Multifractals from IFS

A simple way to construct multifractals is to use an IFS with transformations {T1, ..., TN}, contraction ratios r1, ..., rN, and probabilities p1, ..., pN.
We will show how to construct the f(α) curve from this information, through an auxiliary function β(q) defined by the generalized Moran equation
(p1q)(r1β(q)) + ... + (pNq)(rNβ(q)) = 1
A reason for this approach is that for large positive q the larger pi dominate; for large negative q the the smaller pi dominate.
To simplify the algebra, we focus on the special case where all the ri take a common value, r. Then the generalized Moran equation can be solved explicitly for β(q)
β(q) = -Log(p1q + p2q + ... + pNq) / Log(r)
The Holder exponent α is the negative of the slope of the tangent line of β. That is,
α = -dβ/dq
When all ri = r, this can be solved explicitly
α(q) = (p1qLog(p1) + ... + pNqLog(pN)) / (Log(r) (p1q + ... + pNq))
Then compute f(α) by
f(α(q)) = q⋅α(q) + β(q)
The f(α) curve can be approximated by letting q range from some negative value, say q = -20, to some positive value, say q = 20, in fairly small steps. This avoids the substantial headaches involved in trying to write f as an explicit, even if only approximate, function of α.
 
For N = 4 and r = 0.5, we have
α(q)= (p1qLog(p1) + ... + p4qLog(p4))/(Log(0.5)⋅(p1q + ... + p4q))
f(α(q))= q⋅(p1qLog(p1) + ... + p4qLog(p4))/(Log(0.5)⋅(p1q + ... + p4q)) - Log(p1q + ... + p4q)/Log(0.5)
 
Finally, there is a simple interpretation of the highest point of the f(α) curve.