Um estudo sobre sincronização no modelo de Kuramoto

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fokker-Planck Equation for a Metastable Time Dependent Potential

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Um estudo sobre transições de fase dinâamicas e equações estocásticas de Ginzburg-Landau-Langevin

Pós-graduação em Física - IFT

Complex networks analysis of language complexity

Methods from statistical physics, such as those involving complex networks, have been increasingly used in the quantitative analysis of linguistic phenomena. In this paper, we represented pieces of text with different levels of simplification in co-occurrence networks and found that topological regularity correlated negatively with textual complexity. Furthermore, in less complex texts the distance between concepts, represented as nodes, tended to decrease. The complex networks metrics were treated with multivariate pattern recognition techniques, which allowed us to distinguish between original texts and their simplified versions. For each original text, two simplified versions were generated manually with increasing number of simplification operations. As expected, distinction was easier for the strongly simplified versions, where the most relevant metrics were node strength, shortest paths and diversity. Also, the discrimination of complex texts was improved with higher hierarchical network metrics, thus pointing to the usefulness of considering wider contexts around the concepts. Though the accuracy rate in the distinction was not as high as in methods using deep linguistic knowledge, the complex network approach is still useful for a rapid screening of texts whenever assessing complexity is essential to guarantee accessibility to readers with limited reading ability. Copyright (c) EPLA, 2012

Analytic perturbation theory for bound states in the transfer matrix spectrum of weakly correlated lattice ferromagnetic spin systems

We consider general d-dimensional lattice ferromagnetic spin systems with nearest neighbor interactions in the high temperature region ('beta' << 1). Each model is characterized by a single site apriori spin distribution taken to be even. We also take the parameter 'alfa' = ('S POT.4') - 3 '(S POT.2') POT.2' > 0, i.e. in the region which we call Gaussian subjugation, where ('S POT.K') denotes the kth moment of the apriori distribution. Associated with the model is a lattice quantum field theory known to contain a particle of asymptotic mass -ln 'beta' and a bound state below the two-particle threshold. We develop a 'beta' analytic perturbation theory for the binding energy of this bound state. As a key ingredient in obtaining our result we show that the Fourier transform of the two-point function is a meromorphic function, with a simple pole, in a suitable complex spectral parameter and the coefficients of its Laurent expansion are analytic in 'beta'.

The Ground State Energy per Site of the Quantum and Classical Edwards-Anderson Spin Glass in the Thermodynamic Limit

We derive general rigorous lower bounds for the average ground state energy per site e ((d)) of the quantum and classical Edwards-Anderson spin-glass model in dimensions d=2 and d=3 in the thermodynamic limit. For the classical model they imply that e ((2))a parts per thousand yena'3/2 and e ((3))a parts per thousand yena'2.204a <-.

Partially Observed Markov Random Fields Are Variable Neighborhood Random Fields

The present paper has two goals. First to present a natural example of a new class of random fields which are the variable neighborhood random fields. The example we consider is a partially observed nearest neighbor binary Markov random field. The second goal is to establish sufficient conditions ensuring that the variable neighborhoods are almost surely finite. We discuss the relationship between the almost sure finiteness of the interaction neighborhoods and the presence/absence of phase transition of the underlying Markov random field. In the case where the underlying random field has no phase transition we show that the finiteness of neighborhoods depends on a specific relation between the noise level and the minimum values of the one-point specification of the Markov random field. The case in which there is phase transition is addressed in the frame of the ferromagnetic Ising model. We prove that the existence of infinite interaction neighborhoods depends on the phase.

Anderson-like Transition for a Class of Random Sparse Models in d >= 2 Dimensions

We show that the Kronecker sum of d >= 2 copies of a random one-dimensional sparse model displays a spectral transition of the type predicted by Anderson, from absolutely continuous around the center of the band to pure point around the boundaries. Possible applications to physics and open problems are discussed briefly.

Extractive summarization using complex networks and syntactic dependency

The realization that statistical physics methods can be applied to analyze written texts represented as complex networks has led to several developments in natural language processing, including automatic summarization and evaluation of machine translation. Most importantly, so far only a few metrics of complex networks have been used and therefore there is ample opportunity to enhance the statistics-based methods as new measures of network topology and dynamics are created. In this paper, we employ for the first time the metrics betweenness, vulnerability and diversity to analyze written texts in Brazilian Portuguese. Using strategies based on diversity metrics, a better performance in automatic summarization is achieved in comparison to previous work employing complex networks. With an optimized method the Rouge score (an automatic evaluation method used in summarization) was 0.5089, which is the best value ever achieved for an extractive summarizer with statistical methods based on complex networks for Brazilian Portuguese. Furthermore, the diversity metric can detect keywords with high precision, which is why we believe it is suitable to produce good summaries. It is also shown that incorporating linguistic knowledge through a syntactic parser does enhance the performance of the automatic summarizers, as expected, but the increase in the Rouge score is only minor. These results reinforce the suitability of complex network methods for improving automatic summarizers in particular, and treating text in general. (C) 2011 Elsevier B.V. All rights reserved.

A spatial stochastic model for rumor transmission

We consider an interacting particle system representing the spread of a rumor by agents on the d-dimensional integer lattice. Each agent may be in any of the three states belonging to the set {0,1,2}. Here 0 stands for ignorants, 1 for spreaders and 2 for stiflers. A spreader tells the rumor to any of its (nearest) ignorant neighbors at rate lambda. At rate alpha a spreader becomes a stifler due to the action of other (nearest neighbor) spreaders. Finally, spreaders and stiflers forget the rumor at rate one. We study sufficient conditions under which the rumor either becomes extinct or survives with positive probability.

Chains of Infinite Order, Chains with Memory of Variable Length, and Maps of the Interval

We show how to construct a topological Markov map of the interval whose invariant probability measure is the stationary law of a given stochastic chain of infinite order. In particular we characterize the maps corresponding to stochastic chains with memory of variable length. The problem treated here is the converse of the classical construction of the Gibbs formalism for Markov expanding maps of the interval.

Phase Transition for the Ising Model on the Critical Lorentzian Triangulation

The ferromagnetic Ising model without external field on an infinite Lorentzian triangulation sampled from the uniform distribution is considered. We prove uniqueness of the Gibbs measure in the high temperature region and coexistence of at least two Gibbs measures at low temperature. The proofs are based on the disagreement percolation method and on a variant of the Peierls contour method. The critical temperature is shown to be constant a.s.

On Equilibrium Distribution of a Reversible Growth Model

We study a probabilistic model of interacting spins indexed by elements of a finite subset of the d-dimensional integer lattice, da parts per thousand yen1. Conditions of time reversibility are examined. It is shown that the model equilibrium distribution converges to a limit distribution as the indexing set expands to the whole lattice. The occupied site percolation problem is solved for the limit distribution. Two models with similar dynamics are also discussed.

Heat conduction in a chain of harmonic and anharmonic oscillators under the presence of an energy conserving noise

Reproducing Fourier's law of heat conduction from a microscopic stochastic model is a long standing challenge in statistical physics. As was shown by Rieder, Lebowitz and Lieb many years ago, a chain of harmonically coupled oscillators connected to two heat baths at different temperatures does not reproduce the diffusive behaviour of Fourier's law, but instead a ballistic one with an infinite thermal conductivity. Since then, there has been a substantial effort from the scientific community in identifying the key mechanism necessary to reproduce such diffusivity, which usually revolved around anharmonicity and the effect of impurities. Recently, it was shown by Dhar, Venkateshan and Lebowitz that Fourier's law can be recovered by introducing an energy conserving noise, whose role is to simulate the elastic collisions between the atoms and other microscopic degrees of freedom, which one would expect to be present in a real solid. For a one-dimensional chain this is accomplished numerically by randomly flipping - under the framework of a Poisson process with a variable “rate of collisions" - the sign of the velocity of an oscillator. In this poster we present Langevin simulations of a one-dimensional chain of oscillators coupled to two heat baths at different temperatures. We consider both harmonic and anharmonic (quartic) interactions, which are studied with and without the energy conserving noise. With these results we are able to map in detail how the heat conductivity k is influenced by both anharmonicity and the energy conserving noise. We also present a detailed analysis of the behaviour of k as a function of the size of the system and the rate of collisions, which includes a finite-size scaling method that enables us to extract the relevant critical exponents. Finally, we show that for harmonic chains, k is independent of temperature, both with and without the noise. Conversely, for anharmonic chains we find that k increases roughly linearly with the temperature of a given reservoir, while keeping the temperature difference fixed.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.