Engineering Complex Computational Ecosystems

Self-organising pervasive ecosystems of devices are set to become a major vehicle for delivering infrastructure and end-user services. The inherent complexity of such systems poses new challenges to those who want to dominate it by applying the principles of engineering. The recent growth in number and distribution of devices with decent computational and communicational abilities, that suddenly accelerated with the massive diffusion of smartphones and tablets, is delivering a world with a much higher density of devices in space. Also, communication technologies seem to be focussing on short-range device-to-device (P2P) interactions, with technologies such as Bluetooth and Near-Field Communication gaining greater adoption. Locality and situatedness become key to providing the best possible experience to users, and the classic model of a centralised, enormously powerful server gathering and processing data becomes less and less efficient with device density. Accomplishing complex global tasks without a centralised controller responsible of aggregating data, however, is a challenging task. In particular, there is a local-to-global issue that makes the application of engineering principles challenging at least: designing device-local programs that, through interaction, guarantee a certain global service level. In this thesis, we first analyse the state of the art in coordination systems, then motivate the work by describing the main issues of pre-existing tools and practices and identifying the improvements that would benefit the design of such complex software ecosystems. The contribution can be divided in three main branches. First, we introduce a novel simulation toolchain for pervasive ecosystems, designed for allowing good expressiveness still retaining high performance. Second, we leverage existing coordination models and patterns in order to create new spatial structures. Third, we introduce a novel language, based on the existing ``Field Calculus'' and integrated with the aforementioned toolchain, designed to be usable for practical aggregate programming.

Numerical corrections to the strong coupling effective Polyakov-line action for finite T Yang-Mills theory

We consider a three-dimensional effective theory of Polyakov lines derived previously from lattice Yang-Mills theory and QCD by means of a resummed strong coupling expansion. The effective theory is useful for investigations of the phase structure, with a sign problem mild enough to allow simulations also at finite density. In this work we present a numerical method to determine improved values for the effective couplings directly from correlators of 4d Yang-Mills theory. For values of the gauge coupling up to the vicinity of the phase transition, the dominant short range effective coupling are well described by their corresponding strong coupling series. We provide numerical results also for the longer range interactions, Polyakov lines in higher representations as well as four-point interactions, and discuss the growing significance of non-local contributions as the lattice gets finer. Within this approach the critical Yang-Mills coupling β c is reproduced to better than one percent from a one-coupling effective theory on N τ = 4 lattices while up to five couplings are needed on N τ = 8 for the same accuracy.

Excitatory–inhibitory network in the visual cortex: Psychophysical evidence

At early stages in visual processing cells respond to local stimuli with specific features such as orientation and spatial frequency. Although the receptive fields of these cells have been thought to be local and independent, recent physiological and psychophysical evidence has accumulated, indicating that the cells participate in a rich network of local connections. Thus, these local processing units can integrate information over much larger parts of the visual field; the pattern of their response to a stimulus apparently depends on the context presented. To explore the pattern of lateral interactions in human visual cortex under different context conditions we used a novel chain lateral masking detection paradigm, in which human observers performed a detection task in the presence of different length chains of high-contrast-flanked Gabor signals. The results indicated a nonmonotonic relation of the detection threshold with the number of flankers. Remote flankers had a stronger effect on target detection when the space between them was filled with other flankers, indicating that the detection threshold is caused by dynamics of large neuronal populations in the neocortex, with a major interplay between excitation and inhibition. We considered a model of the primary visual cortex as a network consisting of excitatory and inhibitory cell populations, with both short- and long-range interactions. The model exhibited a behavior similar to the experimental results throughout a range of parameters. Experimental and modeling results indicated that long-range connections play an important role in visual perception, possibly mediating the effects of context.

Interaction between like-charged colloidal spheres in electrolyte solutions

How colloidal particles interact with each other is one of the key issues that determines our ability to interpret experimental results for phase transitions in colloidal dispersions and our ability to apply colloid science to various industrial processes. The long-accepted theories for answering this question have been challenged by results from recent experiments. Herein we show from Monte-Carlo simulations that there is a short-range attractive force between identical macroions in electrolyte solutions containing divalent counterions. Complementing some recent and related results by others, we present strong evidence of attraction between a pair of spherical macroions in the presence of added salt ions for the conditions where the interacting macroion pair is not affected by any other macroions that may be in the solution. This attractive force follows from the internal-energy contribution of counterion mediation. Contrary to conventional expectations, for charged macroions in an electrolyte solution, the entropic force is repulsive at most solution conditions because of localization of small ions in the vicinity of macroions. Both Derjaguin–Landau–Verwey–Overbeek theory and Sogami–Ise theory fail to describe the attractive interactions found in our simulations; the former predicts only repulsive interaction and the latter predicts a long-range attraction that is too weak and occurs at macroion separations that are too large. Our simulations provide fundamental “data” toward an improved theory for the potential of mean force as required for optimum design of new materials including those containing nanoparticles.

Long-range repression in the Drosophila embryo.

Transcriptional repressors can be characterized by their range of action on promoters and enhancers. Short-range repressors interact over distances of 50-150 bp to inhibit, or quench, either upstream activators or the basal transcription complex. In contrast, long-range repressors act over several kilobases to silence basal promoters. We describe recent progress in characterizing the functional properties of one such long-range element in the Drosophila embryo and discuss the contrasting types of gene regulation that are made possible by short- and long-range repressors.

Ferromagnetism mediated by few electrons in a semimagnetic quantum dot

A (II,Mn)VI diluted magnetic semiconductor quantum dot with an integer number of electrons controlled with a gate voltage is considered. We show that a single electron is able to induce a collective spontaneous magnetization of the Mn spins, overcoming the short range antiferromagnetic interactions, at a temperature order of 1 K, 2 orders of magnitude above the ordering temperature in bulk. The magnetic behavior of the dot depends dramatically on the parity of the number of electrons in the dot.

Dynamic bonding of metallic nanocontacts: Insights from experiments and atomistic simulations

The conductance across an atomically narrow metallic contact can be measured by using scanning tunneling microscopy. In certain situations, a jump in the conductance is observed right at the point of contact between the tip and the surface, which is known as “jump to contact” (JC). Such behavior provides a way to explore, at a fundamental level, how bonding between metallic atoms occurs dynamically. This phenomenon depends not only on the type of metal but also on the geometry of the two electrodes. For example, while some authors always find JC when approaching two atomically sharp tips of Cu, others find that a smooth transition occurs when approaching a Cu tip to an adatom on a flat surface of Cu. In an attempt to show that all these results are consistent, we make use of atomistic simulations; in particular, classical molecular dynamics together with density functional theory transport calculations to explore a number of possible scenarios. Simulations are performed for two different materials: Cu and Au in a [100] crystal orientation and at a temperature of 4.2 K. These simulations allow us to study the contribution of short- and long-range interactions to the process of bonding between metallic atoms, as well as to compare directly with experimental measurements of conductance, giving a plausible explanation for the different experimental observations. Moreover, we show a correlation between the cohesive energy of the metal, its Young's modulus, and the frequency of occurrence of a jump to contact.

The synthesis of a ferromagnetic polymer

The aim of this study was to prepare a ferromagnetic polymer using the design elements of molecular magnets. This involved the preparation of co-polyradicals of phenylacetylenes bearing nitronyl nitroxides and nitro/cyano groups. The magnetic properties of the materials were determined using a SQUID magnetometer. A novel rhodium catalyst, Rh(NBD)(NH3)Cl, was prepared in order to obtain good yields of polymerisation. A wide range of substituted phenylacetylenes were first homopolymerised in order to assess the efficiency of the catalyst. Yields were generally high, between 75% and 98%, and the time of polymerisation was short (one hour). SEC analysis revealed that the Mw of the polymers were in the range of 200,000 and 250,000. The discovery that phenylboronic acid acts a co-catalyst for the polymerisation served to increase the yields by 10% to 20% but the Mw of the polymers was reduced to approximately 100,000. Co-polyradicals were prepared in good to excellent yield using the new catalyst. The magnetic properties in the temperature range of 300K to 1.8K were investigated by SQUID, which revealed a spin glass system, antiferromagnets and possible dipolar magnets. Short-range ferromagnetic interactions between 300K and 100K were found in a co-polyradical containing nitronyl nitroxide and cyano substituted monomers. The magnetic properties were dependent upon both the type of monomers utilised and the ratio between them. The effects of ring substituents on the terminal alkyne have been studied by carbon-13 NMR. There was no correlation however, between the chemical shift of terminal alkyne and the polymerisability of the monomer.

High energy three -body breakup of three -nucleon systems

The main goal of this dissertation was to study two- and three-nucleon Short Range Correlations (SRCs) in high energy three-body breakup of 3He nucleus in 3He(e, e'NN) N reaction. SRCs are characterized by quantum fluctuations in nuclei during which constituent nucleons partially overlap with each other. ^ A theoretical framework is developed within the Generalized Eikonal Approximation (GEA) which upgrades existing medium-energy methods that are inapplicable for high momentum and energy transfer reactions. High momentum and energy transfer is required to provide sufficient resolution for probing SRCs. GEA is a covariant theory which is formulated through the effective Feynman diagrammatic rules. It allows self-consistent calculation of single and double re-scatterings amplitudes which are present in three-body breakup processes. The calculations were carried out in detail and the analytical result for the differential cross section of 3He(e, e'NN)N reaction was derived in a form applicable for programming and numerical calculations. The corresponding computer code has been developed and the results of computation were compared to the published experimental data, showing satisfactory agreement for a wide range of values of missing momenta. ^ In addition to the high energy approximation this study exploited the exclusive nature of the process under investigation to gain more information about the SRCs. The description of the exclusive 3He( e, e'NN)N reaction has been done using the formalism of the nuclear decay function, which is a practically unexplored quantity and is related to the conventional spectral function through the integration of the phase space of the recoil nucleons. Detailed investigation showed that the decay function clearly exhibits the main features of two- and three-nucleon correlations. Four highly practical types of SRCs in 3He nucleus were discussed in great detail for different orders of the final state re-interactions using the decay function as an unique identifying tool. ^ The overall conclusion in this dissertation suggests that the investigation of the decay function opens up a completely new venue in studies of short range nuclear properties. ^

High energy three-body breakup of three-nucleon systems

The main goal of this dissertation was to study two- and three-nucleon Short Range Correlations (SRCs) in high energy three-body breakup of 3He nucleus in 3He(e, e'NN)N reaction. SRCs are characterized by quantum fluctuations in nuclei during which constituent nucleons partially overlap with each other. A theoretical framework is developed within the Generalized Eikonal Approximation (GEA) which upgrades existing medium-energy methods that are inapplicable for high momentum and energy transfer reactions. High momentum and energy transfer is required to provide sufficient resolution for probing SRCs. GEA is a covariant theory which is formulated through the effective Feynman diagrammatic rules. It allows self-consistent calculation of single and double re-scatterings amplitudes which are present in three-body breakup processes. The calculations were carried out in detail and the analytical result for the differential cross section of 3He(e, e'NN)Nreaction was derived in a form applicable for programming and numerical calculations. The corresponding computer code has been developed and the results of computation were compared to the published experimental data, showing satisfactory agreement for a wide range of values of missing momenta. In addition to the high energy approximation this study exploited the exclusive nature of the process under investigation to gain more information about the SRCs. The description of the exclusive 3He(e, e'NN)N reaction has been done using the formalism of the nuclear decay function, which is a practically unexplored quantity and is related to the conventional spectral function through the integration of the phase space of the recoil nucleons. Detailed investigation showed that the decay function clearly exhibits the main features of two- and three-nucleon correlations. Four highly practical types of SRCs in 3He nucleus were discussed in great detail for different orders of the final state re-interactions using the decay function as an unique identifying tool. The overall conclusion in this dissertation suggests that the investigation of the decay function opens up a completely new venue in studies of short range nuclear properties.

Stochastic modelling of financial time series with memory and multifractal scaling

Financial processes may possess long memory and their probability densities may display heavy tails. Many models have been developed to deal with this tail behaviour, which reflects the jumps in the sample paths. On the other hand, the presence of long memory, which contradicts the efficient market hypothesis, is still an issue for further debates. These difficulties present challenges with the problems of memory detection and modelling the co-presence of long memory and heavy tails. This PhD project aims to respond to these challenges. The first part aims to detect memory in a large number of financial time series on stock prices and exchange rates using their scaling properties. Since financial time series often exhibit stochastic trends, a common form of nonstationarity, strong trends in the data can lead to false detection of memory. We will take advantage of a technique known as multifractal detrended fluctuation analysis (MF-DFA) that can systematically eliminate trends of different orders. This method is based on the identification of scaling of the q-th-order moments and is a generalisation of the standard detrended fluctuation analysis (DFA) which uses only the second moment; that is, q = 2. We also consider the rescaled range R/S analysis and the periodogram method to detect memory in financial time series and compare their results with the MF-DFA. An interesting finding is that short memory is detected for stock prices of the American Stock Exchange (AMEX) and long memory is found present in the time series of two exchange rates, namely the French franc and the Deutsche mark. Electricity price series of the five states of Australia are also found to possess long memory. For these electricity price series, heavy tails are also pronounced in their probability densities. The second part of the thesis develops models to represent short-memory and longmemory financial processes as detected in Part I. These models take the form of continuous-time AR(∞) -type equations whose kernel is the Laplace transform of a finite Borel measure. By imposing appropriate conditions on this measure, short memory or long memory in the dynamics of the solution will result. A specific form of the models, which has a good MA(∞) -type representation, is presented for the short memory case. Parameter estimation of this type of models is performed via least squares, and the models are applied to the stock prices in the AMEX, which have been established in Part I to possess short memory. By selecting the kernel in the continuous-time AR(∞) -type equations to have the form of Riemann-Liouville fractional derivative, we obtain a fractional stochastic differential equation driven by Brownian motion. This type of equations is used to represent financial processes with long memory, whose dynamics is described by the fractional derivative in the equation. These models are estimated via quasi-likelihood, namely via a continuoustime version of the Gauss-Whittle method. The models are applied to the exchange rates and the electricity prices of Part I with the aim of confirming their possible long-range dependence established by MF-DFA. The third part of the thesis provides an application of the results established in Parts I and II to characterise and classify financial markets. We will pay attention to the New York Stock Exchange (NYSE), the American Stock Exchange (AMEX), the NASDAQ Stock Exchange (NASDAQ) and the Toronto Stock Exchange (TSX). The parameters from MF-DFA and those of the short-memory AR(∞) -type models will be employed in this classification. We propose the Fisher discriminant algorithm to find a classifier in the two and three-dimensional spaces of data sets and then provide cross-validation to verify discriminant accuracies. This classification is useful for understanding and predicting the behaviour of different processes within the same market. The fourth part of the thesis investigates the heavy-tailed behaviour of financial processes which may also possess long memory. We consider fractional stochastic differential equations driven by stable noise to model financial processes such as electricity prices. The long memory of electricity prices is represented by a fractional derivative, while the stable noise input models their non-Gaussianity via the tails of their probability density. A method using the empirical densities and MF-DFA will be provided to estimate all the parameters of the model and simulate sample paths of the equation. The method is then applied to analyse daily spot prices for five states of Australia. Comparison with the results obtained from the R/S analysis, periodogram method and MF-DFA are provided. The results from fractional SDEs agree with those from MF-DFA, which are based on multifractal scaling, while those from the periodograms, which are based on the second order, seem to underestimate the long memory dynamics of the process. This highlights the need and usefulness of fractal methods in modelling non-Gaussian financial processes with long memory.

Framework for the long-term operation of a mobile robot via the Internet

This paper describes an autonomous docking system and web interface that allows long-term unaided use of a sophisticated robot by untrained web users. These systems have been applied to the biologically inspired RatSLAM system as a foundation for testing both its long-term stability and its practicality. While docking and web interface systems already exist, this system allows for a significantly larger margin of error in docking accuracy due to the mechanical design, thereby increasing robustness against navigational errors. Also a standard vision sensor is used for both long-range and short-range docking, compared to the many systems that require both omni-directional cameras and high resolution Laser range finders for navigation. The web interface has been designed to accommodate the significant delays experienced on the Internet, and to facilitate the non- Cartesian operation of the RatSLAM system.

Effects of different practice task constraints on fluctuations of player heart rate in small-sided football games

This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.

The ecological dynamics of 1v1 sub-phases in association football

This paper analyzes effects of different practice task constraints on heart rate (HR) variability during 4v4 smallsided football games. Participants were sixteen football players divided into two age groups (U13, Mean age: 12.4±0.5 yrs; U15: 14.6±0.5). The task consisted of a 4v4 sub-phase without goalkeepers, on a 25x15 m field, of 15 minutes duration with an active recovery period of 6 minutes between each condition. We recorded players’ heart rates using heart rate monitors (Polar Team System, Polar Electro, Kempele, Finland) as scoring mode was manipulated (line goal: scoring by dribbling past an extended line; double goal: scoring in either of two lateral goals; and central goal: scoring only in one goal). Subsequently, %HR reserve was calculated with the Karvonen formula. We performed a time-series analysis of HR for each individual in each condition. Mean data for intra-participant variability showed that autocorrelation function was associated with more short-range dependence processes in the “line goal” condition, compared to other conditions, demonstrating that the “line goal” constraint induced more randomness in HR response. Relative to inter-individual variability, line goal constraints demonstrated lower %CV and %RMSD (U13: 9% and 19%; U15: 10% and 19%) compared with double goal (U13: 12% and 21%; U15: 12% and 21%) and central goal (U13: 14% and 24%; U15: 13% and 24%) task constraints, respectively. Results suggested that line goal constraints imposed more randomness on cardiovascular stimulation of each individual and lower inter-individual variability than double goal and central goal constraints.