Lie-szimmetriák egy közgazdasági alkalmazása (An economic application of the Lie symmetries)

Ebben a tanulmányban ismertetjük a Nöther-tétel lényegi vonatkozásait, és kitérünk a Lie-szimmetriák értelmezésére abból a célból, hogy közgazdasági folyamatokra is alkalmazzuk a Lagrange-formalizmuson nyugvó elméletet. A Lie-szimmetriák dinamikai rendszerekre történő feltárása és viselkedésük jellemzése a legújabb kutatások eredményei e területen. Például Sen és Tabor (1990), Edward Lorenz (1963), a komplex kaotikus dinamika vizsgálatában jelent®s szerepet betöltő 3D modelljét, Baumann és Freyberger (1992) a két-dimenziós Lotka-Volterra dinamikai rendszert, és végül Almeida és Moreira (1992) a három-hullám interakciós problémáját vizsgálták a megfelelő Lie-szimmetriák segítségével. Mi most empirikus elemzésre egy közgazdasági dinamikai rendszert választottunk, nevezetesen Goodwin (1967) ciklusmodelljét. Ennek vizsgálatát tűztük ki célul a leírandó rendszer Lie-szimmetriáinak meghatározásán keresztül. / === / The dynamic behavior of a physical system can be frequently described very concisely by the least action principle. In the centre of its mathematical presentation is a specic function of coordinates and velocities, i.e., the Lagrangian. If the integral of the Lagrangian is stationary, then the system is moving along an extremal path through the phase space, and vice versa. It can be seen, that each Lie symmetry of a Lagrangian in general corresponds to a conserved quantity, and the conservation principle is explained by a variational symmetry related to a dynamic or geometrical symmetry. Briey, that is the meaning of Noether's theorem. This paper scrutinizes the substantial characteristics of Noether's theorem, interprets the Lie symmetries by PDE system and calculates the generators (symmetry vectors) on R. H. Goodwin's cyclical economic growth model. At first it will be shown that the Goodwin model also has a Lagrangian structure, therefore Noether's theorem can also be applied here. Then it is proved that the cyclical moving in his model derives from its Lie symmetries, i.e., its dynamic symmetry. All these proofs are based on the investigations of the less complicated Lotka Volterra model and those are extended to Goodwin model, since both models are one-to-one maps of each other. The main achievement of this paper is the following: Noether's theorem is also playing a crucial role in the mechanics of Goodwin model. It also means, that its cyclical moving is optimal. Generalizing this result, we can assert, that all dynamic systems' solutions described by first order nonlinear ODE system are optimal by the least action principle, if they have a Lagrangian.

Improving the predictability of time series by chaotic parameter estimation

Limited literature regarding parameter estimation of dynamic systems has been identified as the central-most reason for not having parametric bounds in chaotic time series. However, literature suggests that a chaotic system displays a sensitive dependence on initial conditions, and our study reveals that the behavior of chaotic system: is also sensitive to changes in parameter values. Therefore, parameter estimation technique could make it possible to establish parametric bounds on a nonlinear dynamic system underlying a given time series, which in turn can improve predictability. By extracting the relationship between parametric bounds and predictability, we implemented chaos-based models for improving prediction in time series. ^ This study describes work done to establish bounds on a set of unknown parameters. Our research results reveal that by establishing parametric bounds, it is possible to improve the predictability of any time series, although the dynamics or the mathematical model of that series is not known apriori. In our attempt to improve the predictability of various time series, we have established the bounds for a set of unknown parameters. These are: (i) the embedding dimension to unfold a set of observation in the phase space, (ii) the time delay to use for a series, (iii) the number of neighborhood points to use for avoiding detection of false neighborhood and, (iv) the local polynomial to build numerical interpolation functions from one region to another. Using these bounds, we are able to get better predictability in chaotic time series than previously reported. In addition, the developments of this dissertation can establish a theoretical framework to investigate predictability in time series from the system-dynamics point of view. ^ In closing, our procedure significantly reduces the computer resource usage, as the search method is refined and efficient. Finally, the uniqueness of our method lies in its ability to extract chaotic dynamics inherent in non-linear time series by observing its values. ^

(Table 1) Age determination of composite sediment record LO09-14

A sediment core from Reykjanes Ridge has been studied at 10- to 50-year time resolution to document variability of Holocene surface water conditions in the western North Atlantic and to evaluate effects of Holocene ice-rafting episodes. Diatom assemblages are converted to quantitative sea surface temperatures (SST) using three different transfer functions. Spectral and scale-space methods are also applied on the records to explore variability at different timescales. Diatom assemblage and SST records clearly show that decaying remnants of the Laurentide ice sheet strongly influenced early Holocene climate in the western North Atlantic. This overrode the predominance of Milankovitch forcing, which played a key role in the development of Holocene climate in the eastern North Atlantic and Nordic Seas. Superimposed on general Holocene climate change is high-frequency SST variability on the order of 1°-3°C. The record also documents climatic oscillations with 600- to 1000-, ~1500-, and 2500-year periodicities, with a time-dependent dominance of different periodicities through the Holocene; a clear change in variability occurred about 5 ka BP. The SST record also provides evidence for Holocene cooling events (HCE) that, in some cases, correlate to documented southward intrusions of ice into the North Atlantic.

The Quantum Tetrahedron in 3 and 4 Dimensions

Recent work on state sum models of quantum gravity in 3 and 4 dimensions has led to interest in the `quantum tetrahedron'. Starting with a classical phase space whose points correspond to geometries of the tetrahedron in R^3, we use geometric quantization to obtain a Hilbert space of states. This Hilbert space has a basis of states labeled by the areas of the faces of the tetrahedron together with one more quantum number, e.g. the area of one of the parallelograms formed by midpoints of the tetrahedron's edges. Repeating the procedure for the tetrahedron in R^4, we obtain a Hilbert space with a basis labelled solely by the areas of the tetrahedron's faces. An analysis of this result yields a geometrical explanation of the otherwise puzzling fact that the quantum tetrahedron has more degrees of freedom in 3 dimensions than in 4 dimensions.

Sigma models for genuinely non-geometric backgrounds

The existence of genuinely non-geometric backgrounds, i.e. ones without geometric dual, is an important question in string theory. In this paper we examine this question from a sigma model perspective. First we construct a particular class of Courant algebroids as protobialgebroids with all types of geometric and non-geometric fluxes. For such structures we apply the mathematical result that any Courant algebroid gives rise to a 3D topological sigma model of the AKSZ type and we discuss the corresponding 2D field theories. It is found that these models are always geometric, even when both 2-form and 2-vector fields are neither vanishing nor inverse of one another. Taking a further step, we suggest an extended class of 3D sigma models, whose world volume is embedded in phase space, which allow for genuinely non-geometric backgrounds. Adopting the doubled formalism such models can be related to double field theory, albeit from a world sheet perspective.

Decoherence models for discrete-time quantum walks and their application to neutral atom experiments

We discuss decoherence in discrete-time quantum walks in terms of a phenomenological model that distinguishes spin and spatial decoherence. We identify the dominating mechanisms that affect quantum-walk experiments realized with neutral atoms walking in an optical lattice. From the measured spatial distributions, we determine with good precision the amount of decoherence per step, which provides a quantitative indication of the quality of our quantum walks. In particular, we find that spin decoherence is the main mechanism responsible for the loss of coherence in our experiment. We also find that the sole observation of ballistic-instead of diffusive-expansion in position space is not a good indicator of the range of coherent delocalization. We provide further physical insight by distinguishing the effects of short- and long-time spin dephasing mechanisms. We introduce the concept of coherence length in the discrete-time quantum walk, which quantifies the range of spatial coherences. Unexpectedly, we find that quasi-stationary dephasing does not modify the local properties of the quantum walk, but instead affects spatial coherences. For a visual representation of decoherence phenomena in phase space, we have developed a formalism based on a discrete analogue of the Wigner function. We show that the effects of spin and spatial decoherence differ dramatically in momentum space.

On the rotation of co-orbital bodies in eccentric orbits

We investigate the resonant rotation of co-orbital bodies in eccentric and planar orbits. We develop a simple analytical model to study the impact of the eccentricity and orbital perturbations on the spin dynamics. This model is relevant in the entire domain of horseshoe and tadpole orbit, for moderate eccentricities. We show that there are three different families of spin-orbit resonances, one depending on the eccentricity, one depending on the orbital libration frequency, and another depending on the pericenter's dynamics. We can estimate the width and the location of the different resonant islands in the phase space, predicting which are the more likely to capture the spin of the rotating body. In some regions of the phase space the resonant islands may overlap, giving rise to chaotic rotation.

Complete spin and orbital evolution of close-in bodies using a Maxwell viscoelastic rheology

In this paper, we present a formalism designed to model tidal interaction with a viscoelastic body made of Maxwell material. Our approach remains regular for any spin rate and orientation, and for any orbital configuration including high eccentricities and close encounters. The method is to integrate simultaneously the rotation and the position of the planet as well as its deformation. We provide the equations of motion both in the body frame and in the inertial frame. With this study, we generalize preexisting models to the spatial case and to arbitrary multipole orders using a formalism taken from quantum theory. We also provide the vectorial expression of the secular tidal torque expanded in Fourier series. Applying this model to close-in exoplanets, we observe that if the relaxation time is longer than the revolution period, the phase space of the system is characterized by the presence of several spin-orbit resonances, even in the circular case. As the system evolves, the planet spin can visit different spin-orbit configurations. The obliquity is decreasing along most of these resonances, but we observe a case where the planet tilt is instead growing. These conclusions derived from the secular torque are successfully tested with numerical integrations of the instantaneous equations of motion on HD 80606 b. Our formalism is also well adapted to close-in super-Earths in multiplanet systems which are known to have non-zero mutual inclinations.

Measurement of the inclusive and differential t/t cross sections at 13 TeV in the all-jets boosted regime with CMS

The t/t production cross section is measured with the CMS detector in the all-jets channel in $pp$ collisions at the centre-of-mass energy of 13 TeV. The analysis is based on the study of t/t events in the boosted topology, namely events in which decay products of the quark top have a high Lorentz boost and are thus reconstructed in the detector as a single, wide jet. The data sample used in this analysis corresponds to an integrated luminosity of 2.53 fb-1. The inclusive cross section is found to be sigma(t/t) = 727 +- 46 (stat.) +115-112 (sys.) +- 20~(lumi.) pb, a value which is consistent with the theoretical predictions. The differential, detector-level cross section is measured as a function of the transverse momentum of the leading jet and compared to the QCD theoretical predictions. Finally, the differential, parton-level cross section is reported, measured as a function of the transverse momentum of the leading parton, extrapolated to the full phase space and compared to the QCD predictions.

Authentification biométrique par dynamique de frappe pour évaluation à distance utilisant SVM à une classe

La machine à vecteurs de support à une classe est un algorithme non-supervisé qui est capable d’apprendre une fonction de décision à partir de données d’une seule classe pour la détection d’anomalie. Avec les données d’entraînement d’une seule classe, elle peut identifier si une nouvelle donnée est similaire à l’ensemble d’entraînement. Dans ce mémoire, nous nous intéressons à la reconnaissance de forme de dynamique de frappe par la machine à vecteurs de support à une classe, pour l’authentification d’étudiants dans un système d’évaluation sommative à distance à l’Université Laval. Comme chaque étudiant à l’Université Laval possède un identifiant court, unique qu’il utilise pour tout accès sécurisé aux ressources informatiques, nous avons choisi cette chaîne de caractères comme support à la saisie de dynamique de frappe d’utilisateur pour construire notre propre base de données. Après avoir entraîné un modèle pour chaque étudiant avec ses données de dynamique de frappe, on veut pouvoir l’identifier et éventuellement détecter des imposteurs. Trois méthodes pour la classification ont été testées et discutées. Ainsi, nous avons pu constater les faiblesses de chaque méthode dans ce système. L’évaluation des taux de reconnaissance a permis de mettre en évidence leur dépendance au nombre de signatures ainsi qu’au nombre de caractères utilisés pour construire les signatures. Enfin, nous avons montré qu’il existe des corrélations entre le taux de reconnaissance et la dispersion dans les distributions des caractéristiques des signatures de dynamique de frappe.

Applications of perceptual sparse representation (Spikegram) for copyright protection of audio signals

Chaque année, le piratage mondial de la musique coûte plusieurs milliards de dollars en pertes économiques, pertes d’emplois et pertes de gains des travailleurs ainsi que la perte de millions de dollars en recettes fiscales. La plupart du piratage de la musique est dû à la croissance rapide et à la facilité des technologies actuelles pour la copie, le partage, la manipulation et la distribution de données musicales [Domingo, 2015], [Siwek, 2007]. Le tatouage des signaux sonores a été proposé pour protéger les droit des auteurs et pour permettre la localisation des instants où le signal sonore a été falsifié. Dans cette thèse, nous proposons d’utiliser la représentation parcimonieuse bio-inspirée par graphe de décharges (spikegramme), pour concevoir une nouvelle méthode permettant la localisation de la falsification dans les signaux sonores. Aussi, une nouvelle méthode de protection du droit d’auteur. Finalement, une nouvelle attaque perceptuelle, en utilisant le spikegramme, pour attaquer des systèmes de tatouage sonore. Nous proposons tout d’abord une technique de localisation des falsifications (‘tampering’) des signaux sonores. Pour cela nous combinons une méthode à spectre étendu modifié (‘modified spread spectrum’, MSS) avec une représentation parcimonieuse. Nous utilisons une technique de poursuite perceptive adaptée (perceptual marching pursuit, PMP [Hossein Najaf-Zadeh, 2008]) pour générer une représentation parcimonieuse (spikegramme) du signal sonore d’entrée qui est invariante au décalage temporel [E. C. Smith, 2006] et qui prend en compte les phénomènes de masquage tels qu’ils sont observés en audition. Un code d’authentification est inséré à l’intérieur des coefficients de la représentation en spikegramme. Puis ceux-ci sont combinés aux seuils de masquage. Le signal tatoué est resynthétisé à partir des coefficients modifiés, et le signal ainsi obtenu est transmis au décodeur. Au décodeur, pour identifier un segment falsifié du signal sonore, les codes d’authentification de tous les segments intacts sont analysés. Si les codes ne peuvent être détectés correctement, on sait qu’alors le segment aura été falsifié. Nous proposons de tatouer selon le principe à spectre étendu (appelé MSS) afin d’obtenir une grande capacité en nombre de bits de tatouage introduits. Dans les situations où il y a désynchronisation entre le codeur et le décodeur, notre méthode permet quand même de détecter des pièces falsifiées. Par rapport à l’état de l’art, notre approche a le taux d’erreur le plus bas pour ce qui est de détecter les pièces falsifiées. Nous avons utilisé le test de l’opinion moyenne (‘MOS’) pour mesurer la qualité des systèmes tatoués. Nous évaluons la méthode de tatouage semi-fragile par le taux d’erreur (nombre de bits erronés divisé par tous les bits soumis) suite à plusieurs attaques. Les résultats confirment la supériorité de notre approche pour la localisation des pièces falsifiées dans les signaux sonores tout en préservant la qualité des signaux. Ensuite nous proposons une nouvelle technique pour la protection des signaux sonores. Cette technique est basée sur la représentation par spikegrammes des signaux sonores et utilise deux dictionnaires (TDA pour Two-Dictionary Approach). Le spikegramme est utilisé pour coder le signal hôte en utilisant un dictionnaire de filtres gammatones. Pour le tatouage, nous utilisons deux dictionnaires différents qui sont sélectionnés en fonction du bit d’entrée à tatouer et du contenu du signal. Notre approche trouve les gammatones appropriés (appelés noyaux de tatouage) sur la base de la valeur du bit à tatouer, et incorpore les bits de tatouage dans la phase des gammatones du tatouage. De plus, il est montré que la TDA est libre d’erreur dans le cas d’aucune situation d’attaque. Il est démontré que la décorrélation des noyaux de tatouage permet la conception d’une méthode de tatouage sonore très robuste. Les expériences ont montré la meilleure robustesse pour la méthode proposée lorsque le signal tatoué est corrompu par une compression MP3 à 32 kbits par seconde avec une charge utile de 56.5 bps par rapport à plusieurs techniques récentes. De plus nous avons étudié la robustesse du tatouage lorsque les nouveaux codec USAC (Unified Audion and Speech Coding) à 24kbps sont utilisés. La charge utile est alors comprise entre 5 et 15 bps. Finalement, nous utilisons les spikegrammes pour proposer trois nouvelles méthodes d’attaques. Nous les comparons aux méthodes récentes d’attaques telles que 32 kbps MP3 et 24 kbps USAC. Ces attaques comprennent l’attaque par PMP, l’attaque par bruit inaudible et l’attaque de remplacement parcimonieuse. Dans le cas de l’attaque par PMP, le signal de tatouage est représenté et resynthétisé avec un spikegramme. Dans le cas de l’attaque par bruit inaudible, celui-ci est généré et ajouté aux coefficients du spikegramme. Dans le cas de l’attaque de remplacement parcimonieuse, dans chaque segment du signal, les caractéristiques spectro-temporelles du signal (les décharges temporelles ;‘time spikes’) se trouvent en utilisant le spikegramme et les spikes temporelles et similaires sont remplacés par une autre. Pour comparer l’efficacité des attaques proposées, nous les comparons au décodeur du tatouage à spectre étendu. Il est démontré que l’attaque par remplacement parcimonieux réduit la corrélation normalisée du décodeur de spectre étendu avec un plus grand facteur par rapport à la situation où le décodeur de spectre étendu est attaqué par la transformation MP3 (32 kbps) et 24 kbps USAC.

Análise não linear de séries temporais e aplicações à Psicologia

Nesta dissertação estudámos as séries temporais que representam a complexa dinâmica do comportamento. Demos especial atenção às técnicas de dinâmica não linear. As técnicas fornecem-nos uma quantidade de índices quantitativos que servem para descrever as propriedades dinâmicas do sistema. Estes índices têm sido intensivamente usados nos últimos anos em aplicações práticas em Psicologia. Estudámos alguns conceitos básicos de dinâmica não linear, as características dos sistemas caóticos e algumas grandezas que caracterizam os sistemas dinâmicos, que incluem a dimensão fractal, que indica a complexidade de informação contida na série temporal, os expoentes de Lyapunov, que indicam a taxa com que pontos arbitrariamente próximos no espaço de fases da representação do espaço dinâmico, divergem ao longo do tempo, ou a entropia aproximada, que mede o grau de imprevisibilidade de uma série temporal. Esta informação pode então ser usada para compreender, e possivelmente prever, o comportamento. ABSTRACT: ln this thesis we studied the time series that represent the complex dynamic behavior. We focused on techniques of nonlinear dynamics. The techniques provide us a number of quantitative indices used to describe the dynamic properties of the system. These indices have been extensively used in recent years in practical applications in psychology. We studied some basic concepts of nonlinear dynamics, the characteristics of chaotic systems and some quantities that characterize the dynamic systems, including fractal dimension, indicating the complexity of information in the series, the Lyapunov exponents, which indicate the rate at that arbitrarily dose points in phase space representation of a dynamic, vary over time, or the approximate entropy, which measures the degree of unpredictability of a series. This information can then be used to understand and possibly predict the behavior.

Deposition of thin films by a non-equilibrium atmospheric pressure Plasma Jet: a poly-diagnostic study

The use of atmospheric pressure plasmas for thin film deposition on thermo-sensitive materials is currently one of the main challenges of the plasma scientific community. Despite the growing interest in this field, the existing knowledge gap between gas-phase reaction mechanisms and thin film properties is still one of the most important barriers to overcome for a complete understanding of the process. In this work, thin films surface characterization techniques, combined with passive and active gas-phase diagnostic methods, were used to provide a comprehensive study of the Ar/TEOS deposition process assisted by an atmospheric pressure plasma jet. SiO2-based thin films exhibiting a well-defined chemistry, a good morphological structure and high uniformity were studied in detail by FTIR, XPS, AFM and SEM analysis. Furthermore, non-intrusive spectroscopy techniques (OES, filter imaging) and laser spectroscopic methods (Rayleigh scattering, LIF and TALIF) were employed to shed light on the complexity of gas-phase mechanisms involved in the deposition process and discuss the influence of TEOS admixture on gas temperature, electron density and spatial-temporal behaviours of active species. The poly-diagnostic approach proposed in this work opens interesting perspectives both in terms of process control and optimization of thin film performances.

Shaping transverse beam distributions by means of adiabatic crossing of resonances

Non-linear effects are responsible for peculiar phenomena in charged particles dynamics in circular accelerators. Recently, they have been used to propose novel beam manipulations where one can modify the transverse beam distribution in a controlled way, to fulfil the constraints posed by new applications. One example is the resonant beam splitting used at CERN for the Multi-Turn Extraction (MTE), to transfer proton beams from PS to SPS. The theoretical description of these effects relies on the formulation of the particle's dynamics in terms of Hamiltonian systems and symplectic maps, and on the theory of adiabatic invariance and resonant separatrix crossing. Close to resonance, new stable regions and new separatrices appear in the phase space. As non-linear effects do not preserve the Courant-Snyder invariant, it is possible for a particle to cross a separatrix, changing the value of its adiabatic invariant. This process opens the path to new beam manipulations. This thesis deals with various possible effects that can be used to shape the transverse beam dynamics, using 2D and 4D models of particles' motion. We show the possibility of splitting a beam using a resonant external exciter, or combining its action with MTE-like tune modulation close to resonance. Non-linear effects can also be used to cool a beam acting on its transverse beam distribution. We discuss the case of an annular beam distribution, showing that emittance can be reduced modulating amplitude and frequency of a resonant oscillating dipole. We then consider 4D models where, close to resonance, motion in the two transverse planes is coupled. This is exploited to operate on the transverse emittances with a 2D resonance crossing. Depending on the resonance, the result is an emittance exchange between the two planes, or an emittance sharing. These phenomena are described and understood in terms of adiabatic invariance theory.

Diffusive models and chaos indicators for non-linear betatron motion in circular hadron accelerators

Understanding the complex dynamics of beam-halo formation and evolution in circular particle accelerators is crucial for the design of current and future rings, particularly those utilizing superconducting magnets such as the CERN Large Hadron Collider (LHC), its luminosity upgrade HL-LHC, and the proposed Future Circular Hadron Collider (FCC-hh). A recent diffusive framework, which describes the evolution of the beam distribution by means of a Fokker-Planck equation, with diffusion coefficient derived from the Nekhoroshev theorem, has been proposed to describe the long-term behaviour of beam dynamics and particle losses. In this thesis, we discuss the theoretical foundations of this framework, and propose the implementation of an original measurement protocol based on collimator scans in view of measuring the Nekhoroshev-like diffusive coefficient by means of beam loss data. The available LHC collimator scan data, unfortunately collected without the proposed measurement protocol, have been successfully analysed using the proposed framework. This approach is also applied to datasets from detailed measurements of the impact on the beam losses of so-called long-range beam-beam compensators also at the LHC. Furthermore, dynamic indicators have been studied as a tool for exploring the phase-space properties of realistic accelerator lattices in single-particle tracking simulations. By first examining the classification performance of known and new indicators in detecting the chaotic character of initial conditions for a modulated Hénon map and then applying this knowledge to study the properties of realistic accelerator lattices, we tried to identify a connection between the presence of chaotic regions in the phase space and Nekhoroshev-like diffusive behaviour, providing new tools to the accelerator physics community.