Termodinâmica do enovelamento de cadeias heteropoliméricas através do algoritmo de Wang-Landau

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Post-processing of sequential indicator simulation realizations for modeling geologic bodies

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Weakly anomalous diffusion with non-Gaussian propagators

A poorly understood phenomenon seen in complex systems is diffusion characterized by Hurst exponent H approximate to 1/2 but with non-Gaussian statistics. Motivated by such empirical findings, we report an exact analytical solution for a non-Markovian random walk model that gives rise to weakly anomalous diffusion with H = 1/2 but with a non-Gaussian propagator.

Effective number of accessed nodes in complex networks

The measurement called accessibility has been proposed as a means to quantify the efficiency of the communication between nodes in complex networks. This article reports results regarding the properties of accessibility, including its relationship with the average minimal time to visit all nodes reachable after h steps along a random walk starting from a source, as well as the number of nodes that are visited after a finite period of time. We characterize the relationship between accessibility and the average number of walks required in order to visit all reachable nodes (the exploration time), conjecture that the maximum accessibility implies the minimal exploration time, and confirm the relationship between the accessibility values and the number of nodes visited after a basic time unit. The latter relationship is investigated with respect to three types of dynamics: traditional random walks, self-avoiding random walks, and preferential random walks.

A decaying factor accounts for contained activity in neuronal networks with no need of hierarchical or modular organization

The mechanisms responsible for containing activity in systems represented by networks are crucial in various phenomena, for example, in diseases such as epilepsy that affect the neuronal networks and for information dissemination in social networks. The first models to account for contained activity included triggering and inhibition processes, but they cannot be applied to social networks where inhibition is clearly absent. A recent model showed that contained activity can be achieved with no need of inhibition processes provided that the network is subdivided into modules (communities). In this paper, we introduce a new concept inspired in the Hebbian theory, through which containment of activity is achieved by incorporating a dynamics based on a decaying activity in a random walk mechanism preferential to the node activity. Upon selecting the decay coefficient within a proper range, we observed sustained activity in all the networks tested, namely, random, Barabasi-Albert and geographical networks. The generality of this finding was confirmed by showing that modularity is no longer needed if the dynamics based on the integrate-and-fire dynamics incorporated the decay factor. Taken together, these results provide a proof of principle that persistent, restrained network activation might occur in the absence of any particular topological structure. This may be the reason why neuronal activity does not spread out to the entire neuronal network, even when no special topological organization exists.

Stochastic competitive learning in complex networks

Competitive learning is an important machine learning approach which is widely employed in artificial neural networks. In this paper, we present a rigorous definition of a new type of competitive learning scheme realized on large-scale networks. The model consists of several particles walking within the network and competing with each other to occupy as many nodes as possible, while attempting to reject intruder particles. The particle's walking rule is composed of a stochastic combination of random and preferential movements. The model has been applied to solve community detection and data clustering problems. Computer simulations reveal that the proposed technique presents high precision of community and cluster detections, as well as low computational complexity. Moreover, we have developed an efficient method for estimating the most likely number of clusters by using an evaluator index that monitors the information generated by the competition process itself. We hope this paper will provide an alternative way to the study of competitive learning.

Using complex networks concepts to assess approaches for citations in scientific papers

The number of citations received by authors in scientific journals has become a major parameter to assess individual researchers and the journals themselves through the impact factor. A fair assessment therefore requires that the criteria for selecting references in a given manuscript should be unbiased with regard to the authors or journals cited. In this paper, we assess approaches for citations considering two recommendations for authors to follow while preparing a manuscript: (i) consider similarity of contents with the topics investigated, lest related work should be reproduced or ignored; (ii) perform a systematic search over the network of citations including seminal or very related papers. We use formalisms of complex networks for two datasets of papers from the arXiv and the Web of Science repositories to show that neither of these two criteria is fulfilled in practice. By representing the texts as complex networks we estimated a similarity index between pieces of texts and found that the list of references did not contain the most similar papers in the dataset. This was quantified by calculating a consistency index, whose maximum value is one if the references in a given paper are the most similar in the dataset. For the areas of "complex networks" and "graphenes", the consistency index was only 0.11-0.23 and 0.10-0.25, respectively. To simulate a systematic search in the citation network, we employed a traditional random walk search (i.e. diffusion) and a random walk whose probabilities of transition are proportional to the number of the ingoing edges of the neighbours. The frequency of visits to the nodes (papers) in the network had a very small correlation with either the actual list of references in the papers or with the number of downloads from the arXiv repository. Therefore, apparently the authors and users of the repository did not follow the criterion related to a systematic search over the network of citations. Based on these results, we propose an approach that we believe is fairer for evaluating and complementing citations of a given author, effectively leading to a virtual scientometry.

Network-based stochastic semisupervised learning

Semisupervised learning is a machine learning approach that is able to employ both labeled and unlabeled samples in the training process. In this paper, we propose a semisupervised data classification model based on a combined random-preferential walk of particles in a network (graph) constructed from the input dataset. The particles of the same class cooperate among themselves, while the particles of different classes compete with each other to propagate class labels to the whole network. A rigorous model definition is provided via a nonlinear stochastic dynamical system and a mathematical analysis of its behavior is carried out. A numerical validation presented in this paper confirms the theoretical predictions. An interesting feature brought by the competitive-cooperative mechanism is that the proposed model can achieve good classification rates while exhibiting low computational complexity order in comparison to other network-based semisupervised algorithms. Computer simulations conducted on synthetic and real-world datasets reveal the effectiveness of the model.

Atomically resolved study of the morphology change of InAs/GaAs quantum dot layers induced by rapid thermal annealing

The optoelectronic properties of InAs/GaAs quantum dots can be tuned by rapid thermal annealing. In this study, the morphology change of InAs/GaAs quantum dots layers induced by rapid thermal annealing was investigated at the atomic-scale by cross-sectional scanning tunneling microscopy. Finite elements calculations that model the outward relaxation of the cleaved surface were used to determine the indium composition profile of the wetting layer and the quantum dots prior and post rapid thermal annealing. The results show that the wetting layer is broadened upon annealing. This broadening could be modeled by assuming a random walk of indium atoms. Furthermore, we show that the stronger strain gradient at the location of the quantum dots enhances the intermixing. Photoluminescence measurements show a blueshift and narrowing of the photoluminescence peak. Temperature dependent photoluminescence measurements show a lower activation energy for the annealed sample. These results are in agreement with the observed change in morphology. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4770371]

Model for the Dynamics of the Cytoskeleton.

Particle tracking of microbeads attached to the cytoskeleton (CSK) reveals an intermittent dynamic. The mean squared displacement (MSD) is subdiffusive for small Δt and superdiffusive for large Δt, which are associated with periods of traps and periods of jumps respectively. The analysis of the displacements has shown a non-Gaussian behavior, what is indicative of an active motion, classifying the cells as a far from equilibrium material. Using Langevin dynamics, we reconstruct the dynamic of the CSK. The model is based on the bundles of actin filaments that link themself with the bead RGD coating, trapping it in an harmonic potential. We consider a one- dimensional motion of a particle, neglecting inertial effects (over-damped Langevin dynamics). The resultant force is decomposed in friction force, elastic force and random force, which is used as white noise representing the effect due to molecular agitation. These description until now shows a static situation where the bead performed a random walk in an elastic potential. In order to modeling the active remodeling of the CSK, we vary the equilibrium position of the potential. Inserting a motion in the well center, we change the equilibrium position linearly with time with constant velocity. The result found exhibits a MSD versus time ’tau’ with three regimes. The first regime is when ‘tau’ < ‘tau IND 0’, where ‘tau IND 0’ is the relaxation time, representing the thermal motion. At this regime the particle can diffuse freely. The second regime is a plateau, ‘tau IND 0’ < ‘tau’ < ‘tau IND 1’, representing the particle caged in the potential. Here, ‘tau IND 1’ is a characteristic time that limit the confinement period. And the third regime, ‘tau’ > ‘tau IND 1’, is when the particles are in the superdiffusive behavior. This is where most of the experiments are performed, under 20 frames per second (FPS), thus there is no experimental evidence that support the first regime. We are currently performing experiments with high frequency, up to 100 FPS, attempting to visualize this diffusive behavior. Beside the first regime, our simple model can reproduce MSD curves similar to what has been found experimentally, which can be helpful to understanding CSK structure and properties.

Rotational diffusion membrane and fluorescence anisotropy.

Structural properties of model membranes, such as lipid vesicles, may be investigated through the addition of fluorescent probes. After incorporation, the fluorescent molecules are excited with linearly polarized light and the fluorescence emission is depolarized due to translational as well as rotational diffusion during the lifetime of the excited state. The monitoring of emitted light is undertaken through the technique of time-resolved fluorescence: the intensity of the emitted light informs on fluorescence decay times, and the decay of the components of the emitted light yield rotational correlation times which inform on the fluidity of the medium. The fluorescent molecule DPH, of uniaxial symmetry, is rather hydrophobic and has collinear transition and emission moments. It has been used frequently as a probe for the monitoring of the fluidity of the lipid bilayer along the phase transition of the chains. The interpretation of experimental data requires models for localization of fluorescent molecules as well as for possible restrictions on their movement. In this study, we develop calculations for two models for uniaxial diffusion of fluorescent molecules, such as DPH, suggested in several articles in the literature. A zeroth order test model consists of a free randomly rotating dipole in a homogeneous solution, and serves as the basis for the study of the diffusion of models in anisotropic media. In the second model, we consider random rotations of emitting dipoles distributed within cones with their axes perpendicular to the vesicle spherical geometry. In the third model, the dipole rotates in the plane of the of bilayer spherical geometry, within a movement that might occur between the monolayers forming the bilayer. For each of the models analysed, two methods are used by us in order to analyse the rotational diffusion: (I) solution of the corresponding rotational diffusion equation for a single molecule, taking into account the boundary conditions imposed by the models, for the probability of the fluorescent molecule to be found with a given configuration at time t. Considering the distribution of molecules in the geometry proposed, we obtain the analytical expression for the fluorescence anisotropy, except for the cone geometry, for which the solution is obtained numerically; (II) numerical simulations of a restricted rotational random walk in the two geometries corresponding to the two models. The latter method may be very useful in the cases of low-symmetry geometries or of composed geometries.

Theoretical studies of microfluidics: "walking" drops and "melting" snowflakes.

The present PhD thesis summarizes two examples of research in microfluidics. Both times water was the subject of interest, once in the liquid state (droplets adsorbed on chemically functionalized surfaces), the other time in the solid state (ice snowflakes and their fractal behaviour). The first problem deals with a slipping nano-droplet of water adsorbed on a surface with photo-switchable wettability characteristics. Main focus was on identifying the underlying driving forces and mechanical principles at the molecular level of detail. Molecular Dynamics simulation was employed as investigative tool owing to its record of successfully describing the microscopic behaviour of liquids at interfaces. To reproduce the specialized surface on which a water droplet can effectively “walk”, a new implicit surface potential was developed. Applying this new method the experimentally observed droplet slippage could be reproduced successfully. Next the movement of the droplet was analyzed at various conditions emphasizing on the behaviour of the water molecules in contact with the surface. The main objective was to identify driving forces and molecular mechanisms underlying the slippage process. The second part of this thesis is concerned with theoretical studies of snowflake melting. In the present work snowflakes are represented by filled von Koch-like fractals of mesoscopic beads. A new algorithm has been developed from scratch to simulate the thermal collapse of fractal structures based on Monte Carlo and Random Walk Simulations (MCRWS). The developed method was applied and compared to Molecular Dynamics simulations regarding the melting of ice snowflake crystals and new parameters were derived from this comparison. Bigger snow-fractals were then studied looking at the time evolution at different temperatures again making use of the developed MCRWS method. This was accompanied by an in-depth analysis of fractal properties (border length and gyration radius) in order to shed light on the dynamics of the melting process.

Mutually catalytic branching at infinite rate

The purpose of this doctoral thesis is to prove existence for a mutually catalytic random walk with infinite branching rate on countably many sites. The process is defined as a weak limit of an approximating family of processes. An approximating process is constructed by adding jumps to a deterministic migration on an equidistant time grid. As law of jumps we need to choose the invariant probability measure of the mutually catalytic random walk with a finite branching rate in the recurrent regime. This model was introduced by Dawson and Perkins (1998) and this thesis relies heavily on their work. Due to the properties of this invariant distribution, which is in fact the exit distribution of planar Brownian motion from the first quadrant, it is possible to establish a martingale problem for the weak limit of any convergent sequence of approximating processes. We can prove a duality relation for the solution to the mentioned martingale problem, which goes back to Mytnik (1996) in the case of finite rate branching, and this duality gives rise to weak uniqueness for the solution to the martingale problem. Using standard arguments we can show that this solution is in fact a Feller process and it has the strong Markov property. For the case of only one site we prove that the model we have constructed is the limit of finite rate mutually catalytic branching processes as the branching rate approaches infinity. Therefore, it seems naturalto refer to the above model as an infinite rate branching process. However, a result for convergence on infinitely many sites remains open.

Statistical arbitrage on commodities

Questa tesi è incentrata sull'analisi dell'arbitraggio statistico, strategia di trading che cerca di trarre profitto dalle fluttuazioni statistiche di prezzo di uno o più asset sulla base del loro valore atteso. In generale, si creano opportunità di arbitraggio statistico quando si riescono ad individuare delle componenti sistematiche nelle dinamiche dei prezzi di alcuni asset che si muovono con regolarità persistenti e prevalenti. Perturbazioni casuali della domanda e dell’offerta nei mercati possono causare divergenze nei prezzi, dando luogo a opportunità di intermarket spread, ossia simultanei acquisto e vendita di commodities correlate tra loro. Vengono approfonditi vari test econometrici, i test unit root utilizzati per verificare se una serie storica possa essere modellizzata con un processo random walk. Infine viene costruita una strategia di trading basata sull'arbitraggio statistico e applicata numericamente alle serie storiche dal 2010 al 2014 di due titoli azionari sul petrolio: Brent e WTI.

Statistical methods for the analysis of DNA sequences: application to dinucleotide distribution in the human genome

Questa tesi si inserisce nell'ambito delle analisi statistiche e dei metodi stocastici applicati all'analisi delle sequenze di DNA. Nello specifico il nostro lavoro è incentrato sullo studio del dinucleotide CG (CpG) all'interno del genoma umano, che si trova raggruppato in zone specifiche denominate CpG islands. Queste sono legate alla metilazione del DNA, un processo che riveste un ruolo fondamentale nella regolazione genica. La prima parte dello studio è dedicata a una caratterizzazione globale del contenuto e della distribuzione dei 16 diversi dinucleotidi all'interno del genoma umano: in particolare viene studiata la distribuzione delle distanze tra occorrenze successive dello stesso dinucleotide lungo la sequenza. I risultati vengono confrontati con diversi modelli nulli: sequenze random generate con catene di Markov di ordine zero (basate sulle frequenze relative dei nucleotidi) e uno (basate sulle probabilità di transizione tra diversi nucleotidi) e la distribuzione geometrica per le distanze. Da questa analisi le proprietà caratteristiche del dinucleotide CpG emergono chiaramente, sia dal confronto con gli altri dinucleotidi che con i modelli random. A seguito di questa prima parte abbiamo scelto di concentrare le successive analisi in zone di interesse biologico, studiando l’abbondanza e la distribuzione di CpG al loro interno (CpG islands, promotori e Lamina Associated Domains). Nei primi due casi si osserva un forte arricchimento nel contenuto di CpG, e la distribuzione delle distanze è spostata verso valori inferiori, indicando che questo dinucleotide è clusterizzato. All’interno delle LADs si trovano mediamente meno CpG e questi presentano distanze maggiori. Infine abbiamo adottato una rappresentazione a random walk del DNA, costruita in base al posizionamento dei dinucleotidi: il walk ottenuto presenta caratteristiche drasticamente diverse all’interno e all’esterno di zone annotate come CpG island. Riteniamo pertanto che metodi basati su questo approccio potrebbero essere sfruttati per migliorare l’individuazione di queste aree di interesse nel genoma umano e di altri organismi.