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.

Exact and heuristic algorithms for the integrated planning of multi-energy systems

The aim of this thesis is to present exact and heuristic algorithms for the integrated planning of multi-energy systems. The idea is to disaggregate the energy system, starting first with its core the Central Energy System, and then to proceed towards the Decentral part. Therefore, a mathematical model for the generation expansion operations to optimize the performance of a Central Energy System system is first proposed. To ensure that the proposed generation operations are compatible with the network, some extensions of the existing network are considered as well. All these decisions are evaluated both from an economic viewpoint and from an environmental perspective, as specific constraints related to greenhouse gases emissions are imposed in the formulation. Then, the thesis presents an optimization model for solar organic Rankine cycle in the context of transactive energy trading. In this study, the impact that this technology can have on the peer-to-peer trading application in renewable based community microgrids is inspected. Here the consumer becomes a prosumer and engages actively in virtual trading with other prosumers at the distribution system level. Moreover, there is an investigation of how different technological parameters of the solar Organic Rankine Cycle may affect the final solution. Finally, the thesis introduces a tactical optimization model for the maintenance operations’ scheduling phase of a Combined Heat and Power plant. Specifically, two types of cleaning operations are considered, i.e., online cleaning and offline cleaning. Furthermore, a piecewise linear representation of the electric efficiency variation curve is included. Given the challenge of solving the tactical management model, a heuristic algorithm is proposed. The heuristic works by solving the daily operational production scheduling problem, based on the final consumer’s demand and on the electricity prices. The aggregate information from the operational problem is used to derive maintenance decisions at a tactical level.

Numerical Analysis and Redesign of a High Speed Linear Cascade Wind Tunnel for Aircraft Gas Turbine Engines Testing

Linear cascade testing serves a fundamental role in the research, development, and design of turbomachines as it is a simple yet very effective way to compute the performance of a generic blade geometry. These kinds of experiments are usually carried out in specialized wind tunnel facilities. This thesis deals with the numerical characterization and subsequent partial redesign of the S-1/C Continuous High Speed Wind Tunnel of the Von Karman Institute for Fluid Dynamics. The current facility is powered by a 13-stage axial compressor that is not powerful enough to balance the energy loss experienced when testing low turning airfoils. In order to address this issue a performance assessment of the wind tunnel was performed under several flow regimes via numerical simulations. After that, a redesign proposal aimed at reducing the pressure loss was investigated. This consists of a linear cascade of turning blades to be placed downstream of the test section and designed specifically for the type of linear cascade being tested. An automatic design procedure was created taking as input parameters those measured at the outlet of the cascade. The parametrization method employed Bézier curves to produce an airfoil geometry that could be imported into a CAD software so that a cascade could be designed. The proposal was simulated via CFD analysis and proved to be effective in reducing pressure losses up to 41%. The same tool developed in this thesis could be adopted to design similar apparatuses and could also be optimized and specialized for the design of turbomachines components.

Energy consumption of parallel algorithms for solving linear systems on HPC architecture

Modern High-Performance Computing HPC systems are gradually increasing in size and complexity due to the correspondent demand of larger simulations requiring more complicated tasks and higher accuracy. However, as side effects of the Dennard’s scaling approaching its ultimate power limit, the efficiency of software plays also an important role in increasing the overall performance of a computation. Tools to measure application performance in these increasingly complex environments provide insights into the intricate ways in which software and hardware interact. The monitoring of the power consumption in order to save energy is possible through processors interfaces like Intel Running Average Power Limit RAPL. Given the low level of these interfaces, they are often paired with an application-level tool like Performance Application Programming Interface PAPI. Since several problems in many heterogeneous fields can be represented as a complex linear system, an optimized and scalable linear system solver algorithm can decrease significantly the time spent to compute its resolution. One of the most widely used algorithms deployed for the resolution of large simulation is the Gaussian Elimination, which has its most popular implementation for HPC systems in the Scalable Linear Algebra PACKage ScaLAPACK library. However, another relevant algorithm, which is increasing in popularity in the academic field, is the Inhibition Method. This thesis compares the energy consumption of the Inhibition Method and Gaussian Elimination from ScaLAPACK to profile their execution during the resolution of linear systems above the HPC architecture offered by CINECA. Moreover, it also collates the energy and power values for different ranks, nodes, and sockets configurations. The monitoring tools employed to track the energy consumption of these algorithms are PAPI and RAPL, that will be integrated with the parallel execution of the algorithms managed with the Message Passing Interface MPI.

Alterações dimensionais do côndilo mandibular em indivíduos de 3 a 20 anos de idade usando tomografia computadorizada de feixe cônico: um estudo preliminar

INTRODUÇÃO: o exame de tomografia computadorizada de feixe cônico (TCFC) oferece excelente representação dos tecidos duros da articulação temporomandibular (ATM). OBJETIVO: investigar as alterações morfológicas do côndilo mandibular, da infância à idade adulta, utilizando a TCFC. MÉTODOS: um estudo transversal foi conduzido envolvendo 36 côndilos de 18 indivíduos com idades variando entre 3 e 20 anos. As imagens dos côndilos foram obtidas por meio do sistema i-CAT e medidas com uma ferramenta do programa específica para ATM, que permite cortes perpendiculares à cabeça do côndilo, com correção individual em função das diferenças angulares de cada um. As maiores distâncias nas vistas lateral e frontal foram consideradas tanto para os côndilos do lado direto como para os do lado esquerdo. RESULTADOS: a dimensão lateral do côndilo mandibular parece ser estabelecida de maneira precoce, sofrendo poucas alterações com o passar dos anos, enquanto a dimensão frontal tende a aumentar. Assimetrias entre o côndilo esquerdo e o direito foram comumente observadas; no entanto, tais diferenças não apresentaram significância estatística para as vistas lateral (P=0,815) e frontal (P=0,374). CONCLUSÕES: os côndilos apresentaram simetria com relação ao tamanho, sendo observado crescimento apenas na dimensão frontal Os resultados sugerem que a TCFC constitui-se numa ferramenta útil na mensuração e avaliação das dimensões condilares.

Morphology and anatomy of leaf miners in two species of Commelinaceae (Commelina diffusa Burm. f. and Floscopa glabrata (Kunth) Hassk)

In specialized literature, reports on anatomy of miners in host plants are few in number. These agents trigger excavations, or paths, by consumption of plant inner tissues by larvae of several insects. The aim of this work was to investigate leaf miner occurrence in Commelina diffusa (a cosmopolitan plant) and Floscopa glabrata (an amphibious plant) using anatomical techniques. The place where the plants were collected is subjected to seasonal floods, consequently both the species were exposed to the same weather conditions and seasonal floods. This study showed that members of Agromyzidae and Chironomidae families, which are Diptera endophytophagous larvae types, were responsible for the tunnels. Moreover, in Commelina diffusa Agromyzidae larvae were found, while in Floscopa glabrata three Chironomidae cephalic exuviae were found. The miners, as can be seen from anatomical studies, used only mesophyll parenchyma tissues for feeding, causing the formation of linear mines. In addition, in both the species, the epidermis and the medium-sized vascular units were kept intact, showing no structural modification, such as neoformation of tissues.

Transpressive dextral shear in the Italva-Itaperuna section, Northern State of Rio de Janeiro, Brazil

Structural analysis carried out on a segment of the Neoproterozoic Ribeira Belt, southeastern Brazil, show that it represents part of the transpressive dextral orogen related to the Central Mantiqueira Province. NNE-trending and steeply dipping regional mylonitic belts form anastomosed geometry, and describe a map-scale, S-C-like structure that is characterized by their deflection towards NE near the Além Paraíba Lineament. Lithological and structural control related to deformation partition were responsible for the formation of felsic mylonitic granulites with S-type granites lenses developed in ductile shear zones, alternated with less deformed intermediate to basic granulites associated with charnockites. The dextral shear sense indicators are consistent with transpressive deformation in the region and are common especially at the border of the main shear zones. The presence of S-type leucogranite may lead to variations of linear and planar relationships, which result in local extension zones. These elements are consistent with oblique continental collision considering the São Francisco Craton as a stable block.

Unconstrained Finite Element for Geometrical Nonlinear Dynamics of Shells

This paper presents a positional FEM formulation to deal with geometrical nonlinear dynamics of shells. The main objective is to develop a new FEM methodology based on the minimum potential energy theorem written regarding nodal positions and generalized unconstrained vectors not displacements and rotations. These characteristics are the novelty of the present work and avoid the use of large rotation approximations. A nondimensional auxiliary coordinate system is created, and the change of configuration function is written following two independent mappings from which the strain energy function is derived. This methodology is called positional and, as far as the authors' knowledge goes, is a new procedure to approximated geometrical nonlinear structures. In this paper a proof for the linear and angular momentum conservation property of the Newmark beta algorithm is provided for total Lagrangian description. The proposed shell element is locking free for elastic stress-strain relations due to the presence of linear strain variation along the shell thickness. The curved, high-order element together with an implicit procedure to solve nonlinear equations guarantees precision in calculations. The momentum conserving, the locking free behavior, and the frame invariance of the adopted mapping are numerically confirmed by examples. Copyright (C) 2009 H. B. Coda and R. R. Paccola.

Diversification and Species Boundaries of Rhinebothrium (Cestoda; Rhinebothriidea) in South American Freshwater Stingrays (Batoidea; Potamotrygonidae)

Background: Neotropical freshwater stingrays (Batoidea: Potamotrygonidae) host a diverse parasite fauna, including cestodes. Both cestodes and their stingray hosts are marine-derived, but the taxonomy of this host/parasite system is poorly understood. Methodology: Morphological and molecular (Cytochrome oxidase I) data were used to investigate diversity in freshwater lineages of the cestode genus Rhinebothrium Linton, 1890. Results were based on a phylogenetic hypothesis for 74 COI sequences and morphological analysis of over 400 specimens. Cestodes studied were obtained from 888 individual potamotrygonids, representing 14 recognized and 18 potentially undescribed species from most river systems of South America. Results: Morphological species boundaries were based mainly on microthrix characters observed with scanning electron microscopy, and were supported by COI data. Four species were recognized, including two redescribed (Rhinebothrium copianullum and R. paratrygoni), and two newly described (R. brooksi n. sp. and R. fulbrighti n. sp.). Rhinebothrium paranaensis Menoret & Ivanov, 2009 is considered a junior synonym of R. paratrygoni because the morphological features of the two species overlap substantially. The diagnosis of Rhinebothrium Linton, 1890 is emended to accommodate the presence of marginal longitudinal septa observed in R. copianullum and R. brooksi n. sp. Patterns of host specificity and distribution ranged from use of few host species in few river basins, to use of as many as eight host species in multiple river basins. Significance: The level of intra-specific morphological variation observed in features such as total length and number of proglottids is unparalleled among other elasmobranch cestodes. This is attributed to the large representation of host and biogeographical samples. It is unclear whether the intra-specific morphological variation observed is unique to this freshwater system. Nonetheless, caution is urged when using morphological discontinuities to delimit elasmobranch cestode species because the amount of variation encountered is highly dependent on sample size and/or biogeographical representation.

Biologically Plausible Connectionist Prediction of Natural Language Thematic Relations

In Natural Language Processing (NLP) symbolic systems, several linguistic phenomena, for instance, the thematic role relationships between sentence constituents, such as AGENT, PATIENT, and LOCATION, can be accounted for by the employment of a rule-based grammar. Another approach to NLP concerns the use of the connectionist model, which has the benefits of learning, generalization and fault tolerance, among others. A third option merges the two previous approaches into a hybrid one: a symbolic thematic theory is used to supply the connectionist network with initial knowledge. Inspired on neuroscience, it is proposed a symbolic-connectionist hybrid system called BIO theta PRED (BIOlogically plausible thematic (theta) symbolic-connectionist PREDictor), designed to reveal the thematic grid assigned to a sentence. Its connectionist architecture comprises, as input, a featural representation of the words (based on the verb/noun WordNet classification and on the classical semantic microfeature representation), and, as output, the thematic grid assigned to the sentence. BIO theta PRED is designed to ""predict"" thematic (semantic) roles assigned to words in a sentence context, employing biologically inspired training algorithm and architecture, and adopting a psycholinguistic view of thematic theory.

CHARACTERIZATION OF EXPONENTIAL DIVERGENCE OF THE KALMAN FILTER FOR TIME-VARYING SYSTEMS

This paper studies semistability of the recursive Kalman filter in the context of linear time-varying (LTV), possibly nondetectable systems with incorrect noise information. Semistability is a key property, as it ensures that the actual estimation error does not diverge exponentially. We explore structural properties of the filter to obtain a necessary and sufficient condition for the filter to be semistable. The condition does not involve limiting gains nor the solution of Riccati equations, as they can be difficult to obtain numerically and may not exist. We also compare semistability with the notions of stability and stability w.r.t. the initial error covariance, and we show that semistability in a sense makes no distinction between persistent and nonpersistent incorrect noise models, as opposed to stability. In the linear time invariant scenario we obtain algebraic, easy to test conditions for semistability and stability, which complement results available in the context of detectable systems. Illustrative examples are included.

Nonlinear diffraction of light beams propagating in photorefractive media with embedded reflecting wire

The theory of nonlinear diffraction of intensive light beams propagating through photorefractive media is developed. Diffraction occurs on a reflecting wire embedded in the nonlinear medium at a relatively small angle with respect to the direction of the beam propagation. It is shown that this process is analogous to the generation of waves by a flow of a superfluid past an obstacle. The ""equation of state"" of such a superfluid is determined by the nonlinear properties of the medium. On the basis of this hydrodynamic analogy, the notion of the ""Mach number"" is introduced where the transverse component of the wave vector plays the role of the fluid velocity. It is found that the Mach cone separates two regions of the diffraction pattern: inside the Mach cone oblique dark solitons are generated and outside the Mach cone the region of ""optical ship waves"" (the wave pattern formed by a two-dimensional packet of linear waves) is situated. Analytical theory of the ""optical ship waves"" is developed and two-dimensional dark soliton solutions of the generalized two-dimensional nonlinear Schrodinger equation describing the light beam propagation are found. Stability of dark solitons with respect to their decay into vortices is studied and it is shown that they are stable for large enough values of the Mach number.

Numerical investigation of the quantum fluctuations of optical fields transmitted through an atomic medium

We have numerically solved the Heisenberg-Langevin equations describing the propagation of quantized fields through an optically thick sample of atoms. Two orthogonal polarization components are considered for the field, and the complete Zeeman sublevel structure of the atomic transition is taken into account. Quantum fluctuations of atomic operators are included through appropriate Langevin forces. We have considered an incident field in a linearly polarized coherent state (driving field) and vacuum in the perpendicular polarization and calculated the noise spectra of the amplitude and phase quadratures of the output field for two orthogonal polarizations. We analyze different configurations depending on the total angular momentum of the ground and excited atomic states. We examine the generation of squeezing for the driving-field polarization component and vacuum squeezing of the orthogonal polarization. Entanglement of orthogonally polarized modes is predicted. Noise spectral features specific to (Zeeman) multilevel configurations are identified.

Delocalization-localization transition of plasmons in random (GaAs)(m)(Al(0.3)Ga(0.7)As)(6) superlattices

The transition of plasmons from propagating to localized state was studied in disordered systems formed in GaAs/AlGaAs superlattices by impurities and by artificial random potential. Both the localization length and the linewidth of plasmons were measured by Raman scattering. The vanishing dependence of the plasmon linewidth on the disorder strength was shown to be a manifestation of the strong plasmon localization. The theoretical approach based on representation of the plasmon wave function in a Gaussian form well accounted for by the obtained experimental data.

Statistics of opinion domains of the majority-vote model on a square lattice

The existence of juxtaposed regions of distinct cultures in spite of the fact that people's beliefs have a tendency to become more similar to each other's as the individuals interact repeatedly is a puzzling phenomenon in the social sciences. Here we study an extreme version of the frequency-dependent bias model of social influence in which an individual adopts the opinion shared by the majority of the members of its extended neighborhood, which includes the individual itself. This is a variant of the majority-vote model in which the individual retains its opinion in case there is a tie among the neighbors' opinions. We assume that the individuals are fixed in the sites of a square lattice of linear size L and that they interact with their nearest neighbors only. Within a mean-field framework, we derive the equations of motion for the density of individuals adopting a particular opinion in the single-site and pair approximations. Although the single-site approximation predicts a single opinion domain that takes over the entire lattice, the pair approximation yields a qualitatively correct picture with the coexistence of different opinion domains and a strong dependence on the initial conditions. Extensive Monte Carlo simulations indicate the existence of a rich distribution of opinion domains or clusters, the number of which grows with L(2) whereas the size of the largest cluster grows with ln L(2). The analysis of the sizes of the opinion domains shows that they obey a power-law distribution for not too large sizes but that they are exponentially distributed in the limit of very large clusters. In addition, similarly to other well-known social influence model-Axelrod's model-we found that these opinion domains are unstable to the effect of a thermal-like noise.