Diffusion coefficients in dense and supercritical fluids

Os coeficientes de difusão (D 12) são propriedades fundamentais na investigação e na indústria, mas a falta de dados experimentais e a inexistência de equações que os estimem com precisão e confiança em fases comprimidas ou condensadas constituem limitações importantes. Os objetivos principais deste trabalho compreendem: i) a compilação de uma grande base de dados para valores de D 12 de sistemas gasosos, líquidos e supercríticos; ii) o desenvolvimento e validação de novos modelos de coeficientes de difusão a diluição infinita, aplicáveis em amplas gamas de temperatura e densidade, para sistemas contendo componentes muito distintos em termos de polaridade, tamanho e simetria; iii) a montagem e teste de uma instalação experimental para medir coeficientes de difusão em líquidos e fluidos supercríticos. Relativamente à modelação, uma nova expressão para coeficientes de difusão a diluição infinita de esferas rígidas foi desenvolvida e validada usando dados de dinâmica molecular (desvio relativo absoluto médio, AARD = 4.44%) Foram também estudados os coeficientes de difusão binários de sistemas reais. Para tal, foi compilada uma extensa base de dados de difusividades de sistemas reais em gases e solventes densos (622 sistemas binários num total de 9407 pontos experimentais e 358 moléculas) e a mesma foi usada na validação dos novos modelos desenvolvidos nesta tese. Um conjunto de novos modelos foi proposto para o cálculo de coeficientes de difusão a diluição infinita usando diferentes abordagens: i) dois modelos de base molecular com um parâmetro específico para cada sistema, aplicáveis em sistemas gasosos, líquidos e supercríticos, em que natureza do solvente se encontra limitada a apolar ou fracamente polar (AARDs globais na gama 4.26-4.40%); ii) dois modelos de base molecular biparamétricos, aplicáveis em todos os estados físicos, para qualquer tipo de soluto diluído em qualquer solvente (apolar, fracamente polar e polar). Ambos os modelos dão origem a erros globais entre 2.74% e 3.65%; iii) uma correlação com um parâmetro, específica para coeficientes de difusão em dióxido de carbono supercrítico (SC-CO2) e água líquida (AARD = 3.56%); iv) nove correlações empíricas e semi-empíricas que envolvem dois parâmetros, dependentes apenas da temperatura e/ou densidade do solvente e/ou viscosidade do solvente. Estes últimos modelos são muito simples e exibem excelentes resultados (AARDs entre 2.78% e 4.44%) em sistemas líquidos e supercríticos; e v) duas equações preditivas para difusividades de solutos em SC-CO2, em que os erros globais de ambas são inferiores a 6.80%. No global, deve realçar-se o facto de os novos modelos abrangerem a grande variedade de sistemas e moléculas geralmente encontrados. Os resultados obtidos são consistentemente melhores do que os obtidos com os modelos e abordagens encontrados na literatura. No caso das correlações com um ou dois parâmetros, mostrou-se que estes mesmos parâmetros podem ser ajustados usando um conjunto muito pequeno de dados, e posteriormente serem utilizados na previsão de valores de D 12 longe do conjunto original de pontos. Uma nova instalação experimental para medir coeficientes de difusão binários por técnicas cromatográficas foi montada e testada. O equipamento, o procedimento experimental e os cálculos analíticos necessários à obtenção dos valores de D 12 pelo método de abertura do pico cromatográfico, foram avaliados através da medição de difusividades de tolueno e acetona em SC-CO2. Seguidamente, foram medidos coeficientes de difusão de eucaliptol em SC-CO2 nas gamas de 202 – 252 bar e 313.15 – 333.15 K. Os resultados experimentais foram analisados através de correlações e modelos preditivos para D12.

Novel critical phenomena in optimization driven processes on networks

The work presented in this Ph.D thesis was developed in the context of complex network theory, from a statistical physics standpoint. We examine two distinct problems in this research field, taking a special interest in their respective critical properties. In both cases, the emergence of criticality is driven by a local optimization dynamics. Firstly, a recently introduced class of percolation problems that attracted a significant amount of attention from the scientific community, and was quickly followed up by an abundance of other works. Percolation transitions were believed to be continuous, until, recently, an 'explosive' percolation problem was reported to undergo a discontinuous transition, in [93]. The system's evolution is driven by a metropolis-like algorithm, apparently producing a discontinuous jump on the giant component's size at the percolation threshold. This finding was subsequently supported by number of other experimental studies [96, 97, 98, 99, 100, 101]. However, in [1] we have proved that the explosive percolation transition is actually continuous. The discontinuity which was observed in the evolution of the giant component's relative size is explained by the unusual smallness of the corresponding critical exponent, combined with the finiteness of the systems considered in experiments. Therefore, the size of the jump vanishes as the system's size goes to infinity. Additionally, we provide the complete theoretical description of the critical properties for a generalized version of the explosive percolation model [2], as well as a method [3] for a precise calculation of percolation's critical properties from numerical data (useful when exact results are not available). Secondly, we study a network flow optimization model, where the dynamics consists of consecutive mergings and splittings of currents flowing in the network. The current conservation constraint does not impose any particular criterion for the split of current among channels outgoing nodes, allowing us to introduce an asymmetrical rule, observed in several real systems. We solved analytically the dynamic equations describing this model in the high and low current regimes. The solutions found are compared with numerical results, for the two regimes, showing an excellent agreement. Surprisingly, in the low current regime, this model exhibits some features usually associated with continuous phase transitions.

Enhanced ethernet switching technology for adaptive hard real-time applications: Tecnologia de comutação ethernet melhorada para aplicações adaptativas e críticas de tempo-real

Os Sistemas Embarcados Distribuídos (SEDs) estão, hoje em dia, muito difundidos em vastas áreas, desde a automação industrial, a automóveis, aviões, até à distribuição de energia e protecção do meio ambiente. Estes sistemas são, essencialmente, caracterizados pela integração distribuída de aplicações embarcadas, autónomas mas cooperantes, explorando potenciais vantagens em termos de modularidade, facilidade de manutenção, custos de instalação, tolerância a falhas, entre outros. Contudo, o ambiente operacional onde se inserem estes tipos de sistemas pode impor restrições temporais rigorosas, exigindo que o sistema de comunicação subjacente consiga transmitir mensagens com garantias temporais. Contudo, os SEDs apresentam uma crescente complexidade, uma vez que integram subsistemas cada vez mais heterogéneos, quer ao nível do tráfego gerado, quer dos seus requisitos temporais. Em particular, estes subsistemas operam de forma esporádica, isto é, suportam mudanças operacionais de acordo com estímulos exteriores. Estes subsistemas também se reconfiguram dinamicamente de acordo com a actualização dos seus requisitos e, ainda, têm lidar com um número variável de solicitações de outros subsistemas. Assim sendo, o nível de utilização de recursos pode variar e, desta forma, as políticas de alocação estática tornam-se muito ineficientes. Consequentemente, é necessário um sistema de comunicação capaz de suportar com eficácia reconfigurações e adaptações dinâmicas. A tecnologia Ethernet comutada tem vindo a emergir como uma solução sólida para fornecer comunicações de tempo-real no âmbito dos SEDs, como comprovado pelo número de protocolos de tempo-real que foram desenvolvidos na última década. No entanto, nenhum dos protocolos existentes reúne as características necessárias para fornecer uma eficiente utilização da largura de banda e, simultaneamente, para respeitar os requisitos impostos pelos SEDs. Nomeadamente, a capacidade para controlar e policiar tráfego de forma robusta, conjugada com suporte à reconfiguração e adaptação dinâmica, não comprometendo as garantias de tempo-real. Esta dissertação defende a tese de que, pelo melhoramento dos comutadores Ethernet para disponibilizarem mecanismos de reconfiguração e isolamento de tráfego, é possível suportar aplicações de tempo-real críticas, que são adaptáveis ao ambiente onde estão inseridas.Em particular, é mostrado que as técnicas de projecto, baseadas em componentes e apoiadas no escalonamento hierárquico de servidores de tráfego, podem ser integradas nos comutadores Ethernet para alcançar as propriedades desejadas. Como suporte, é fornecida, também, uma solução para instanciar uma hierarquia reconfigurável de servidores de tráfego dentro do comutador, bem como a análise adequada ao modelo de escalonamento. Esta última fornece um limite superior para o tempo de resposta que os pacotes podem sofrer dentro dos servidores de tráfego, com base unicamente no conhecimento de um dado servidor e na hierarquia actual, isto é, sem o conhecimento das especifidades do tráfego dentro dos outros servidores. Finalmente, no âmbito do projecto HaRTES foi construído um protótipo do comutador Ethernet, o qual é baseado no paradigma “Flexible Time-Triggered”, que permite uma junção flexível de uma fase síncrona para o tráfego controlado pelo comutador e uma fase assíncrona que implementa a estrutura hierárquica de servidores referidos anteriormente. Além disso, as várias experiências práticas realizadas permitiram validar as propriedades desejadas e, consequentemente, a tese que fundamenta esta dissertação.

Model-based systems engineering: a system for traffic & environment

The contemporary world is crowded of large, interdisciplinary, complex systems made of other systems, personnel, hardware, software, information, processes, and facilities. The Systems Engineering (SE) field proposes an integrated holistic approach to tackle these socio-technical systems that is crucial to take proper account of their multifaceted nature and numerous interrelationships, providing the means to enable their successful realization. Model-Based Systems Engineering (MBSE) is an emerging paradigm in the SE field and can be described as the formalized application of modelling principles, methods, languages, and tools to the entire lifecycle of those systems, enhancing communications and knowledge capture, shared understanding, improved design precision and integrity, better development traceability, and reduced development risks. This thesis is devoted to the application of the novel MBSE paradigm to the Urban Traffic & Environment domain. The proposed system, the GUILTE (Guiding Urban Intelligent Traffic & Environment), deals with a present-day real challenging problem “at the agenda” of world leaders, national governors, local authorities, research agencies, academia, and general public. The main purposes of the system are to provide an integrated development framework for the municipalities, and to support the (short-time and real-time) operations of the urban traffic through Intelligent Transportation Systems, highlighting two fundamental aspects: the evaluation of the related environmental impacts (in particular, the air pollution and the noise), and the dissemination of information to the citizens, endorsing their involvement and participation. These objectives are related with the high-level complex challenge of developing sustainable urban transportation networks. The development process of the GUILTE system is supported by a new methodology, the LITHE (Agile Systems Modelling Engineering), which aims to lightening the complexity and burdensome of the existing methodologies by emphasizing agile principles such as continuous communication, feedback, stakeholders involvement, short iterations and rapid response. These principles are accomplished through a universal and intuitive SE process, the SIMILAR process model (which was redefined at the light of the modern international standards), a lean MBSE method, and a coherent System Model developed through the benchmark graphical modeling languages SysML and OPDs/OPL. The main contributions of the work are, in their essence, models and can be settled as: a revised process model for the SE field, an agile methodology for MBSE development environments, a graphical tool to support the proposed methodology, and a System Model for the GUILTE system. The comprehensive literature reviews provided for the main scientific field of this research (SE/MBSE) and for the application domain (Traffic & Environment) can also be seen as a relevant contribution.

Cooperative positioning for heterogeneous wireless systems

Future emerging market trends head towards positioning based services placing a new perspective on the way we obtain and exploit positioning information. On one hand, innovations in information technology and wireless communication systems enabled the development of numerous location based applications such as vehicle navigation and tracking, sensor networks applications, home automation, asset management, security and context aware location services. On the other hand, wireless networks themselves may bene t from localization information to improve the performances of di erent network layers. Location based routing, synchronization, interference cancellation are prime examples of applications where location information can be useful. Typical positioning solutions rely on measurements and exploitation of distance dependent signal metrics, such as the received signal strength, time of arrival or angle of arrival. They are cheaper and easier to implement than the dedicated positioning systems based on ngerprinting, but at the cost of accuracy. Therefore intelligent localization algorithms and signal processing techniques have to be applied to mitigate the lack of accuracy in distance estimates. Cooperation between nodes is used in cases where conventional positioning techniques do not perform well due to lack of existing infrastructure, or obstructed indoor environment. The objective is to concentrate on hybrid architecture where some nodes have points of attachment to an infrastructure, and simultaneously are interconnected via short-range ad hoc links. The availability of more capable handsets enables more innovative scenarios that take advantage of multiple radio access networks as well as peer-to-peer links for positioning. Link selection is used to optimize the tradeo between the power consumption of participating nodes and the quality of target localization. The Geometric Dilution of Precision and the Cramer-Rao Lower Bound can be used as criteria for choosing the appropriate set of anchor nodes and corresponding measurements before attempting location estimation itself. This work analyzes the existing solutions for node selection in order to improve localization performance, and proposes a novel method based on utility functions. The proposed method is then extended to mobile and heterogeneous environments. Simulations have been carried out, as well as evaluation with real measurement data. In addition, some speci c cases have been considered, such as localization in ill-conditioned scenarios and the use of negative information. The proposed approaches have shown to enhance estimation accuracy, whilst signi cantly reducing complexity, power consumption and signalling overhead.

Optimal alarms systems and its application to financial time series

This thesis focuses on the application of optimal alarm systems to non linear time series models. The most common classes of models in the analysis of real-valued and integer-valued time series are described. The construction of optimal alarm systems is covered and its applications explored. Considering models with conditional heteroscedasticity, particular attention is given to the Fractionally Integrated Asymmetric Power ARCH, FIAPARCH(p; d; q) model and an optimal alarm system is implemented, following both classical and Bayesian methodologies. Taking into consideration the particular characteristics of the APARCH(p; q) representation for financial time series, the introduction of a possible counterpart for modelling time series of counts is proposed: the INteger-valued Asymmetric Power ARCH, INAPARCH(p; q). The probabilistic properties of the INAPARCH(1; 1) model are comprehensively studied, the conditional maximum likelihood (ML) estimation method is applied and the asymptotic properties of the conditional ML estimator are obtained. The final part of the work consists on the implementation of an optimal alarm system to the INAPARCH(1; 1) model. An application is presented to real data series.

Dependable wireless real-time communications for open environments

Wireless communication technologies have become widely adopted, appearing in heterogeneous applications ranging from tracking victims, responders and equipments in disaster scenarios to machine health monitoring in networked manufacturing systems. Very often, applications demand a strictly bounded timing response, which, in distributed systems, is generally highly dependent on the performance of the underlying communication technology. These systems are said to have real-time timeliness requirements since data communication must be conducted within predefined temporal bounds, whose unfulfillment may compromise the correct behavior of the system and cause economic losses or endanger human lives. The potential adoption of wireless technologies for an increasingly broad range of application scenarios has made the operational requirements more complex and heterogeneous than before for wired technologies. On par with this trend, there is an increasing demand for the provision of cost-effective distributed systems with improved deployment, maintenance and adaptation features. These systems tend to require operational flexibility, which can only be ensured if the underlying communication technology provides both time and event triggered data transmission services while supporting on-line, on-the-fly parameter modification. Generally, wireless enabled applications have deployment requirements that can only be addressed through the use of batteries and/or energy harvesting mechanisms for power supply. These applications usually have stringent autonomy requirements and demand a small form factor, which hinders the use of large batteries. As the communication support may represent a significant part of the energy requirements of a station, the use of power-hungry technologies is not adequate. Hence, in such applications, low-range technologies have been widely adopted. In fact, although low range technologies provide smaller data rates, they spend just a fraction of the energy of their higher-power counterparts. The timeliness requirements of data communications, in general, can be met by ensuring the availability of the medium for any station initiating a transmission. In controlled (close) environments this can be guaranteed, as there is a strict regulation of which stations are installed in the area and for which purpose. Nevertheless, in open environments, this is hard to control because no a priori abstract knowledge is available of which stations and technologies may contend for the medium at any given instant. Hence, the support of wireless real-time communications in unmanaged scenarios is a highly challenging task. Wireless low-power technologies have been the focus of a large research effort, for example, in the Wireless Sensor Network domain. Although bringing extended autonomy to battery powered stations, such technologies are known to be negatively influenced by similar technologies contending for the medium and, especially, by technologies using higher power transmissions over the same frequency bands. A frequency band that is becoming increasingly crowded with competing technologies is the 2.4 GHz Industrial, Scientific and Medical band, encompassing, for example, Bluetooth and ZigBee, two lowpower communication standards which are the base of several real-time protocols. Although these technologies employ mechanisms to improve their coexistence, they are still vulnerable to transmissions from uncoordinated stations with similar technologies or to higher power technologies such as Wi- Fi, which hinders the support of wireless dependable real-time communications in open environments. The Wireless Flexible Time-Triggered Protocol (WFTT) is a master/multi-slave protocol that builds on the flexibility and timeliness provided by the FTT paradigm and on the deterministic medium capture and maintenance provided by the bandjacking technique. This dissertation presents the WFTT protocol and argues that it allows supporting wireless real-time communication services with high dependability requirements in open environments where multiple contention-based technologies may dispute the medium access. Besides, it claims that it is feasible to provide flexible and timely wireless communications at the same time in open environments. The WFTT protocol was inspired on the FTT paradigm, from which higher layer services such as, for example, admission control has been ported. After realizing that bandjacking was an effective technique to ensure the medium access and maintenance in open environments crowded with contention-based communication technologies, it was recognized that the mechanism could be used to devise a wireless medium access protocol that could bring the features offered by the FTT paradigm to the wireless domain. The performance of the WFTT protocol is reported in this dissertation with a description of the implemented devices, the test-bed and a discussion of the obtained results.

Architecture for real-time coordination of multiple autonomous mobile units

Interest on using teams of mobile robots has been growing, due to their potential to cooperate for diverse purposes, such as rescue, de-mining, surveillance or even games such as robotic soccer. These applications require a real-time middleware and wireless communication protocol that can support an efficient and timely fusion of the perception data from different robots as well as the development of coordinated behaviours. Coordinating several autonomous robots towards achieving a common goal is currently a topic of high interest, which can be found in many application domains. Despite these different application domains, the technical problem of building an infrastructure to support the integration of the distributed perception and subsequent coordinated action is similar. This problem becomes tougher with stronger system dynamics, e.g., when the robots move faster or interact with fast objects, leading to tighter real-time constraints. This thesis work addressed computing architectures and wireless communication protocols to support efficient information sharing and coordination strategies taking into account the real-time nature of robot activities. The thesis makes two main claims. Firstly, we claim that despite the use of a wireless communication protocol that includes arbitration mechanisms, the self-organization of the team communications in a dynamic round that also accounts for variable team membership, effectively reduces collisions within the team, independently of its current composition, significantly improving the quality of the communications. We will validate this claim in terms of packet losses and communication latency. We show how such self-organization of the communications can be achieved in an efficient way with the Reconfigurable and Adaptive TDMA protocol. Secondly, we claim that the development of distributed perception, cooperation and coordinated action for teams of mobile robots can be simplified by using a shared memory middleware that replicates in each cooperating robot all necessary remote data, the Real-Time Database (RTDB) middleware. These remote data copies, which are updated in the background by the selforganizing communications protocol, are extended with age information automatically computed by the middleware and are locally accessible through fast primitives. We validate our claim showing a parsimonious use of the communication medium, improved timing information with respect to the shared data and the simplicity of use and effectiveness of the proposed middleware shown in several use cases, reinforced with a reasonable impact in the Middle Size League of RoboCup.