Mise en oeuvre du formalisme multifractal sur les espaces Snu

When considering very irregular functions, it does not make sense to try to characterize the pointwise irregularity because it can change from one point to another. It is more interesting to compute the spectrum of singularities, ie "the size'' of the set of points which share the same pointwise irregularity; by size, one means the Hausdorff dimension.
To compute the spectrum of singularities in practice, we use a multifractal formalism. In 1885, Frisch and Parisi have proposed a first formalism. Its main default is that it always leads to a concave spectrum. In 2004, Stéphane Jaffard has introduced the Snu spaces. They lead to a new multifractal formalism which can detect non concave spectra.
In practice, one has to avoid the concept of limit and to deal with finite size effects (for example, one can only calculate a finite number of wavelet coefficients). I present a method to determine the spectrum based on the Snu spaces and I illustrate it numerically on theoretical functions.