Generalized similarity, renormalization groups, and nonlinear clocks for multiscaling

M. Park, D. O'Malley, and J. H. Cushman
Phys. Rev. E 89, 042104 – Published 2 April 2014

Abstract

Fixed points of the renormalization group operator Rp,rX(t)X(rt)/rp are said to be p-self-similar. Here X(t) is an arbitrary stochastic process. The concept of a p-self-similar process is generalized via the renormalization group operator RF,GX(t)=F[X(G(t))], where F and G are bijections on (,) and [0,), respectively. If X(t) is a fixed point of RF,G, then X(t) is said to be (F,G)-self-similar. We say Y(t) is (F,G)-X(t)-similar if RF,GX(t)=Y(t) in distribution. Exit time distributions and finite-size Lyapunov exponents were obtained for these latter processes. A power law multiscaling process is defined with a multipower-law clock. This process is employed to statistically represent diffusion in a nanopore, a monolayer fluid confined between atomically structured surfaces. The tools presented provide a straightforward method to statistically represent any multiscaling process in time.

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  • Received 8 November 2013

DOI:https://doi.org/10.1103/PhysRevE.89.042104

©2014 American Physical Society

Authors & Affiliations

M. Park*

  • Department of Mathematics and Department of Earth, Atmospheric, and Planetary Sciences (EAPS), Purdue University, West Lafayette Indiana, 47907, USA

D. O'Malley

  • Computational Earth Science Group, Earth and Environmental Sciences Division, Los Alamos National Laboratory, Los Alamos, New Mexico, USA

J. H. Cushman

  • Department of Mathematics and Department of Earth, Atmospheric, and Planetary Sciences, Purdue University, West Lafayette Indiana, 47907, USA

  • *park633@purdue.edu
  • omalled@lanl.gov
  • Corresponding author: jcushman@purdue.edu

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Issue

Vol. 89, Iss. 4 — April 2014

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