Un modèle à criticalité auto-régulée de la magnétosphère terrestre

Mémoire numérisé par la Division de la gestion de documents et des archives de l'Université de Montréal

An asymmetric sandpile model with height restriction

We analyze by numerical simulations and mean-field approximations an asymmetric version of the stochastic sandpile model with height restriction in one dimension. Each site can have at most two particles. Single particles are inactive and do not move. Two particles occupying the same site are active and may hop to neighboring sites following an asymmetric rule. Jumps to the right or to the left occur with distinct probabilities. In the active state, there will be a net current of particles to the right or to the left. We have found that the critical behavior related to the transition from the active to the absorbing state is distinct from the symmetrical case, making the asymmetry a relevant field.

Soluble one-dimensional particle conservation models with infinitely many absorbing states

Particle conservation lattice-gas models with infinitely many absorbing states are studied on a one-dimensional lattice. As one increases the particle density, they exhibit a phase transition from an absorbing to an active phase. The models are solved exactly by the use of the transfer matrix technique from which the critical behavior was obtained. We have found that the exponent related to the order parameter, the density of active sites, is 1 for all studied models except one of them with exponent 2.

Estudo de Fractalidade e Evolução Dinâmica de Sistemas Complexos

In this work, the study of some complex systems is done with use of two distinct procedures. In the first part, we have studied the usage of Wavelet transform on analysis and characterization of (multi)fractal time series. We have test the reliability of Wavelet Transform Modulus Maxima method (WTMM) in respect to the multifractal formalism, trough the calculation of the singularity spectrum of time series whose fractality is well known a priori. Next, we have use the Wavelet Transform Modulus Maxima method to study the fractality of lungs crackles sounds, a biological time series. Since the crackles sounds are due to the opening of a pulmonary airway bronchi, bronchioles and alveoli which was initially closed, we can get information on the phenomenon of the airway opening cascade of the whole lung. Once this phenomenon is associated with the pulmonar tree architecture, which displays fractal geometry, the analysis and fractal characterization of this noise may provide us with important parameters for comparison between healthy lungs and those affected by disorders that affect the geometry of the tree lung, such as the obstructive and parenchymal degenerative diseases, which occurs, for example, in pulmonary emphysema. In the second part, we study a site percolation model for square lattices, where the percolating cluster grows governed by a control rule, corresponding to a method of automatic search. In this model of percolation, which have characteristics of self-organized criticality, the method does not use the automated search on Leaths algorithm. It uses the following control rule: pt+1 = pt + k(Rc − Rt), where p is the probability of percolation, k is a kinetic parameter where 0 < k < 1 and R is the fraction of percolating finite square lattices with side L, LxL. This rule provides a time series corresponding to the dynamical evolution of the system, in particular the likelihood of percolation p. We proceed an analysis of scaling of the signal obtained in this way. The model used here enables the study of the automatic search method used for site percolation in square lattices, evaluating the dynamics of their parameters when the system goes to the critical point. It shows that the scaling of , the time elapsed until the system reaches the critical point, and tcor, the time required for the system loses its correlations, are both inversely proportional to k, the kinetic parameter of the control rule. We verify yet that the system has two different time scales after: one in which the system shows noise of type 1 f , indicating to be strongly correlated. Another in which it shows white noise, indicating that the correlation is lost. For large intervals of time the dynamics of the system shows ergodicity

Fluctuation properties in random walks on networks and simple integrate and fire models

In questa tesi si è studiato l’insorgere di eventi critici in un semplice modello neurale del tipo Integrate and Fire, basato su processi dinamici stocastici markoviani definiti su una rete. Il segnale neurale elettrico è stato modellato da un flusso di particelle. Si è concentrata l’attenzione sulla fase transiente del sistema, cercando di identificare fenomeni simili alla sincronizzazione neurale, la quale può essere considerata un evento critico. Sono state studiate reti particolarmente semplici, trovando che il modello proposto ha la capacità di produrre effetti "a cascata" nell’attività neurale, dovuti a Self Organized Criticality (auto organizzazione del sistema in stati instabili); questi effetti non vengono invece osservati in Random Walks sulle stesse reti. Si è visto che un piccolo stimolo random è capace di generare nell’attività della rete delle fluttuazioni notevoli, in particolar modo se il sistema si trova in una fase al limite dell’equilibrio. I picchi di attività così rilevati sono stati interpretati come valanghe di segnale neurale, fenomeno riconducibile alla sincronizzazione.

Bulk Metallic Glasses Deform via Slip Avalanches

For the first time in metallic glasses, we extract both the exponents and scaling functions that describe the nature, statistics, and dynamics of slip events during slow deformation, according to a simple mean field model. We model the slips as avalanches of rearrangements of atoms in coupled shear transformation zones (STZs). Using high temporal resolution measurements, we find the predicted, different statistics and dynamics for small and large slips thereby excluding self-organized criticality. The agreement between model and data across numerous independent measures provides evidence for slip avalanches of STZs as the elementary mechanism of inhomogeneous deformation in metallic glasses.

Electromagnetic Instability Studies in Fusion Plasmas Edge

Este trabajo esta dedicado al estudio de las estructuras macroscópicas conocidas en la literatura como filamentos o blobs que han sido observadas de manera universal en el borde de todo tipo de dispositivos de fusión por confinamiento magnético. Estos filamentos, celdas convectivas elongadas a lo largo de las líneas de campo que surgen en el plasma fuertemente turbulento que existe en este tipo de dispositivos, parecen dominar el transporte radial de partículas y energía en la región conocida como Scrape-off Layer, en la que las líneas de campo dejan de estar cerradas y el plasma es dirigido hacia la pared sólida que forma la cámara de vacío. Aunque el comportamiento y las leyes de escala de estas estructuras son relativamente bien conocidos, no existe aún una teoría generalmente aceptada acerca del mecanismo físico responsable de su formación, que constituye una de las principales incógnitas de la teoría de transporte del borde en plasmas de fusión y una cuestión de gran importancia práctica en el desarrollo de la siguiente generación de reactores de fusión (incluyendo dispositivos como ITER y DEMO), puesto que la eficiencia del confinamiento y la cantidad de energía depositadas en la pared dependen directamente de las características del transporte en el borde. El trabajo ha sido realizado desde una perspectiva eminentemente experimental, incluyendo la observación y el análisis de este tipo de estructuras en el stellarator tipo heliotrón LHD (un dispositivo de gran tamaño, capaz de generar plasmas de características cercanas a las necesarias en un reactor de fusión) y en el stellarator tipo heliac TJ-II (un dispositivo de medio tamaño, capaz de generar plasmas relativamente más fríos pero con una accesibilidad y disponibilidad de diagnósticos mayor). En particular, en LHD se observó la generación de filamentos durante las descargas realizadas en configuración de alta _ (alta presión cinética frente a magnética) mediante una cámara visible ultrarrápida, se caracterizó su comportamiento y se investigó, mediante el análisis estadístico y la comparación con modelos teóricos, el posible papel de la Criticalidad Autoorganizada en la formación de este tipo de estructuras. En TJ-II se diseñó y construyó una cabeza de sonda capaz de medir simultáneamente las fluctuaciones electrostáticas y electromagnéticas del plasma. Gracias a este nuevo diagnóstico se pudieron realizar experimentos con el fin de determinar la presencia de corriente paralela a través de los filamentos (un parámetro de gran importancia en su modelización) y relacionar los dos tipos de fluctuaciones por primera vez en un stellarator. Así mismo, también por primera vez en este tipo de dispositivo, fue posible realizar mediciones simultáneas de los tensores viscoso y magnético (Reynolds y Maxwell) de transporte de cantidad de movimiento. ABSTRACT This work has been devoted to the study of the macroscopic structures known in the literature as filaments or blobs, which have been observed universally in the edge of all kind of magnetic confinement fusion devices. These filaments, convective cells stretching along the magnetic field lines, arise from the highly turbulent plasma present in this kind of machines and seem to dominate radial transport of particles and energy in the region known as Scrapeoff Layer, in which field lines become open and plasma is directed towards the solid wall of the vacuum vessel. Although the behavior and scale laws of these structures are relatively well known, there is no generally accepted theory about the physical mechanism involved in their formation yet, which remains one of the main unsolved questions in the fusion plasmas edge transport theory and a matter of great practical importance for the development of the next generation of fusion reactors (including ITER and DEMO), since efficiency of confinement and the energy deposition levels on the wall are directly dependent of the characteristics of edge transport. This work has been realized mainly from an experimental perspective, including the observation and analysis of this kind of structures in the heliotron stellarator LHD (a large device capable of generating reactor-relevant plasma conditions) and in the heliac stellarator TJ-II (a medium-sized device, capable of relatively colder plasmas, but with greater ease of access and diagnostics availability). In particular, in LHD, the generation of filaments during high _ discharges (with high kinetic to magnetic pressure ratio) was observed by means of an ultrafast visible camera, and the behavior of this structures was characterized. Finally, the potential role of Self-Organized Criticality in the generation of filaments was investigated. In TJ-II, a probe head capable of measuring simultaneously electrostatic and electromagnetic fluctuations in the plasma was designed and built. Thanks to this new diagnostic, experiments were carried out in order to determine the presence of parallel current through filaments (one of the most important parameters in their modelization) and to related electromagnetic (EM) and electrostatic (ES) fluctuations for the first time in an stellarator. As well, also for the first time in this kind of device, measurements of the viscous and magnetic momentum transfer tensors (Reynolds and Maxwell) were performed.

A simple explanation for taxon abundance patterns

For taxonomic levels higher than species, the abundance distributions of the number of subtaxa per taxon tend to approximate power laws but often show strong deviations from such laws. Previously, these deviations were attributed to finite-time effects in a continuous-time branching process at the generic level. Instead, we describe herein a simple discrete branching process that generates the observed distributions and find that the distribution's deviation from power law form is not caused by disequilibration, but rather that it is time independent and determined by the evolutionary properties of the taxa of interest. Our model predicts—with no free parameters—the rank-frequency distribution of the number of families in fossil marine animal orders obtained from the fossil record. We find that near power law distributions are statistically almost inevitable for taxa higher than species. The branching model also sheds light on species-abundance patterns, as well as on links between evolutionary processes, self-organized criticality, and fractals.

Aspects of Markov Chains and Particle Systems

Thesis (Ph.D.)--University of Washington, 2016-06

Spatio-temporal scanning and statistical test of the accelerating moment release (AMR) model using Australian earthquake data

The Accelerating Moment Release (AMR) preceding earthquakes with magnitude above 5 in Australia that occurred during the last 20 years was analyzed to test the Critical Point Hypothesis. Twelve earthquakes in the catalog were chosen based on a criterion for the number of nearby events. Results show that seven sequences with numerous events recorded leading up to the main earthquake exhibited accelerating moment release. Two occurred near in time and space to other earthquakes preceded by AM R. The remaining three sequences had very few events in the catalog so the lack of AMR detected in the analysis may be related to catalog incompleteness. Spatio-temporal scanning of AMR parameters shows that 80% of the areas in which AMR occurred experienced large events. In areas of similar background seismicity with no large events, 10 out of 12 cases exhibit no AMR, and two others are false alarms where AMR was observed but no large event followed. The relationship between AMR and Load-Unload Response Ratio (LURR) was studied. Both methods predict similar critical region sizes, however, the critical point time using AMR is slightly earlier than the time of the critical point LURR anomaly.

Recurrence interval statistics of cellular automaton seismicity models

The recurrence interval statistics for regional seismicity follows a universal distribution function, independent of the tectonic setting or average rate of activity (Corral, 2004). The universal function is a modified gamma distribution with power-law scaling of recurrence intervals shorter than the average rate of activity and exponential decay for larger intervals. We employ the method of Corral (2004) to examine the recurrence statistics of a range of cellular automaton earthquake models. The majority of models has an exponential distribution of recurrence intervals, the same as that of a Poisson process. One model, the Olami-Feder-Christensen automaton, has recurrence statistics consistent with regional seismicity for a certain range of the conservation parameter of that model. For conservation parameters in this range, the event size statistics are also consistent with regional seismicity. Models whose dynamics are dominated by characteristic earthquakes do not appear to display universality of recurrence statistics.

Estudo sobre a detecção de invariância de escala discreta em sistemas com criticalidade auto-organizada

Recent studies have shown evidence of log-periodic behavior in non-hierarchical systems. An interesting fact is the emergence of such properties on rupture and breakdown of complex materials and financial failures. These may be examples of systems with self-organized criticality (SOC). In this work we study the detection of discrete scale invariance or log-periodicity. Theoretically showing the effectiveness of methods based on the Fourier Transform of the log-periodicity detection not only with prior knowledge of the critical point before this point as well. Specifically, we studied the Brazilian financial market with the objective of detecting discrete scale invariance in Bovespa (Bolsa de Valores de S˜ao Paulo) index. Some historical series were selected periods in 1999, 2001 and 2008. We report evidence for the detection of possible log-periodicity before breakage, shown its applicability to the study of systems with discrete scale invariance likely in the case of financial crashes, it shows an additional evidence of the possibility of forecasting breakage

Complexity, contingency, and criticality.

Complexity originates from the tendency of large dynamical systems to organize themselves into a critical state, with avalanches or "punctuations" of all sizes. In the critical state, events which would otherwise be uncoupled become correlated. The apparent, historical contingency in many sciences, including geology, biology, and economics, finds a natural interpretation as a self-organized critical phenomenon. These ideas are discussed in the context of simple mathematical models of sandpiles and biological evolution. Insights are gained not only from numerical simulations but also from rigorous mathematical analysis.

State detection in a financial portfolio: a self-organizing maps approach for financial time series

This study analyses financial data using the result characterization of a self-organized neural network model. The goal was prototyping a tool that may help an economist or a market analyst to analyse stock market series. To reach this goal, the tool shows economic dependencies and statistics measures over stock market series. The neural network SOM (self-organizing maps) model was used to ex-tract behavioural patterns of the data analysed. Based on this model, it was de-veloped an application to analyse financial data. This application uses a portfo-lio of correlated markets or inverse-correlated markets as input. After the anal-ysis with SOM, the result is represented by micro clusters that are organized by its behaviour tendency. During the study appeared the need of a better analysis for SOM algo-rithm results. This problem was solved with a cluster solution technique, which groups the micro clusters from SOM U-Matrix analyses. The study showed that the correlation and inverse-correlation markets projects multiple clusters of data. These clusters represent multiple trend states that may be useful for technical professionals.

Self-Development of Competences for Social Inclusion Using the TENCompetence Infrastructure

This paper describes a pilot study centred on the technology-enhanced self-development of competences in lifelong learning education carried out in the challenging context of the Association of Participants Àgora. The pilot study shows that the use of the TENCompetence infrastructure, i.e. in this case the Personal Development Planner tool, provides various kinds of benefits for adult participants with low educational profiles and who are traditionally excluded from the use of innovative learning technologies and the knowledge society. The selforganized training supported by the PDP tool aims at allowing the learners to create and control their own learning plans based on their interests and educational background including informal and non-formal experiences. In this sense, the pilot participants had the opportunity to develop and improve their competences in English language (basic and advanced levels) and ICT competence profiles which are mostly related to functional and communicative skills. Besides, the use of the PDP functionalities, such as the self-assessment, the planning and the self-regulating elements allowed the participants to develop reflective skills. Pilot results also provide indications for future developments in the field of technology support for self-organized learners. The paper introduces the context and the pilot scenario, indicates the evaluation methodology applied and discusses the most significant findings derived from the pilot study.