Fractional dynamics of a system with particles subjected to impacts

This paper studies the dynamics of a system composed of a collection of particles that exhibit collisions between them. Several entropy measures and different impact conditions of the particles are tested. The results reveal a Power Law evolution both of the system energy and the entropy measures, typical in systems having fractional dynamics.

Simulation and dynamics of freeway traffic

This paper presents the new package entitled Simulator of Intelligent Transportation Systems (SITS) and a computational oriented analysis of traffic dynamics. The SITS adopts a microscopic simulation approach to reproduce real traffic conditions considering different types of vehicles, drivers and roads. A set of experiments with the SITS reveal the dynamic phenomena exhibited by this kind of system. For this purpose a modelling formalism is developed that embeds the statistics and the Laplace transform. The results make possible the adoption of classical system theory tools and point out that it is possible to study traffic systems taking advantage of the knowledge gathered with automatic control algorithms. A complementary perspective for the analysis of the traffic flow is also quantified through the entropy measure.

Fractional State Space Analysis of Economy Systems

This paper examines modern economic growth according to the multidimensional scaling (MDS) method and state space portrait (SSP) analysis. Electing GDP per capita as the main indicator for economic growth and prosperity, the long-run perspective from 1870 to 2010 identifies the main similarities among 34 world partners’ modern economic growth and exemplifies the historical waving mechanics of the largest world economy, the USA. MDS reveals two main clusters among the European countries and their old offshore territories, and SSP identifies the Great Depression as a mild challenge to the American global performance, when compared to the Second World War and the 2008 crisis.

A speculative systems model of the dynamic interaction among students, faculty and administration in the community college, with particular reference to intrinsic motivation and the teacher-administrator interface

The challenge the community college faces in helping meet the needs of the living open system of society is examined in this study. It is postulated that internalization student outcomes are required by society to reduce entropy and remain self-renewing. Such behavior is characterized as having an intrinsically motivated energy source and displays the seeking and conquering of challenge, the development of reflective knowledge and skill, full use of all capabilities, internal control, growth orientation, high self-esteem, relativistic thinking and competence. The development of a conceptual systems model that suggests how transactions among students, faculty and administration might occur to best meet the needs of internalization outcomes in students, and intrinsic motivation in faculty is a major purpose of this study. It is a speculative model that is based on a synthesis of a wide variety of variables. Empirical evidence, theoretical considerations, and speculative ideas are gathered together from researchers and theoretici.ans who are working on separate answers to questions of intrinsic motivation, internal control and environments that encourage their development. The model considers the effect administrators·have on faculty anq the corresponding effect faculty may have on students. The major concentration is on the administrator--teacher interface.For administrators the model may serve as a guide in planning effective transactions, and establishing system goals. The teacher is offered a means to coordinate actions toward a specific overall objective, and the administrator, teacher and researcher are invited to use the model to experiment, innovate, verify the assumptions on which the model is based, and raise additional hypotheses. Goals and history of the community colleges in Ontario are examined against current problems, previous progress and open system thinking. The nature of the person as a five part system is explored with emphasis on intrinsic motivation. The nature, operation, conceptualization, and value of this internal energy source is reviewed in detail. The current state of society, education and management theory are considered and the value of intrinsically motivating teaching tasks together with "system four" leadership style are featured. Evidence is reviewed that suggests intrinsically motivated faculty are needed, and "system four" leadership style is the kind of interaction-influence system needed to nurture intrinsic motivation in faculty.

Synthesis and characterization of main-chain bile acid-based degradable polymers

Les acides biliaires sont des composés naturels existants dans le corps humain. Leur biocompatibilité, leur caractère amphiphile et la rigidité de leur noyau stéroïdien, ainsi que l’excellent contrôle de leurs modifications chimiques, en font de remarquables candidats pour la préparation de matériaux biodégradables pour le relargage de médicaments et l'ingénierie tissulaire. Nous avons préparé une variété de polymères à base d’acides biliaires ayant de hautes masses molaires. Des monomères macrocycliques ont été synthétisés à partir de diènes composés de chaînes alkyles flexibles attachées à un noyau d'acide biliaire via des liens esters ou amides. Ces synthèses ont été réalisées par la fermeture de cycle par métathèse, utilisant le catalyseur de Grubbs de première génération. Les macrocycles obtenus ont ensuite été polymérisés par ouverture de cycle, entropiquement induite le catalyseur de Grubbs de seconde génération. Des copolymères ont également été préparés à partir de monolactones d'acide ricinoléique et de monomères cycliques de triester d’acide cholique via la même méthode. Les propriétés thermiques et mécaniques et la dégradabilité de ces polymères ont été étudiées. Elles peuvent être modulées en modifiant les différents groupes fonctionnels décorant l’acide biliaire et en ayant recours à la copolymérisation. La variation des caractéristiques physiques de ces polymères biocompatibles permet de moduler d’autres propriétés utiles, tel que l’effet de mémoire de forme qui est important pour des applications biomédicales.

Examining the impact of trait anxiety on the recognition of facial emotional expressions

Question : Cette thèse comporte deux articles portant sur l’étude d’expressions faciales émotionnelles. Le processus de développement d’une nouvelle banque de stimuli émotionnels fait l’objet du premier article, alors que le deuxième article utilise cette banque pour étudier l’effet de l’anxiété de trait sur la reconnaissance des expressions statiques. Méthodes : Un total de 1088 clips émotionnels (34 acteurs X 8 émotions X 4 exemplaire) ont été alignés spatialement et temporellement de sorte que les yeux et le nez de chaque acteur occupent le même endroit dans toutes les vidéos. Les vidéos sont toutes d’une durée de 500ms et contiennent l’Apex de l’expression. La banque d’expressions statiques fut créée à partir de la dernière image des clips. Les stimuli ont été soumis à un processus de validation rigoureux. Dans la deuxième étude, les expressions statiques sont utilisées conjointement avec la méthode Bubbles dans le but d’étudier la reconnaissance des émotions chez des participants anxieux. Résultats : Dans la première étude, les meilleurs stimuli ont été sélectionnés [2 (statique & dynamique) X 8 (expressions) X 10 (acteurs)] et forment la banque d’expressions STOIC. Dans la deuxième étude, il est démontré que les individus présentant de l'anxiété de trait utilisent préférentiellement les basses fréquences spatiales de la région buccale du visage et ont une meilleure reconnaissance des expressions de peur. Discussion : La banque d’expressions faciales STOIC comporte des caractéristiques uniques qui font qu’elle se démarque des autres. Elle peut être téléchargée gratuitement, elle contient des vidéos naturelles et tous les stimuli ont été alignés, ce qui fait d’elle un outil de choix pour la communauté scientifique et les cliniciens. Les stimuli statiques de STOIC furent utilisés pour franchir une première étape dans la recherche sur la perception des émotions chez des individus présentant de l’anxiété de trait. Nous croyons que l’utilisation des basses fréquences est à la base des meilleures performances de ces individus, et que l’utilisation de ce type d’information visuelle désambigüise les expressions de peur et de surprise. Nous pensons également que c’est la névrose (chevauchement entre l'anxiété et la dépression), et non l’anxiété même qui est associée à de meilleures performances en reconnaissance d’expressions faciales de la peur. L’utilisation d’instruments mesurant ce concept devrait être envisagée dans de futures études.

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

Cette thèse est principalement constituée de trois articles traitant des processus markoviens additifs, des processus de Lévy et d'applications en finance et en assurance. Le premier chapitre est une introduction aux processus markoviens additifs (PMA), et une présentation du problème de ruine et de notions fondamentales des mathématiques financières. Le deuxième chapitre est essentiellement l'article "Lévy Systems and the Time Value of Ruin for Markov Additive Processes" écrit en collaboration avec Manuel Morales et publié dans la revue European Actuarial Journal. Cet article étudie le problème de ruine pour un processus de risque markovien additif. Une identification de systèmes de Lévy est obtenue et utilisée pour donner une expression de l'espérance de la fonction de pénalité actualisée lorsque le PMA est un processus de Lévy avec changement de régimes. Celle-ci est une généralisation des résultats existant dans la littérature pour les processus de risque de Lévy et les processus de risque markoviens additifs avec sauts "phase-type". Le troisième chapitre contient l'article "On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin" qui est soumis pour publication. Cet article présente une extension de l'espérance de la fonction de pénalité actualisée pour un processus subordinateur de risque perturbé par un mouvement brownien. Cette extension contient une série de fonctions escomptée éspérée des minima successives dus aux sauts du processus de risque après la ruine. Celle-ci a des applications importantes en gestion de risque et est utilisée pour déterminer la valeur espérée du capital d'injection actualisé. Finallement, le quatrième chapitre contient l'article "The Minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model" écrit en collaboration avec Romuald Hervé Momeya et publié dans la revue Asia-Pacific Financial Market. Cet article présente de nouveaux résultats en lien avec le problème de l'incomplétude dans un marché financier où le processus de prix de l'actif risqué est décrit par un modèle exponentiel markovien additif. Ces résultats consistent à charactériser la mesure martingale satisfaisant le critère de l'entropie. Cette mesure est utilisée pour calculer le prix d'une option, ainsi que des portefeuilles de couverture dans un modèle exponentiel de Lévy avec changement de régimes.

On Truncated Versions of Certain Measures of Inequality and Stability

The present study focuses attention on defining certain measures of income inequality for the truncated distributions and characterization of probability distributions using the functional form of these measures, extension of some measures of inequality and stability to higher dimensions, characterization of bivariate models using the above concepts and estimation of some measures of inequality using the Bayesian techniques. The thesis defines certain measures of income inequality for the truncated distributions and studies the effect of truncation upon these measures. An important measure used in Reliability theory, to measure the stability of the component is the residual entropy function. This concept can advantageously used as a measure of inequality of truncated distributions. The geometric mean comes up as handy tool in the measurement of income inequality. The geometric vitality function being the geometric mean of the truncated random variable can be advantageously utilized to measure inequality of the truncated distributions. The study includes problem of estimation of the Lorenz curve, Gini-index and variance of logarithms for the Pareto distribution using Bayesian techniques.

A Study on the Reversed Lack of Memory Property and its Generalizations

In this thesis, the concept of reversed lack of memory property and its generalizations is studied.We we generalize this property which involves operations different than the ”addition”. In particular an associative, binary operator ” * ” is considered. The univariate reversed lack of memory property is generalized using the binary operator and a class of probability distributions which include Type 3 extreme value, power function, reflected Weibull and negative Pareto distributions are characterized (Asha and Rejeesh (2009)). We also define the almost reversed lack of memory property and considered the distributions with reversed periodic hazard rate under the binary operation. Further, we give a bivariate extension of the generalized reversed lack of memory property and characterize a class of bivariate distributions which include the characterized extension (CE) model of Roy (2002a) apart from the bivariate reflected Weibull and power function distributions. We proved the equality of local proportionality of the reversed hazard rate and generalized reversed lack of memory property. Study of uncertainty is a subject of interest common to reliability, survival analysis, actuary, economics, business and many other fields. However, in many realistic situations, uncertainty is not necessarily related to the future but can also refer to the past. Recently, Di Crescenzo and Longobardi (2009) introduced a new measure of information called dynamic cumulative entropy. Dynamic cumulative entropy is suitable to measure information when uncertainty is related to the past, a dual concept of the cumulative residual entropy which relates to uncertainty of the future lifetime of a system. We redefine this measure in the whole real line and study its properties. We also discuss the implications of generalized reversed lack of memory property on dynamic cumulative entropy and past entropy.In this study, we extend the idea of reversed lack of memory property to the discrete set up. Here we investigate the discrete class of distributions characterized by the discrete reversed lack of memory property. The concept is extended to the bivariate case and bivariate distributions characterized by this property are also presented. The implication of this property on discrete reversed hazard rate, mean past life, and discrete past entropy are also investigated.

On the Synthesis and Multifunctional Properties of some Nanocrystalline Spinel Ferrites and Magnetic Nanocomposites

This thesis lays importance in the preparation and characterization of a few selected representatives of the ferrite family in the nanoregime. The candidates being manganese zinc ferrite and cobalt ferrite prepared by coprecipitation and sol-gel combustion techniques respectively. The thesis not only stresses importance on the preparation techniques and optimization of the reaction conditions, but emphasizes in investigating the various properties namely structural, magnetic and electrical. Passivated nickel nanocomposites are synthesized using polystyrene beads and adopting a novel route of ion exchange reduction. The structural and magnetic properties of these magnetic nanocomposites are correlated. The magnetocaloric effect (MCE) exhibited by these materials are also investigated with a view to finding out the potential of these materials as magnetic refrigerants. Calculations using numerical methods are employed to evaluate the entropy change on selected samples.

Permutation entropy based real-time chatter detection using audio signal in turning process

Machine tool chatter is an unfavorable phenomenon during metal cutting, which results in heavy vibration of cutting tool. With increase in depth of cut, the cutting regime changes from chatter-free cutting to one with chatter. In this paper, we propose the use of permutation entropy (PE), a conceptually simple and computationally fast measurement to detect the onset of chatter from the time series using sound signal recorded with a unidirectional microphone. PE can efficiently distinguish the regular and complex nature of any signal and extract information about the dynamics of the process by indicating sudden change in its value. Under situations where the data sets are huge and there is no time for preprocessing and fine-tuning, PE can effectively detect dynamical changes of the system. This makes PE an ideal choice for online detection of chatter, which is not possible with other conventional nonlinear methods. In the present study, the variation of PE under two cutting conditions is analyzed. Abrupt variation in the value of PE with increase in depth of cut indicates the onset of chatter vibrations. The results are verified using frequency spectra of the signals and the nonlinear measure, normalized coarse-grained information rate (NCIR).

A study of hydrodynamic turbulence using laser transmission

Using laser transmission, the characteristics of hydrodynamic turbulence is studied following one of the recently developed technique in nonlinear dynamics. The existence of deterministic chaos in turbulence is proved by evaluating two invariants viz. dimension of attractor and Kolmogorov entropy. The behaviour of these invariants indicates that above a certain strength of turbulence the system tends to more ordered states.

Invariant Characterization of Neural Systems

It is shown that the invariant integral, viz., the Kolmogorov second entropy, is eminently suited to characterize EEG quantitatively. The estimation obtained for a "clinically normal" brain is compared with a previous result obtained from the EEG of a person under epileptic seizure.

Significance of Time Scales in Nonlinear Dynamical Analysis of Electroencephalogram Signals

We propose to show in this paper, that the time series obtained from biological systems such as human brain are invariably nonstationary because of different time scales involved in the dynamical process. This makes the invariant parameters time dependent. We made a global analysis of the EEG data obtained from the eight locations on the skull space and studied simultaneously the dynamical characteristics from various parts of the brain. We have proved that the dynamical parameters are sensitive to the time scales and hence in the study of brain one must identify all relevant time scales involved in the process to get an insight in the working of brain.