Positive solutions of a Neumann problem with competing critical nonlinearities

We present existence results for a Neumann problem involving critical Sobolev nonlinearities both on the right hand side of the equation and at the boundary condition.. Positive solutions are obtained through constrained minimization on the Nehari manifold. Our approach is based on the concentration 'compactness principle of P. L. Lions and M. Struwe.

The contagion of international terrorism and its effects on the firm in an interconnected world

International trade and investment economies are highly integrated and interdependent and can be exploited by organized, international terrorism. The network of inter dependencies in the international economy means that a terrorist attack has the potential to disrupt the functioning of the network, so the effects can reverberate around the world. Governments can control the distributed effects of terrorism by auditing industrial networks to reveal and protect critical hubs and by promoting flexibility in production and distribution of goods and services to improve resilience in the economy. To explain these network effects, the authors draw on the new science of complex networks which has been applied to the physical sciences and is now increasingly being used to explain organizational and economic phenomena.

Asymptotic theory of time varying networks with memory and heterogeneous activation pattern

In this thesis work we develop a new generative model of social networks belonging to the family of Time Varying Networks. The importance of correctly modelling the mechanisms shaping the growth of a network and the dynamics of the edges activation and inactivation are of central importance in network science. Indeed, by means of generative models that mimic the real-world dynamics of contacts in social networks it is possible to forecast the outcome of an epidemic process, optimize the immunization campaign or optimally spread an information among individuals. This task can now be tackled taking advantage of the recent availability of large-scale, high-quality and time-resolved datasets. This wealth of digital data has allowed to deepen our understanding of the structure and properties of many real-world networks. Moreover, the empirical evidence of a temporal dimension in networks prompted the switch of paradigm from a static representation of graphs to a time varying one. In this work we exploit the Activity-Driven paradigm (a modeling tool belonging to the family of Time-Varying-Networks) to develop a general dynamical model that encodes fundamental mechanism shaping the social networks' topology and its temporal structure: social capital allocation and burstiness. The former accounts for the fact that individuals does not randomly invest their time and social interactions but they rather allocate it toward already known nodes of the network. The latter accounts for the heavy-tailed distributions of the inter-event time in social networks. We then empirically measure the properties of these two mechanisms from seven real-world datasets and develop a data-driven model, analytically solving it. We then check the results against numerical simulations and test our predictions with real-world datasets, finding a good agreement between the two. Moreover, we find and characterize a non-trivial interplay between burstiness and social capital allocation in the parameters phase space. Finally, we present a novel approach to the development of a complete generative model of Time-Varying-Networks. This model is inspired by the Kaufman's adjacent possible theory and is based on a generalized version of the Polya's urn. Remarkably, most of the complex and heterogeneous feature of real-world social networks are naturally reproduced by this dynamical model, together with many high-order topological properties (clustering coefficient, community structure etc.).

Estimating conditional volatility with neural networks

It is well known that one of the obstacles to effective forecasting of exchange rates is heteroscedasticity (non-stationary conditional variance). The autoregressive conditional heteroscedastic (ARCH) model and its variants have been used to estimate a time dependent variance for many financial time series. However, such models are essentially linear in form and we can ask whether a non-linear model for variance can improve results just as non-linear models (such as neural networks) for the mean have done. In this paper we consider two neural network models for variance estimation. Mixture Density Networks (Bishop 1994, Nix and Weigend 1994) combine a Multi-Layer Perceptron (MLP) and a mixture model to estimate the conditional data density. They are trained using a maximum likelihood approach. However, it is known that maximum likelihood estimates are biased and lead to a systematic under-estimate of variance. More recently, a Bayesian approach to parameter estimation has been developed (Bishop and Qazaz 1996) that shows promise in removing the maximum likelihood bias. However, up to now, this model has not been used for time series prediction. Here we compare these algorithms with two other models to provide benchmark results: a linear model (from the ARIMA family), and a conventional neural network trained with a sum-of-squares error function (which estimates the conditional mean of the time series with a constant variance noise model). This comparison is carried out on daily exchange rate data for five currencies.

Causality and synchronisation in complex systems with applications to neuroscience

This thesis presents an investigation, of synchronisation and causality, motivated by problems in computational neuroscience. The thesis addresses both theoretical and practical signal processing issues regarding the estimation of interdependence from a set of multivariate data generated by a complex underlying dynamical system. This topic is driven by a series of problems in neuroscience, which represents the principal background motive behind the material in this work. The underlying system is the human brain and the generative process of the data is based on modern electromagnetic neuroimaging methods . In this thesis, the underlying functional of the brain mechanisms are derived from the recent mathematical formalism of dynamical systems in complex networks. This is justified principally on the grounds of the complex hierarchical and multiscale nature of the brain and it offers new methods of analysis to model its emergent phenomena. A fundamental approach to study the neural activity is to investigate the connectivity pattern developed by the brain’s complex network. Three types of connectivity are important to study: 1) anatomical connectivity refering to the physical links forming the topology of the brain network; 2) effective connectivity concerning with the way the neural elements communicate with each other using the brain’s anatomical structure, through phenomena of synchronisation and information transfer; 3) functional connectivity, presenting an epistemic concept which alludes to the interdependence between data measured from the brain network. The main contribution of this thesis is to present, apply and discuss novel algorithms of functional connectivities, which are designed to extract different specific aspects of interaction between the underlying generators of the data. Firstly, a univariate statistic is developed to allow for indirect assessment of synchronisation in the local network from a single time series. This approach is useful in inferring the coupling as in a local cortical area as observed by a single measurement electrode. Secondly, different existing methods of phase synchronisation are considered from the perspective of experimental data analysis and inference of coupling from observed data. These methods are designed to address the estimation of medium to long range connectivity and their differences are particularly relevant in the context of volume conduction, that is known to produce spurious detections of connectivity. Finally, an asymmetric temporal metric is introduced in order to detect the direction of the coupling between different regions of the brain. The method developed in this thesis is based on a machine learning extensions of the well known concept of Granger causality. The thesis discussion is developed alongside examples of synthetic and experimental real data. The synthetic data are simulations of complex dynamical systems with the intention to mimic the behaviour of simple cortical neural assemblies. They are helpful to test the techniques developed in this thesis. The real datasets are provided to illustrate the problem of brain connectivity in the case of important neurological disorders such as Epilepsy and Parkinson’s disease. The methods of functional connectivity in this thesis are applied to intracranial EEG recordings in order to extract features, which characterize underlying spatiotemporal dynamics before during and after an epileptic seizure and predict seizure location and onset prior to conventional electrographic signs. The methodology is also applied to a MEG dataset containing healthy, Parkinson’s and dementia subjects with the scope of distinguishing patterns of pathological from physiological connectivity.

Clustering algorithm based on minimal path loss ratio for vehicular communication

Emerging vehicular comfort applications pose a host of completely new set of requirements such as maintaining end-to-end connectivity, packet routing, and reliable communication for internet access while on the move. One of the biggest challenges is to provide good quality of service (QoS) such as low packet delay while coping with the fast topological changes. In this paper, we propose a clustering algorithm based on minimal path loss ratio (MPLR) which should help in spectrum efficiency and reduce data congestion in the network. The vehicular nodes which experience minimal path loss are selected as the cluster heads. The performance of the MPLR clustering algorithm is calculated by rate of change of cluster heads, average number of clusters and average cluster size. Vehicular traffic models derived from the Traffic Wales data are fed as input to the motorway simulator. A mathematical analysis for the rate of change of cluster head is derived which validates the MPLR algorithm and is compared with the simulated results. The mathematical and simulated results are in good agreement indicating the stability of the algorithm and the accuracy of the simulator. The MPLR system is also compared with V2R system with MPLR system performing better. © 2013 IEEE.

Clustering algorithm based on minimal path loss ratio for vehicular communication

Emerging vehicular comfort applications pose a host of completely new set of requirements such as maintaining end-to-end connectivity, packet routing, and reliable communication for internet access while on the move. One of the biggest challenges is to provide good quality of service (QoS) such as low packet delay while coping with the fast topological changes. In this paper, we propose a clustering algorithm based on minimal path loss ratio (MPLR) which should help in spectrum efficiency and reduce data congestion in the network. The vehicular nodes which experience minimal path loss are selected as the cluster heads. The performance of the MPLR clustering algorithm is calculated by rate of change of cluster heads, average number of clusters and average cluster size. Vehicular traffic models derived from the Traffic Wales data are fed as input to the motorway simulator. A mathematical analysis for the rate of change of cluster head is derived which validates the MPLR algorithm and is compared with the simulated results. The mathematical and simulated results are in good agreement indicating the stability of the algorithm and the accuracy of the simulator. The MPLR system is also compared with V2R system with MPLR system performing better. © 2013 IEEE.

Indirect ties in knowledge networks:a social network analysis with ordered weighted averaging operators

This PhD thesis analyses networks of knowledge flows, focusing on the role of indirect ties in the knowledge transfer, knowledge accumulation and knowledge creation process. It extends and improves existing methods for mapping networks of knowledge flows in two different applications and contributes to two stream of research. To support the underlying idea of this thesis, which is finding an alternative method to rank indirect network ties to shed a new light on the dynamics of knowledge transfer, we apply Ordered Weighted Averaging (OWA) to two different network contexts. Knowledge flows in patent citation networks and a company supply chain network are analysed using Social Network Analysis (SNA) and the OWA operator. The OWA is used here for the first time (i) to rank indirect citations in patent networks, providing new insight into their role in transferring knowledge among network nodes; and to analyse a long chain of patent generations along 13 years; (ii) to rank indirect relations in a company supply chain network, to shed light on the role of indirectly connected individuals involved in the knowledge transfer and creation processes and to contribute to the literature on knowledge management in a supply chain. In doing so, indirect ties are measured and their role as means of knowledge transfer is shown. Thus, this thesis represents a first attempt to bridge the OWA and SNA fields and to show that the two methods can be used together to enrich the understanding of the role of indirectly connected nodes in a network. More specifically, the OWA scores enrich our understanding of knowledge evolution over time within complex networks. Future research can show the usefulness of OWA operator in different complex networks, such as the on-line social networks that consists of thousand of nodes.

On the k-anonymization of time-varying and multi-layer social graphs

The popularity of online social media platforms provides an unprecedented opportunity to study real-world complex networks of interactions. However, releasing this data to researchers and the public comes at the cost of potentially exposing private and sensitive user information. It has been shown that a naive anonymization of a network by removing the identity of the nodes is not sufficient to preserve users’ privacy. In order to deal with malicious attacks, k -anonymity solutions have been proposed to partially obfuscate topological information that can be used to infer nodes’ identity. In this paper, we study the problem of ensuring k anonymity in time-varying graphs, i.e., graphs with a structure that changes over time, and multi-layer graphs, i.e., graphs with multiple types of links. More specifically, we examine the case in which the attacker has access to the degree of the nodes. The goal is to generate a new graph where, given the degree of a node in each (temporal) layer of the graph, such a node remains indistinguishable from other k-1 nodes in the graph. In order to achieve this, we find the optimal partitioning of the graph nodes such that the cost of anonymizing the degree information within each group is minimum. We show that this reduces to a special case of a Generalized Assignment Problem, and we propose a simple yet effective algorithm to solve it. Finally, we introduce an iterated linear programming approach to enforce the realizability of the anonymized degree sequences. The efficacy of the method is assessed through an extensive set of experiments on synthetic and real-world graphs.

The thermodynamics and statistical mechanics of protein folding

The physics of self-organization and complexity is manifested on a variety of biological scales, from large ecosystems to the molecular level. Protein molecules exhibit characteristics of complex systems in terms of their structure, dynamics, and function. Proteins have the extraordinary ability to fold to a specific functional three-dimensional shape, starting from a random coil, in a biologically relevant time. How they accomplish this is one of the secrets of life. In this work, theoretical research into understanding this remarkable behavior is discussed. Thermodynamic and statistical mechanical tools are used in order to investigate the protein folding dynamics and stability. Theoretical analyses of the results from computer simulation of the dynamics of a four-helix bundle show that the excluded volume entropic effects are very important in protein dynamics and crucial for protein stability. The dramatic effects of changing the size of sidechains imply that a strategic placement of amino acid residues with a particular size may be an important consideration in protein engineering. Another investigation deals with modeling protein structural transitions as a phase transition. Using finite size scaling theory, the nature of unfolding transition of a four-helix bundle protein was investigated and critical exponents for the transition were calculated for various hydrophobic strengths in the core. It is found that the order of the transition changes from first to higher order as the strength of the hydrophobic interaction in the core region is significantly increased. Finally, a detailed kinetic and thermodynamic analysis was carried out in a model two-helix bundle. The connection between the structural free-energy landscape and folding kinetics was quantified. I show how simple protein engineering, by changing the hydropathy of a small number of amino acids, can enhance protein folding by significantly changing the free energy landscape so that kinetic traps are removed. The results have general applicability in protein engineering as well as understanding the underlying physical mechanisms of protein folding. ^

Optimization of adaptive traffic signal control with transit signal priority at isolated intersections using parallel genetic algorithms

Optimization of adaptive traffic signal timing is one of the most complex problems in traffic control systems. This dissertation presents a new method that applies the parallel genetic algorithm (PGA) to optimize adaptive traffic signal control in the presence of transit signal priority (TSP). The method can optimize the phase plan, cycle length, and green splits at isolated intersections with consideration for the performance of both the transit and the general vehicles. Unlike the simple genetic algorithm (GA), PGA can provide better and faster solutions needed for real-time optimization of adaptive traffic signal control. ^ An important component in the proposed method involves the development of a microscopic delay estimation model that was designed specifically to optimize adaptive traffic signal with TSP. Macroscopic delay models such as the Highway Capacity Manual (HCM) delay model are unable to accurately consider the effect of phase combination and phase sequence in delay calculations. In addition, because the number of phases and the phase sequence of adaptive traffic signal may vary from cycle to cycle, the phase splits cannot be optimized when the phase sequence is also a decision variable. A "flex-phase" concept was introduced in the proposed microscopic delay estimation model to overcome these limitations. ^ The performance of PGA was first evaluated against the simple GA. The results show that PGA achieved both faster convergence and lower delay for both under- or over-saturated traffic conditions. A VISSIM simulation testbed was then developed to evaluate the performance of the proposed PGA-based adaptive traffic signal control with TSP. The simulation results show that the PGA-based optimizer for adaptive TSP outperformed the fully actuated NEMA control in all test cases. The results also show that the PGA-based optimizer was able to produce TSP timing plans that benefit the transit vehicles while minimizing the impact of TSP on the general vehicles. The VISSIM testbed developed in this research provides a powerful tool to design and evaluate different TSP strategies under both actuated and adaptive signal control. ^

Numerical study of the enlarged O(5) symmetry of the 3D antiferromagnetic RP^(2) spin model

We investigate by means of Monte Carlo simulation and finite-size scaling analysis the critical properties of the three dimensional O (5) non-linear σ model and of the antiferromagnetic RP^(2) model, both of them regularized on a lattice. High accuracy estimates are obtained for the critical exponents, universal dimensionless quantities and critical couplings. It is concluded that both models belong to the same universality class, provided that rather non-standard identifications are made for the momentum-space propagator of the RP^(2) model. We have also investigated the phase diagram of the RP^(2) model extended by a second-neighbor interaction. A rich phase diagram is found, where most of the phase transitions are of the first order.

Nonequilibrium critical scaling from quantum thermodynamics

The emerging field of quantum thermodynamics is contributing important results and insights into archetypal many-body problems, including quantum phase transitions. Still, the question whether out-of-equilibrium quantities, such as fluctuations of work, exhibit critical scaling after a sudden quench in a closed system has remained elusive. Here, we take a novel approach to the problem by studying a quench across an impurity quantum critical point. By performing density matrix renormalization group computations on the two-impurity Kondo model, we are able to establish that the irreversible work produced in a quench exhibits finite-size scaling at quantum criticality. This scaling faithfully predicts the equilibrium critical exponents for the crossover length and the order parameter of the model, and, moreover, implies a new exponent for the rescaled irreversible work. By connecting the irreversible work to the two-impurity spin correlation function, our findings can be tested experimentally.

The D(D-3)-anyon chain: integrable boundary conditions and excitation spectra

Chains of interacting non-Abelian anyons with local interactions invariant under the action of the Drinfeld double of the dihedral group D-3 are constructed. Formulated as a spin chain the Hamiltonians are generated from commuting transfer matrices of an integrable vertex model for periodic and braided as well as open boundaries. A different anyonic model with the same local Hamiltonian is obtained within the fusion path formulation. This model is shown to be related to an integrable fusion interaction round the face model. Bulk and surface properties of the anyon chain are computed from the Bethe equations for the spin chain. The low-energy effective theories and operator content of the models (in both the spin chain and fusion path formulation) are identified from analytical and numerical studies of the finite-size spectra. For all boundary conditions considered the continuum theory is found to be a product of two conformal field theories. Depending on the coupling constants the factors can be a Z(4) parafermion or a M-(5,M-6) minimal model.