TY - JOUR
T1 - A physical interpretation of the deterministic fractal-multifractal method as a realization of a generalized multiplicative cascade
AU - Cortis, Andrea
AU - Puente, Carlos E.
AU - Huang, Huai Hsien
AU - Maskey, Mahesh L.
AU - Sivakumar, Bellie
AU - Obregón, Nelson
N1 - Funding Information:
Bellie Sivakumar acknowledges the support from the Australian Research Council (ARC) through the Future Fellowship Grant (FT110100328).
PY - 2014/6
Y1 - 2014/6
N2 - In this study, we attempt to offer a solid physical basis for the deterministic fractal-multifractal (FM) approach in geophysics (Puente, Phys Let A 161:441-447, 1992; J Hydrol 187:65-80, 1996). We show how the geometric construction of derived measures, as Platonic projections of fractal interpolating functions transforming multinomial multifractal measures, naturally defines a non-trivial cascade process that may be interpreted as a particular realization of a random multiplicative cascade. In such a light, we argue that the FM approach is as "physical" as any other phenomenological approach based on Richardson's eddies splitting, which indeed lead to well-accepted models of the intermittencies of nature, as it happens, for instance, when rainfall is interpreted as a quasi-passive tracer in a turbulent flow. Although neither a fractal interpolating function nor the specific multipliers of a random multiplicative cascade can be measured physically, we show how a fractal transformation "cuts through" plausible scenarios to produce a suitable realization that reflects specific arrangements of energies (masses) as seen in nature. This explains why the FM approach properly captures the spectrum of singularities and other statistical features of given data sets. As the FM approach faithfully encodes data sets with compression ratios typically exceeding 100:1, such a property further enhances its "physical simplicity." We also provide a connection between the FM approach and advection-diffusion processes.
AB - In this study, we attempt to offer a solid physical basis for the deterministic fractal-multifractal (FM) approach in geophysics (Puente, Phys Let A 161:441-447, 1992; J Hydrol 187:65-80, 1996). We show how the geometric construction of derived measures, as Platonic projections of fractal interpolating functions transforming multinomial multifractal measures, naturally defines a non-trivial cascade process that may be interpreted as a particular realization of a random multiplicative cascade. In such a light, we argue that the FM approach is as "physical" as any other phenomenological approach based on Richardson's eddies splitting, which indeed lead to well-accepted models of the intermittencies of nature, as it happens, for instance, when rainfall is interpreted as a quasi-passive tracer in a turbulent flow. Although neither a fractal interpolating function nor the specific multipliers of a random multiplicative cascade can be measured physically, we show how a fractal transformation "cuts through" plausible scenarios to produce a suitable realization that reflects specific arrangements of energies (masses) as seen in nature. This explains why the FM approach properly captures the spectrum of singularities and other statistical features of given data sets. As the FM approach faithfully encodes data sets with compression ratios typically exceeding 100:1, such a property further enhances its "physical simplicity." We also provide a connection between the FM approach and advection-diffusion processes.
KW - Fractal-multifractal approach
KW - Fractals
KW - Inverse problem
KW - Multifractals
KW - Particle swarm optimization
KW - Rainfall in time
UR - http://www.scopus.com/inward/record.url?scp=84903545404&partnerID=8YFLogxK
U2 - 10.1007/s00477-013-0822-y
DO - 10.1007/s00477-013-0822-y
M3 - Article
AN - SCOPUS:84903545404
SN - 1436-3240
VL - 28
SP - 1421
EP - 1429
JO - Stochastic Environmental Research and Risk Assessment
JF - Stochastic Environmental Research and Risk Assessment
IS - 6
ER -