Analysis of the cooperative dynamics of nonlinear systems based on joint singularity spectrum

A generalization of the wavelet-transform modulus maxima method to the case of multifractal analysis is proposed, in which the cooperative dynamics of subsystems and the change in the interaction between them are characterized using a joint singularity spectrum. On the example of the phenomenon of chaotic synchronization in the model of interacting Lorenz systems, the possibility of diagnosing a change in the functioning regime in terms of the wavelet-based multifractal formalism is illustrated. Keywords: multifractal analysis, random process, scaling, singularity spectrum.