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Multifractality has also been observed on many data coming from geophysics, turbulence, physics, biology, to name a few. Developing mathematical models whose scaling and multifractal properties fit those measured on data is thus an important issue. This raises several still unsolved theoretical questions about the prescription of multifractality (i.e., how to build mathematical models with a singularity spectrum known in advance), typical behavior in function spaces, and existence of solutions to PDEs or SPDEs with possible multifractal behavior. In this survey, we gather some of the latest results in this area.''  The present paper consists of the following sections:  -- ``Multifractality between pure and applied mathematics''. This section is devoted to the development of multifractal analysis. The notion of singularity spectrum of a function and the notion of multifractal formalism are explained and their applications are briefly described.  -- ``Prescription of exponents and local dimensions''.  -- ``Prescription of multifractal behavior''.  -- ``Prescription of multifractal formalisms''. Here prescriptions of multifractal formalism for measures and for functions are considered.  -- ``Typical multifractal behavior in classical functional spaces''.  -- ``Besov spaces in multifractal environment''.  -- ``Perspectives''.  In this survey, the main attention is given to explanations of the main notions and to a description of recent results and some open problems related to the topic of this paper. Various research directions considered in this paper ``combine many ideas coming from (and having applications to) geometric measure theory, functional and harmonic analysis, and real analysis, as well as ergodic theory and dynamical systems''.  For the entire collection see [Zbl 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