Stochastic modelling of fractal diffusion and dimension estimation

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F68407700%3A21340%2F22%3A00359821" target="_blank" >RIV/68407700:21340/22:00359821 - isvavai.cz</a>
Result on the web
<a href="https://doi.org/10.1016/j.physa.2022.127624" target="_blank" >https://doi.org/10.1016/j.physa.2022.127624</a>
DOI - Digital Object Identifier
<a href="http://dx.doi.org/10.1016/j.physa.2022.127624" target="_blank" >10.1016/j.physa.2022.127624</a>

Result language
angličtina
Original language name
Stochastic modelling of fractal diffusion and dimension estimation
Original language description
The revision of classical methods for spectral and walk dimension estimates is the main aim of the paper. Being focused on the unbiased estimation of the walk and spectral dimensions, we aim to construct the estimates with the minimal mean square error. Accompanied simulation experiments are performed on finite substrates, spacial structures serving as a good model of both continuum and fractal sets. We compare the classical approach based on the log-log transform of asymptotic models of returning probabilities and the second moments, and we also develop a weighted approach to improve the statistical properties of dimension estimates. The other discussed aspect is whether to simulate diffusion using the classical graph diffusion model with zero probability of staying in the same vertex or to prefer the physically motivated model of diffusion over edges with the optimal value of jump probability. Finally, we present the results of simulation experiments on two-dimensional finite substrates which approximate the continuum and selected Sierpinski gaskets and carpets. The paper also summarises general suggestions based on the obtained results from the simulation experiments.
Czech name
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Czech description
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Type
J<sub>imp</sub> - Article in a specialist periodical, which is included in the Web of Science database
CEP classification
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OECD FORD branch
10201 - Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)

Project
<a href="/en/project/EF16_019%2F0000765" target="_blank" >EF16_019/0000765: Research Center for Informatics</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)<br>S - Specificky vyzkum na vysokych skolach

Publication year
2022
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

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