Parameter identification of structural dynamic models by inverse statistical analysis

Auf dem Gebiet der Strukturdynamik sind computergestützte Modellvalidierungstechniken inzwischen weit verbreitet. Dabei werden experimentelle Modaldaten, um ein numerisches Modell für weitere Analysen zu korrigieren. Gleichwohl repräsentiert das validierte Modell nur das dynamische Verhalten der getesteten Struktur. In der Realität gibt es wiederum viele Faktoren, die zwangsläufig zu variierenden Ergebnissen von Modaltests führen werden: Sich verändernde Umgebungsbedingungen während eines Tests, leicht unterschiedliche Testaufbauten, ein Test an einer nominell gleichen aber anderen Struktur (z.B. aus der Serienfertigung), etc. Damit eine stochastische Simulation durchgeführt werden kann, muss eine Reihe von Annahmen für die verwendeten Zufallsvariablengetroffen werden. Folglich bedarf es einer inversen Methode, die es ermöglicht ein stochastisches Modell aus experimentellen Modaldaten zu identifizieren. Die Arbeit beschreibt die Entwicklung eines parameter-basierten Ansatzes, um stochastische Simulationsmodelle auf dem Gebiet der Strukturdynamik zu identifizieren. Die entwickelte Methode beruht auf Sensitivitäten erster Ordnung, mit denen Parametermittelwerte und Kovarianzen des numerischen Modells aus stochastischen experimentellen Modaldaten bestimmt werden können.

Stochastic lattice gas model describing the dynamics of the SIRS epidemic process

We study a stochastic process describing the onset of spreading dynamics of an epidemic in a population composed of individuals of three classes: susceptible (S), infected (I), and recovered (R). The stochastic process is defined by local rules and involves the following cyclic process: S -> I -> R -> S (SIRS). The open process S -> I -> R (SIR) is studied as a particular case of the SIRS process. The epidemic process is analyzed at different levels of description: by a stochastic lattice gas model and by a birth and death process. By means of Monte Carlo simulations and dynamical mean-field approximations we show that the SIRS stochastic lattice gas model exhibit a line of critical points separating the two phases: an absorbing phase where the lattice is completely full of S individuals and an active phase where S, I and R individuals coexist, which may or may not present population cycles. The critical line, that corresponds to the onset of epidemic spreading, is shown to belong in the directed percolation universality class. By considering the birth and death process we analyze the role of noise in stabilizing the oscillations. (C) 2009 Elsevier B.V. All rights reserved.

Estudo de propriedades críticas em sistemas complexos: método de procura automática em sistemas tipo Ising e percolação de longo alcance

The new technique for automatic search of the order parameters and critical properties is applied to several well-know physical systems, testing the efficiency of such a procedure, in order to apply it for complex systems in general. The automatic-search method is combined with Monte Carlo simulations, which makes use of a given dynamical rule for the time evolution of the system. In the problems inves¬tigated, the Metropolis and Glauber dynamics produced essentially equivalent results. We present a brief introduction to critical phenomena and phase transitions. We describe the automatic-search method and discuss some previous works, where the method has been applied successfully. We apply the method for the ferromagnetic fsing model, computing the critical fron¬tiers and the magnetization exponent (3 for several geometric lattices. We also apply the method for the site-diluted ferromagnetic Ising model on a square lattice, computing its critical frontier, as well as the magnetization exponent f3 and the susceptibility exponent 7. We verify that the universality class of the system remains unchanged when the site dilution is introduced. We study the problem of long-range bond percolation in a diluted linear chain and discuss the non-extensivity questions inherent to long-range-interaction systems. Finally we present our conclusions and possible extensions of this work

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

On the first nu(6) anti-aligned librating asteroid family of Tina

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

Spinodal decomposition in pure-gauge QCD

Spinodal decomposition in a model of pure-gauge SU(2) theory that incorporates a deconfinement phase transition is investigated by means of real-time lattice simulations of the fully nonlinear Ginzburg-Landau equation. Results are compared with a Glauber dynamical evolution using Monte Carlo simulations of pure-gauge lattice QCD. © 2005 American Institute of Physics.

Uma abordagem probabilística do número de reprodução básica em modelos epidemiológicos com aplicação na ferrugem do eucalipto

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

A new analysis of the GJ581 extrasolar planetary system

We have done a new analysis of the available observations of the GJ581 exoplanetary system. Today this system is controversial due to choices that can be done in the orbital determination. The main ones are the occurrence of aliases and the additional bodies-the planets f and g-announced in Vogt et al. (Astrophys J 723:954-965, 2010). Any dynamical study of exoplanets requires the good knowledge of the orbital elements and the investigations involving the planet g are particularly interesting, since this body would lie in the habitable zone (HZ) of the star GJ581. This region, for this system, is very attractive of the dynamical point of view due to several resonances of two and three bodies present there. In this work, we investigate the conditions under which the planet g may exist. We stress the fact that the planet g is intimately related with the orbital elements of the planet d; more precisely, we conclude that it is not possible to disconnect its existence from the determination of the eccentricity of the planet d. Concerning the planet f, we have found one solution with period a parts per thousand 450 days, but we are judicious about any affirmation concerning this body because its signal is in the threshold of detection and the high period is in a spectral region where the occurrence of aliases is very common. Besides, we outline some dynamical features of the HZ with the dynamical map and point out the role played by some resonances laying there.

A NEW METHOD TO QUANTIFY X-RAY SUBSTRUCTURES IN CLUSTERS OF GALAXIES

We present a new method to quantify substructures in clusters of galaxies, based on the analysis of the intensity of structures. This analysis is done in a residual image that is the result of the subtraction of a surface brightness model, obtained by fitting a two-dimensional analytical model (beta-model or Sersic profile) with elliptical symmetry, from the X-ray image. Our method is applied to 34 clusters observed by the Chandra Space Telescope that are in the redshift range z is an element of [0.02, 0.2] and have a signal-to-noise ratio (S/N) greater than 100. We present the calibration of the method and the relations between the substructure level with physical quantities, such as the mass, X-ray luminosity, temperature, and cluster redshift. We use our method to separate the clusters in two sub-samples of high-and low-substructure levels. We conclude, using Monte Carlo simulations, that the method recuperates very well the true amount of substructure for small angular core radii clusters (with respect to the whole image size) and good S/N observations. We find no evidence of correlation between the substructure level and physical properties of the clusters such as gas temperature, X-ray luminosity, and redshift; however, analysis suggest a trend between the substructure level and cluster mass. The scaling relations for the two sub-samples (high-and low-substructure level clusters) are different (they present an offset, i. e., given a fixed mass or temperature, low-substructure clusters tend to be more X-ray luminous), which is an important result for cosmological tests using the mass-luminosity relation to obtain the cluster mass function, since they rely on the assumption that clusters do not present different scaling relations according to their dynamical state.

A stochastic spatially structured epidemic model with diffusive processes

We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

Atomistic Study of Water Confined in Silica.

In this work, we have used a combined of atomistic simulation methods to explore the effects of confinement of water molecules between silica surfaces. Firstly, the mechanical properties of water severe confined (~3A) between two silica alpha-quartz was determined based on first principles calculations within the density functional theory (DFT). Simulated annealing methods were employed due to the complex potential energry surface, and the difficulties to avoid local minima. Our results suggest that much of the stiffness of the material (46%) remains, even after the insertion of a water monolayer in the silica. Secondly, in order to access typical time scales for confined systems, classical molecular dynamics was used to determine the dynamical properties of water confined in silica cylindrical pores, with diameters varying from 10 to 40A. in this case we have varied the passivation of the silica surface, from 13% to 100% of SiOH, and the other terminations being SiOH2 and SiOH3, the distribution of the different terminations was obtained with a Monte Carlo simulation. The simulations indicates a lowering of the diffusion coefficientes as the diameter decreases, due to the structuration of hydrogen bonds of water molecules; we have also obtained the density profiles of the confined water and the interfacial tension.

Retrieval of trace gases vertical profile in the lower atmosphere combining. Differential Optical Absorption Spectroscopy with radiative transfer models

The motivation for the work presented in this thesis is to retrieve profile information for the atmospheric trace constituents nitrogen dioxide (NO2) and ozone (O3) in the lower troposphere from remote sensing measurements. The remote sensing technique used, referred to as Multiple AXis Differential Optical Absorption Spectroscopy (MAX-DOAS), is a recent technique that represents a significant advance on the well-established DOAS, especially for what it concerns the study of tropospheric trace consituents. NO2 is an important trace gas in the lower troposphere due to the fact that it is involved in the production of tropospheric ozone; ozone and nitrogen dioxide are key factors in determining the quality of air with consequences, for example, on human health and the growth of vegetation. To understand the NO2 and ozone chemistry in more detail not only the concentrations at ground but also the acquisition of the vertical distribution is necessary. In fact, the budget of nitrogen oxides and ozone in the atmosphere is determined both by local emissions and non-local chemical and dynamical processes (i.e. diffusion and transport at various scales) that greatly impact on their vertical and temporal distribution: thus a tool to resolve the vertical profile information is really important. Useful measurement techniques for atmospheric trace species should fulfill at least two main requirements. First, they must be sufficiently sensitive to detect the species under consideration at their ambient concentration levels. Second, they must be specific, which means that the results of the measurement of a particular species must be neither positively nor negatively influenced by any other trace species simultaneously present in the probed volume of air. Air monitoring by spectroscopic techniques has proven to be a very useful tool to fulfill these desirable requirements as well as a number of other important properties. During the last decades, many such instruments have been developed which are based on the absorption properties of the constituents in various regions of the electromagnetic spectrum, ranging from the far infrared to the ultraviolet. Among them, Differential Optical Absorption Spectroscopy (DOAS) has played an important role. DOAS is an established remote sensing technique for atmospheric trace gases probing, which identifies and quantifies the trace gases in the atmosphere taking advantage of their molecular absorption structures in the near UV and visible wavelengths of the electromagnetic spectrum (from 0.25 μm to 0.75 μm). Passive DOAS, in particular, can detect the presence of a trace gas in terms of its integrated concentration over the atmospheric path from the sun to the receiver (the so called slant column density). The receiver can be located at ground, as well as on board an aircraft or a satellite platform. Passive DOAS has, therefore, a flexible measurement configuration that allows multiple applications. The ability to properly interpret passive DOAS measurements of atmospheric constituents depends crucially on how well the optical path of light collected by the system is understood. This is because the final product of DOAS is the concentration of a particular species integrated along the path that radiation covers in the atmosphere. This path is not known a priori and can only be evaluated by Radiative Transfer Models (RTMs). These models are used to calculate the so called vertical column density of a given trace gas, which is obtained by dividing the measured slant column density to the so called air mass factor, which is used to quantify the enhancement of the light path length within the absorber layers. In the case of the standard DOAS set-up, in which radiation is collected along the vertical direction (zenith-sky DOAS), calculations of the air mass factor have been made using “simple” single scattering radiative transfer models. This configuration has its highest sensitivity in the stratosphere, in particular during twilight. This is the result of the large enhancement in stratospheric light path at dawn and dusk combined with a relatively short tropospheric path. In order to increase the sensitivity of the instrument towards tropospheric signals, measurements with the telescope pointing the horizon (offaxis DOAS) have to be performed. In this circumstances, the light path in the lower layers can become very long and necessitate the use of radiative transfer models including multiple scattering, the full treatment of atmospheric sphericity and refraction. In this thesis, a recent development in the well-established DOAS technique is described, referred to as Multiple AXis Differential Optical Absorption Spectroscopy (MAX-DOAS). The MAX-DOAS consists in the simultaneous use of several off-axis directions near the horizon: using this configuration, not only the sensitivity to tropospheric trace gases is greatly improved, but vertical profile information can also be retrieved by combining the simultaneous off-axis measurements with sophisticated RTM calculations and inversion techniques. In particular there is a need for a RTM which is capable of dealing with all the processes intervening along the light path, supporting all DOAS geometries used, and treating multiple scattering events with varying phase functions involved. To achieve these multiple goals a statistical approach based on the Monte Carlo technique should be used. A Monte Carlo RTM generates an ensemble of random photon paths between the light source and the detector, and uses these paths to reconstruct a remote sensing measurement. Within the present study, the Monte Carlo radiative transfer model PROMSAR (PROcessing of Multi-Scattered Atmospheric Radiation) has been developed and used to correctly interpret the slant column densities obtained from MAX-DOAS measurements. In order to derive the vertical concentration profile of a trace gas from its slant column measurement, the AMF is only one part in the quantitative retrieval process. One indispensable requirement is a robust approach to invert the measurements and obtain the unknown concentrations, the air mass factors being known. For this purpose, in the present thesis, we have used the Chahine relaxation method. Ground-based Multiple AXis DOAS, combined with appropriate radiative transfer models and inversion techniques, is a promising tool for atmospheric studies in the lower troposphere and boundary layer, including the retrieval of profile information with a good degree of vertical resolution. This thesis has presented an application of this powerful comprehensive tool for the study of a preserved natural Mediterranean area (the Castel Porziano Estate, located 20 km South-West of Rome) where pollution is transported from remote sources. Application of this tool in densely populated or industrial areas is beginning to look particularly fruitful and represents an important subject for future studies.

Sistemi liquido cristallini complessi: simulazioni al calcolatore e studi ESR

The aim of this PhD thesis was to study at a microscopic level different liquid crystal (LC) systems, in order to determine their physical properties, resorting to two distinct methodologies, one involving computer simulations, and the other spectroscopic techniques, in particular electron spin resonance (ESR) spectroscopy. By means of the computer simulation approach we tried to demonstrate this tool effectiveness for calculating anisotropic static properties of a LC material, as well as for predicting its behaviour and features. This required the development and adoption of suitable molecular models based on a convenient intermolecular potentials reflecting the essential molecular features of the investigated system. In particular, concerning the simulation approach, we have set up models for discotic liquid crystal dimers and we have studied, by means of Monte Carlo simulations, their phase behaviour and self­-assembling properties, with respect to the simple monomer case. Each discotic dimer is described by two oblate Gay­Berne ellipsoids connected by a flexible spacer, modelled by a harmonic "spring" of three different lengths. In particular we investigated the effects of dimerization on the transition temperatures, as well as on the characteristics of molecular aggregation displayed and the relative orientational order. Moving to the experimental results, among the many experimental techniques that are typically employed to evaluate LC system distinctive features, ESR has proved to be a powerful tool in microscopic scale investigation of the properties, structure, order and dynamics of these materials. We have taken advantage of the high sensitivity of the ESR spin probe technique to investigate increasingly complex LC systems ranging from devices constituted by a polymer matrix in which LC molecules are confined in shape of nano- droplets, as well as biaxial liquid crystalline elastomers, and dimers whose monomeric units or lateral groups are constituted by rod-like mesogens (11BCB). Reflection-mode holographic-polymer dispersed liquid crystals (H-PDLCs) are devices in which LCs are confined into nanosized (50­-300 nm) droplets, arranged in layers which alternate with polymer layers, forming a diffraction grating. We have determined the configuration of the LC local director and we have derived a model of the nanodroplet organization inside the layers. Resorting also to additional information on the nanodroplet size and shape distribution provided by SEM images of the H-PDLC cross-section, the observed director configuration has been modeled as a bidimensional distribution of elongated nanodroplets whose long axis is, on the average, parallel to the layers and whose internal director configuration is a uniaxial quasi- monodomain aligned along the nanodroplet long axis. The results suggest that the molecular organization is dictated mainly by the confinement, explaining, at least in part, the need for switching voltages significantly higher and the observed faster turn-off times in H-PDLCs compared to standard PDLC devices. Liquid crystal elastomers consist in cross-linked polymers, in which mesogens represent the monomers constituting the main chain or the laterally attached side groups. They bring together three important aspects: orientational order in amorphous soft materials, responsive molecular shape and quenched topological constraints. In biaxial nematic liquid crystalline elastomers (BLCEs), two orthogonal directions, rather than the one of normal uniaxial nematic, can be controlled, greatly enhancing their potential value for applications as novel actuators. Two versions of a side-chain BLCEs were characterized: side­-on and end­-on. Many tests have been carried out on both types of LCE, the main features detected being the lack of a significant dynamical behaviour, together with a strong permanent alignment along the principal director, and the confirmation of the transition temperatures already determined by DSC measurements. The end­-on sample demonstrates a less hindered rotation of the side group mesogenic units and a greater freedom of alignment to the magnetic field, as already shown by previous NMR studies. Biaxial nematic ESR static spectra were also obtained on the basis of Molecular Dynamics generated biaxial configurations, to be compared to the experimentally determined ones, as a mean to establish a possible relation between biaxiality and the spectral features. This provides a concrete example of the advantages of combining the computer simulation and spectroscopic approaches. Finally, the dimer α,ω-bis(4'-cyanobiphenyl-4-yl)undecane (11BCB), synthesized in the "quest" for the biaxial nematic phase has been analysed. Its importance lies in the dimer significance as building blocks in the development of new materials to be employed in innovative technological applications, such as faster switching displays, resorting to the easier aligning ability of the secondary director in biaxial phases. A preliminary series of tests were performed revealing the population of mesogenic molecules as divided into two groups: one of elongated straightened conformers sharing a common director, and one of bent molecules, which display no order, being equally distributed in the three dimensions. Employing this model, the calculated values show a consistent trend, confirming at the same time the transition temperatures indicated by the DSC measurements, together with rotational diffusion tensor values that follow closely those of the constituting monomer 5CB.

Numerical and analytical approaches to strongly correlated electron systems

In this thesis we consider three different models for strongly correlated electrons, namely a multi-band Hubbard model as well as the spinless Falicov-Kimball model, both with a semi-elliptical density of states in the limit of infinite dimensions d, and the attractive Hubbard model on a square lattice in d=2. In the first part, we study a two-band Hubbard model with unequal bandwidths and anisotropic Hund's rule coupling (J_z-model) in the limit of infinite dimensions within the dynamical mean-field theory (DMFT). Here, the DMFT impurity problem is solved with the use of quantum Monte Carlo (QMC) simulations. Our main result is that the J_z-model describes the occurrence of an orbital-selective Mott transition (OSMT), in contrast to earlier findings. We investigate the model with a high-precision DMFT algorithm, which was developed as part of this thesis and which supplements QMC with a high-frequency expansion of the self-energy. The main advantage of this scheme is the extraordinary accuracy of the numerical solutions, which can be obtained already with moderate computational effort, so that studies of multi-orbital systems within the DMFT+QMC are strongly improved. We also found that a suitably defined Falicov-Kimball (FK) model exhibits an OSMT, revealing the close connection of the Falicov-Kimball physics to the J_z-model in the OSM phase. In the second part of this thesis we study the attractive Hubbard model in two spatial dimensions within second-order self-consistent perturbation theory. This model is considered on a square lattice at finite doping and at low temperatures. Our main result is that the predictions of first-order perturbation theory (Hartree-Fock approximation) are renormalized by a factor of the order of unity even at arbitrarily weak interaction (U->0). The renormalization factor q can be evaluated as a function of the filling n for 00, the q-factor vanishes, signaling the divergence of self-consistent perturbation theory in this limit. Thus we present the first asymptotically exact results at weak-coupling for the negative-U Hubbard model in d=2 at finite doping.

Crystal phases and glassy dynamics in monodisperse hard ellipsoids

We have performed Monte Carlo and molecular dynamics simulations of suspensions of monodisperse, hard ellipsoids of revolution. Hard-particle models play a key role in statistical mechanics. They are conceptually and computationally simple, and they offer insight into systems in which particle shape is important, including atomic, molecular, colloidal, and granular systems. In the high density phase diagram of prolate hard ellipsoids we have found a new crystal, which is more stable than the stretched FCC structure proposed previously . The new phase, SM2, has a simple monoclinic unit cell containing a basis of two ellipsoids with unequal orientations. The angle of inclination is very soft for length-to-width (aspect) ratio l/w=3, while the other angles are not. A symmetric state of the unit cell exists, related to the densest-known packings of ellipsoids; it is not always the stable one. Our results remove the stretched FCC structure for aspect ratio l/w=3 from the phase diagram of hard, uni-axial ellipsoids. We provide evidence that this holds between aspect ratios 3 and 6, and possibly beyond. Finally, ellipsoids in SM2 at l/w=1.55 exhibit end-over-end flipping, warranting studies of the cross-over to where this dynamics is not possible. Secondly, we studied the dynamics of nearly spherical ellipsoids. In equilibrium, they show a first-order transition from an isotropic phase to a rotator phase, where positions are crystalline but orientations are free. When over-compressing the isotropic phase into the rotator regime, we observed super-Arrhenius slowing down of diffusion and relaxation, and signatures of the cage effect. These features of glassy dynamics are sufficiently strong that asymptotic scaling laws of the Mode-Coupling Theory of the glass transition (MCT) could be tested, and were found to apply. We found strong coupling of positional and orientational degrees of freedom, leading to a common value for the MCT glass-transition volume fraction. Flipping modes were not slowed down significantly. We demonstrated that the results are independent of simulation method, as predicted by MCT. Further, we determined that even intra-cage motion is cooperative. We confirmed the presence of dynamical heterogeneities associated with the cage effect. The transit between cages was seen to occur on short time scales, compared to the time spent in cages; but the transit was shown not to involve displacements distinguishable in character from intra-cage motion. The presence of glassy dynamics was predicted by molecular MCT (MMCT). However, as MMCT disregards crystallization, a test by simulation was required. Glassy dynamics is unusual in monodisperse systems. Crystallization typically intervenes unless polydispersity, network-forming bonds or other asymmetries are introduced. We argue that particle anisometry acts as a sufficient source of disorder to prevent crystallization. This sheds new light on the question of which ingredients are required for glass formation.