Dynamical Fractional and Multifractal Fields

Gabriel B. Apolinário, Laurent Chevillard, Jean Christophe Mourrat

Research output: Contribution to journalArticlepeer-review


Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To reproduce the fractional, and more specifically multifractal, regularity nature of fully developed turbulence, these dynamical evolutions incorporate an homogenous pseudo-differential linear operator of degree 0 that takes care of transferring energy that is injected at large scales in the system, towards smaller scales according to a cascading mechanism. In the simplest situation which concerns the development of fractional regularity in a linear and Gaussian framework, we derive explicit predictions for the statistical behaviors of the solution at finite and infinite time. Doing so, we realize a cascading transfer of energy using linear, although non local, interactions. These evolutions can be seen as a stochastic version of recently proposed systems of forced waves intended to model the regime of weak wave turbulence in stratified and rotational flows. To include multifractal, i.e. intermittent, corrections to this picture, we get some inspiration from the Gaussian multiplicative chaos, which is known to be multifractal, to motivate the introduction of an additional quadratic interaction in these dynamical evolutions. Because the theoretical analysis of the obtained class of nonlinear SPDEs is much more demanding, we perform numerical simulations and observe the non-Gaussian and in particular skewed nature of their solution.

Original languageEnglish (US)
Article number15
JournalJournal of Statistical Physics
Issue number1
StatePublished - Jan 2022


  • Fractional Gaussian Fields
  • Multiplicative Chaos
  • Stochastic partial differential equations

ASJC Scopus subject areas

  • Statistical and Nonlinear Physics
  • Mathematical Physics


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