Generalized Stable Multivariate Distribution and Anisotropic Dilations

After having closely re-examined the notion of a L\'evy's stable vector, it is shown that the notion of a stable multivariate distribution is more general than previously defined. Indeed, a more intrinsic vector definition is obtained with the help of non isotropic dilations and a related notion of generalized scale. In this framework, the components of a stable vector may not only have distinct Levy's stability indices $\alpha$'s, but the latter may depend on its norm. Indeed, we demonstrate that the Levy's stability index of a vector rather correspond to a linear application than to a scalar, and we show that the former should satisfy a simple spectral property

MFGA-IDT2 workshop: Astrophysical and geophysical fluid mechanics: the impact of data on turbulence theories

International audience1 Facts about the Workshop This workshop was convened on November 13-15 1995 by E. Falgarone and D. Schertzer within the framework of the Groupe de Recherche Mecanique des Fluides Geophysiques et Astrophysiques (GdR MFGA, Research Group of Geophysical and Astrophysical Fluid Mechanics) of Centre National de la Recherche Scientifique (CNRS, (French) National Center for Scientific Research). This Research Group is chaired by A. Babiano and the meeting was held at Ecole Normale Superieure, Paris, by courtesy of its Director E. Guyon. More than sixty attendees participated to this workshop, they came from a large number of institutions and countries from Europe, Canada and USA. There were twenty-five oral presentations as well as a dozen posters. A copy of the corresponding book of abstracts can be requested to the conveners. The theme of this meeting is somewhat related to the series of Nonlinear Variability in Geophysics conferences (NVAG1, Montreal, Aug. 1986; NVAG2, Paris, June 1988; NVAG3, Cargese (Corsica), September, 1993), as well as seven consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions devoted to similar topics. One may note that NVAG3 was a joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first topical conference jointly sponsored by the two organizations. The corresponding proceedings were published in a special NPG issue (Nonlinear Processes in Geophysics 1, 2/3, 1994). In comparison with these previous meetings, MFGA-IDT2 is at the same time specialized to fluid turbulence and its intermittency, and an extension to the fields of astrophysics. Let us add that Nonlinear Processes in Geophysics was readily chosen as the appropriate journal for publication of these proceedings since this journal was founded in order to develop interdisciplinary fundamental research and corresponding innovative nonlinear methodologies in Geophysics. It had an appropriate editorial structure, in particular a large number of editors covering a wide range of methodologies, expertises and schools. At least two of its sections (Scaling and Multifractals, Turbulence and Diffusion) were directly related to the topics of the workshop, in any case contributors were invited to choose their editor freely. 2 Goals of the Workshop The objective of this meeting was to enhance the confrontation between turbulence theories and empirical data from geophysics and astrophysics fluids with very high Reynolds numbers. The importance of these data seems to have often been underestimated for the evaluation of theories of fully developed turbulence, presumably due to the fact that turbulence does not appear as pure as in laboratory experiments. However, they have the great advantage of giving access not only to very high Reynolds numbers (e.g. 1012 for atmospheric data), but also to very large data sets. It was intended to: (i) provide an overview of the diversity of potentially available data, as well as the necessary theoretical and statistical developments for a better use of these data (e.g. treatment of anisotropy, role of processes which induce other nonlinearities such as thermal instability, effect of magnetic field and compressibility ... ), (ii) evaluate the means of discriminating between different theories (e.g. multifractal intermittency models) or to better appreciate the relevance of different notions (e.g. Self-Organized Criticality) or phenomenology (e.g. filaments, structures), (iii) emphasise the different obstacles, such as the ubiquity of catastrophic events, which could be overcome in the various concerned disciplines, thanks to theoretical advances achieved. 3 Outlines of the Workshop During the two days of the workshop, the series of presentations covered many manifestations of turbulence in geophysics, including: oceans, troposphere, stratosphere, very high atmosphere, solar wind, giant planets, interstellar clouds... up to the very large scale of the Universe. The presentations and the round table at the end of the workshop pointed out the following: - the necessity of this type of confrontation which makes intervene numerical simulations, laboratory experiments, phenomenology as well as a very large diversity of geophysical and astrophysical data, - presumably a relative need for new geophysical data, whereas there have been recent astrophysical experiments which yield interesting data and exciting questions; - the need to develop a closer intercomparison between various intermittency models (in particular Log-Poisson /Log Levy models). Two main questions were underlined, in particular during the round table: - the behaviour of the extremes of intermittency, in particular the question of divergence or convergence of the highest statistical moments (equivalently, do the probability distributions have algebraic or more rapid falloffs?); - the extension of scaling ranges; in other words do we need to divide geophysics and astrophysics in many small (nearly) isotropic subranges or is it sufficient to use anisotropic scaling notions over wider ranges? 4 The contributions in this special issue Recalling that some of the most useful insights into the nature of turbulence in fluids have come from observations of geophysical flows, Van Atta gives a review of the impacts of geophysical turbulence data into theories. His paper starts from Taylor's inference of the nearly isotropy of atmospheric turbulence and the corresponding elegant theoretical developments by von Karman of the theory of isotropic turbulence, up to underline the fact that the observed extremely large intermittency in geophysical turbulence also raised new fundamental questions for turbulence theory. The paper discusses the potential contribution to theoretical development from the available or currently being made geophysical turbulence measurements, as well as from some recent laboratory measurements and direct numerical simulations of stably stratified turbulent shear flows. Seuront et al. consider scaling and multiscaling properties of scalar fields (temperature and phytoplankton concentration) advected by oceanic turbulence in both Eulerian and Lagrangian frameworks. Despite the apparent complexity linked to a multifractal background, temperature and fluorescence (i.e. phytoplankton biomass surrogate) fields are expressed over a wide range of scale by only three universal multifractal parameters, H, \alpha and C_l. On scales smaller than the characteristic scale of the ship, sampling is rather Eulerian. On larger scales, the drifting platform being advected by turbulent motions, sampling may be rather considered as Lagrangian. Observed Eulerian and Lagrangian universal multifractal properties of the physical and biological fields are discussed. Whereas theoretical models provide different scaling laws for fluid and MHD turbulent flows, no attempt has been done up to now to experimentally support evidence for these differences. Carbone et al. use measurements from the solar wind turbulence and from turbulence in ordinary fluid flows, in order to assess these differences. They show that the so-called Extended Self-Similarity (ESS) is evident in the solar wind turbulence up to a certain scale. Furthermore, up to a given order of the velocity structure functions, the scaling laws of MHD and fluids flows axe experimentally indistinguishable. However, differences can be observed for higher orders and the authors speculate on their origin. Dudok de Wit and Krasnosel'skikh present analysis of strong plasma turbulence in the vicinity of the Earth's bow shock with the help of magnetometer data from the AMPTE UKS satellite. They demonstrate that there is a departure from Gaussianity which could be a signature of multifractality. However, they point out that the complexity of plasma turbulence precludes a more quantitative understanding. Finally, the authors emphasise the fact that the duration of records prevents to obtain any reliable estimate of structure functions beyond the fourth order. Sylos Labini and Pietronero discuss the problem of galaxy correlations. They conclude from all the recently available three dimensional catalogues that the distribution of galaxies and clusters is fractal with dimension D ~ 2 up to the present observational limits without any tendency towards homogenization. This result is discussed in contrast to angular data analysis. Furthermore, they point out that the galaxy-cluster mismatch disappears when considering a multifractal distribution of matter. They emphasise that a new picture emerges which changes the standard ideas about the properties of the universe and requires a corresponding change in the related theoretical concepts. Chilla et al. investigate with the help of a laboratory experiment the possible influence of the presence of a large scale structure on the intermittency of small scale structures. They study a flow between coaxial co-rotating disks generating a strong axial vortex over a turbulent background. They show that the cascade process is preserved although strongly modified and they discuss the relevance of parameters developed for the description of intermittency in homogeneous turbulence to evaluate this modification

EGS Richardson AGU Chapman NVAG3 Conference: Nonlinear Variability in Geophysics: scaling and multifractal processes

International audience1. The conference The third conference on "Nonlinear VAriability in Geophysics: scaling and multifractal processes" (NVAG 3) was held in Cargese, Corsica, Sept. 10-17, 1993. NVAG3 was joint American Geophysical Union Chapman and European Geophysical Society Richardson Memorial conference, the first specialist conference jointly sponsored by the two organizations. It followed NVAG1 (Montreal, Aug. 1986), NVAG2 (Paris, June 1988; Schertzer and Lovejoy, 1991), five consecutive annual sessions at EGS general assemblies and two consecutive spring AGU meeting sessions. As with the other conferences and workshops mentioned above, the aim was to develop confrontation between theories and experiments on scaling/multifractal behaviour of geophysical fields. Subjects covered included climate, clouds, earthquakes, atmospheric and ocean dynamics, tectonics, precipitation, hydrology, the solar cycle and volcanoes. Areas of focus included new methods of data analysis (especially those used for the reliable estimation of multifractal and scaling exponents), as well as their application to rapidly growing data bases from in situ networks and remote sensing. The corresponding modelling, prediction and estimation techniques were also emphasized as were the current debates about stochastic and deterministic dynamics, fractal geometry and multifractals, self-organized criticality and multifractal fields, each of which was the subject of a specific general discussion. The conference started with a one day short course of multifractals featuring four lectures on a) Fundamentals of multifractals: dimension, codimensions, codimension formalism, b) Multifractal estimation techniques: (PDMS, DTM), c) Numerical simulations, Generalized Scale Invariance analysis, d) Advanced multifractals, singular statistics, phase transitions, self-organized criticality and Lie cascades (given by D. Schertzer and S. Lovejoy, detailed course notes were sent to participants shortly after the conference). This was followed by five days with 8 oral sessions and one poster session. Overall, there were 65 papers involving 74 authors. In general, the main topics covered are reflected in this special issue: geophysical turbulence, clouds and climate, hydrology and solid earth geophysics. In addition to AGU and EGS, the conference was supported by the International Science Foundation, the Centre Nationale de Recherche Scientifique, Meteo-France, the Department of Energy (US), the Commission of European Communities (DG XII), the Comite National Francais pour le Programme Hydrologique International, the Ministere de l'Enseignement Superieur et de la Recherche (France). We thank P. Hubert, Y. Kagan, Ph. Ladoy, A. Lazarev, S.S. Moiseev, R. Pierrehumbert, F. Schmitt and Y. Tessier, for help with the organization of the conference. However special thanks goes to A. Richter and the EGS office, B. Weaver and the AGU without whom this would have been impossible. We also thank the Institut d' Etudes Scientifiques de Cargese whose beautiful site was much appreciated, as well as the Bar des Amis whose ambiance stimulated so many discussions. 2. Tribute to L.F. Richardson With NVAG3, the European geophysical community paid tribute to Lewis Fry Richardson (1881-1953) on the 40th anniversary of his death. Richardson was one of the founding fathers of the idea of scaling and fractality, and his life reflects the European geophysical community and its history in many ways. Although many of Richardson's numerous, outstanding scientific contributions to geophysics have been recognized, perhaps his main contribution concerning the importance of scaling and cascades has still not received the attention it deserves. Richardson was the first not only to suggest numerical integration of the equations of motion of the atmosphere, but also to attempt to do so by hand, during the First World War. This work, as well as a presentation of a broad vision of future developments in the field, appeared in his famous, pioneering book "Weather prediction by numerical processes" (1922). As a consequence of his atmospheric studies, the nondimensional number associated with fluid convective stability has been called the "Richardson number". In addition, his book presents a study of the limitations of numerical integration of these equations, it was in this book that - through a celebrated poem - that the suggestion that turbulent cascades were the fundamental driving mechanism of the atmosphere was first made. In these cascades, large eddies break up into smaller eddies in a manner which involves no characteristic scales, all the way from the planetary scale down to the viscous scale. This led to the Richardson law of turbulent diffusion (1926) and tot he suggestion that particles trajectories might not be describable by smooth curves, but that such trajectories might instead require highly convoluted curves such as the Peano or Weierstrass (fractal) curves for their description. As a founder of the cascade and scaling theories of atmospheric dynamics, he more or less anticipated the Kolmogorov law (1941). He also used scaling ideas to invent the "Richardson dividers method" of successively increasing the resolution of fractal curves and tested out the method on geographical boundaries (as part of his wartime studies). In the latter work he anticipated recent efforts to study scale invariance in rivers and topography. His complex life typifies some of the hardships that the European scientific community has had to face. His educational career is unusual: he received a B.A. degree in physics, mathematics, chemistry, biology and zoology at Cambridge University, and he finally obtained his Ph.D. in mathematical psychology at the age of 47 from the University of London. As a conscientious objector he was compelled to quit the United Kingdom Meteorological Office in 1920 when the latter was militarized by integration into the Air Ministry. He subsequently became the head of a physics department and the principal of a college. In 1940, he retired to do research on war, which was published posthumously in book form (Richardson, 1963). This latter work is testimony to the trauma caused by the two World Wars and which led some scientists including Richardson to use their skills in rational attempts to eradicate the source of conflict. Unfortunately, this remains an open field of research. 3. The contributions in this special issue Perhaps the area of geophysics where scaling ideas have the longest history, and where they have made the largest impact in the last few years, is turbulence. The paper by Tsinober is an example where geometric fractal ideas are used to deduce corrections to standard dimensional analysis results for turbulence. Based on local spontaneous breaking of isotropy of turbulent flows, the fractal notion is used in order to deduce diffusion laws (anomalous with respect to the Richardson law). It is argued that his law is ubiquitous from the atmospheric boundary layer to the stratosphere. The asymptotic intermittency exponent i hypothesized to be not only finite but to be determined by the angular momentum flux. Schmitt et al., Chigirinskaya et al. and Lazarev et al. apply statistical multifractal notions to atmospheric turbulence. In the former, the formal analogy between multifractals and thermodynamics is exploited, in particular to confirm theoretical predictions that sample-size dependent multifractal phase transitions occur. While this quantitatively explains the behavior of the most extreme turbulent events, it suggests that - contrary to the type of multifractals most commonly discussed in the literature which are bounded - more violent (unbounded) multifractals are indeed present in the atmospheric wind field. Chigirinskaya et al. use a tropical rather than mid-latitude set to study the extreme fluctuations form yet another angle: That of coherent structures, which, in the multifractal framework, are identified with singularities of various orders. The existence of a critical order of singularity which distinguishes violent "self-organized critical structures" was theoretically predicted ten years ago; here it is directly estimated. The second of this two part series (Lazarev et al.) investigates yet another aspect of tropical atmospheric dynamics: the strong multiscaling anisotropy. Beyond the determination of universal multifractal indices and critical singularities in the vertical, this enables a comparison to be made with Chigirinskaya et al.'s horizontal results, requiring an extension of the unified scaling model of atmospheric dynamics. Other approaches to the problem of geophysical turbulence are followed in the papers by Pavlos et al., Vassiliadis et al., Voros et al. All of them share a common assumption that a very small number of degrees of freedom (deterministic chaos) might be sufficient for characterizing/modelling the systems under consideration. Pavlos et al. consider the magnetospheric response to solar wind, showing that scaling occurs both in real space (using spectra), and also in phase space; the latter being characterized by a correlation dimension. The paper by Vassiliadis et al. follows on directly by investigating the phase space properties of power-law filtered and rectified gaussian noise; the results further quantify how low phase space correlation dimensions can occur even with very large number of degrees of freedom (stochastic) processes. Voros et al. analyze time series of geomagnetic storms and magnetosphere pulsations, also estimating their correlation dimensions and Lyapounov exponents taking special care of the stability of the estimates. They discriminate low dimensional events from others, which are for instance attributed to incoherent waves. While clouds and climate were the subject of several talks at the conference (including several contributions on multifractal clouds), Cahalan's contribution is the only one in this special issue. Addressing the fundamental problem of the relationship of horizontal cloud heterogeneity and the related radiation fields, he first summarizes some recent numerical results showing that even for comparatively thin clouds that fractal heterogeneity will significantly reduce the albedo. The model used for the distribution of cloud liquid water is the monofractal "bounded cascade" model, whose properties are also outlined. The paper by Falkovich addresses another problem concerning the general circulation: the nonlinear interaction of waves. By assuming the existence of a peak (i.e. scale break) at the inertial oscillation frequency, it is argued that due to remarkable cancellations, the interactions between long inertio-gravity waves and Rossby waves are anomalously weak, producing a "wave condensate" of large amplitude so that wave breaking with front creation can occur. Kagan et al., Eneva and Hooge et al. consider fractal and multifractal behaviour in seismic events. Eneva estimates multifractal exponents of the density of micro-earthquakes induced by mining activity. The effects of sample limitations are discussed, especially in order to distinguish between genuine from spurious multifractal behaviour. With the help of an analysis of the CALNET catalogue, Hooge et al. points out, that the origin of the celebrated Gutenberg-Richter law could be related to a non-classical Self-Organized Criticality generated by a first order phase transition in a multifractal earthquake process. They also analyze multifractal seismic fields which are obtained by raising earthquake amplitudes to various powers and summing them on a grid. In contrast, Kagan, analyzing several earthquake catalogues discussed the various laws associated with earthquakes. Giving theoretical and empirical arguments, he proposes an additive (monofractal) model of earthquake stress, emphasizing the relevance of (asymmetric) stable Cauchy probability distributions to describe earthquake stress distributions. This would yield a linear model for self-organized critical earthquakes. References: Kolmogorov, A.N.: Local structure of turbulence in an incompressible liquid for very large Reynolds number, Proc. Acad. Sci. URSS Geochem. Sect., 30, 299-303, 1941. Perrin, J.: Les Atomes, NRF-Gallimard, Paris, 1913. Richardson, L.F.: Weather prediction by numerical process. Cambridge Univ. Press 1922 (republished by Dover, 1965). Richardson, L.F.: Atmospheric diffusion on a distance neighbour graph. Proc. Roy. of London A110, 709-737, 1923. Richardson, L.F.: The problem of contiguity: an appendix of deadly quarrels. General Systems Yearbook, 6, 139-187, 1963. Schertzer, D., Lovejoy, S.: Nonlinear Variability in Geophysics, Kluwer, 252 pp, 1991

Information of Structures in Galaxy Distribution

We introduce an information-theoretic measure, the Renyi information, to describe the galaxy distribution in space. We discuss properties of the information measure, and demonstrate its relationship with the probability distribution function and multifractal descriptions. Using the First Look Survey galaxy samples observed by the Infrared Array Camera onboard Spitzer Space Telescope, we present measurements of the Renyi information, as well as the counts-in-cells distribution and multifractal properties of galaxies in mid-infrared wavelengths. Guided by multiplicative cascade simulation based on a binomial model, we verify our measurements, and discuss the spatial selection effects on measuring information of the spatial structures. We derive structure scan functions at scales where selection effects are small for the Spitzer samples. We discuss the results, and the potential of applying the Renyi information to measuring other spatial structures.Comment: 25 pages, 8 figures, submitted to ApJ; To appear in The Astrophysical Journal 2006, 644, 678 (June 20th

Levy Anomalous Diffusion and Fractional Fokker--Planck Equation

We demonstrate that the Fokker-Planck equation can be generalized into a 'Fractional Fokker-Planck' equation, i.e. an equation which includes fractional space differentiations, in order to encompass the wide class of anomalous diffusions due to a Levy stable stochastic forcing. A precise determination of this equation is obtained by substituting a Levy stable source to the classical gaussian one in the Langevin equation. This yields not only the anomalous diffusion coefficient, but a non trivial fractional operator which corresponds to the possible asymmetry of the Levy stable source. Both of them cannot be obtained by scaling arguments. The (mono-) scaling behaviors of the Fractional Fokker-Planck equation and of its solutions are analysed and a generalization of the Einstein relation for the anomalous diffusion coefficient is obtained. This generalization yields a straightforward physical interpretation of the parameters of Levy stable distributions. Furthermore, with the help of important examples, we show the applicability of the Fractional Fokker-Planck equation in physics.Comment: 22 pages; To Appear in Physica

Multifractal earth topography

International audienceThis paper shows how modern ideas of scaling can be used to model topography with various morphologies and also to accurately characterize topography over wide ranges of scales. Our argument is divided in two parts. We first survey the main topographic models and show that they are based on convolutions of basic structures (singularities) with noises. Focusing on models with large numbers of degrees of freedom (fractional Brownian motion (fBm), fractional Levy motion (fLm), multifractal fractionally integrated flux (FIF) model), we show that they are distinguished by the type of underlying noise. In addition, realistic models require anisotropic singularities; we show how to generalize the basic isotropic (self-similar) models to anisotropic ones. Using numerical simulations, we display the subtle interplay between statistics, singularity structure and resulting topographic morphology. We show how the existence of anisotropic singularities with highly variable statistics can lead to unwarranted conclusions about scale breaking. We then analyze topographic transects from four Digital Elevation Models (DEMs) which collectively span scales from planetary down to 50 cm (4 orders of magnitude larger than in previous studies) and contain more than 2×108 pixels (a hundred times more data than in previous studies). We use power spectra and multiscaling analysis tools to study the global properties of topography. We show that the isotropic scaling for moments of order =2 holds to within ±45% down to scales ˜40 m. We also show that the multifractal FIF is easily compatible with the data, while the monofractal fBm and fLm are not. We estimate the universal parameters (a, C1) characterizing the underlying FIF noise to be (1.79, 0.12), where a is the degree of multifractality (0=a=2, 0 means monofractal) and C1 is the degree of sparseness of the surface (0=C1, 0 means space filling). In the same way, we investigate the variation of multifractal parameters between continents, oceans and continental margins. Our analyses show that no significant variation is found for (a, C1) and that the third parameter H, which is a degree of smoothing (higher H means smoother), is variable: our estimates are H=0.46, 0.66, 0.77 for bathymetry, continents and continental margins. An application we developped here is to use (a, C1) values to correct standard spectra of DEMs for multifractal resolution effects

The Anisotropic Multifractal Model and Wind Turbine Wakes

International audienceA typical routine in wind field resource assessment, at the most basic level, consists of first to third order statistics of times series data. The quality of the time series data can range between 0.05 to 600 seconds. More often than not the frequency of data will be the latter of the two since it is the cumulative power over long periods of time that define the financial return from turbines and thus high-resolution data is deemed unnecessary. It is now evident that such coarse time series data are no longer sufficient for a representa- tive assessment of the wind and that estimations based on such data are associated with inaccurate power curve pre- diction and turbine damage. In particular it has been sug- gested that such problems are due to a lack of understand- ing of the somewhat intermittent nature of the wind velocity fields and the small-scale fluctuations thus associated. In order to address this there has been a significant increase in research involving coupled mesoscale-microscale mod- els and stochastic downscaling methods. Our contribution is a demonstration that a good knowledge of small-scale variability is essential for a better understanding of the at- mospheric boundary layer. We discuss the applicability of the stochastic anisotropic multifractal model to the complex conditions of wind farm potential and operational sites

Analyses multifractales et spatio-temporelles des précipitations du modèle Méso-NH et des données radar

International audienceDans le cadre des multifractals universels, il est possible de caractériser la variabilité spatio-temporelle de la pluie sur une grande gamme d'échelle à l'aide de trois paramètres invariants d'échelles. Dans cette étude, nous avons estimé ces paramètres multifractals sur des simulations numériques effectuées avec le modèle méso-échelle Méso-NH (développé par Météo - France et le Laboratoire d'Aérologie), et des images radar composites, couvrant le même événement pluvieux, à savoir un orage particulièrement violent, dit de type Cévenol, ayant eu lieu sur la partie sud de la France du 5 au 9 septembre 2005. La comparaison des résultats montre que les deux types de données présentent des domaines d'invariance d'échelle relativement similaires, et dont les propriétés sont en accord avec les modèles de précipitation spatio-temporels unifiés et scalant les plus simples. Néanmoins l'évaluation de leurs exposants conduit à des valeurs parfois fortement différentes