The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

Basketball from perspective of nonlinear complex systems

Doctoral program: Motor praxiology, physical education and sport training

Meta-models, environment and layers: agent-oriented engineering of complex systems

Traditional software engineering approaches and metaphors fall short when applied to areas of growing relevance such as electronic commerce, enterprise resource planning, and mobile computing: such areas, in fact, generally call for open architectures that may evolve dynamically over time so as to accommodate new components and meet new requirements. This is probably one of the main reasons that the agent metaphor and the agent-oriented paradigm are gaining momentum in these areas. This thesis deals with the engineering of complex software systems in terms of the agent paradigm. This paradigm is based on the notions of agent and systems of interacting agents as fundamental abstractions for designing, developing and managing at runtime typically distributed software systems. However, today the engineer often works with technologies that do not support the abstractions used in the design of the systems. For this reason the research on methodologies becomes the basic point in the scientific activity. Currently most agent-oriented methodologies are supported by small teams of academic researchers, and as a result, most of them are in an early stage and still in the first context of mostly \academic" approaches for agent-oriented systems development. Moreover, such methodologies are not well documented and very often defined and presented only by focusing on specific aspects of the methodology. The role played by meta- models becomes fundamental for comparing and evaluating the methodologies. In fact a meta-model specifies the concepts, rules and relationships used to define methodologies. Although it is possible to describe a methodology without an explicit meta-model, formalising the underpinning ideas of the methodology in question is valuable when checking its consistency or planning extensions or modifications. A good meta-model must address all the different aspects of a methodology, i.e. the process to be followed, the work products to be generated and those responsible for making all this happen. In turn, specifying the work products that must be developed implies dening the basic modelling building blocks from which they are built. As a building block, the agent abstraction alone is not enough to fully model all the aspects related to multi-agent systems in a natural way. In particular, different perspectives exist on the role that environment plays within agent systems: however, it is clear at least that all non-agent elements of a multi-agent system are typically considered to be part of the multi-agent system environment. The key role of environment as a first-class abstraction in the engineering of multi-agent system is today generally acknowledged in the multi-agent system community, so environment should be explicitly accounted for in the engineering of multi-agent system, working as a new design dimension for agent-oriented methodologies. At least two main ingredients shape the environment: environment abstractions - entities of the environment encapsulating some functions -, and topology abstractions - entities of environment that represent the (either logical or physical) spatial structure. In addition, the engineering of non-trivial multi-agent systems requires principles and mechanisms for supporting the management of the system representation complexity. These principles lead to the adoption of a multi-layered description, which could be used by designers to provide different levels of abstraction over multi-agent systems. The research in these fields has lead to the formulation of a new version of the SODA methodology where environment abstractions and layering principles are exploited for en- gineering multi-agent systems.

The port-Hamiltonian framework as a comprehensive approach to model and simulate complex systems

This thesis describes modelling tools and methods suited for complex systems (systems that typically are represented by a plurality of models). The basic idea is that all models representing the system should be linked by well-defined model operations in order to build a structured repository of information, a hierarchy of models. The port-Hamiltonian framework is a good candidate to solve this kind of problems as it supports the most important model operations natively. The thesis in particular addresses the problem of integrating distributed parameter systems in a model hierarchy, and shows two possible mechanisms to do that: a finite-element discretization in port-Hamiltonian form, and a structure-preserving model order reduction for discretized models obtainable from commercial finite-element packages.

Novel investigation methods in Computational Social Dynamics and Complex Systems

In this thesis the evolution of the techno-social systems analysis methods will be reported, through the explanation of the various research experience directly faced. The first case presented is a research based on data mining of a dataset of words association named Human Brain Cloud: validation will be faced and, also through a non-trivial modeling, a better understanding of language properties will be presented. Then, a real complex system experiment will be introduced: the WideNoise experiment in the context of the EveryAware european project. The project and the experiment course will be illustrated and data analysis will be displayed. Then the Experimental Tribe platform for social computation will be introduced . It has been conceived to help researchers in the implementation of web experiments, and aims also to catalyze the cumulative growth of experimental methodologies and the standardization of tools cited above. In the last part, three other research experience which already took place on the Experimental Tribe platform will be discussed in detail, from the design of the experiment to the analysis of the results and, eventually, to the modeling of the systems involved. The experiments are: CityRace, about the measurement of human traffic-facing strategies; laPENSOcosì, aiming to unveil the political opinion structure; AirProbe, implemented again in the EveryAware project framework, which consisted in monitoring air quality opinion shift of a community informed about local air pollution. At the end, the evolution of the technosocial systems investigation methods shall emerge together with the opportunities and the threats offered by this new scientific path.

Emotions and the Engineering of Adaptiveness in Complex Systems

A major challenge in the engineering of complex and critical systems is the management of change, both in the system and in its operational environment. Due to the growing of complexity in systems, new approaches on autonomy must be able to detect critical changes and avoid their progress towards undesirable states. We are searching for methods to build systems that can tune the adaptability protocols. New mechanisms that use system-wellness requirements to reduce the influence of the outer domain and transfer the control of uncertainly to the inner one. Under the view of cognitive systems, biological emotions suggests a strategy to configure value-based systems to use semantic self-representations of the state. A method inspired by emotion theories to causally connect to the inner domain of the system and its objectives of wellness, focusing on dynamically adapting the system to avoid the progress of critical states. This method shall endow the system with a transversal mechanism to monitor its inner processes, detecting critical states and managing its adaptivity in order to maintain the wellness goals. The paper describes the current vision produced by this work-in-progress.

Enhancing regression models for complex systems using evolutionary techniques for feature engineering

This work proposes an automatic methodology for modeling complex systems. Our methodology is based on the combination of Grammatical Evolution and classical regression to obtain an optimal set of features that take part of a linear and convex model. This technique provides both Feature Engineering and Symbolic Regression in order to infer accurate models with no effort or designer's expertise requirements. As advanced Cloud services are becoming mainstream, the contribution of data centers in the overall power consumption of modern cities is growing dramatically. These facilities consume from 10 to 100 times more power per square foot than typical office buildings. Modeling the power consumption for these infrastructures is crucial to anticipate the effects of aggressive optimization policies, but accurate and fast power modeling is a complex challenge for high-end servers not yet satisfied by analytical approaches. For this case study, our methodology minimizes error in power prediction. This work has been tested using real Cloud applications resulting on an average error in power estimation of 3.98%. Our work improves the possibilities of deriving Cloud energy efficient policies in Cloud data centers being applicable to other computing environments with similar characteristics.

Mathematical foundations for efficient structural controllability and observability analysis of complex systems

The relationship between structural controllability and observability of complex systems is studied. Algebraic and graph theoretic tools are combined to prove the extent of some controller/observer duality results. Two types of control design problems are addressed and some fundamental theoretical results are provided. In addition new algorithms are presented to compute optimal solutions for monitoring large scale real networks.

Emotions and the Engineering of Adaptiveness in Complex Systems

A major challenge in the engineering of complex and critical systems is the management of change, both in the system and in its operational environment. Due to the growing of complexity in systems, new approaches on autonomy must be able to detect critical changes and avoid their progress towards undesirable states. We are searching for methods to build systems that can tune the adaptability protocols. New mechanisms that use system-wellness requirements to reduce the influence of the outer domain and transfer the control of uncertainly to the inner one. Under the view of cognitive systems, biological emotions suggests a strategy to configure value-based systems to use semantic self-representations of the state. A method inspired by emotion theories to causally connect to the inner domain of the system and its objectives of wellness, focusing on dynamically adapting the system to avoid the progress of critical states. This method shall endow the system with a transversal mechanism to monitor its inner processes, detecting critical states and managing its adaptivity in order to maintain the wellness goals. The paper describes the current vision produced by this work-in-progress.

Neutrosophic and Modal Components of Relations in Complex Systems

Semiotic components in the relations of complex systems depend on the Subject. There are two main semiotic components: Neutrosophic and Modal. Modal components are alethical and deontical. In this paper the authors applied the theory of Neutrosophy and Modal Logic to Deontical Impure Systems.

Generation of representation models for complex systems using Lagrangian functions

In this article, a new methodology is presented to obtain representation models for a priori relation z = u(x1, x2, . . . ,xn) (1), with a known an experimental dataset zi; x1i ; x2i ; x3i ; . . . ; xni i=1;2;...;p· In this methodology, a potential energy is initially defined over each possible model for the relationship (1), what allows the application of the Lagrangian mechanics to the derived system. The solution of the Euler–Lagrange in this system allows obtaining the optimal solution according to the minimal action principle. The defined Lagrangian, corresponds to a continuous medium, where a n-dimensional finite elements model has been applied, so it is possible to get a solution for the problem solving a compatible and determined linear symmetric equation system. The computational implementation of the methodology has resulted in an improvement in the process of get representation models obtained and published previously by the authors.

Introduction to Coding Theory for Flow Equations of Complex Systems Models

The modeling of complex dynamic systems depends on the solution of a differential equations system. Some problems appear because we do not know the mathematical expressions of the said equations. Enough numerical data of the system variables are known. The authors, think that it is very important to establish a code between the different languages to let them codify and decodify information. Coding permits us to reduce the study of some objects to others. Mathematical expressions are used to model certain variables of the system are complex, so it is convenient to define an alphabet code determining the correspondence between these equations and words in the alphabet. In this paper the authors begin with the introduction to the coding and decoding of complex structural systems modeling.

Disipation Functions of Flow Equations in Models of Complex Systems

In an open system, each disequilibrium causes a force. Each force causes a flow process, these being represented by a flow variable formally written as an equation called flow equation, and if each flow tends to equilibrate the system, these equations mathematically represent the tendency to that equilibrium. In this paper, the authors, based on the concepts of forces and conjugated fluxes and dissipation function developed by Onsager and Prigogine, they expose the following hypothesis: Is replaced in Prigogine’s Theorem the flow by its equation or by a flow orbital considering conjugate force as a gradient. This allows to obtain a dissipation function for each flow equation and a function of orbital dissipation.

Syntactic and Semantic Relationships in Models of Complex Systems: An Ecological Case

In this paper, the authors extend and generalize the methodology based on the dynamics of systems with the use of differential equations as equations of state, allowing that first order transformed functions not only apply to the primitive or original variables, but also doing so to more complex expressions derived from them, and extending the rules that determine the generation of transformed superior to zero order (variable or primitive). Also, it is demonstrated that for all models of complex reality, there exists a complex model from the syntactic and semantic point of view. The theory is exemplified with a concrete model: MARIOLA model.

A Finite Element Numerical Algorithm for Modelling and Data Fitting in Complex Systems

Numerical modelling methodologies are important by their application to engineering and scientific problems, because there are processes where analytical mathematical expressions cannot be obtained to model them. When the only available information is a set of experimental values for the variables that determine the state of the system, the modelling problem is equivalent to determining the hyper-surface that best fits the data. This paper presents a methodology based on the Galerkin formulation of the finite elements method to obtain representations of relationships that are defined a priori, between a set of variables: y = z(x1, x2,...., xd). These representations are generated from the values of the variables in the experimental data. The approximation, piecewise, is an element of a Sobolev space and has derivatives defined in a general sense into this space. The using of this approach results in the need of inverting a linear system with a structure that allows a fast solver algorithm. The algorithm can be used in a variety of fields, being a multidisciplinary tool. The validity of the methodology is studied considering two real applications: a problem in hydrodynamics and a problem of engineering related to fluids, heat and transport in an energy generation plant. Also a test of the predictive capacity of the methodology is performed using a cross-validation method.