Interacting agents on complex networks and stochastic processes in them

Nas últimas décadas, um grande número de processos têm sido descritos em termos de redes complexas. A teoria de redes complexas vem sendo utilizada com sucesso para descrever, modelar e caracterizar sistemas naturais, artificias e sociais, tais como ecossistemas, interações entre proteínas, a Internet, WWW, até mesmo as relações interpessoais na sociedade. Nesta tese de doutoramento apresentamos alguns modelos de agentes interagentes em redes complexas. Inicialmente, apresentamos uma breve introdução histórica (Capítulo 1), seguida de algumas noções básicas sobre redes complexas (Capítulo 2) e de alguns trabalhos e modelos mais relevantes a esta tese de doutoramento (Capítulo 3). Apresentamos, no Capítulo 4, o estudo de um modelo de dinâmica de opiniões, onde busca-se o consenso entre os agentes em uma população, seguido do estudo da evolução de agentes interagentes em um processo de ramificação espacialmente definido (Capítulo 5). No Capítulo 6 apresentamos um modelo de otimização de fluxos em rede e um estudo do surgimento de redes livres de escala a partir de um processo de otimização . Finalmente, no Capítulo 7, apresentamos nossas conclusões e perspectivas futuras.

Branching random motions, nonlinear hyperbolic systems and traveling waves

A branching random motion on a line, with abrupt changes of direction, is studied. The branching mechanism, being independient of random motion, and intensities of reverses are defined by a particle's current direction. A soluton of a certain hyperbolic system of coupled non-linear equations (Kolmogorov type backward equation) have a so-called McKean representation via such processes. Commonly this system possesses traveling-wave solutions. The convergence of solutions with Heaviside terminal data to the travelling waves is discussed.This Paper realizes the McKean programme for the Kolmogorov-Petrovskii-Piskunov equation in this case. The Feynman-Kac formula plays a key role.

Processes controlling atmospheric dispersion through city centres

We develop a process-based model for the dispersion of a passive scalar in the turbulent flow around the buildings of a city centre. The street network model is based on dividing the airspace of the streets and intersections into boxes, within which the turbulence renders the air well mixed. Mean flow advection through the network of street and intersection boxes then mediates further lateral dispersion. At the same time turbulent mixing in the vertical detrains scalar from the streets and intersections into the turbulent boundary layer above the buildings. When the geometry is regular, the street network model has an analytical solution that describes the variation in concentration in a near-field downwind of a single source, where the majority of scalar lies below roof level. The power of the analytical solution is that it demonstrates how the concentration is determined by only three parameters. The plume direction parameter describes the branching of scalar at the street intersections and hence determines the direction of the plume centreline, which may be very different from the above-roof wind direction. The transmission parameter determines the distance travelled before the majority of scalar is detrained into the atmospheric boundary layer above roof level and conventional atmospheric turbulence takes over as the dominant mixing process. Finally, a normalised source strength multiplies this pattern of concentration. This analytical solution converges to a Gaussian plume after a large number of intersections have been traversed, providing theoretical justification for previous studies that have developed empirical fits to Gaussian plume models. The analytical solution is shown to compare well with very high-resolution simulations and with wind tunnel experiments, although re-entrainment of scalar previously detrained into the boundary layer above roofs, which is not accounted for in the analytical solution, is shown to become an important process further downwind from the source.

Growth and replication : exploring facade subdivision based on natural processes

Generative methods for subdivision of building façades are presented in this thesis through a series of case studies exploring methods of stochastic generation, tiling and tessellation and branching structures.  In each of these studies, a method of generative design based on natural phenomena of growth and replication is described algorithmically.

Optical properties and energy transfer processes in (Tm3+, Nd3+) doped tungstate fluorophosphate glass

We investigate the linear optical properties and energy transfer processes in tungstate fluorophosphate glass doped with thulium (Tm3+) and neodymium (Nd3+) ions. The linear absorption spectra from 370 to 3000 nm were obtained. Transitions probabilities, radiative lifetimes, and transition branching ratios were determined using the Judd-Ofelt [Phys. Rev. 127, 750 (1962); J. Chem. Phys. 37, 511 (1962)] theory. Frequency up-conversion to the blue region and fluorescence in the infrared were observed upon pulsed excitation in the range of 630-700 nm. The excitation spectra of the luminescence were obtained to understand the origin of the signals. The temporal decay of the fluorescence was measured for different concentrations of the doping ions. Energy transfer rates among the Tm3+ and Nd3+ ions were also determined.

Crustal heterogeneities and complexities of fault processes

In this work we study the relation between crustal heterogeneities and complexities in fault processes. The first kind of heterogeneity considered involves the concept of asperity. The presence of an asperity in the hypocentral region of the M = 6.5 earthquake of June 17-th, 2000 in the South Iceland Seismic Zone was invoked to explain the change of seismicity pattern before and after the mainshock: in particular, the spatial distribution of foreshock epicentres trends NW while the strike of the main fault is N 7◦ E and aftershocks trend accordingly; the foreshock depths were typically deeper than average aftershock depths. A model is devised which simulates the presence of an asperity in terms of a spherical inclusion, within a softer elastic medium in a transform domain with a deviatoric stress field imposed at remote distances (compressive NE − SW, tensile NW − SE). An isotropic compressive stress component is induced outside the asperity, in the direction of the compressive stress axis, and a tensile component in the direction of the tensile axis; as a consequence, fluid flow is inhibited in the compressive quadrants while it is favoured in tensile quadrants. Within the asperity the isotropic stress vanishes but the deviatoric stress increases substantially, without any significant change in the principal stress directions. Hydrofracture processes in the tensile quadrants and viscoelastic relaxation at depth may contribute to lower the effective rigidity of the medium surrounding the asperity. According to the present model, foreshocks may be interpreted as induced, close to the brittle-ductile transition, by high pressure fluids migrating upwards within the tensile quadrants; this process increases the deviatoric stress within the asperity which eventually fails, becoming the hypocenter of the mainshock, on the optimally oriented fault plane. In the second part of our work we study the complexities induced in fault processes by the layered structure of the crust. In the first model proposed we study the case in which fault bending takes place in a shallow layer. The problem can be addressed in terms of a deep vertical planar crack, interacting with a shallower inclined planar crack. An asymptotic study of the singular behaviour of the dislocation density at the interface reveals that the density distribution has an algebraic singularity at the interface of degree ω between -1 and 0, depending on the dip angle of the upper crack section and on the rigidity contrast between the two media. From the welded boundary condition at the interface between medium 1 and 2, a stress drop discontinuity condition is obtained which can be fulfilled if the stress drop in the upper medium is lower than required for a planar trough-going surface: as a corollary, a vertically dipping strike-slip fault at depth may cross the interface with a sedimentary layer, provided that the shallower section is suitably inclined (fault "refraction"); this results has important implications for our understanding of the complexity of the fault system in the SISZ; in particular, we may understand the observed offset of secondary surface fractures with respect to the strike direction of the seismic fault. The results of this model also suggest that further fractures can develop in the opposite quadrant and so a second model describing fault branching in the upper layer is proposed. As the previous model, this model can be applied only when the stress drop in the shallow layer is lower than the value prescribed for a vertical planar crack surface. Alternative solutions must be considered if the stress drop in the upper layer is higher than in the other layer, which may be the case when anelastic processes relax deviatoric stress in layer 2. In such a case one through-going crack cannot fulfil the welded boundary conditions and unwelding of the interface may take place. We have solved this problem within the theory of fracture mechanics, employing the boundary element method. The fault terminates against the interface in a T-shaped configuration, whose segments interact among each other: the lateral extent of the unwelded surface can be computed in terms of the main fault parameters and the stress field resulting in the shallower layer can be modelled. A wide stripe of high and nearly uniform shear stress develops above the unwelded surface, whose width is controlled by the lateral extension of unwelding. Secondary shear fractures may then open within this stripe, according to the Coulomb failure criterion, and the depth of open fractures opening in mixed mode may be computed and compared with the well studied fault complexities observed in the field. In absence of the T-shaped decollement structure, stress concentration above the seismic fault would be difficult to reconcile with observations, being much higher and narrower.

Hunting for warped extra dimensions via loop-induced processes

This thesis is on loop-induced processes in theories with warped extra dimensions where the fermions and gauge bosons are allowed to propagate in the bulk, while the Higgs sector is localized on or near the infra-red brane. These so-called Randall-Sundrum (RS) models have the potential to simultaneously explain the hierarchy problem and address the question of what causes the large hierarchies in the fermion sector of the Standard Model (SM). The Kaluza-Klein (KK) excitations of the bulk fields can significantly affect the loop-level processes considered in this thesis and, hence, could indirectly indicate the existence of warped extra dimensions. The analytical part of this thesis deals with the detailed calculation of three loop-induced processes in the RS models in question: the Higgs production process via gluon fusion, the Higgs decay into two photons, and the flavor-changing neutral current b → sγ. A comprehensive, five-dimensional (5D) analysis will show that the amplitudes of the Higgs processes can be expressed in terms of integrals over 5D propagators with the Higgs-boson profile along the extra dimension, which can be used for arbitrary models with a compact extra dimension. To this end, both the boson and fermion propagators in a warped 5D background are derived. It will be shown that the seemingly contradictory results for the gluon fusion amplitude in the literature can be traced back to two distinguishable, not smoothly-connected incarnations of the RS model. The investigation of the b → sγ transition is performed in the KK decomposed theory. It will be argued that summing up the entire KK tower leads to a finite result, which can be well approximated by a closed, analytical expression.rnIn the phenomenological part of this thesis, the analytic results of all relevant Higgs couplings in the RS models in question are compared with current and in particular future sensitivities of the Large Hadron Collider (LHC) and the planned International Linear Collider. The latest LHC Higgs data is then used to exclude significant portions of the parameter space of each RS scenario. The analysis will demonstrate that especially the loop-induced Higgs couplings are sensitive to KK particles of the custodial RS model with masses in the multi tera-electronvolt range. Finally, the effect of the RS model on three flavor observables associated with the b → sγ transition are examined. In particular, we study the branching ratio of the inclusive decay B → X_s γ

Dual pathways for regulation of root branching by nitrate

Root development is extremely sensitive to variations in nutrient supply, but the mechanisms are poorly understood. We have investigated the processes by which nitrate (NO3−), depending on its availability and distribution, can have both positive and negative effects on the development and growth of lateral roots. When Arabidopsis roots were exposed to a locally concentrated supply of NO3− there was no increase in lateral root numbers within the NO3−-rich zone, but there was a localized 2-fold increase in the mean rate of lateral root elongation, which was attributable to a corresponding increase in the rate of cell production in the lateral root meristem. Localized applications of other N sources did not stimulate lateral root elongation, consistent with previous evidence that the NO3− ion is acting as a signal rather than a nutrient. The axr4 auxin-resistant mutant was insensitive to the stimulatory effect of NO3−, suggesting an overlap between the NO3− and auxin response pathways. High rates of NO3− supply to the roots had a systemic inhibitory effect on lateral root development that acted specifically at the stage when the laterals had just emerged from the primary root, apparently delaying final activation of the lateral root meristem. A nitrate reductase-deficient mutant showed increased sensitivity to this systemic inhibitory effect, suggesting that tissue NO3− levels may play a role in generating the inhibitory signal. We present a model in which root branching is modulated by opposing signals from the plant’s internal N status and the external supply of NO3−.

On the Maximum of a Branching Process Conditioned on the Total Progeny

The maximum M of a critical Bienaymé-Galton-Watson process conditioned on the total progeny N is studied. Imbedding of the process in a random walk is used. A limit theorem for the distribution of M as N → ∞ is proved. The result is trasferred to the non-critical processes. A corollary for the maximal strata of a random rooted labeled tree is obtained.

A New Class of Processes for Formalizing and Generalizing Individual-Based Models: The Semi-Semi-Markov Processes

2000 Mathematics Subject Classification: 60K15, 60K20, 60G20,60J75, 60J80, 60J85, 60-08, 90B15.

Seawater carbonate chemistry and processes during experiments with a coral community, 2008

Ocean acidification represents a key threat to coral reefs by reducing the calcification rate of framework builders. In addition, acidification is likely to affect the relationship between corals and their symbiotic dinoflagellates and the productivity of this association. However, little is known about how acidification impacts on the physiology of reef builders and how acidification interacts with warming. Here, we report on an 8-week study that compared bleaching, productivity, and calcification responses of crustose coralline algae (CCA) and branching (Acropora) and massive (Porites) coral species in response to acidification and warming. Using a 30-tank experimental system, we manipulated CO2 levels to simulate doubling and three- to fourfold increases [Intergovernmental Panel on Climate Change (IPCC) projection categories IV and VI] relative to present-day levels under cool and warm scenarios. Results indicated that high CO2 is a bleaching agent for corals and CCA under high irradiance, acting synergistically with warming to lower thermal bleaching thresholds. We propose that CO2 induces bleaching via its impact on photoprotective mechanisms of the photosystems. Overall, acidification impacted more strongly on bleaching and productivity than on calcification. Interestingly, the intermediate, warm CO2 scenario led to a 30% increase in productivity in Acropora, whereas high CO2 lead to zero productivity in both corals. CCA were most sensitive to acidification, with high CO2 leading to negative productivity and high rates of net dissolution. Our findings suggest that sensitive reef-building species such as CCA may be pushed beyond their thresholds for growth and survival within the next few decades whereas corals will show delayed and mixed responses.