the high spatial heterogeneity of its geology, topography, climatology and land use. Rainfall is one of the most important climatic variables studied owing to its non-homogenous behaviour in event and intensity, which creates drought, water runoff and soil erosion with negative environmental and social consequences. In this work we characterized the rainfall variability pattern in the Ebro River Basin using universal multifractal (UM) analysis, which estimates the concentration of the data around the precipitation average (C1, codimension average), the degree of multiscaling behaviour in time (? index) and the maximum probable singularity in the rainfall distribution ( s). A spatial and temporal analysis of the UM parameters is applied to study the possible changes. With this porpoise, 60 daily rainfall series were selected from 132 synthetic series generated by Luna and Balairón (AEMet). These daily rainfall series present a length of 60 years, from 1950 to 2009. Each one of them was subdivided (1950?1970 and 1980?2009) to analyse the difference between the two periods. The range of variation of precipitation amounts and the frequency of dry events between both periods are discussed, as well as the evolution of the UM parameters through the years.

Community Structurein Soil Porous System.

Soil is well recognized as a highly complex system. The interaction and coupled physical, chemical, and biological processes and phenomena occurring in the soil environment at different spatial and temporal scales are the main reasons for such complexity. There is a need for appropriate methodologies to characterize soil porous systems with an interdisciplinary character. Four different real soil samples, presenting different textures, have been modeled as heterogeneous complex networks, applying a model known as the heterogeneous preferential attachment. An analytical study of the degree distributions in the soil model shows a multiscaling behavior in the connectivity degrees, leaving an empirically testable signature of heterogeneity in the topology of soil pore networks. We also show that the power-law scaling in the degree distribution is a robust trait of the soil model. Last, the detection of spatial pore communities, as densely connected groups with only sparser connections between them, has been studied for the first time in these soil networks. Our results show that the presence of these communities depends on the parameter values used to construct the network. These findings could contribute to understanding the mechanisms of the diffusion phenomena in soils, such as gas and water diffusion, development and dynamics of microorganisms, among others.