Random perturbations of stochastic processes with unbounded variable length memory

We consider binary infinite order stochastic chains perturbed by a random noise. This means that at each time step, the value assumed by the chain can be randomly and independently flipped with a small fixed probability. We show that the transition probabilities of the perturbed chain are uniformly close to the corresponding transition probabilities of the original chain. As a consequence, in the case of stochastic chains with unbounded but otherwise finite variable length memory, we show that it is possible to recover the context tree of the original chain, using a suitable version of the algorithm Context, provided that the noise is small enough.

Titration of chaos with added noise

Deterministic chaos has been implicated in numerous natural and man-made complex phenomena ranging from quantum to astronomical scales and in disciplines as diverse as meteorology, physiology, ecology, and economics. However, the lack of a definitive test of chaos vs. random noise in experimental time series has led to considerable controversy in many fields. Here we propose a numerical titration procedure as a simple “litmus test” for highly sensitive, specific, and robust detection of chaos in short noisy data without the need for intensive surrogate data testing. We show that the controlled addition of white or colored noise to a signal with a preexisting noise floor results in a titration index that: (i) faithfully tracks the onset of deterministic chaos in all standard bifurcation routes to chaos; and (ii) gives a relative measure of chaos intensity. Such reliable detection and quantification of chaos under severe conditions of relatively low signal-to-noise ratio is of great interest, as it may open potential practical ways of identifying, forecasting, and controlling complex behaviors in a wide variety of physical, biomedical, and socioeconomic systems.

Approximation and support theorem for a wave equation in two space dimensions

We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an approximation theorem, in the convergence of probability, for equations obtained by smoothing the random noise. For some particular classes of coefficients, approximation in the Lp-norm for p¿1 is also proved.

Motion estimation using higher-order statistics

The objective of this paper is to introduce a fourth-order cost function of the displaced frame difference (DFD) capable of estimatingmotion even for small regions or blocks. Using higher than second-orderstatistics is appropriate in case the image sequence is severely corruptedby additive Gaussian noise. Some results are presented and compared to those obtained from the mean kurtosis and the mean square error of the DFD.

Evolutionary Games in Networked Populations: Models and Experiments

Cooperation and coordination are desirable behaviors that are fundamental for the harmonious development of society. People need to rely on cooperation with other individuals in many aspects of everyday life, such as teamwork and economic exchange in anonymous markets. However, cooperation may easily fall prey to exploitation by selfish individuals who only care about short- term gain. For cooperation to evolve, specific conditions and mechanisms are required, such as kinship, direct and indirect reciprocity through repeated interactions, or external interventions such as punishment. In this dissertation we investigate the effect of the network structure of the population on the evolution of cooperation and coordination. We consider several kinds of static and dynamical network topologies, such as Baraba´si-Albert, social network models and spatial networks. We perform numerical simulations and laboratory experiments using the Prisoner's Dilemma and co- ordination games in order to contrast human behavior with theoretical results. We show by numerical simulations that even a moderate amount of random noise on the Baraba´si-Albert scale-free network links causes a significant loss of cooperation, to the point that cooperation almost vanishes altogether in the Prisoner's Dilemma when the noise rate is high enough. Moreover, when we consider fixed social-like networks we find that current models of social networks may allow cooperation to emerge and to be robust at least as much as in scale-free networks. In the framework of spatial networks, we investigate whether cooperation can evolve and be stable when agents move randomly or performing Le´vy flights in a continuous space. We also consider discrete space adopting purposeful mobility and binary birth-death process to dis- cover emergent cooperative patterns. The fundamental result is that cooperation may be enhanced when this migration is opportunistic or even when agents follow very simple heuristics. In the experimental laboratory, we investigate the issue of social coordination between indi- viduals located on networks of contacts. In contrast to simulations, we find that human players dynamics do not converge to the efficient outcome more often in a social-like network than in a random network. In another experiment, we study the behavior of people who play a pure co- ordination game in a spatial environment in which they can move around and when changing convention is costly. We find that each convention forms homogeneous clusters and is adopted by approximately half of the individuals. When we provide them with global information, i.e., the number of subjects currently adopting one of the conventions, global consensus is reached in most, but not all, cases. Our results allow us to extract the heuristics used by the participants and to build a numerical simulation model that agrees very well with the experiments. Our findings have important implications for policymakers intending to promote specific, desired behaviors in a mobile population. Furthermore, we carry out an experiment with human subjects playing the Prisoner's Dilemma game in a diluted grid where people are able to move around. In contrast to previous results on purposeful rewiring in relational networks, we find no noticeable effect of mobility in space on the level of cooperation. Clusters of cooperators form momentarily but in a few rounds they dissolve as cooperators at the boundaries stop tolerating being cheated upon. Our results highlight the difficulties that mobile agents have to establish a cooperative environment in a spatial setting without a device such as reputation or the possibility of retaliation. i.e. punishment. Finally, we test experimentally the evolution of cooperation in social networks taking into ac- count a setting where we allow people to make or break links at their will. In this work we give particular attention to whether information on an individual's actions is freely available to poten- tial partners or not. Studying the role of information is relevant as information on other people's actions is often not available for free: a recruiting firm may need to call a job candidate's refer- ences, a bank may need to find out about the credit history of a new client, etc. We find that people cooperate almost fully when information on their actions is freely available to their potential part- ners. Cooperation is less likely, however, if people have to pay about half of what they gain from cooperating with a cooperator. Cooperation declines even further if people have to pay a cost that is almost equivalent to the gain from cooperating with a cooperator. Thus, costly information on potential neighbors' actions can undermine the incentive to cooperate in dynamical networks.

Estimating Attractor Dimension on the Nonlinear Pendulum Time Series

Chaotic dynamical systems exhibit trajectories in their phase space that converges to a strange attractor. The strangeness of the chaotic attractor is associated with its dimension in which instance it is described by a noninteger dimension. This contribution presents an overview of the main definitions of dimension discussing their evaluation from time series employing the correlation and the generalized dimension. The investigation is applied to the nonlinear pendulum where signals are generated by numerical integration of the mathematical model, selecting a single variable of the system as a time series. In order to simulate experimental data sets, a random noise is introduced in the time series. State space reconstruction and the determination of attractor dimensions are carried out regarding periodic and chaotic signals. Results obtained from time series analyses are compared with a reference value obtained from the analysis of mathematical model, estimating noise sensitivity. This procedure allows one to identify the best techniques to be applied in the analysis of experimental data.

Interactive quantum information theory

La théorie de l'information quantique s'est développée à une vitesse fulgurante au cours des vingt dernières années, avec des analogues et extensions des théorèmes de codage de source et de codage sur canal bruité pour la communication unidirectionnelle. Pour la communication interactive, un analogue quantique de la complexité de la communication a été développé, pour lequel les protocoles quantiques peuvent performer exponentiellement mieux que les meilleurs protocoles classiques pour certaines tâches classiques. Cependant, l'information quantique est beaucoup plus sensible au bruit que l'information classique. Il est donc impératif d'utiliser les ressources quantiques à leur plein potentiel. Dans cette thèse, nous étudions les protocoles quantiques interactifs du point de vue de la théorie de l'information et étudions les analogues du codage de source et du codage sur canal bruité. Le cadre considéré est celui de la complexité de la communication: Alice et Bob veulent faire un calcul quantique biparti tout en minimisant la quantité de communication échangée, sans égard au coût des calculs locaux. Nos résultats sont séparés en trois chapitres distincts, qui sont organisés de sorte à ce que chacun puisse être lu indépendamment. Étant donné le rôle central qu'elle occupe dans le contexte de la compression interactive, un chapitre est dédié à l'étude de la tâche de la redistribution d'état quantique. Nous prouvons des bornes inférieures sur les coûts de communication nécessaires dans un contexte interactif. Nous prouvons également des bornes atteignables avec un seul message, dans un contexte d'usage unique. Dans un chapitre subséquent, nous définissons une nouvelle notion de complexité de l'information quantique. Celle-ci caractérise la quantité d'information, plutôt que de communication, qu'Alice et Bob doivent échanger pour calculer une tâche bipartie. Nous prouvons beaucoup de propriétés structurelles pour cette quantité, et nous lui donnons une interprétation opérationnelle en tant que complexité de la communication quantique amortie. Dans le cas particulier d'entrées classiques, nous donnons une autre caractérisation permettant de quantifier le coût encouru par un protocole quantique qui oublie de l'information classique. Deux applications sont présentées: le premier résultat général de somme directe pour la complexité de la communication quantique à plus d'une ronde, ainsi qu'une borne optimale, à un terme polylogarithmique près, pour la complexité de la communication quantique avec un nombre de rondes limité pour la fonction « ensembles disjoints ». Dans un chapitre final, nous initions l'étude de la capacité interactive quantique pour les canaux bruités. Étant donné que les techniques pour distribuer de l'intrication sont bien étudiées, nous nous concentrons sur un modèle avec intrication préalable parfaite et communication classique bruitée. Nous démontrons que dans le cadre plus ardu des erreurs adversarielles, nous pouvons tolérer un taux d'erreur maximal de une demie moins epsilon, avec epsilon plus grand que zéro arbitrairement petit, et ce avec un taux de communication positif. Il s'ensuit que les canaux avec bruit aléatoire ayant une capacité positive pour la transmission unidirectionnelle ont une capacité positive pour la communication interactive quantique. Nous concluons avec une discussion de nos résultats et des directions futures pour ce programme de recherche sur une théorie de l'information quantique interactive.

Modelling climate change: the role of unresolved processes

Our understanding of the climate system has been revolutionized recently, by the development of sophisticated computer models. The predictions of such models are used to formulate international protocols, intended to mitigate the severity of global warming and its impacts. Yet, these models are not perfect representations of reality, because they remove from explicit consideration many physical processes which are known to be key aspects of the climate system, but which are too small or fast to be modelled. The purpose of this paper is to give a personal perspective of the current state of knowledge regarding the problem of unresolved scales in climate models. A recent novel solution to the problem is discussed, in which it is proposed, somewhat counter-intuitively, that the performance of models may be improved by adding random noise to represent the unresolved processes.

Ensemble downscaling in coupled solar wind-magnetosphere modeling for space weather forecasting

Advanced forecasting of space weather requires simulation of the whole Sun-to-Earth system, which necessitates driving magnetospheric models with the outputs from solar wind models. This presents a fundamental difficulty, as the magnetosphere is sensitive to both large-scale solar wind structures, which can be captured by solar wind models, and small-scale solar wind “noise,” which is far below typical solar wind model resolution and results primarily from stochastic processes. Following similar approaches in terrestrial climate modeling, we propose statistical “downscaling” of solar wind model results prior to their use as input to a magnetospheric model. As magnetospheric response can be highly nonlinear, this is preferable to downscaling the results of magnetospheric modeling. To demonstrate the benefit of this approach, we first approximate solar wind model output by smoothing solar wind observations with an 8 h filter, then add small-scale structure back in through the addition of random noise with the observed spectral characteristics. Here we use a very simple parameterization of noise based upon the observed probability distribution functions of solar wind parameters, but more sophisticated methods will be developed in the future. An ensemble of results from the simple downscaling scheme are tested using a model-independent method and shown to add value to the magnetospheric forecast, both improving the best estimate and quantifying the uncertainty. We suggest a number of features desirable in an operational solar wind downscaling scheme.

Interpretação sísmica e análise de atributos - área do levantamento sísmico 3D de siririzinho (Bacia Sergipe-Alagoas, NE do Brasil)

The main objective of the present thesis was the seismic interpretation and seismic attribute analysis of the 3D seismic data from the Siririzinho high, located in the Sergipe Sub-basin (southern portion of Sergipe-Alagoas Basin). This study has enabled a better understanding of the stratigraphy and structure that the Siririzinho high experienced during its development. In a first analysis, we used two types of filters: the dip-steered median filter, was used to remove random noise and increase the lateral continuity of reflections, and fault-enhancement filter was applied to enhance the reflection discontinuities. After this filtering step similarity and curvature attributes were applied in order to identify and enhance the distribution of faults and fractures. The use of attributes and filtering greatly contributed to the identification and enhancement of continuity of faults. Besides the application of typical attributes (similarity and curvature) neural network and fingerprint techniques were also used, which generate meta-attributes, also aiming to highlight the faults; however, the results were not satisfactory. In a subsequent step, well log and seismic data analysis were performed, which allowed the understanding of the distribution and arrangement of sequences that occur in the Siririzinho high, as well as an understanding of how these units are affected by main structures in the region. The Siririzinho high comprises an elongated structure elongated in the NS direction, capped by four seismo-sequences (informally named, from bottom to top, the sequences I to IV, plus the top of the basement). It was possible to recognize the main NS-oriented faults, which especially affect the sequences I and II, and faults oriented NE-SW, that reach the younger sequences, III and IV. Finally, with the interpretation of seismic horizons corresponding to each of these sequences, it was possible to define a better understanding of geometry, deposition and structural relations in the area.

THERMAL RADIATION FROM A FLUCTUATING EVENT HORIZON

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Automatic segmentation of latent fingerprints

Latent fingerprints are routinely found at crime scenes due to the inadvertent contact of the criminals' finger tips with various objects. As such, they have been used as crucial evidence for identifying and convicting criminals by law enforcement agencies. However, compared to plain and rolled prints, latent fingerprints usually have poor quality of ridge impressions with small fingerprint area, and contain large overlap between the foreground area (friction ridge pattern) and structured or random noise in the background. Accordingly, latent fingerprint segmentation is a difficult problem. In this paper, we propose a latent fingerprint segmentation algorithm whose goal is to separate the fingerprint region (region of interest) from background. Our algorithm utilizes both ridge orientation and frequency features. The orientation tensor is used to obtain the symmetric patterns of fingerprint ridge orientation, and local Fourier analysis method is used to estimate the local ridge frequency of the latent fingerprint. Candidate fingerprint (foreground) regions are obtained for each feature type; an intersection of regions from orientation and frequency features localizes the true latent fingerprint regions. To verify the viability of the proposed segmentation algorithm, we evaluated the segmentation results in two aspects: a comparison with the ground truth foreground and matching performance based on segmented region. © 2012 IEEE.

Análise de ambiguidade em métodos de campo potenciais através de análise fatorial, Q-Modal

Este trabalho apresenta uma metodologia para o estudo da ambiguidade na interpretação de dados geofísicos. Várias soluções alternativas, representativas da região de maior ambiguidade no espaço de parâmetros são obtidas, sendo posteriormente grupadas e ordenadas pela análise fatorial modo Q. Esta metodologia foi aplicada a dados sintéticos de campo potencial simulando-se causas de ambiguidade como discretização e truncamento da anomalia e a presença de ruídos aleatório e geológico. Um único prisma foi usado como modelo interpretativo, sendo a espessura a principal causa de ambiguidade tanto na gravimetria como na magnetometria. Segue-se a profundidade do topo sempre associada à espessura, quando o sinal da anomalia é alto. Quando a anomalia tem sinal baixo, a largura torna-se o segundo parâmetro mais importante, também associada à espessura. Ao contrário da presença de interferências geológicas, a presença de ruído aleatório nos campos, não é fator importante na ambiguidade. A aplicação da metodologia a dados reais ilustra o papel desta análise na caracterização de soluções alternativas e a importância da informação a priori na caracterização das causas de ambiguidade. A metodologia apresentada pode ser empregada em diversos estágios de um programa de prospecção fornecendo em cada estágio uma análise dos principais fatores causadores da ambiguidade, que poderá ser util no planejamento dos estágios seguintes. Comparada a outros métodos de análise de ambiguidade, como por exemplo regiões de confiança, a metodologia estudada destaca-se por não precisar satisfazer premissas estatísticas sobre a distribuição dos erros.

Análise comparativa de três métodos de inversão aplicados a dados gravimétricos e magnéticos em perfil

Tradicionalmente, o método dos mínimos quadrados tem sido empregado na inversão não linear de dados de campo potencial. No caso em que as observações dos campos gravimétrico ou magnético contém apenas ruído Gaussiano. O método dos mínimos quadrados não apresenta problemas. Entretanto, quando as observações são perturbadas por ruído não Gaussiano, ou mesmo por ruído não aleatório, como é o caso de muitos ruídos geológicos, o método dos mínimos quadrados torna-se bastante ineficiente, e métodos alternativos devem ser empregados a fim de produzir interpretações realísticas. Neste trabalho, uma comparação é feita entre os métodos dos mínimos quadrados, dos mínimos absolutos e do ajuste-M, aplicados à inversão não linear de dados de campo potencial. A comparação é efetuada usando-se dados teóricos, onde diversas situações geológicas são simuladas. Os resultados mostram que na presença de ruído geológico, caracterizado por pequeno corpo raso acima do corpo principal, ou por corpo grande, adjacente ao corpo principal, o ajuste-M apresenta desempenho muito superior ao dos mínimos quadrados e dos mínimos absolutos. Na presença de ruído Gaussiano, entretanto, o ajuste-M tem um desempenho inferior aos outros dois métodos. Como o ruído Gaussiano é um ruído branco, parte dele pode ser removido por um filtro passa baixa adequado, sem muita perda do sinal, o que não ocorre com o ruído geológico que contém componentes importantes de baixo número de onda. Desse modo o ajuste-M se torna uma ferramenta importante na interpretação de áreas geologicamente complexas, onde é comum a contaminação das anomalias por ruído geológico. Os três métodos em estudo são aplicados a uma anomalia magnética real causada por uma intrusão de diabásio em forma de dique, em sedimentos arenosos da formação Piauí na Bacia do Parnaíba. Os três métodos apresentaram resultados semelhantes indicando que tanto o nível de ruído Gaussiano como geológico são baixos nesta anomalia.

Use of a Single L1 GPS Receiver for Monitoring Structures: First Results of the Detection of Millimetric Dynamic Oscillations

This paper presents preliminary results to determine small displacements of a global positioning system (GPS) antenna fastened to a structure using only one L1 GPS receiver. Vibrations, periodic or not, are common in large structures, such as bridges, footbridges, tall buildings, and towers under dynamic loads. The behavior in time and frequency leads to structural analysis studies. The hypothesis of this article is that any large structure that presents vibrations in the centimeter-to-millimeter range can be monitored by phase measurements of a single L1 receiver with a high data rate, as long as the direction of the displacement is pointing to a particular satellite. Within this scenario, the carrier phase will be modulated by antenna displacement. During a period of a few dozen seconds, the relative displacement to the satellite, the satellite clock, and the atmospheric phase delays can be assumed as a polynomial time function. The residuals from a polynomial adjustment contain the phase modulation owing to small displacements, random noise, receiver clock short time instabilities, and multipath. The results showed that it is possible to detect displacements of centimeters in the phase data of a single satellite and millimeters in the difference between the phases of two satellites. After applying a periodic nonsinusoidal displacement of 10 m to the antenna, it is clearly recovered in the difference of the residuals. The time domain spectrum obtained by the fast Fourier transform (FFT) exhibited a defined peak of the third harmonic much more than the random noise using the proposed third-degree polynomial model. DOI: 10.1061/(ASCE)SU.1943-5428.0000070. (C) 2012 American Society of Civil Engineers.