Algorithm to estimate the Hurst exponent of high-dimensional fractals

被引：84

作者：

Carbone, Anna ^{[1
]}

机构：

[1] Politecn Torino, Dept Phys, I-10129 Turin, Italy

来源：

PHYSICAL REVIEW E | 2007年 / 76卷 / 05期

关键词：

D O I：

10.1103/PhysRevE.76.056703

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 ; 080103 ; 080704 ;

摘要：

We propose an algorithm to estimate the Hurst exponent of high-dimensional fractals, based on a generalized high-dimensional variance around a moving average low-pass filter. As working examples, we consider rough surfaces generated by the random midpoint displacement and by the Cholesky-Levinson factorization algorithms. The surrogate surfaces have Hurst exponents ranging from 0.1 to 0.9 with step 0.1, and different sizes. The computational efficiency and the accuracy of the algorithm are also discussed.

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