The gradually truncated Lévy flight: Stochastic process for complex systems

Power-law distributions, i.e. Levy flights have been observed in various economical, biological, and physical systems in high-frequency regime. These distributions can be successfully explained via gradually truncated Levy flight (GTLF). In general, these systems converge to a Gaussian distribution in the low-frequency regime. In the present work, we develop a model for the physical basis for the cut-off length in GTLF and its variation with respect to the time interval between successive observations. We observe that GTLF automatically approach a Gaussian distribution in the low-frequency regime. We applied the present method to analyze time series in some physical and financial systems. The agreement between the experimental results and theoretical curves is excellent. The present method can be applied to analyze time series in a variety of fields, which in turn provide a basis for the development of further microscopic models for the system. © 2000 Elsevier Science B.V. All rights reserved.

Involutive constrained systems and Hamilton-Jacobi formalism

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

Arquitetura computacional para redes orgânicas e heterogêneas: plano de controle do sistema operacional swarm.

Computational Swarms (enxames computacionais), consistindo da integração de sensores e atuadores inteligentes no nosso mundo conectado, possibilitam uma extensão da info-esfera no mundo físico. Nós chamamos esta info-esfera extendida, cíber-física, de Swarm. Este trabalho propõe uma visão de Swarm onde dispositivos computacionais cooperam dinâmica e oportunisticamente, gerando redes orgânicas e heterogêneas. A tese apresenta uma arquitetura computacional do Plano de Controle do Sistema Operacional do Swarm, que é uma camada de software distribuída embarcada em todos os dispositivos que fazem parte do Swarm, responsável por gerenciar recursos, definindo atores, como descrever e utilizar serviços e recursos (como divulgá-los e descobrí-los, como realizar transações, adaptações de conteúdos e cooperação multiagentes). O projeto da arquitetura foi iniciado com uma revisão da caracterização do conceito de Swarm, revisitando a definição de termos e estabelecendo uma terminologia para ser utilizada. Requisitos e desafios foram identificados e uma visão operacional foi proposta. Esta visão operacional foi exercitada com casos de uso e os elementos arquiteturais foram extraídos dela e organizados em uma arquitetura. A arquitetura foi testada com os casos de uso, gerando revisões do sistema. Cada um dos elementos arquiteturais requereram revisões do estado da arte. Uma prova de conceito do Plano de Controle foi implementada e uma demonstração foi proposta e implementada. A demonstração selecionada foi o Smart Jukebox, que exercita os aspectos distribuídos e a dinamicidade do sistema proposto. Este trabalho apresenta a visão do Swarm computacional e apresenta uma plataforma aplicável na prática. A evolução desta arquitetura pode ser a base de uma rede global, heterogênea e orgânica de redes de dispositivos computacionais alavancando a integração de sistemas cíber-físicos na núvem permitindo a cooperação de sistemas escaláveis e flexíveis, interoperando para alcançar objetivos comuns.

A framework for automated construction of resource space based on background knowledge

Resource Space Model is a kind of data model which can effectively and flexibly manage the digital resources in cyber-physical system from multidimensional and hierarchical perspectives. This paper focuses on constructing resource space automatically. We propose a framework that organizes a set of digital resources according to different semantic dimensions combining human background knowledge in WordNet and Wikipedia. The construction process includes four steps: extracting candidate keywords, building semantic graphs, detecting semantic communities and generating resource space. An unsupervised statistical language topic model (i.e., Latent Dirichlet Allocation) is applied to extract candidate keywords of the facets. To better interpret meanings of the facets found by LDA, we map the keywords to Wikipedia concepts, calculate word relatedness using WordNet's noun synsets and construct corresponding semantic graphs. Moreover, semantic communities are identified by GN algorithm. After extracting candidate axes based on Wikipedia concept hierarchy, the final axes of resource space are sorted and picked out through three different ranking strategies. The experimental results demonstrate that the proposed framework can organize resources automatically and effectively.©2013 Published by Elsevier Ltd. All rights reserved.

Threat Analysis of BlackEnergy Malware for Synchrophasor based Real-time Control and Monitoring in Smart Grid

The BlackEnergy malware targeting critical infrastructures has a long history. It evolved over time from a simple DDoS platform to a quite sophisticated plug-in based malware. The plug-in architecture has a persistent malware core with easily installable attack specific modules for DDoS, spamming, info-stealing, remote access, boot-sector formatting etc. BlackEnergy has been involved in several high profile cyber physical attacks including the recent Ukraine power grid attack in December 2015. This paper investigates the evolution of BlackEnergy and its cyber attack capabilities. It presents a basic cyber attack model used by BlackEnergy for targeting industrial control systems. In particular, the paper analyzes cyber threats of BlackEnergy for synchrophasor based systems which are used for real-time control and monitoring functionalities in smart grid. Several BlackEnergy based attack scenarios have been investigated by exploiting the vulnerabilities in two widely used synchrophasor communication standards: (i) IEEE C37.118 and (ii) IEC 61850-90-5. Specifically, the paper addresses reconnaissance, DDoS, man-in-the-middle and replay/reflection attacks on IEEE C37.118 and IEC 61850-90-5. Further, the paper also investigates protection strategies for detection and prevention of BlackEnergy based cyber physical attacks.

Multidimensional Intrusion Detection System for IEC 61850 based SCADA Networks

Emerging cybersecurity vulnerabilities in supervisory control and data acquisition (SCADA) systems are becoming urgent engineering issues for modern substations. This paper proposes a novel intrusion detection system (IDS) tailored for cybersecurity of IEC 61850 based substations. The proposed IDS integrates physical knowledge, protocol specifications and logical behaviours to provide a comprehensive and effective solution that is able to mitigate various cyberattacks. The proposed approach comprises access control detection, protocol whitelisting, model-based detection, and multi-parameter based detection. This SCADA-specific IDS is implemented and validated using a comprehensive and realistic cyber-physical test-bed and data from a real 500kV smart substation.

Resultados preliminares de um algoritmo para ablação de lente de contato personalizada

OBJETIVO: Desenvolver simulação computadorizada de ablação para produzir lentes de contato personalizadas a fim de corrigir aberrações de alta ordem. MÉTODOS: Usando dados reais de um paciente com ceratocone, mensurados em um aberrômetro ("wavefront") com sensor Hartmann-Shack, foram determinados as espessuras de lentes de contato que compensam essas aberrações assim como os números de pulsos necessários para fazer ablação as lentes especificamente para este paciente. RESULTADOS: Os mapas de correção são apresentados e os números dos pulsos foram calculados, usando feixes com a largura de 0,5 mm e profundidade de ablação de 0,3 µm. CONCLUSÕES: Os resultados simulados foram promissores, mas ainda precisam ser aprimorados para que o sistema de ablação "real" possa alcançar a precisão desejada.

Deformed Gaussian-orthogonal-ensemble description of small-world networks

The study of spectral behavior of networks has gained enthusiasm over the last few years. In particular, random matrix theory (RMT) concepts have proven to be useful. In discussing transition from regular behavior to fully chaotic behavior it has been found that an extrapolation formula of the Brody type can be used. In the present paper we analyze the regular to chaotic behavior of small world (SW) networks using an extension of the Gaussian orthogonal ensemble. This RMT ensemble, coined the deformed Gaussian orthogonal ensemble (DGOE), supplies a natural foundation of the Brody formula. SW networks follow GOE statistics until a certain range of eigenvalue correlations depending upon the strength of random connections. We show that for these regimes of SW networks where spectral correlations do not follow GOE beyond a certain range, DGOE statistics models the correlations very well. The analysis performed in this paper proves the utility of the DGOE in network physics, as much as it has been useful in other physical systems.

Fault-tolerant quantum computation with cluster states

The one-way quantum computing model introduced by Raussendorf and Briegel [Phys. Rev. Lett. 86, 5188 (2001)] shows that it is possible to quantum compute using only a fixed entangled resource known as a cluster state, and adaptive single-qubit measurements. This model is the basis for several practical proposals for quantum computation, including a promising proposal for optical quantum computation based on cluster states [M. A. Nielsen, Phys. Rev. Lett. (to be published), quant-ph/0402005]. A significant open question is whether such proposals are scalable in the presence of physically realistic noise. In this paper we prove two threshold theorems which show that scalable fault-tolerant quantum computation may be achieved in implementations based on cluster states, provided the noise in the implementations is below some constant threshold value. Our first threshold theorem applies to a class of implementations in which entangling gates are applied deterministically, but with a small amount of noise. We expect this threshold to be applicable in a wide variety of physical systems. Our second threshold theorem is specifically adapted to proposals such as the optical cluster-state proposal, in which nondeterministic entangling gates are used. A critical technical component of our proofs is two powerful theorems which relate the properties of noisy unitary operations restricted to act on a subspace of state space to extensions of those operations acting on the entire state space. We expect these theorems to have a variety of applications in other areas of quantum-information science.

Entanglement in a simple quantum phase transition

What entanglement is present in naturally occurring physical systems at thermal equilibrium? Most such systems are intractable and it is desirable to study simple but realistic systems that can be solved. An example of such a system is the one-dimensional infinite-lattice anisotropic XY model. This model is exactly solvable using the Jordan-Wigner transform, and it is possible to calculate the two-site reduced density matrix for all pairs of sites. Using the two-site density matrix, the entanglement of formation between any two sites is calculated for all parameter values and temperatures. We also study the entanglement in the transverse Ising model, a special case of the XY model, which exhibits a quantum phase transition. It is found that the next-nearest-neighbor entanglement (though not the nearest-neighbor entanglement) is a maximum at the critical point. Furthermore, we show that the critical point in the transverse Ising model corresponds to a transition in the behavior of the entanglement between a single site and the remainder of the lattice.

Entanglement of indistinguishable particles in condensed-matter physics

The concept of entanglement in systems where the particles are indistinguishable has been the subject of much recent interest and controversy. In this paper we study the notion of entanglement of particles introduced by Wiseman and Vaccaro [Phys. Rev. Lett. 91, 097902 (2003)] in several specific physical systems, including some that occur in condensed-matter physics. The entanglement of particles is relevant when the identical particles are itinerant and so not distinguished by their position as in spin models. We show that entanglement of particles can behave differently than other approaches that have been used previously, such as entanglement of modes (occupation-number entanglement) and the entanglement in the two-spin reduced density matrix. We argue that the entanglement of particles is what could actually be measured in most experimental scenarios and thus its physical significance is clear. This suggests that entanglement of particles may be useful in connecting theoretical and experimental studies of entanglement in condensed-matter systems.

Quantum criticality

We investigate the theory of quantum fluctuations in non-equilibrium systems having large critical fluctuations. This allows us to treat the limits imposed by nonlinearities to quantum squeezing and noise reduction, and also to envisage future tests of quantum theory in regions of macroscopic quantum fluctuations. A long-term objective of this research is to identify suitable physical systems in which macroscopic 'Schrodinger cat'-like behaviour may be observed. We investigate two systems in particular of much current experimental interest, namely the degenerate parametric oscillator near threshold, and the evaporatively cooled (BEC). We compare the results obtained in the positive-P representation, as a fully quantum mechanical calculation, with the truncated Wigner phase space equation, also known as semi-classical theory. We show when these results agree and differ in calculations taken beyond the linearized approximation. In the region where the largest quantum fluctuations and Schrodinger cat-like behaviour might be expected, we find that the quantum predictions correspond very closely to the semi-classical theory. Nature abhors observing a Schrodinger car.

A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

Sintonia de controladores baseada em Sistemas de Inferência Difusa

Este trabalho de pesquisa e desenvolvimento tem como fundamento principal o Conceito de Controlo por Lógica Difusa. Utilizando as ferramentas do software Matlab, foi possível desenvolver um controlador com base na inferência difusa que permitisse controlar qualquer tipo de sistema físico real, independentemente das suas características. O Controlo Lógico Difuso, do inglês “Fuzzy Control”, é um tipo de controlo muito particular, pois permite o uso simultâneo de dados numéricos com variáveis linguísticas que tem por base o conhecimento heurístico dos sistemas a controlar. Desta forma, consegue-se quantificar, por exemplo, se um copo está “meio cheio” ou “meio vazio”, se uma pessoa é “alta” ou “baixa”, se está “frio” ou “muito frio”. O controlo PID é, sem dúvida alguma, o controlador mais amplamente utilizado no controlo de sistemas. Devido à sua simplicidade de construção, aos reduzidos custos de aplicação e manutenção e aos resultados que se obtêm, este controlador torna-se a primeira opção quando se pretende implementar uma malha de controlo num determinado sistema. Caracterizado por três parâmetros de ajuste, a saber componente proporcional, integral e derivativa, as três em conjunto permitem uma sintonia eficaz de qualquer tipo de sistema. De forma a automatizar o processo de sintonia de controladores e, aproveitando o que melhor oferece o Controlo Difuso e o Controlo PID, agrupou-se os dois controladores, onde em conjunto, como poderemos constatar mais adiante, foram obtidos resultados que vão de encontro com os objectivos traçados. Com o auxílio do simulink do Matlab, foi desenvolvido o diagrama de blocos do sistema de controlo, onde o controlador difuso tem a tarefa de supervisionar a resposta do controlador PID, corrigindo-a ao longo do tempo de simulação. O controlador desenvolvido é denominado por Controlador FuzzyPID. Durante o desenvolvimento prático do trabalho, foi simulada a resposta de diversos sistemas à entrada em degrau unitário. Os sistemas estudados são na sua maioria sistemas físicos reais, que representam sistemas mecânicos, térmicos, pneumáticos, eléctricos, etc., e que podem ser facilmente descritos por funções de transferência de primeira, segunda e de ordem superior, com e sem atraso.

Improved Numerical Simulation for a Novel Adaptive Control Using Fractional Order Derivatives

A novel control technique is investigated in the adaptive control of a typical paradigm, an approximately and partially modeled cart plus double pendulum system. In contrast to the traditional approaches that try to build up ”complete” and ”permanent” system models it develops ”temporal” and ”partial” ones that are valid only in the actual dynamic environment of the system, that is only within some ”spatio-temporal vicinity” of the actual observations. This technique was investigated for various physical systems via ”preliminary” simulations integrating by the simplest 1st order finite element approach for the time domain. In 2004 INRIA issued its SCILAB 3.0 and its improved numerical simulation tool ”Scicos” making it possible to generate ”professional”, ”convenient”, and accurate simulations. The basic principles of the adaptive control, the typical tools available in Scicos, and others developed by the authors, as well as the improved simulation results and conclusions are presented in the contribution.