Symmetry breaking, mixing, instability, and low frequency variability in a minimal Lorenz-like system

Starting from the classical Saltzman two-dimensional convection equations, we derive via a severe spectral truncation a minimal 10 ODE system which includes the thermal effect of viscous dissipation. Neglecting this process leads to a dynamical system which includes a decoupled generalized Lorenz system. The consideration of this process breaks an important symmetry and couples the dynamics of fast and slow variables, with the ensuing modifications to the structural properties of the attractor and of the spectral features. When the relevant nondimensional number (Eckert number Ec) is different from zero, an additional time scale of O(Ec−1) is introduced in the system, as shown with standard multiscale analysis and made clear by several numerical evidences. Moreover, the system is ergodic and hyperbolic, the slow variables feature long-term memory with 1/f3/2 power spectra, and the fast variables feature amplitude modulation. Increasing the strength of the thermal-viscous feedback has a stabilizing effect, as both the metric entropy and the Kaplan-Yorke attractor dimension decrease monotonically with Ec. The analyzed system features very rich dynamics: it overcomes some of the limitations of the Lorenz system and might have prototypical value in relevant processes in complex systems dynamics, such as the interaction between slow and fast variables, the presence of long-term memory, and the associated extreme value statistics. This analysis shows how neglecting the coupling of slow and fast variables only on the basis of scale analysis can be catastrophic. In fact, this leads to spurious invariances that affect essential dynamical properties (ergodicity, hyperbolicity) and that cause the model losing ability in describing intrinsically multiscale processes.

Symmetric stability of compressible zonal flows on a generalized equatorial β plane

Sufficient conditions are derived for the linear stability with respect to zonally symmetric perturbations of a steady zonal solution to the nonhydrostatic compressible Euler equations on an equatorial � plane, including a leading order representation of the Coriolis force terms due to the poleward component of the planetary rotation vector. A version of the energy–Casimir method of stability proof is applied: an invariant functional of the Euler equations linearized about the equilibrium zonal flow is found, and positive definiteness of the functional is shown to imply linear stability of the equilibrium. It is shown that an equilibrium is stable if the potential vorticity has the same sign as latitude and the Rayleigh centrifugal stability condition that absolute angular momentum increase toward the equator on surfaces of constant pressure is satisfied. The result generalizes earlier results for hydrostatic and incompressible systems and for systems that do not account for the nontraditional Coriolis force terms. The stability of particular equilibrium zonal velocity, entropy, and density fields is assessed. A notable case in which the effect of the nontraditional Coriolis force is decisive is the instability of an angular momentum profile that decreases away from the equator but is flatter than quadratic in latitude, despite its satisfying both the centrifugal and convective stability conditions.

Phantom accretion by black holes and the generalized second law of thermodynamics

The accretion of a phantom fluid with non-zero chemical potential by black holes is discussed with basis on the generalized second law of thermodynamics. For phantom fluids with positive temperature and negative chemical potential we demonstrate that the accretion process is possible, and that the condition guaranteeing the positiveness of the phantom fluid entropy coincides with the one required by the generalized second law. (C) 2010 Elsevier B.V. All rights reserved.

Nonparametric entropy-based tests of independence between stochastic processes

This paper develops nonparametric tests of independence between two stationary stochastic processes. The testing strategy boils down to gauging the closeness between the joint and the product of the marginal stationary densities. For that purpose, I take advantage of a generalized entropic measure so as to build a class of nonparametric tests of independence. Asymptotic normality and local power are derived using the functional delta method for kernels, whereas finite sample properties are investigated through Monte Carlo simulations.

Multiscale Fractal Descriptors and Polynomial Classifier for Partial Pixels Identification in Regions of Interest of Mammographic Images

Computer systems are used to support breast cancer diagnosis, with decisions taken from measurements carried out in regions of interest (ROIs). We show that support decisions obtained from square or rectangular ROIs can to include background regions with different behavior of healthy or diseased tissues. In this study, the background regions were identified as Partial Pixels (PP), obtained with a multilevel method of segmentation based on maximum entropy. The behaviors of healthy, diseased and partial tissues were quantified by fractal dimension and multiscale lacunarity, calculated through signatures of textures. The separability of groups was achieved using a polynomial classifier. The polynomials have powerful approximation properties as classifiers to treat characteristics linearly separable or not. This proposed method allowed quantifying the ROIs investigated and demonstrated that different behaviors are obtained, with distinctions of 90% for images obtained in the Cranio-caudal (CC) and Mediolateral Oblique (MLO) views.

Computer intensive methods for controlling bias in a generalized species diversity index

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Generalized beta-generated distributions

This article introduces generalized beta-generated (GBG) distributions. Sub-models include all classical beta-generated, Kumaraswamy-generated and exponentiated distributions. They are maximum entropy distributions under three intuitive conditions, which show that the classical beta generator skewness parameters only control tail entropy and an additional shape parameter is needed to add entropy to the centre of the parent distribution. This parameter controls skewness without necessarily differentiating tail weights. The GBG class also has tractable properties: we present various expansions for moments, generating function and quantiles. The model parameters are estimated by maximum likelihood and the usefulness of the new class is illustrated by means of some real data sets. (c) 2011 Elsevier B.V. All rights reserved.

Time-multiscale methods for the simulation of slow transport problems in atomistic systems

En esta tesis presentamos una teoría adaptada a la simulación de fenómenos lentos de transporte en sistemas atomísticos. En primer lugar, desarrollamos el marco teórico para modelizar colectividades estadísticas de equilibrio. A continuación, lo adaptamos para construir modelos de colectividades estadísticas fuera de equilibrio. Esta teoría reposa sobre los principios de la mecánica estadística, en particular el principio de máxima entropía de Jaynes, utilizado tanto para sistemas en equilibrio como fuera de equilibrio, y la teoría de las aproximaciones del campo medio. Expresamos matemáticamente el problema como un principio variacional en el que maximizamos una entropía libre, en lugar de una energía libre. La formulación propuesta permite definir equivalentes atomísticos de variables macroscópicas como la temperatura y la fracción molar. De esta forma podemos considerar campos macroscópicos no uniformes. Completamos el marco teórico con reglas de cuadratura de Monte Carlo, gracias a las cuales obtenemos modelos computables. A continuación, desarrollamos el conjunto completo de ecuaciones que gobiernan procesos de transporte. Deducimos la desigualdad de disipación entrópica a partir de fuerzas y flujos termodinámicos discretos. Esta desigualdad nos permite identificar la estructura que deben cumplir los potenciales cinéticos discretos. Dichos potenciales acoplan las tasas de variación en el tiempo de las variables microscópicas con las fuerzas correspondientes. Estos potenciales cinéticos deben ser completados con una relación fenomenológica, del tipo definido por la teoría de Onsanger. Por último, aportamos validaciones numéricas. Con ellas ilustramos la capacidad de la teoría presentada para simular propiedades de equilibrio y segregación superficial en aleaciones metálicas. Primero, simulamos propiedades termodinámicas de equilibrio en el sistema atomístico. A continuación evaluamos la habilidad del modelo para reproducir procesos de transporte en sistemas complejos que duran tiempos largos con respecto a los tiempos característicos a escala atómica. ABSTRACT In this work, we formulate a theory to address simulations of slow time transport effects in atomic systems. We first develop this theoretical framework in the context of equilibrium of atomic ensembles, based on statistical mechanics. We then adapt it to model ensembles away from equilibrium. The theory stands on Jaynes' maximum entropy principle, valid for the treatment of both, systems in equilibrium and away from equilibrium and on meanfield approximation theory. It is expressed in the entropy formulation as a variational principle. We interpret atomistic equivalents of macroscopic variables such as the temperature and the molar fractions, wich are not required to be uniform, but can vary from particle to particle. We complement this theory with Monte Carlo summation rules for further approximation. In addition, we provide a framework for studying transport processes with the full set of equations driving the evolution of the system. We first derive a dissipation inequality for the entropic production involving discrete thermodynamic forces and fluxes. This discrete dissipation inequality identifies the adequate structure for discrete kinetic potentials which couple the microscopic field rates to the corresponding driving forces. Those kinetic potentials must finally be expressed as a phenomenological rule of the Onsanger Type. We present several validation cases, illustrating equilibrium properties and surface segregation of metallic alloys. We first assess the ability of a simple meanfield model to reproduce thermodynamic equilibrium properties in systems with atomic resolution. Then, we evaluate the ability of the model to reproduce a long-term transport process in complex systems.

Generalized isotropic Lipkin-Meshkov-Glick models: ground state entanglement and quantum entropies

We introduce a new class of generalized isotropic Lipkin–Meshkov–Glick models with su(m+1) spin and long-range non-constant interactions, whose non-degenerate ground state is a Dicke state of su(m+1) type. We evaluate in closed form the reduced density matrix of a block of Lspins when the whole system is in its ground state, and study the corresponding von Neumann and Rényi entanglement entropies in the thermodynamic limit. We show that both of these entropies scale as a log L when L tends to infinity, where the coefficient a is equal to (m  −  k)/2 in the ground state phase with k vanishing magnon densities. In particular, our results show that none of these generalized Lipkin–Meshkov–Glick models are critical, since when L-->∞ their Rényi entropy R_q becomes independent of the parameter q. We have also computed the Tsallis entanglement entropy of the ground state of these generalized su(m+1) Lipkin–Meshkov–Glick models, finding that it can be made extensive by an appropriate choice of its parameter only when m-k≥3. Finally, in the su(3) case we construct in detail the phase diagram of the ground state in parameter space, showing that it is determined in a simple way by the weights of the fundamental representation of su(3). This is also true in the su(m+1) case; for instance, we prove that the region for which all the magnon densities are non-vanishing is an (m  +  1)-simplex in R^m whose vertices are the weights of the fundamental representation of su(m+1).

Mach bands and multiscale models of spatial vision:the role of first, second, and third derivative operators in encoding bars and edges

Ernst Mach observed that light or dark bands could be seen at abrupt changes of luminance gradient in the absence of peaks or troughs in luminance. Many models of feature detection share the idea that bars, lines, and Mach bands are found at peaks and troughs in the output of even-symmetric spatial filters. Our experiments assessed the appearance of Mach bands (position and width) and the probability of seeing them on a novel set of generalized Gaussian edges. Mach band probability was mainly determined by the shape of the luminance profile and increased with the sharpness of its corners, controlled by a single parameter (n). Doubling or halving the size of the images had no significant effect. Variations in contrast (20%-80%) and duration (50-300 ms) had relatively minor effects. These results rule out the idea that Mach bands depend simply on the amplitude of the second derivative, but a multiscale model, based on Gaussian-smoothed first- and second-derivative filtering, can account accurately for the probability and perceived spatial layout of the bands. A key idea is that Mach band visibility depends on the ratio of second- to first-derivative responses at peaks in the second-derivative scale-space map. This ratio is approximately scale-invariant and increases with the sharpness of the corners of the luminance ramp, as observed. The edges of Mach bands pose a surprisingly difficult challenge for models of edge detection, but a nonlinear third-derivative operation is shown to predict the locations of Mach band edges strikingly well. Mach bands thus shed new light on the role of multiscale filtering systems in feature coding. © 2012 ARVO.

Dependence of the crossover exponent with the diffusion rate in the generalized contact process model

We study how the crossover exponent, phi, between the directed percolation (DP) and compact directed percolation (CDP) behaves as a function of the diffusion rate in a model that generalizes the contact process. Our conclusions are based in results pointed by perturbative series expansions and numerical simulations, and are consistent with a value phi = 2 for finite diffusion rates and phi = 1 in the limit of infinite diffusion rate.

Data collapse, scaling functions, and analytical solutions of generalized growth models

We consider a nontrivial one-species population dynamics model with finite and infinite carrying capacities. Time-dependent intrinsic and extrinsic growth rates are considered in these models. Through the model per capita growth rate we obtain a heuristic general procedure to generate scaling functions to collapse data into a simple linear behavior even if an extrinsic growth rate is included. With this data collapse, all the models studied become independent from the parameters and initial condition. Analytical solutions are found when time-dependent coefficients are considered. These solutions allow us to perceive nontrivial transitions between species extinction and survival and to calculate the transition's critical exponents. Considering an extrinsic growth rate as a cancer treatment, we show that the relevant quantity depends not only on the intensity of the treatment, but also on when the cancerous cell growth is maximum.

Chemical potential and the nature of dark energy: The case of a phantom field

The influence of a possible nonzero chemical potential mu on the nature of dark energy is investigated by assuming that the dark energy is a relativistic perfect simple fluid obeying the equation of state, p=omega rho (omega < 0, constant). The entropy condition, S >= 0, implies that the possible values of omega are heavily dependent on the magnitude, as well as on the sign of the chemical potential. For mu > 0, the omega parameter must be greater than -1 (vacuum is forbidden) while for mu < 0 not only the vacuum but even a phantomlike behavior (omega <-1) is allowed. In any case, the ratio between the chemical potential and temperature remains constant, that is, mu/T=mu(0)/T(0). Assuming that the dark energy constituents have either a bosonic or fermionic nature, the general form of the spectrum is also proposed. For bosons mu is always negative and the extended Wien's law allows only a dark component with omega <-1/2, which includes vacuum and the phantomlike cases. The same happens in the fermionic branch for mu < 0. However, fermionic particles with mu > 0 are permitted only if -1

Generalized connectivity between any two nodes in a complex network

This article focuses on the identification of the number of paths with different lengths between pairs of nodes in complex networks and how these paths can be used for characterization of topological properties of theoretical and real-world complex networks. This analysis revealed that the number of paths can provide a better discrimination of network models than traditional network measurements. In addition, the analysis of real-world networks suggests that the long-range connectivity tends to be limited in these networks and may be strongly related to network growth and organization.

Entropy production in irreversible systems described by a Fokker-Planck equation

We analyze the irreversibility and the entropy production in nonequilibrium interacting particle systems described by a Fokker-Planck equation by the use of a suitable master equation representation. The irreversible character is provided either by nonconservative forces or by the contact with heat baths at distinct temperatures. The expression for the entropy production is deduced from a general definition, which is related to the probability of a trajectory in phase space and its time reversal, that makes no reference a priori to the dissipated power. Our formalism is applied to calculate the heat conductance in a simple system consisting of two Brownian particles each one in contact to a heat reservoir. We show also the connection between the definition of entropy production rate and the Jarzynski equality.