Global ETD Search

41	Fluctuations, irreversibility and causal influence in time series. Auconi, Andrea 09 May 2019 (has links) Informationsthermodynamik ist der aktuelle Trend in der statistischen Physik. Es ist die theoretische Konstruktion eines einheitlichen Rahmens für die Beschreibung der Nichtgleichgewichtsmerkmale stochastischer dynamischer Systeme, wie die Dissipation der Arbeit und die Irreversibilität von Trajektorien, unter Verwendung der Sprache der Fluktuationstheoreme und der Informationstheorie. Die modellunabhängige Natur von Information und Irreversibilität ermöglicht eine breite Anwendbarkeit der Theorie auf allgemeinere (nichtphysikalische) Modelle aus der Systembiologie und der quantitativen Finanzmathematik, in denen asymmetrische Wechselwirkungen und Nichtlinearitäten allgegenwärtig sind. Insbesondere interessieren wir uns für Zeitreihe, die aus Messungen gewonnen werden oder aus einer Zeitdiskretisierung kontinuierlicher Modelle resultieren. In dieser Arbeit untersuchen wir die Irreversibilität von Zeitreihen unter Berücksichtigung der statistischen Eigenschaften ihrer Zeitumkehrung, und leiten daraus ein Fluktuationstheorem ab, das für Signal-Antwort-Modelle gilt, und das Irreversibilität sowie bedingte Informationen mit der Vergangenheit verknüpft. Interagierende Systeme tauschen kontinuierlich Informationen aus und beeinflussen sich gegenseitig. Intuitiv ist der kausale Einfluss der Effekt dieser Wechselwirkungen, der im Hinblick auf den Informationsfluss über die Zeit beobachtet werden kann, aber seine quantitative Definition wird in der Fachgemeinschaft immer noch diskutiert. Wir wenden insbesondere das Schema der partiellen Informationszerlegung (PID) an, das kürzlich definiert wurde, um synergistische und redundante Effekte aus informationstheoretischen Maßen zu entfernen. Hier schlagen wir unsere PID vor und diskutieren die resultierende Definition des kausalen Einflusses für den Sonderfall linearer Signal-Antwort-Modelle. / Information thermodynamics is the current trend in statistical physics. It is the theoretical research of a unified framework for the description of nonequilibrium features of stochastic dynamical systems like work dissipation and the irreversibility of trajectories, using the language of fluctuation theorems and information theory. The model-independent nature of information and irreversibility allows a wide applicability of the theory to more general (nonphysical) models from systems biology and quantitative finance, where asymmetric interactions and nonlinearities are ubiquitous. In particular, we are interested in time series obtained from measurements or resulting from a time discretization of continuous models. In this thesis we study the irreversibility of time series considering the statistical properties of their time-reversal, and we derive a fluctuation theorem that holds for time series of signal-response models, and that links irreversibility and conditional information towards past. Interacting systems continuously share information while influencing each other dynamics. Intuitively, the causal influence is the effect of those interactions observed in terms of information flow over time, but its quantitative definition is still under debate in the community. In particular, we adopt the scheme of partial information decomposition (PID), that was recently defined in the attempt to remove synergistic and redundant effects from information-theoretic measures. Here we propose our PID, and motivate the resulting definition of causal influence for the special case of linear signal-response models. The thermodynamic role of causal influences can only be discussed for time series of linear signal-response models in the continuous limit, and its generalization to general time series remains in our opinion the open problem in information thermodynamics. Informationsthermodynamik Irreversibilität Fluktuationstheoreme Zeitreihe kausale Einfluss Fluctuations Causal influence Information Thermodynamics Irreversibility Circadian rhythms Time series 530 Physik 539 Moderne Physik 621 Angewandte Physik WD 9200 UG 2000 UG 3700 SK 845 ddc:530 ddc:539 ddc:621
42	[pt] INICIO DE ESCOAMENTO DE ÓLEOS GELIFICADOS EM OLEODUTOS: OS EFEITOS DO ENCOLHIMENTO E DA DEPENDÊNCIA TEMPORAL IRREVERSÍVEL / [en] STARTUP FLOW OF GELLED CRUDE OILS IN PIPELINES: THE ROLES OF SHRINKAGE AND IRREVERSIBLE TIME DEPENDENCE BEHBOOD ABEDI 09 November 2020 (has links) [pt] Durante a gelificação por parafina, a rede de cristais de parafina modifica o comportamento do óleo cru. Ele muda de um material newtoniano de baixa viscosidade para um material com dependência temporal e de alta viscosidade com tensão limite do escoamento. Com isto, é totalmente desafiador descobrir a pressão minima de início do fluxo de petróleo gelificado com uma microestrutura tão complexa. Através da minha dissertação de mestrado, investigamos dois materiais viscoplásticos: um gel de cabelo com uma tixotropia desprezível e uma suspensão aquosa tixotrópica 2 por cento de laponita para imitar o início de fluxo de óleos gelificados. Para ambos os materiais, o gradiente de pressão axial mínimo necessário para o início do fluxo foi medido e os valores medidos estavam de acordo com a previsão do balanço de força convencional. Por outro lado, os casos da indústria exibiram que o balanço de força mencionado acima leva a uma superestimação da pressão mínima inicial. Em alguns estudos, uma explicação elicitada é o comportamento tixotrópico do petróleo gelificado, mas nossos resultados acima mencionados serviram para refutá-lo. Durante a primeira parte da minha tese de doutorado, buscamos verificar por laboratório porque o balanço de força não se aplica ao petróleo gelificado, em seguida, buscamos uma explicação fisicamente adequada para essa discrepância e também uma maneira confiável de prever a pressão mínima de início do escoamento. Nesta linha, mostramos o efeito do encolhimento do petróleo gelificado na discordância entre a tensão limite estática de escoamento e o gradiente de pressão mínimo necessário para iniciar o fluxo, através da reometria e do fluxo de fluido em um tubo. Em seguida, introduzimos uma equação de balanço de força modificada com o efeito de encolhimento incluído para obter o melhor estimação da pressão minima de início de escoamento. Outro elemento essencial sobre o início de escoamento de petróleo gelificado é descobrir uma estratégia confiável para modelar matematicamente a reologia do material. Na maioria dos modelos que visam prever o comportamento reológico de petróleo gelificado, as mudanças da microestrutura durante o fluxo são consideradas tixotrópicas; dependência temporal reversível. Porém, observamos em nossos experimentos com histórias de fluxo e térmicas bem controladas que o caráter irreversível da dependência temporal é bastante evidente. Assim, na segunda parte da tese, propomos um modelo baseado no desenvolvimentos anteriores de Souza Mendes e colaboradores que considera a dependência temporal irreversível observada experimentalmente para petróleo gelificado. A capacidade preditiva do modelo proposto é então avaliada através de comparações com dados experimentais. / [en] Throughout the wax gelation, the network of parafinn crystals modifies the behavior of waxy crude oil. It changes from a low viscosity Newtonian to a high viscosity time-dependent material with yield strength. Now, it is totally challenging to find out the restart pressure for gelled crude oil ow with such a complex microstructure. Through my Master s dissertation, we investigated two viscoplastic materials, namely a hair gel with a negligible thixotropy and a quite thixotropic 2 percent aqueous suspension of Laponite to mimic the startup flow of waxy crude oils. For both materials, the minimum axial pressure gradient required for the onset of flow was measured, and the measured values were in good agreement with the prediction of a conventional force balance. On the other hand, industry cases have exhibited that the just mentioned force balance leads to an overestimation of the minimum startup pressure gradient. In some studies, an elicited explanation is the thixotropic behavior of the gelled crude, but our results above-mentioned served to falsify it. Over the first part of my PhD thesis, we aimed to verify in the laboratory that why the force balance does not hold for gelled crude oil and then we sought a physically proper explanation for this discrepancy and also a reliable way to predict the minimum startup pressure gradient. Along these lines, we show the role of gelled crude oil s shrinkage in the discordance between static yield strength and required minimum pressure gradient to onset the flow, through rheometry and fluid flow in a tube. Then, we introduce a modified force balance equation with the role of shrinkage included to best estimate the minimum restart pressure gradient. Another essential element through the restart flow of gelled waxy crude is to find out a reliable strategy to mathematically model the material s rheology. In most models that aim at predicting the rheological behavior of gelled waxy crude oil, the microstructure changes during ow are assumed to be thixotropic (reversible time dependent). But, we observed in our experiments with well-controlled flow and thermal histories that the irreversible character of time dependence is quite evident. Thus, in the second part of thesis we propose a model based on previous developments by Souza Mendes and co-workers that accounts for the irreversible time dependence observed experimentally in a waxy crude oil. The predictive capability of the proposed model is then assessed via comparisons with experimental data. [pt] MODELO CONSTITUTIVO [pt] ENCOLHIMENTO [pt] DEPENDENCIA TEMPORAL [pt] INICIO DE ESCOAMENTO [pt] OLEO CRU GELIFICADO [pt] FLUIDEZ [pt] IRREVERSIBILIDADE [en] CONSTITUTIVE MODELS [en] VOLUME SHRINKAGE [en] TIME-DEPENDENT [en] STARTUP FLOW [en] GELLED WAXY CRUDE OIL [en] FLUIDITY [en] IRREVERSIBILITY
43	Essays in resource economics Maher, Anabelle 06 1900 (has links) Cette thèse comporte trois essais en économie des ressources naturelles. Le Chapitre 2 analyse les effets du stockage d’une ressource naturelle sur le bien-être et sur le stock de celle-ci, dans le contexte de la rizipisciculture. La rizipisciculture consiste à élever des poissons dans une rizière en même temps que la culture du riz. Je développe un modèle d’équilibre général, qui contient trois composantes principales : une ressource renouvelable à accès libre, deux secteurs de production et le stockage du bien produit à partir de la ressource. Les consommateurs stockent la ressource lorsqu’ils spéculent que le prix de cette ressource sera plus élevé dans le futur. Le stockage a un effet ambigu sur le bien-être, négatif sur le stock de ressource au moment où le stockage a lieu et positive sur le stock de ressource dans le futur. Le Chapitre 3 étudie les effects de la migration de travailleurs qualifiés dans un modèle de commerce international lorsqu’il y a présence de pollution. Je développe un modèle de commerce à deux secteurs dans lequel j’introduis les questions de pollution et de migration dans l’objectif de montrer que le commerce interrégional peut affecter le niveau de pollution dans un pays composé de régions qui ont des structures industrielles différentes. La mobilité des travailleurs amplifie les effets du commerce sur le capital environnemental. Le capital environnemental de la région qui a la technologie la moins (plus) polluante est positivement (négativement) affecté par le commerce. De plus, je montre que le commerce interrégional est toujours bénéfique pour la région avec la technologie la moins polluante, ce qui n’est pas toujours le cas pour la région qui a la technologie la plus polluante. Finalement, le Chapitre 4 est coécrit avec Yves Richelle. Dans ce chapitre, nous étudions l’allocation efficace de l’eau d’un lac entre différents utilisateurs. Nous considérons dans le modèle deux types d’irréversibilités : l’irréversibilité d’un investissement qui crée un dommage à l’écosystème et l’irréversibilité dans l’allocation des droits d’usage de l’eau qui provient de la loi sur l’eau (irréversibilité légale). Nous déterminons d’abord la valeur de l’eau pour chacun des utilisateurs. Par la suite, nous caractérisons l’allocation optimale de l’eau entre les utilisateurs. Nous montrons que l’irréversibilité légale entraîne qu’il est parfois optimal de réduire la quantité d’eau allouée à la firme, même s’il n’y a pas de rivalité d’usage. De plus, nous montrons qu’il n’est pas toujours optimal de prévenir le dommage créé par un investissement. Dans l’ensemble, nous prouvons que les irréversibilités entraînent que l’égalité de la valeur entre les utilisateurs ne tient plus à l’allocation optimale. Nous montrons que lorsqu’il n’y a pas de rivalité d’usage, l’eau non utilisée ne doit pas être considérée comme une ressource sans limite qui doit être utilisée de n’importe quelle façon. / This thesis consists of three essays in resource economics. Chapter 2 analyzes the effects of resource storage on welfare and on the resource stock, in the context of rice-fish culture. I develop a simple general equilibrium model, that has three central components: one open access renewable resource with logistic natural growth, two production sectors and storage of the good produced with the resource. Consumers store the resource when they speculate that the price of the resource will be higher in the future. Storage has an ambiguous effect on welfare, has a negative impact on resource stock at the period the storage takes place and has a positive impact for all following periods. Chapter 3 examines the effects of migration of skilled workers in a model of interregional trade in the presence of pollution. I develop a two-sector model of trade that incorporates both pollution and migration issues to show that interregional trade can affect the pollution level of a country composed of regions with different industrial structures. The mobility of workers amplifies the effects of interregional trade on the environmental capital. The region with the less (more) polluting technology is affected positively (negatively) by trade. Migration doesn’t affect the trade pattern. The region with the less polluting manufacturing industry always gains from trade. If the preferences over manufactures is relatively low, the region with the more pollutant technology can experience a loss from trade in the long run. Finally, Chapter 4 is co-authored with Yves Richelle. In this chapter, we consider the problem of efficiently allocating water of a lake among different potential users. We consider two types of irreversibility: the irreversibility of an investment that creates a fixed damage to the ecosystem and the irreversibility of the right to use the resource that comes from the legislation (legislative irreversibility). First of all, we determine the value of water for users. Then, we characterize the optimal allocation of water among users. With legislative irreversibility, we show that it is sometimes optimal to reduce the amount of water allocated to the firm, even though there is no rivalry in use. Moreover, we show that it is not always optimal to prevent the damage created by the irreversible vi investment. We define the context, in which it is optimal to intervene to prevent the damage. Furthermore, with irreversibility, we prove that the marginal value of water at the efficient allocation for users is not equalized. Overall, we show that in the case of no rivalry in use, unused water should not be seen as a limitless resource to be used in any way whatever. Ressource renouvelable à accès libre Stockage Rizipisciculture Modèle dynamique à deux secteurs Migration Externalité provenant de la pollution Allocation de l'eau Irréversibilité Valeur de l'eau Open access renewable resource Storage Rice-fish culture Two-sector dynamic model Migration Pollution externality Water allocation Irreversibility Value of water
44	Dynamics of isolated quantum many-body systems far from equilibrium Schmitt, Markus 11 January 2018 (has links) No description available. 530 Physik (PPN621336750) Quantum many-body dynamics Nonequilibrium dynamics Quantum many-body theory Quench dynamics Dynamical quantum phase transitions Nonequilibrium phase transitions Quantum dynamics from classical networks Artificial neural network wave functions Irreversibility Quantum chaos Echo dynamics Effective time reversal Quantum butterfly effect Out-of-time-order
45	Generic design and investigation of solar cooling systems Saulich, Sven January 2013 (has links) This thesis presents work on a holistic approach for improving the overall design of solar cooling systems driven by solar thermal collectors. Newly developed methods for thermodynamic optimization of hydraulics and control were used to redesign an existing pilot plant. Measurements taken from the newly developed system show an 81% increase of the Solar Cooling Efficiency (SCEth) factor compared to the original pilot system. In addition to the improvements in system design, new efficiency factors for benchmarking solar cooling systems are presented. The Solar Supply Efficiency (SSEth) factor provides a means of quantifying the quality of solar thermal charging systems relative to the usable heat to drive the sorption process. The product of the SSEth with the already established COPth of the chiller, leads to the SCEth factor which, for the first time, provides a clear and concise benchmarking method for the overall design of solar cooling systems. Furthermore, the definition of a coefficient of performance, including irreversibilities from energy conversion (COPcon), enables a direct comparison of compression and sorption chiller technology. This new performance metric is applicable to all low-temperature heat-supply machines for direct comparison of different types or technologies. The achieved findings of this work led to an optimized generic design for solar cooling systems, which was successfully transferred to the market. 697.9
46	Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement El-Khatib, Mayar January 2010 (has links) While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model. This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives. Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond. highway development decision making under uncertainty real options jump processes infinitely divisible distributions Lévy processes measure theory characteristic function characteristic exponent Lévy jump measure probability measure cádlág stochastic process Wiener process Poisson process compound Poisson process finite activity models jump diffusion models Merton model Gaussian jump process Kou model double exponential jump process leptokurtic volatility smile infinite activity models pure jumps process generalized hyperbolic model modified Bessel function negative inverse Gaussian model geometric Brownian motion model log-normal distribution model normality assumption heavy-tailed distribution asymmetric distribution quantile-quantile plot Rydberg algorithm parameter calibration moments cummulants sum of squares Monte Carlo simulation least-squares regression backward dynamic programming discrete-time Markov chain land price traffic demand highway service quality index data collection traffic volume Annual Average Daily Traffic Ontario Ministry of Transportation Land Registry Office Freedom of Information Act seasonality value of transportation types of transportation systems importance of highway systems cost of wrong decisions monetary cost private sector cost human cost land expropriation environmental cost irreversibility cost factor time cost factor political cost factor opportunity cost opportunity cost of wrong decisions economic cost of wrong decisions economic cost of mis-estimation economic profit of wrong decisions cost of inaction price of making right decisions scope of decisions rehabilitation decision land acquisition decision expansion decision uncertainty modeling land acquisition cost expropriation cost construction cost material cost Montréal-Mirabel International Airport Pickering Airport 407 Express Toll Route Highway 407 Statistics
47	Highway Development Decision-Making Under Uncertainty: Analysis, Critique and Advancement El-Khatib, Mayar January 2010 (has links) While decision-making under uncertainty is a major universal problem, its implications in the field of transportation systems are especially enormous; where the benefits of right decisions are tremendous, the consequences of wrong ones are potentially disastrous. In the realm of highway systems, decisions related to the highway configuration (number of lanes, right of way, etc.) need to incorporate both the traffic demand and land price uncertainties. In the literature, these uncertainties have generally been modeled using the Geometric Brownian Motion (GBM) process, which has been used extensively in modeling many other real life phenomena. But few scholars, including those who used the GBM in highway configuration decisions, have offered any rigorous justification for the use of this model. This thesis attempts to offer a detailed analysis of various aspects of transportation systems in relation to decision-making. It reveals some general insights as well as a new concept that extends the notion of opportunity cost to situations where wrong decisions could be made. Claiming deficiency of the GBM model, it also introduces a new formulation that utilizes a large and flexible parametric family of jump models (i.e., Lévy processes). To validate this claim, data related to traffic demand and land prices were collected and analyzed to reveal that their distributions, heavy-tailed and asymmetric, do not match well with the GBM model. As a remedy, this research used the Merton, Kou, and negative inverse Gaussian Lévy processes as possible alternatives. Though the results show indifference in relation to final decisions among the models, mathematically, they improve the precision of uncertainty models and the decision-making process. This furthers the quest for optimality in highway projects and beyond. highway development decision making under uncertainty real options jump processes infinitely divisible distributions Lévy processes measure theory characteristic function characteristic exponent Lévy jump measure probability measure cádlág stochastic process Wiener process Poisson process compound Poisson process finite activity models jump diffusion models Merton model Gaussian jump process Kou model double exponential jump process leptokurtic volatility smile infinite activity models pure jumps process generalized hyperbolic model modified Bessel function negative inverse Gaussian model geometric Brownian motion model log-normal distribution model normality assumption heavy-tailed distribution asymmetric distribution quantile-quantile plot Rydberg algorithm parameter calibration moments cummulants sum of squares Monte Carlo simulation least-squares regression backward dynamic programming discrete-time Markov chain land price traffic demand highway service quality index data collection traffic volume Annual Average Daily Traffic Ontario Ministry of Transportation Land Registry Office Freedom of Information Act seasonality value of transportation types of transportation systems importance of highway systems cost of wrong decisions monetary cost private sector cost human cost land expropriation environmental cost irreversibility cost factor time cost factor political cost factor opportunity cost opportunity cost of wrong decisions economic cost of wrong decisions economic cost of mis-estimation economic profit of wrong decisions cost of inaction price of making right decisions scope of decisions rehabilitation decision land acquisition decision expansion decision uncertainty modeling land acquisition cost expropriation cost construction cost material cost Montréal-Mirabel International Airport Pickering Airport 407 Express Toll Route Highway 407 Statistics

Page generated in 0.0439 seconds