Estudo de sistemas complexos com interações de longo alcance : percolação, redes e tráfego

In this thesis we investigate physical problems which present a high degree of complexity using tools and models of Statistical Mechanics. We give a special attention to systems with long-range interactions, such as one-dimensional long-range bondpercolation, complex networks without metric and vehicular traffic. The flux in linear chain (percolation) with bond between first neighbor only happens if pc = 1, but when we consider long-range interactions , the situation is completely different, i.e., the transitions between the percolating phase and non-percolating phase happens for pc < 1. This kind of transition happens even when the system is diluted ( dilution of sites ). Some of these effects are investigated in this work, for example, the extensivity of the system, the relation between critical properties and the dilution, etc. In particular we show that the dilution does not change the universality of the system. In another work, we analyze the implications of using a power law quality distribution for vertices in the growth dynamics of a network studied by Bianconi and Barabási. It incorporates in the preferential attachment the different ability (fitness) of the nodes to compete for links. Finally, we study the vehicular traffic on road networks when it is submitted to an increasing flux of cars. In this way, we develop two models which enable the analysis of the total flux on each road as well as the flux leaving the system and the behavior of the total number of congested roads

Análises estatísticas em redes complexas: propriedades topológicas, críticas e dinâmicas

In this thesis, we address two issues of broad conceptual and practical relevance in the study of complex networks. The first is associated with the topological characterization of networks while the second relates to dynamical processes that occur on top of them. Regarding the first line of study, we initially designed a model for networks growth where preferential attachment includes: (i) connectivity and (ii) homophily (links between sites with similar characteristics are more likely). From this, we observe that the competition between these two aspects leads to a heterogeneous pattern of connections with the topological properties of the network showing quite interesting results. In particular, we emphasize that there is a region where the characteristics of sites play an important role not only for the rate at which they get links, but also for the number of connections which occur between sites with similar and dissimilar characteristics. Finally, we investigate the spread of epidemics on the network topology developed, whereas its dissemination follows the rules of the contact process. Using Monte Carlo simulations, we show that the competition between states (infected/healthy) sites, induces a transition between an active phase (presence of sick) and an inactive (no sick). In this context, we estimate the critical point of the transition phase through the cumulant Binder and ratio between moments of the order parameter. Then, using finite size scaling analysis, we determine the critical exponents associated with this transition

Excitations and finite-size properties of an integrable supersymmetric electronic model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Estimativa de expoentes críticos em Percolação

In Percolation Theory, functions like the probability that a given site belongs to the infinite cluster, average size of clusters, etc. are described through power laws and critical exponents. This dissertation uses a method called Finite Size Scaling to provide a estimative of those exponents. The dissertation is divided in four parts. The first one briefly presents the main results for Site Percolation Theory for d = 2 dimension. Besides, some important quantities for the determination of the critical exponents and for the phase transistions understanding are defined. The second shows an introduction to the fractal concept, dimension and classification. Concluded the base of our study, in the third part the Scale Theory is mentioned, wich relates critical exponents and the quantities described in Chapter 2. In the last part, through the Finite Size Scaling method, we determine the critical exponents fi and. Based on them, we used the previous Chapter scale relations in order to determine the remaining critical exponents

Cubic interactions and quantum criticality in dimerized antiferromagnets

In certain Mott-insulating dimerized antiferromagnets, triplet excitations of the paramagnetic phase display both three-particle and four-particle interactions. When such a magnet undergoes a quantum phase transition into a magnetically ordered state, the three-particle interaction becomes part of the critical theory provided that the lattice ordering wave vector is zero. One microscopic example is the staggered-dimer antiferromagnet on the square lattice, for which deviations from O(3) universality have been reported in numerical studies. Using both symmetry arguments and microscopic calculations, we show that a nontrivial cubic term arises in the relevant order-parameter quantum field theory, and we assess its consequences using a combination of analytical and numerical methods. We also present finite-temperature quantum Monte Carlo data for the staggered-dimer antiferromagnet which complement recently published results. The data can be consistently interpreted in terms of critical exponents identical to that of the standard O(3) universality class, but with anomalously large corrections to scaling. We argue that the cubic interaction of critical triplons, although irrelevant in two spatial dimensions, is responsible for the leading corrections to scaling due to its small scaling dimension.

Corrugated waveguide under scaling investigation

Some scaling properties for classical light ray dynamics inside a periodically corrugated waveguide are studied by use of a simplified two-dimensional nonlinear area-preserving map. It is shown that the phase space is mixed. The chaotic sea is characterized using scaling arguments revealing critical exponents connected by an analytic relationship. The formalism is widely applicable to systems with mixed phase space, and especially in studies of the transition from integrability to nonintegrability, including that in classical billiard problems.

Scaling Properties of a Hybrid Fermi-Ulam-Bouncer Model

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Suppressing Fermi acceleration in two-dimensional driven billiards

We consider a dissipative oval-like shaped billiard with a periodically moving boundary. The dissipation considered is proportional to a power of the velocity V of the particle. The three specific types of power laws used are: (i) F proportional to-V; (ii) F proportional to-V-2 and (iii) F proportional to-V-delta with 1 < delta < 2. In the course of the dynamics of the particle, if a large initial velocity is considered, case (i) shows that the decay of the particle's velocity is a linear function of the number of collisions with the boundary. For case (ii), an exponential decay is observed, and for 1 < delta < 2, an powerlike decay is observed. Scaling laws were used to characterize a phase transition from limited to unlimited energy gain for cases (ii) and (iii). The critical exponents obtained for the phase transition in the case (ii) are the same as those obtained for the dissipative bouncer model. Therefore near this phase transition, these two rather different models belong to the same class of universality. For all types of dissipation, the results obtained allow us to conclude that suppression of the unlimited energy growth is indeed observed.

Scaling investigation for the dynamics of charged particles in an electric field accelerator

Some dynamical properties of an ensemble of trajectories of individual (non-interacting) classical particles of mass m and charge q interacting with a time-dependent electric field and suffering the action of a constant magnetic field are studied. Depending on both the amplitude of oscillation of the electric field and the intensity of the magnetic field, the phase space of the model can either exhibit: (i) regular behavior or (ii) a mixed structure, with periodic islands of regular motion, chaotic seas characterized by positive Lyapunov exponents, and invariant Kolmogorov-Arnold-Moser curves preventing the particle to reach unbounded energy. We define an escape window in the chaotic sea and study the transport properties for chaotic orbits along the phase space by the use of scaling formalism. Our results show that the escape distribution and the survival probability obey homogeneous functions characterized by critical exponents and present universal behavior under appropriate scaling transformations. We show the survival probability decays exponentially for small iterations changing to a slower power law decay for large time, therefore, characterizing clearly the effects of stickiness of the islands and invariant tori. For the range of parameters used, our results show that the crossover from fast to slow decay obeys a power law and the behavior of survival orbits is scaling invariant. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4772997]

DYNAMICAL SCALING IN FRAGMENTATION

The dynamics of a fragmentation model is examined from the point of view of numerical simulation and rate equations. The model includes effects of temperature. The number n (s,t) of fragments of size s at time t is obtained and is found to obey the scaling form n(s,t) approximately s(-tau)t(omegasgamma e(-rhot) f(s/t(z)) where f(x) is a crossover function satisfying f(x) congruent-to 1 for x much less than and f(x) much less than 1 for x much greater than 1. The dependence of the critical exponents tau, omega, gamma and z on space dimensionality d is studied from d = 1 to 5. The result of the dynamics on fractal and nonfractal objects as well as on square and triangular lattices is also examined.

Anisotropic Lifshitz point at O(epsilon(2)(L))

We present the critical exponents nu (L2), eta (L2) and gamma (L) for an m-axial Lifshitz point at second order in an epsilon (L) expansion. We introduce a constraint involving the loop momenta along the m-dimensional subspace in order to perform two- and three-loop integrals. The results are valid in the range 0 less than or equal to m less than or equal to d. The case m = 0 corresponds to the usual Ising-like critical behaviour.

Scaling investigation of Fermi acceleration on a dissipative bouncer model

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Quantum tunneling fragmentation model

A nonthermal quantum mechanical statistical fragmentation model based on tunneling of particles through potential barriers is studied in compact two- and three-dimensional systems. It is shown that this fragmentation dynamics gives origin to several static and dynamic scaling relations. The critical exponents are found and compared with those obtained in classical statistical models of fragmentation of general interest, in particular with thermal fragmentation involving classical processes over potential barriers. Besides its general theoretical interest, the fragmentation dynamics discussed here is complementary to classical fragmentation dynamics of interest in chemical kinetics and can be useful in the study of a number of other dynamic processes such as nuclear fragmentation. ©2000 The American Physical Society.

Locating invariant tori for a family of two-dimensional Hamiltonian mappings

The location of invariant tori for a two-dimensional Hamiltonian mapping exhibiting mixed phase space is discussed. The phase space of the mapping shows a large chaotic sea surrounding periodic islands and limited by a set of invariant tori. Given the mapping considered is parameterised by an exponent γ in one of the dynamical variables, a connection with the standard mapping near a transition from local to global chaos is used to estimate the position of the invariant tori limiting the size of the chaotic sea for different values of the parameter γ. © 2011 Elsevier B.V. All rights reserved.

Transições de fase nas dinâmicas de uma partícula se movendo em um poço ou barreira de potencial dependentes periodicamente do tempo

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)