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Article Dans Une Revue Chaos: An Interdisciplinary Journal of Nonlinear Science Année : 2023

Scale dependence of fractal dimension in deterministic and stochastic Lorenz-63 systems

Résumé

Many natural systems show emergent phenomena at different scales, leading to scaling regimes with signatures of deterministic chaos at large scales and an apparently random behavior at small scales. These features are usually investigated quantitatively by studying the properties of the underlying attractor, the compact object asymptotically hosting the trajectories of the system with their invariant density in the phase-space. This multi-scale nature of natural systems makes it practically impossible to get a clear picture of the attracting set. Indeed, it spans over a wide range of spatial scales and may even change in time due to non-stationary forcing. Here we combine an adaptive decomposition method with extreme value theory to study the properties of the instantaneous scale-dependent dimension, which has been recently introduced to characterize such temporal and spatial scale-dependent attractors in turbulence and astrophysics. To provide a quantitative analysis of the properties of this metric, we test it on the well-known low-dimensional deterministic Lorenz-63 system perturbed with additive or multiplicative noise. We demonstrate that the properties of the invariant set depend on the scale we are focusing on and that the scale-dependent dimensions can discriminate between additive and multiplicative noise, despite the fact that the two cases have exactly the same stationary invariant measure at large scales. The proposed formalism can be generally helpful to investigate the role of multi-scale fluctuations within complex systems, allowing us to deal with the problem of characterizing the role of stochastic fluctuations across a wide range of physical systems.
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Dates et versions

hal-03707052 , version 1 (28-06-2022)
hal-03707052 , version 2 (13-02-2023)

Identifiants

Citer

T Alberti, Davide Faranda, V Lucarini, R V Donner, Berengere Dubrulle, et al.. Scale dependence of fractal dimension in deterministic and stochastic Lorenz-63 systems. Chaos: An Interdisciplinary Journal of Nonlinear Science, 2023, ⟨10.1063/5.0106053⟩. ⟨hal-03707052v2⟩
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