Pub Date : 2024-01-05DOI: 10.3390/fractalfract8010039
C. Varotsos, Yuri Mazei, Nikolaos Sarlis, D. Saldaev, Maria Efstathiou
The temporal evolution of the global mean sea level (GMSL) is investigated in the present analysis using the monthly mean values obtained from two sources: a reconstructed dataset and a satellite altimeter dataset. To this end, we use two well-known techniques, detrended fluctuation analysis (DFA) and multifractal DFA (MF-DFA), to study the scaling properties of the time series considered. The main result is that power-law long-range correlations and multifractality apply to both data sets of the global mean sea level. In addition, the analysis revealed nearly identical scaling features for both the 134-year and the last 28-year GMSL-time series, possibly suggesting that the long-range correlations stem more from natural causes. This demonstrates that the relationship between climate change and sea-level anomalies needs more extensive research in the future due to the importance of their indirect processes for ecology and conservation.
{"title":"On the Impacts of the Global Sea Level Dynamics","authors":"C. Varotsos, Yuri Mazei, Nikolaos Sarlis, D. Saldaev, Maria Efstathiou","doi":"10.3390/fractalfract8010039","DOIUrl":"https://doi.org/10.3390/fractalfract8010039","url":null,"abstract":"The temporal evolution of the global mean sea level (GMSL) is investigated in the present analysis using the monthly mean values obtained from two sources: a reconstructed dataset and a satellite altimeter dataset. To this end, we use two well-known techniques, detrended fluctuation analysis (DFA) and multifractal DFA (MF-DFA), to study the scaling properties of the time series considered. The main result is that power-law long-range correlations and multifractality apply to both data sets of the global mean sea level. In addition, the analysis revealed nearly identical scaling features for both the 134-year and the last 28-year GMSL-time series, possibly suggesting that the long-range correlations stem more from natural causes. This demonstrates that the relationship between climate change and sea-level anomalies needs more extensive research in the future due to the importance of their indirect processes for ecology and conservation.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"2 3","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139381244","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Fractional calculus extends traditional, integer-based calculus to include non-integer orders, offering a powerful tool for a range of engineering applications, including image processing. This work delves into the utility of fractional calculus in two crucial aspects of image processing: image enhancement and denoising. We explore the foundational theories of fractional calculus together with its amplitude–frequency characteristics. Our focus is on the effectiveness of fractional differential operators in enhancing image features and reducing noise. Experimental results reveal that fractional calculus offers unique benefits for image enhancement and denoising. Specifically, fractional-order differential operators outperform their integer-order counterparts in accentuating details such as weak edges and strong textures in images. Moreover, fractional integral operators excel in denoising images, not only improving the signal-to-noise ratio but also better preserving essential features such as edges and textures when compared to traditional denoising techniques. Our empirical results affirm the effectiveness of the fractional-order calculus-based image-processing approach in yielding optimal results for low-level image processing.
{"title":"Research on Application of Fractional Calculus Operator in Image Underlying Processing","authors":"Guo Huang, Hong-ying Qin, Qingli Chen, Zhanzhan Shi, Shan Jiang, Chenying Huang","doi":"10.3390/fractalfract8010037","DOIUrl":"https://doi.org/10.3390/fractalfract8010037","url":null,"abstract":"Fractional calculus extends traditional, integer-based calculus to include non-integer orders, offering a powerful tool for a range of engineering applications, including image processing. This work delves into the utility of fractional calculus in two crucial aspects of image processing: image enhancement and denoising. We explore the foundational theories of fractional calculus together with its amplitude–frequency characteristics. Our focus is on the effectiveness of fractional differential operators in enhancing image features and reducing noise. Experimental results reveal that fractional calculus offers unique benefits for image enhancement and denoising. Specifically, fractional-order differential operators outperform their integer-order counterparts in accentuating details such as weak edges and strong textures in images. Moreover, fractional integral operators excel in denoising images, not only improving the signal-to-noise ratio but also better preserving essential features such as edges and textures when compared to traditional denoising techniques. Our empirical results affirm the effectiveness of the fractional-order calculus-based image-processing approach in yielding optimal results for low-level image processing.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"54 29","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-01-05","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139382162","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-04DOI: 10.3390/fractalfract8010034
A. Gnanaprakasam, Balaji Ramalingam, Gunaseelan Mani, Ozgur Ege, Reny George
In this paper, we introduce the notion of orthogonal α–F–convex contraction mapping and prove some fixed-point theorems for self-mapping in orthogonal complete metric spaces. The proven results generalize and extend some of the well-known results in the literature. Following the derivation of these fixed-point results, we propose a solution for the fractional integro-differential equation, utilizing the fixed-point technique within the context of orthogonal complete metric spaces.
{"title":"A Numerical Scheme and Application to the Fractional Integro-Differential Equation Using Fixed-Point Techniques","authors":"A. Gnanaprakasam, Balaji Ramalingam, Gunaseelan Mani, Ozgur Ege, Reny George","doi":"10.3390/fractalfract8010034","DOIUrl":"https://doi.org/10.3390/fractalfract8010034","url":null,"abstract":"In this paper, we introduce the notion of orthogonal α–F–convex contraction mapping and prove some fixed-point theorems for self-mapping in orthogonal complete metric spaces. The proven results generalize and extend some of the well-known results in the literature. Following the derivation of these fixed-point results, we propose a solution for the fractional integro-differential equation, utilizing the fixed-point technique within the context of orthogonal complete metric spaces.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"60 6","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139386611","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-04DOI: 10.3390/fractalfract8010035
P. Venegas-Aravena, E. Cordaro
Why do fractals appear in so many domains of science? What is the physical principle that generates them? While it is true that fractals naturally appear in many physical systems, it has so far been impossible to derive them from first physical principles. However, a proposed interpretation could shed light on the inherent principle behind the creation of fractals. This is the multiscale thermodynamic perspective, which states that an increase in external energy could initiate energy transport mechanisms that facilitate the dissipation or release of excess energy at different scales. Within this framework, it is revealed that power law patterns, and to a lesser extent, fractals, can emerge as a geometric manifestation to dissipate energy in response to external forces. In this context, the exponent of these power law patterns (thermodynamic fractal dimension D) serves as an indicator of the balance between entropy production at small and large scales. Thus, when a system is more efficient at releasing excess energy at the microscopic (macroscopic) level, D tends to increase (decrease). While this principle, known as Principium luxuriæ, may sound promising for describing both multiscale and complex systems, there is still uncertainty about its true applicability. Thus, this work explores different physical, astrophysical, sociological, and biological systems to attempt to describe and interpret them through the lens of the Principium luxuriæ. The analyzed physical systems correspond to emergent behaviors, chaos theory, and turbulence. To a lesser extent, the cosmic evolution of the universe and geomorphology are examined. Biological systems such as the geometry of human organs, aging, human brain development and cognition, moral evolution, Natural Selection, and biological death are also analyzed. It is found that these systems can be reinterpreted and described through the thermodynamic fractal dimension. Therefore, it is proposed that the physical principle that could be behind the creation of fractals is the Principium luxuriæ, which can be defined as “Systems that interact with each other can trigger responses at multiple scales as a manner to dissipate the excess energy that comes from this interaction”. That is why this framework has the potential to uncover new discoveries in various fields. For example, it is suggested that the reduction in D in the universe could generate emergent behavior and the proliferation of complexity in numerous fields or the reinterpretation of Natural Selection.
{"title":"The Multiscale Principle in Nature (Principium luxuriæ): Linking Multiscale Thermodynamics to Living and Non-Living Complex Systems","authors":"P. Venegas-Aravena, E. Cordaro","doi":"10.3390/fractalfract8010035","DOIUrl":"https://doi.org/10.3390/fractalfract8010035","url":null,"abstract":"Why do fractals appear in so many domains of science? What is the physical principle that generates them? While it is true that fractals naturally appear in many physical systems, it has so far been impossible to derive them from first physical principles. However, a proposed interpretation could shed light on the inherent principle behind the creation of fractals. This is the multiscale thermodynamic perspective, which states that an increase in external energy could initiate energy transport mechanisms that facilitate the dissipation or release of excess energy at different scales. Within this framework, it is revealed that power law patterns, and to a lesser extent, fractals, can emerge as a geometric manifestation to dissipate energy in response to external forces. In this context, the exponent of these power law patterns (thermodynamic fractal dimension D) serves as an indicator of the balance between entropy production at small and large scales. Thus, when a system is more efficient at releasing excess energy at the microscopic (macroscopic) level, D tends to increase (decrease). While this principle, known as Principium luxuriæ, may sound promising for describing both multiscale and complex systems, there is still uncertainty about its true applicability. Thus, this work explores different physical, astrophysical, sociological, and biological systems to attempt to describe and interpret them through the lens of the Principium luxuriæ. The analyzed physical systems correspond to emergent behaviors, chaos theory, and turbulence. To a lesser extent, the cosmic evolution of the universe and geomorphology are examined. Biological systems such as the geometry of human organs, aging, human brain development and cognition, moral evolution, Natural Selection, and biological death are also analyzed. It is found that these systems can be reinterpreted and described through the thermodynamic fractal dimension. Therefore, it is proposed that the physical principle that could be behind the creation of fractals is the Principium luxuriæ, which can be defined as “Systems that interact with each other can trigger responses at multiple scales as a manner to dissipate the excess energy that comes from this interaction”. That is why this framework has the potential to uncover new discoveries in various fields. For example, it is suggested that the reduction in D in the universe could generate emergent behavior and the proliferation of complexity in numerous fields or the reinterpretation of Natural Selection.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"64 4","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139386198","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Avanish Bhadauria from the Council of Scientific and Industrial Research–Central Electronics Engineering Research Institute (CSIR–CEERI), India, was not included as an author in the original publication [...]
{"title":"Correction: Panchal et al. 3D FEM Simulation and Analysis of Fractal Electrode-Based FBAR Resonator for Tetrachloroethene (PCE) Gas Detection. Fractal Fract. 2022, 6, 491","authors":"Bhargav Panchal, Avanish Bhadauria, Soney Varghese","doi":"10.3390/fractalfract8010036","DOIUrl":"https://doi.org/10.3390/fractalfract8010036","url":null,"abstract":"Avanish Bhadauria from the Council of Scientific and Industrial Research–Central Electronics Engineering Research Institute (CSIR–CEERI), India, was not included as an author in the original publication [...]","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"26 12","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-01-04","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139386996","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2024-01-02DOI: 10.3390/fractalfract8010033
Xinrui Kang, Hongbo Li, Gang Zhang, Sheng Li, Long Shan, Jing Zhao, Zhe Zhang
In addressing the issue of strength degradation in saline soil foundations under the salt-freeze coupling effects, a binary medium constitutive model suitable for un-solidified and solidified frozen saline soil is proposed considering both bonding and friction effects. To verify the validity of the constitutive model, freezing triaxial tests are carried out under different negative temperatures, confining pressures, and water contents. The pore structure and fractal characteristics of saline soil are analyzed using mercury intrusion porosimetry (MIP) and the fractal dimension D qualitatively and quantitatively, which shed light on the strength enhancement mechanism during the solidification of frozen saline soils. The results show that the constitutive model for frozen solidified saline soil based on binary medium theory aptly captures the stress–strain relationship before and after the solidification of frozen saline soil. The stress–strain relationship of frozen saline soil before and after solidification can be delineated into linear elasticity, elastoplasticity, and strain-hardening or -softening phases. Each of these phases can be coherently interpreted through the binary medium constitutive model. The un-solidified and solidified frozen both show pronounced fractal characteristics in fractal analysis. Notably, the fractal dimension D of the solidified saline soil exhibits a significant increase compared to that of un-solidified ones. In Regions I and III, the values of D for solidified saline soil are lower than those for untreated saline soil, which is attributed to the filling effect of hydration products and un-hydrated solidifying agent particles. In Region II, the fractal dimensions DMII and DNII of the solidified saline soil exhibit a “non-physical state”, which is mainly caused by the formation of a significant number of inkpot-type pores due to the binding of soil particles by hydration products.
针对盐土地基在盐冻耦合效应下强度下降的问题，提出了一种考虑粘结和摩擦效应的二元介质构成模型，适用于未固结和固结的盐土冻土。为了验证该构成模型的有效性，在不同负温度、约束压力和含水量下进行了冻结三轴试验。利用汞侵入孔隙模拟法（MIP）和分形维数 D 对盐土的孔隙结构和分形特征进行了定性和定量分析，揭示了盐土冻结凝固过程中的强度增强机制。结果表明，基于二元介质理论的冻融盐土构成模型恰当地捕捉了冻融盐土凝固前后的应力应变关系。冻融盐土凝固前后的应力应变关系可划分为线性弹性、弹塑性、应变硬化或软化阶段。每个阶段都可以通过二元介质构成模型进行连贯解释。在分形分析中，未凝固和凝固冻结都显示出明显的分形特征。值得注意的是，固化盐土的分形维数 D 与未固化盐土相比有显著增加。在 I 区和 III 区，固化盐渍土的 D 值低于未固化盐渍土，这是由于水化产物和未水化固化剂颗粒的填充作用。在区域 II 中，固化盐渍土的分形尺寸 DMII 和 DNII 呈现出 "非物理状态"，这主要是由于土壤颗粒被水化产物结合而形成了大量墨斗型孔隙。
{"title":"A Binary Medium Constitutive Model for Frozen Solidified Saline Soil in Cold Regions and Its Fractal Characteristics Analysis","authors":"Xinrui Kang, Hongbo Li, Gang Zhang, Sheng Li, Long Shan, Jing Zhao, Zhe Zhang","doi":"10.3390/fractalfract8010033","DOIUrl":"https://doi.org/10.3390/fractalfract8010033","url":null,"abstract":"In addressing the issue of strength degradation in saline soil foundations under the salt-freeze coupling effects, a binary medium constitutive model suitable for un-solidified and solidified frozen saline soil is proposed considering both bonding and friction effects. To verify the validity of the constitutive model, freezing triaxial tests are carried out under different negative temperatures, confining pressures, and water contents. The pore structure and fractal characteristics of saline soil are analyzed using mercury intrusion porosimetry (MIP) and the fractal dimension D qualitatively and quantitatively, which shed light on the strength enhancement mechanism during the solidification of frozen saline soils. The results show that the constitutive model for frozen solidified saline soil based on binary medium theory aptly captures the stress–strain relationship before and after the solidification of frozen saline soil. The stress–strain relationship of frozen saline soil before and after solidification can be delineated into linear elasticity, elastoplasticity, and strain-hardening or -softening phases. Each of these phases can be coherently interpreted through the binary medium constitutive model. The un-solidified and solidified frozen both show pronounced fractal characteristics in fractal analysis. Notably, the fractal dimension D of the solidified saline soil exhibits a significant increase compared to that of un-solidified ones. In Regions I and III, the values of D for solidified saline soil are lower than those for untreated saline soil, which is attributed to the filling effect of hydration products and un-hydrated solidifying agent particles. In Region II, the fractal dimensions DMII and DNII of the solidified saline soil exhibit a “non-physical state”, which is mainly caused by the formation of a significant number of inkpot-type pores due to the binding of soil particles by hydration products.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"53 1","pages":""},"PeriodicalIF":5.4,"publicationDate":"2024-01-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"139390547","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-22DOI: 10.3390/fractalfract8010012
L. Ciurdariu, Eugenia Grecu
The purpose of the paper is to present new q-parametrized Hermite–Hadamard-like type integral inequalities for functions whose third quantum derivatives in absolute values are s-convex and (α,m)-convex, respectively. Two new q-integral identities are presented for three time q-differentiable functions. These lemmas are used like basic elements in our proofs, along with several important tools like q-power mean inequality, and q-Holder’s inequality. In a special case, a non-trivial example is considered for a specific parameter and this case illustrates the investigated results. We make links between these findings and several previous discoveries from the literature.
{"title":"On q-Hermite–Hadamard Type Inequalities via s-Convexity and (α,m)-Convexity","authors":"L. Ciurdariu, Eugenia Grecu","doi":"10.3390/fractalfract8010012","DOIUrl":"https://doi.org/10.3390/fractalfract8010012","url":null,"abstract":"The purpose of the paper is to present new q-parametrized Hermite–Hadamard-like type integral inequalities for functions whose third quantum derivatives in absolute values are s-convex and (α,m)-convex, respectively. Two new q-integral identities are presented for three time q-differentiable functions. These lemmas are used like basic elements in our proofs, along with several important tools like q-power mean inequality, and q-Holder’s inequality. In a special case, a non-trivial example is considered for a specific parameter and this case illustrates the investigated results. We make links between these findings and several previous discoveries from the literature.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"9 9","pages":""},"PeriodicalIF":5.4,"publicationDate":"2023-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138944553","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-22DOI: 10.3390/fractalfract8010011
D. O’Regan, S. Hristova, Ravi P. Agarwal
An initial value problem for nonlinear fractional differential equations with a tempered Caputo fractional derivative of variable order with respect to another function is studied. The absence of semigroup properties of the considered variable order fractional derivative leads to difficulties in the study of the existence of corresponding differential equations. In this paper, we introduce approximate piecewise constant approximation of the variable order of the considered fractional derivative and approximate solutions of the given initial value problem. Then, we investigate the existence and the Ulam-type stability of the approximate solution of the variable order Ψ-tempered Caputo fractional differential equation. As a partial case of our results, we obtain results for Ulam-type stability for differential equations with a piecewise constant order of the Ψ-tempered Caputo fractional derivative.
{"title":"Ulam-Type Stability Results for Variable Order Ψ-Tempered Caputo Fractional Differential Equations","authors":"D. O’Regan, S. Hristova, Ravi P. Agarwal","doi":"10.3390/fractalfract8010011","DOIUrl":"https://doi.org/10.3390/fractalfract8010011","url":null,"abstract":"An initial value problem for nonlinear fractional differential equations with a tempered Caputo fractional derivative of variable order with respect to another function is studied. The absence of semigroup properties of the considered variable order fractional derivative leads to difficulties in the study of the existence of corresponding differential equations. In this paper, we introduce approximate piecewise constant approximation of the variable order of the considered fractional derivative and approximate solutions of the given initial value problem. Then, we investigate the existence and the Ulam-type stability of the approximate solution of the variable order Ψ-tempered Caputo fractional differential equation. As a partial case of our results, we obtain results for Ulam-type stability for differential equations with a piecewise constant order of the Ψ-tempered Caputo fractional derivative.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"25 18","pages":""},"PeriodicalIF":5.4,"publicationDate":"2023-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138946965","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-22DOI: 10.3390/fractalfract8010013
Zhidong Guo, Yang Liu, Linsong Dai
In this paper, the approximate stationarity of the second-order moment increments of the sub-fractional Brownian motion is given. Based on this, the pricing model for European options under the sub-fractional Brownian regime in discrete time is established. Pricing formulas for European options are given under the delta and mixed hedging strategies, respectively. Furthermore, European call option pricing under delta hedging is shown to be larger than under mixed hedging. The hedging error ratio of mixed hedging is shown to be smaller than that of delta hedging via numerical experiments.
{"title":"European Option Pricing under Sub-Fractional Brownian Motion Regime in Discrete Time","authors":"Zhidong Guo, Yang Liu, Linsong Dai","doi":"10.3390/fractalfract8010013","DOIUrl":"https://doi.org/10.3390/fractalfract8010013","url":null,"abstract":"In this paper, the approximate stationarity of the second-order moment increments of the sub-fractional Brownian motion is given. Based on this, the pricing model for European options under the sub-fractional Brownian regime in discrete time is established. Pricing formulas for European options are given under the delta and mixed hedging strategies, respectively. Furthermore, European call option pricing under delta hedging is shown to be larger than under mixed hedging. The hedging error ratio of mixed hedging is shown to be smaller than that of delta hedging via numerical experiments.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"22 4","pages":""},"PeriodicalIF":5.4,"publicationDate":"2023-12-22","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138944612","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
Pub Date : 2023-12-21DOI: 10.3390/fractalfract8010009
Yuxing Li, Yuhan Zhou, Shangbin Jiao
The Katz fractal dimension (KFD) is an effective nonlinear dynamic metric that characterizes the complexity of time series by calculating the distance between two consecutive points and has seen widespread applications across numerous fields. However, KFD is limited to depicting the complexity of information from a single scale and ignores the information buried under different scales. To tackle this limitation, we proposed the variable-step multiscale KFD (VSMKFD) by introducing a variable-step multiscale process in KFD. The proposed VSMKFD overcomes the disadvantage that the traditional coarse-grained process will shorten the length of the time series by varying the step size to obtain more sub-series, thus fully reflecting the complexity of information. Three simulated experimental results show that the VSMKFD is the most sensitive to the frequency changes of a chirp signal and has the best classification effect on noise signals and chaotic signals. Moreover, the VSMKFD outperforms five other commonly used nonlinear dynamic metrics for ship-radiated noise classification from two different databases: the National Park Service and DeepShip.
{"title":"Variable-Step Multiscale Katz Fractal Dimension: A New Nonlinear Dynamic Metric for Ship-Radiated Noise Analysis","authors":"Yuxing Li, Yuhan Zhou, Shangbin Jiao","doi":"10.3390/fractalfract8010009","DOIUrl":"https://doi.org/10.3390/fractalfract8010009","url":null,"abstract":"The Katz fractal dimension (KFD) is an effective nonlinear dynamic metric that characterizes the complexity of time series by calculating the distance between two consecutive points and has seen widespread applications across numerous fields. However, KFD is limited to depicting the complexity of information from a single scale and ignores the information buried under different scales. To tackle this limitation, we proposed the variable-step multiscale KFD (VSMKFD) by introducing a variable-step multiscale process in KFD. The proposed VSMKFD overcomes the disadvantage that the traditional coarse-grained process will shorten the length of the time series by varying the step size to obtain more sub-series, thus fully reflecting the complexity of information. Three simulated experimental results show that the VSMKFD is the most sensitive to the frequency changes of a chirp signal and has the best classification effect on noise signals and chaotic signals. Moreover, the VSMKFD outperforms five other commonly used nonlinear dynamic metrics for ship-radiated noise classification from two different databases: the National Park Service and DeepShip.","PeriodicalId":12435,"journal":{"name":"Fractal and Fractional","volume":"26 10","pages":""},"PeriodicalIF":5.4,"publicationDate":"2023-12-21","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"138952886","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":2,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
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