Estudo de sistemas complexos com interações de longo alcance : percolação, redes e tráfego

In this thesis we investigate physical problems which present a high degree of complexity using tools and models of Statistical Mechanics. We give a special attention to systems with long-range interactions, such as one-dimensional long-range bondpercolation, complex networks without metric and vehicular traffic. The flux in linear chain (percolation) with bond between first neighbor only happens if pc = 1, but when we consider long-range interactions , the situation is completely different, i.e., the transitions between the percolating phase and non-percolating phase happens for pc < 1. This kind of transition happens even when the system is diluted ( dilution of sites ). Some of these effects are investigated in this work, for example, the extensivity of the system, the relation between critical properties and the dilution, etc. In particular we show that the dilution does not change the universality of the system. In another work, we analyze the implications of using a power law quality distribution for vertices in the growth dynamics of a network studied by Bianconi and Barabási. It incorporates in the preferential attachment the different ability (fitness) of the nodes to compete for links. Finally, we study the vehicular traffic on road networks when it is submitted to an increasing flux of cars. In this way, we develop two models which enable the analysis of the total flux on each road as well as the flux leaving the system and the behavior of the total number of congested roads

Conexão entre as redes complexas e estatística de Kaniadakis e busca eficiente das propriedades críticas do processo epidêmico difusivo 1D

In this work we study a connection between a non-Gaussian statistics, the Kaniadakis statistics, and Complex Networks. We show that the degree distribution P(k)of a scale free-network, can be calculated using a maximization of information entropy in the context of non-gaussian statistics. As an example, a numerical analysis based on the preferential attachment growth model is discussed, as well as a numerical behavior of the Kaniadakis and Tsallis degree distribution is compared. We also analyze the diffusive epidemic process (DEP) on a regular lattice one-dimensional. The model is composed of A (healthy) and B (sick) species that independently diffusive on lattice with diffusion rates DA and DB for which the probabilistic dynamical rule A + B → 2B and B → A. This model belongs to the category of non-equilibrium systems with an absorbing state and a phase transition between active an inactive states. We investigate the critical behavior of the DEP using an auto-adaptive algorithm to find critical points: the method of automatic searching for critical points (MASCP). We compare our results with the literature and we find that the MASCP successfully finds the critical exponents 1/ѵ and 1/zѵ in all the cases DA =DB, DA DB. The simulations show that the DEP has the same critical exponents as are expected from field-theoretical arguments. Moreover, we find that, contrary to a renormalization group prediction, the system does not show a discontinuous phase transition in the regime o DA >DB.

Análises estatísticas em redes complexas: propriedades topológicas, críticas e dinâmicas

In this thesis, we address two issues of broad conceptual and practical relevance in the study of complex networks. The first is associated with the topological characterization of networks while the second relates to dynamical processes that occur on top of them. Regarding the first line of study, we initially designed a model for networks growth where preferential attachment includes: (i) connectivity and (ii) homophily (links between sites with similar characteristics are more likely). From this, we observe that the competition between these two aspects leads to a heterogeneous pattern of connections with the topological properties of the network showing quite interesting results. In particular, we emphasize that there is a region where the characteristics of sites play an important role not only for the rate at which they get links, but also for the number of connections which occur between sites with similar and dissimilar characteristics. Finally, we investigate the spread of epidemics on the network topology developed, whereas its dissemination follows the rules of the contact process. Using Monte Carlo simulations, we show that the competition between states (infected/healthy) sites, induces a transition between an active phase (presence of sick) and an inactive (no sick). In this context, we estimate the critical point of the transition phase through the cumulant Binder and ratio between moments of the order parameter. Then, using finite size scaling analysis, we determine the critical exponents associated with this transition

O Modelo de Ising inomogêneo: uma interrupção contínua entre as redes quadrada e triangular.

The ferromagnetic and antiferromagnetic Ising model on a two dimensional inhomogeneous lattice characterized by two exchange constants (J1 and J2) is investigated. The lattice allows, in a continuous manner, the interpolation between the uniforme square (J2 = 0) and triangular (J2 = J1) lattices. By performing Monte Carlo simulation using the sequential Metropolis algorithm, we calculate the magnetization and the magnetic susceptibility on lattices of differents sizes. Applying the finite size scaling method through a data colappse, we obtained the critical temperatures as well as the critical exponents of the model for several values of the parameter α = J2 J1 in the [0, 1] range. The ferromagnetic case shows a linear increasing behavior of the critical temperature Tc for increasing values of α. Inwhich concerns the antiferromagnetic system, we observe a linear (decreasing) behavior of Tc, only for small values of α; in the range [0.6, 1], where frustrations effects are more pronunciated, the critical temperature Tc decays more quickly, possibly in a non-linear way, to the limiting value Tc = 0, cor-responding to the homogeneous fully frustrated antiferromagnetic triangular case.

Espectroscopia no infravermelho próximo e métodos de calibração multivariada aplicados à determinação simultânea de parâmetros bioquímicos em plasma sanguíneo

In this work, the quantitative analysis of glucose, triglycerides and cholesterol (total and HDL) in both rat and human blood plasma was performed without any kind of pretreatment of samples, by using near infrared spectroscopy (NIR) combined with multivariate methods. For this purpose, different techniques and algorithms used to pre-process data, to select variables and to build multivariate regression models were compared between each other, such as partial least squares regression (PLS), non linear regression by artificial neural networks, interval partial least squares regression (iPLS), genetic algorithm (GA), successive projections algorithm (SPA), amongst others. Related to the determinations of rat blood plasma samples, the variables selection algorithms showed satisfactory results both for the correlation coefficients (R²) and for the values of root mean square error of prediction (RMSEP) for the three analytes, especially for triglycerides and cholesterol-HDL. The RMSEP values for glucose, triglycerides and cholesterol-HDL obtained through the best PLS model were 6.08, 16.07 e 2.03 mg dL-1, respectively. In the other case, for the determinations in human blood plasma, the predictions obtained by the PLS models provided unsatisfactory results with non linear tendency and presence of bias. Then, the ANN regression was applied as an alternative to PLS, considering its ability of modeling data from non linear systems. The root mean square error of monitoring (RMSEM) for glucose, triglycerides and total cholesterol, for the best ANN models, were 13.20, 10.31 e 12.35 mg dL-1, respectively. Statistical tests (F and t) suggest that NIR spectroscopy combined with multivariate regression methods (PLS and ANN) are capable to quantify the analytes (glucose, triglycerides and cholesterol) even when they are present in highly complex biological fluids, such as blood plasma

Simulações de Monte Carlo para os modelos Ising e Blume-Capel em redes complexa

We studied the Ising model ferromagnetic as spin-1/2 and the Blume-Capel model as spin-1, > 0 on small world network, using computer simulation through the Metropolis algorithm. We calculated macroscopic quantities of the system, such as internal energy, magnetization, specific heat, magnetic susceptibility and Binder cumulant. We found for the Ising model the same result obtained by Koreans H. Hong, Beom Jun Kim and M. Y. Choi [6] and critical behavior similar Blume-Capel model

Estudo das propriedades críticas do processo epidêmico por par com difusão de pares

The pair contact process - PCP is a nonequilibrium stochastic model which, like the basic contact process - CP, exhibits a phase transition to an absorbing state. While the absorbing state CP corresponds to a unique configuration (empty lattice), the PCP process infinitely many. Numerical and theoretical studies, nevertheless, indicate that the PCP belongs to the same universality class as the CP (direct percolation class), but with anomalies in the critical spreading dynamics. An infinite number of absorbing configurations arise in the PCP because all process (creation and annihilation) require a nearest-neighbor pair of particles. The diffusive pair contact process - PCPD) was proposed by Grassberger in 1982. But the interest in the problem follows its rediscovery by the Langevin description. On the basis of numerical results and renormalization group arguments, Carlon, Henkel and Schollwöck (2001), suggested that certain critical exponents in the PCPD had values similar to those of the party-conserving - PC class. On the other hand, Hinrichsen (2001), reported simulation results inconsistent with the PC class, and proposed that the PCPD belongs to a new universality class. The controversy regarding the universality of the PCPD remains unresolved. In the PCPD, a nearest-neighbor pair of particles is necessary for the process of creation and annihilation, but the particles to diffuse individually. In this work we study the PCPD with diffusion of pair, in which isolated particles cannot move; a nearest-neighbor pair diffuses as a unit. Using quasistationary simulation, we determined with good precision the critical point and critical exponents for three values of the diffusive probability: D=0.5 and D=0.1. For D=0.5: PC=0.89007(3), β/v=0.252(9), z=1.573(1), =1.10(2), m=1.1758(24). For D=0.1: PC=0.9172(1), β/v=0.252(9), z=1.579(11), =1.11(4), m=1.173(4)

Estimação da demanda de instalações elétricas de edificações com múltiplas unidades de consumo

This work aims to predict the total maximum demand of a transformer that will be used in power systems to attend a Multiple Unit Consumption (MUC) in design. In 1987, COSERN noted that calculation of maximum total demand for a building should be different from that which defines the scaling of the input protection extension in order to not overestimate the power of the transformer. Since then there have been many changes, both in consumption habits of the population, as in electrical appliances, so that this work will endeavor to improve the estimation of peak demand. For the survey, data were collected for identification and electrical projects in different MUCs located in Natal. In some of them, measurements were made of demand for 7 consecutive days and adjusted for an integration interval of 30 minutes. The estimation of the maximum demand was made through mathematical models that calculate the desired response from a set of information previously known of MUCs. The models tested were simple linear regressions, multiple linear regressions and artificial neural networks. The various calculated results over the study were compared, and ultimately, the best answer found was put into comparison with the previously proposed model

Aplicações da teoria da percolação à modelagem e simulação de reservatórios de petróleo

In this thesis we study some problems related to petroleum reservoirs using methods and concepts of Statistical Physics. The thesis could be divided percolation problem in random multifractal support motivated by its potential application in modelling oil reservoirs. We develped an heterogeneous and anisotropic grid that followin two parts. The first one introduce a study of the percolations a random multifractal distribution of its sites. After, we determine the percolation threshold for this grid, the fractal dimension of the percolating cluster and the critical exponents ß and v. In the second part, we propose an alternative systematic of modelling and simulating oil reservoirs. We introduce a statistical model based in a stochastic formulation do Darcy Law. In this model, the distribution of permeabilities is localy equivalent to the basic model of bond percolation

Fases e criticalidade no modelo ashkin - teller de três cores

The usual Ashkin-Teller (AT) model is obtained as a superposition of two Ising models coupled through a four-spin interaction term. In two dimension the AT model displays a line of fixed points along which the exponents vary continuously. On this line the model becomes soluble via a mapping onto the Baxter model. Such richness of multicritical behavior led Grest and Widom to introduce the N-color Ashkin-Teller model (N-AT). Those authors made an extensive analysis of the model thus introduced both in the isotropic as well as in the anisotropic cases by several analytical and computational methods. In the present work we define a more general version of the 3-color Ashkin-Teller model by introducing a 6-spin interaction term. We investigate the corresponding symmetry structure presented by our model in conjunction with an analysis of possible phase diagrams obtained by real space renormalization group techniques. The phase diagram are obtained at finite temperature in the region where the ferromagnetic behavior is predominant. Through the use of the transmissivities concepts we obtain the recursion relations in some periodical as well as aperiodic hierarchical lattices. In a first analysis we initially consider the two-color Ashkin-Teller model in order to obtain some results with could be used as a guide to our main purpose. In the anisotropic case the model was previously studied on the Wheatstone bridge by Claudionor Bezerra in his Master Degree dissertation. By using more appropriated computational resources we obtained isomorphic critical surfaces described in Bezerra's work but not properly identified. Besides, we also analyzed the isotropic version in an aperiodic hierarchical lattice, and we showed how the geometric fluctuations are affected by such aperiodicity and its consequences in the corresponding critical behavior. Those analysis were carried out by the use of appropriated definitions of transmissivities. Finally, we considered the modified 3-AT model with a 6-spin couplings. With the inclusion of such term the model becomes more attractive from the symmetry point of view. For some hierarchical lattices we derived general recursion relations in the anisotropic version of the model (3-AAT), from which case we can obtain the corresponding equations for the isotropic version (3-IAT). The 3-IAT was studied extensively in the whole region where the ferromagnetic couplings are dominant. The fixed points and the respective critical exponents were determined. By analyzing the attraction basins of such fixed points we were able to find the three-parameter phase diagram (temperature £ 4-spin coupling £ 6-spin coupling). We could identify fixed points corresponding to the universality class of Ising and 4- and 8-state Potts model. We also obtained a fixed point which seems to be a sort of reminiscence of a 6-state Potts fixed point as well as a possible indication of the existence of a Baxter line. Some unstable fixed points which do not belong to any aforementioned q-state Potts universality class was also found

Estudo das propriedades críticas do processo de contato por par para diferentes atualizações

We study the critical behavior of the one-dimensional pair contact process (PCP), using the Monte Carlo method for several lattice sizes and three different updating: random, sequential and parallel. We also added a small modification to the model, called Monte Carlo com Ressucitamento" (MCR), which consists of resuscitating one particle when the order parameter goes to zero. This was done because it is difficult to accurately determine the critical point of the model, since the order parameter(particle pair density) rapidly goes to zero using the traditional approach. With the MCR, the order parameter becomes null in a softer way, allowing us to use finite-size scaling to determine the critical point and the critical exponents β, ν and z. Our results are consistent with the ones already found in literature for this model, showing that not only the process of resuscitating one particle does not change the critical behavior of the system, it also makes it easier to determine the critical point and critical exponents of the model. This extension to the Monte Carlo method has already been used in other contact process models, leading us to believe its usefulness to study several others non-equilibrium models

Modelo de ashkin-teller de três cores na rede ponte de wheatstone

In this work we study the phase transitions of the ferromagnetic three-color Ashkin-Teller Model in the hierarquical lattice generated by the Wheatstone bridge using real space renormalization group approach. With such technique we obtain the phase diagram and its critical points with respective critical exponents v. This model presents four phases: ferromagnetic, paramagnetic and two intermediates. Nine critical points were found, three of which are of Ising model type, three are of four states Potts model type, one is of eight states Potts model type and the last two which do not correspond to any Potts model with integer number of states. iv

Fraturas e caminhos ótimos na rede de Barabasi-Albert

Following the study of Andrade et al. (2009) on regular square lattices, here we investigate the problem of optimal path cracks (OPC) in Complex Networks. In this problem we associate to each site a determined energy. The optimum path is defined as the one among all possible paths that crosses the system which has the minimum cost, namely the sum of the energies along the path. Once the optimum path is determined, at each step, one blocks its site with highest energy, and then a new optimal path is calculated. This procedure is repeated until there is a set of blocked sites forming a macroscopic fracture which connects the opposite sides of the system. The method is applied to a lattice of size L and the density of removed sites is computed. As observed in the work by Andrade et al. (2009), the fractured system studied here also presents different behaviors depending on the level of disorder, namely weak, moderated and strong disorder intensities. In the regime of weak and moderated disorder, while the density of removed sites in the system does not depend of the size L in the case of regular lattices, in the regime of high disorder the density becomes substantially dependent on L. We did the same type of study for Complex Networks. In this case, each new site is connected with m previous ones. As in the previous work, we observe that the density of removed sites presents a similar behavior. Moreover, a new result is obtained, i.e., we analyze the dependency of the disorder with the attachment parameter m

Contribuições ao estudo das redes complexas: modelo de qualidade

In this work we analyse the implications of using a power law distribution of vertice's quality in the growth dynamics of a network studied by Bianconi anel Barabási. In particular, we start studying the random networks which characterize or are related to some real situations, for instance the tide movement. In this context of complex networks, we investigate several real networks, as well as we define some important concepts in the network studies. Furthermore, we present the first scale-free network model, which was proposed by Barabási et al., and a modified model studied by Bianconi and Barabási, where now the preferential attachment incorporates the different ability (fitness) of the nodes to compete for links. At the end, our results, discussions and conclusions are presented

Contribuição ao estudo de redes complexas: modelo de afinidade com métrica

Currently the interest in large-scale systems with a high degree of complexity has been much discussed in the scientific community in various areas of knowledge. As an example, the Internet, protein interaction, collaboration of film actors, among others. To better understand the behavior of interconnected systems, several models in the area of complex networks have been proposed. Barabási and Albert proposed a model in which the connection between the constituents of the system could dynamically and which favors older sites, reproducing a characteristic behavior in some real systems: connectivity distribution of scale invariant. However, this model neglects two factors, among others, observed in real systems: homophily and metrics. Given the importance of these two terms in the global behavior of networks, we propose in this dissertation study a dynamic model of preferential binding to three essential factors that are responsible for competition for links: (i) connectivity (the more connected sites are privileged in the choice of links) (ii) homophily (similar connections between sites are more attractive), (iii) metric (the link is favored by the proximity of the sites). Within this proposal, we analyze the behavior of the distribution of connectivity and dynamic evolution of the network are affected by the metric by A parameter that controls the importance of distance in the preferential binding) and homophily by (characteristic intrinsic site). We realized that the increased importance as the distance in the preferred connection, the connections between sites and become local connectivity distribution is characterized by a typical range. In parallel, we adjust the curves of connectivity distribution, for different values of A, the equation P(k) = P0e