Diffusion on multifractals

Anh, Vo V., Angulo, Jose M., & Ruiz-Medina, Maria D. (2005) Diffusion on multifractals. Nonlinear Analysis, Theory, Methods and Applications, 63(5-7), pp. 2043-2056.

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We introduce a class of random fields with variable mean-square regularity order defined on multifractal domains. The local singularity order of these random fields then depends on the initial variable mean-square regularity order, and on the variable local singularity exponent of the multifractal measure defining the local dimension of the domain considered. The theory is developed in a generalized framework through the covariance factorization, using the tools of reproducing kernel Hilbert spaces and fractional Sobolev spaces of variable order.

Impact and interest:

8 citations in Scopus
8 citations in Web of Science®
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146 since deposited on 04 May 2007
25 in the past twelve months

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ID Code: 7401
Item Type: Journal Article
Refereed: Yes
Additional Information: For more information, please refer to the journal’s website (see link) or contact the author. Author contact details: v.anh@qut.edu.au
Keywords: Generalized random fields, diffusion processes, multifractals
DOI: 10.1016/j.na.2005.02.107
ISSN: 0362-546X
Subjects: Australian and New Zealand Standard Research Classification > MATHEMATICAL SCIENCES (010000) > STATISTICS (010400) > Stochastic Analysis and Modelling (010406)
Divisions: Past > QUT Faculties & Divisions > Faculty of Science and Technology
Past > Research Centres > Science Research Centre
Copyright Owner: Copyright 2005 Elsevier
Deposited On: 04 May 2007 00:00
Last Modified: 01 Mar 2012 03:56

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