Fractals

In this paper, we mainly discuss fractal dimensions of continuous functions with unbounded variation. First, we prove that Hausdorff dimension, Packing dimension and Modified Box-counting dimension of continuous functions containing one UV point are $1$. The above conclusion still holds for continuous functions containing finite UV points. More generally, we show the result that Hausdorff dimension of continuous functions containing countable UV points is $1$ also. Finally, Box dimension of continuous functions containing countable UV points has been proved to be $1$ when $f(x)$ is self-similar.

In this paper, we study open questions on Ćirić type theorems proposed by Petruşel.¹ First, we prove two theorems similar to results of L. B. Ćirić² and I. A. Rus³ which are positive answers to the question presented in Remark 2.3 of Petruşel’s paper.¹ Then we construct a counterexample to illustrate obtained results and also to disprove results similar to Theorems 4.1 and 4.2 for a multi-fractal map generated by an iterated multi-valued system of multi-valued maps of Ćirić type, which is a negative answer to the question presented on page 243 of Petruşel’s paper.¹ Our approach is to apply the argument for a metric to a distance between two bounded subsets of a metric space. This approach differs from the selection approach known in the literature.

With the purpose of researching the changing regularities of the Cantor set’s multi-fractal spectrums and generalized fractal dimensions under different probability factors, from statistical physics, the Cantor set is given a mass distribution, when the mass is given with different probability ratios, the different multi-fractal spectrums and the generalized fractal dimensions will be acquired by computer calculation. The following conclusions can be acquired. On one hand, the maximal width of the multi-fractal spectrum and the maximal vertical height of the generalized fractal dimension will become more and more narrow with getting two probability factors closer and closer. On the other hand, when two probability factors are equal to 1/2, both the multi-fractal spectrum and the generalized fractal dimension focus on the value 0.6309, which is not the value of the physical multi-fractal spectrum and the generalized fractal dimension but the mathematical Hausdorff dimension.

This paper concerns the affine embeddings of general symmetric Cantor sets. Under certain condition, we show that if a self-similar set $F$ can be affinely embedded into a symmetric Cantor set $E$, then their contractions are rationally commensurable. Our result supports Conjecture 1.2 in [D. J. Feng, W. Huang and H. Rao, Affine embeddings and intersections of Cantor sets, J. Math. Pures Appl. 102 (2014) 1062–1079].

The well-known Parrondo’s paradox: “losing+losing=winning” [G. P. Harmer and D. Abbott, Parrondo’s paradox, Stat. Sci. 14 (2009) 206–213.] indicated that two games with negative gains can generate a new game with positive gain. By extending the Parrondo’s philosophy into chaos research, it was shown that the periodic alteration of two chaotic dynamics results in an ordered dynamics, that is the phenomenon: “chaos+chaos=order” [J. Almeida, D. Peralta-Salas and M. Romera, Can two chaotic systems give rise to order, Physica D 200 124–132 (2005)]. This paper further extends these researches into fractal research by proposing that two disconnected Julia sets can originate a new connected Julia set via alternating order. This new parrondian paradoxical phenomenon can be stated in the Parrondo’s terms as “disconnected+disconnected=connected”.

We introduce a new product representation for general random binary fractal apertures defined by removing voids from Euclidean space, and use it to derive a simple closed-form expression for ensemble-averaged correlations. Power-law scaling at short distance follows almost immediately. Similar techniques provide easy constructions of objects with fractional Brownian short-distance behavior for phase screens and other applications.

Since the pioneer contributions due to Vandewalle and Ausloos, the Hurst exponent has been applied by econophysicists as a useful indicator to deal with investment strategies when such a value is above or below $0.5$, the Hurst exponent of a Brownian motion. In this paper, we hypothesize that the self-similarity exponent of financial time series provides a reliable indicator for herding behavior (HB) in the following sense: if there is HB, then the higher the price, the more the people will buy. This will generate persistence in the stocks which we shall measure by their self-similarity exponents. Along this work, we shall explore whether there is some connections between the self-similarity exponent of a stock (as a HB indicator) and the stock’s future performance under the assumption that the HB will last for some time. With this aim, three approaches to calculate the self-similarity exponent of a time series are compared in order to determine which performs best to identify the transition from random efficient market behavior to HB and hence, to detect the beginning of a bubble. Generalized Hurst Exponent, Detrended Fluctuation Analysis, and GM2 algorithms have been tested. Traditionally, researchers have focused on identifying the beginning of a crash. We study the beginning of the transition from efficient market behavior to a market bubble, instead. Our empirical results support that the higher (respectively the lower) the self-similarity index, the higher (respectively the lower) the mean of the price change, and hence, the better (respectively the worse) the performance of the corresponding stock. This would imply, as a consequence, that the transition process from random efficient market to HB has started. For experimentation purposes, S&P500 stock Index constituted our main data source.

The analysis of fractal patterns has grown during the past years, mainly due to the wide range of applications to diverse scientific areas where fractals have been explored. It turns out that the key tool to study the complexity of a given system is the Fractal Dimension (FD), since this is its main invariant which throws quite useful information about the complexity that it presents when being examined with enough level of detail. In the proposed method, we adopt a hyper-surface partition method which considers the hyper-surface as continuous and divides the image into non-overlapped blocks. We present a novel counting method in the RGB color domain. The experimental results demonstrate that the proposed method shows its robustness and it can be performed as a reliable FD estimation approach for the color images. The running time of the proposed method is much shorter than that of other algorithms.

In this work, the effective average height of the roughness elements, the relative increase of the pressure gradients, the relative decrease of the permeability are derived based on the fractal geometry theory and technique for laminar flow through tree-like branching networks with roughened channels. The relationships among the effective average height, the structural parameters and pressure drops as well as permeability are studied. It is found that the total pressure drop across a tree-like branching network with roughened channels is increased by a factor of $1/{(1-\epsilon )}^4$, and the permeability for the network with roughened channels is decreased by a factor of ${(1-\epsilon )}^2$, where $\epsilon$ is the relative roughness of surfaces of channels, compared to those with smooth channels.

Continuous functions on closed intervals are composed of bounded variation functions and unbounded variation functions. Fractal dimension of continuous functions with bounded variation must be one-dimensional (1D). While fractal dimension of continuous functions with unbounded variation may be 1 or not. Certain continuous functions of unbounded variation whose fractal dimensions are 1 have been mainly investigated in the paper. A continuous function on a closed interval with finite unbounded variation points has been proved to be 1D. Furthermore, we deal with continuous functions which have infinite unbounded variation points and part of them have been proved to be 1D. Certain examples of 1D continuous functions which have uncountable unbounded variation points have been given in the present paper.

In this paper, the generalized Hurst exponent is used to investigate multifractal properties of historical volatility (CHV) in stock market price and return series before, during and after 2008 financial crisis. Empirical results from NASDAQ, S&P500, TSE, CAC40, DAX, and FTSE stock market data show that there is strong evidence of multifractal patterns in HV of both price and return series. In addition, financial crisis deeply affected the behavior and degree of multifractality in volatility of Western financial markets at price and return levels.

In this paper, we present a novel technique for security of two-dimensional data with the help of cryptography and steganography. The presented approach provides multilayered security of two-dimensional data. First layer security was developed by cryptography and second layer by steganography. The advantage of steganography is that the intended secret message does not attract attention to itself as an object of scrutiny. This paper proposes a novel approach for encryption and decryption of information in the form of Word Data (.doc file), PDF document (.pdf file), Text document, Gray-scale images, and RGB images, etc. by using Vigenere Cipher (VC) associated with Discrete Fourier Transform (DFT) and then hiding the data behind the RGB image (i.e. steganography). Earlier developed techniques provide security of either PDF data, doc data, text data or image data, but not for all types of two-dimensional data and existing techniques used either cryptography or steganography for security. But proposed approach is suitable for all types of data and designed for security of information by cryptography and steganography. The experimental results for Word Data, PDF document, Text document, Gray-scale images and RGB images support the robustness and appropriateness for secure transmission of these data. The security analysis shows that the presented technique is immune from cryptanalytic. This technique further provides security while decryption as a check on behind which RGB color the information is hidden.