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Importance Sampling of Rare Events in Chaotic SystemsLeitão, Jorge C. 19 August 2016 (has links)
Rare events play a crucial role in our society and a great effort has been dedicated to numerically study them in different contexts. This thesis proposes a numerical methodology based on Monte Carlo Metropolis-Hastings algorithm to efficiently sample rare events in chaotic systems. It starts by reviewing the relevance of rare events in chaotic systems, focusing in two types of rare events: states in closed systems with rare chaoticities, characterised by a finite-time Lyapunov exponent on a tail of its distribution, and states in transiently chaotic systems, characterised by a escape time on the tail of its distribution.
This thesis argues that these two problems can be interpreted as a traditional problem of statistical physics: sampling exponentially rare states in the phase-space - states in the tail of the density of states - with an increasing parameter - the system size. This is used as the starting point to review Metropolis-Hastings algorithm, a traditional and flexible methodology of importance sampling in statistical physics. By an analytical argument, it is shown that the chaoticity of the system hinders direct application of Metropolis-Hastings techniques to efficiently sample these states because the acceptance is low. It is argued that a crucial step to overcome low acceptance rate is to construct a proposal distribution that uses information about the system to bound the acceptance rate. Using generic properties of chaotic systems, such as exponential divergence of initial conditions and fractals embedded in their phase-spaces, a proposal distribution that guarantees a bounded acceptance rate is derived for each type of rare events. This proposal is numerically tested in simple chaotic systems, and the efficiency of the resulting algorithm is measured in numerous examples in both types of rare events.
The results confirm the dramatic improvement of using Monte Carlo importance sampling with the derived proposals against traditional methodologies:
the number of samples required to sample an exponentially rare state increases polynomially, as opposed to an exponential increase observed in uniform sampling. This thesis then analyses the sub-optimal (polynomial) efficiency of this algorithm in a simple system and shows analytically how the correlations induced by the proposal distribution can be detrimental to the efficiency of the algorithm. This thesis also analyses the effect of high-dimensional chaos in the proposal distribution and concludes that an anisotropic proposal that takes advantage of the different rates of expansion along the different unstable directions, is able to efficiently find rare states.
The applicability of this methodology is also discussed to sample rare states in non-hyperbolic systems, with focus on three systems: the logistic map, the Pomeau-Manneville map, and the standard map. Here, it is argued that the different origins of non-hyperbolicity require different proposal distributions. Overall, the results show that by incorporating specific information about the system in the proposal distribution of Metropolis-Hastings algorithm, it is possible to efficiently find and sample rare events of chaotic systems. This improved methodology should be useful to a large class of problems where the numerical characterisation of rare events is important.
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Difuze částic z tokamaku vlivem stochastizace magnetických siločar / Diffusion of Particles from Tokamak by Stochastization of Magnetic Field LinesCahyna, Pavel January 2010 (has links)
The thesis summarizes the current state of research of thermonuclear fusion with magnetic confinement and decribes the possible role of stochastization of magnetic field lines and magnetic perturbations in solving some of the problems that are encountered on the road to the exploitation of fusion. It presents a theoretical introduction to deterministic chaos and explains the connection of this theory to magnetic perturbations in tokamak. The results are presented mainly in the form of publications in journals and conference proceedings. Among them are: the comparison of chaotic diffusion of particles and field lines, where significant differences were found; the application of chaotic diffusion of particles to the problem of runaway electrons originating in disruptions, where our simulations contributed to explaining the experimental results from the JET tokamak; the calculation of spectra of perturbations for the COMPASS tokamak, done as a preparation for the upcoming experiments; and modelling of screening of perturbations by plasma, where the observations of divertor footprints show as a promising method to detect the screening.
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Hamiltonovský chaos a jeho aplikace na anomální jevy v /turbulentním prostředí / Hamiltonian chaos and its application to anomalous dynamics in turbulent environmentKurian, Matúš January 2014 (has links)
(Hamiltonian chaos and its application to anomalous dynamics in turbulent environment) RMP-induced ELM control has been tested on several tokamaks. It is believed that increase of electron transport across the magnetic field plays an important role. Edge plasma turbulence also affects dynamics in the edge region of tokamak. We study the simultaneous effect of plasma turbulence and RMP-induced stochastic magnetic field within the single-particle framework. We find out that the plasma turbulence is an important element of dynamics that should be taken into account in further (especially single-particle) studies.
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Black Metal, Ecology and Contemporary NihilismFurniss, Mary January 2020 (has links)
Abstract 1: Master Thesis - Investigating the relationship between the aesthetics of Black Metal and its ecological and nihilistic implications with contemporary painting, comics and Chaos Magick spiritual practice. Abstract 2: Documentation of solo exhibition titled Zurbaráns' Dream. The works take as a starting point the paintings of Saint Francis by Francisco De Zurbarán. The depictions of Saint Francis within Catholic mythology in the 16th/17th century used symbolic postures and objects to create paintings that were instructional for spiritual transcendence. My paintings are developed from an esoteric fiction manipulated by the process of lucid dreaming. They are inspired by Zurbaráns' 'dream' of using art and iconography as tools for spiritual transcendence.
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Ondes planes tordues et diffusion chaotique / Distorted plane waves in chaotic scatteringIngremeau, Maxime 01 December 2016 (has links)
Cette thèse traite de plusieurs problèmes de théorie de la diffusion dans la limite semi-classique, c’est à dire des propriétés des fonctions propres généralisées d’un opérateur de Schrödinger à haute fréquence. Les fonctions propres généralisées d’un opérateur de Schrödinger sur l’espace euclidien, pour un potentiel lisse à support compact, peuvent toujours se décomposer comme la somme d’une partie entrante et d’une partie sortante, plus un terme négligeable à l’infini. La matrice de diffusion relie alors la partie entrante et la partie sortante de la fonction propre. Une première partie de ce travail concerne le spectre de la matrice de diffusion. On montre un résultat d’équidistribution des valeurs propres de la matrice de diffusion, sous l’hypothèse sans doute générique que les ensembles de points fixes de certaines applications définies à partir de la dynamique classique sont de mesure de Lebesgue nulle. Ce résultat était connu précédemment, sous l’hypothèse additionnelle que la dynamique classique est sans ensemble capté.Une seconde partie du travail concerne les ondes planes tordues, qui sont une famille particulière de fonctions propres généralisées d’un opérateur de Schrödinger, pouvant s'écrire comme la somme d'une onde plane et d'une partie purement sortante. Nous faisons l’hypothèse que la dynamique classique sous-jacente possède un ensemble capté hyperbolique, et qu’une certaine pression topologique est négative. Sous ces hypothèses, on obtient dans la limite semi-classique une description précise des ondes planes tordues comme une somme convergente d’états lagrangiens. On peut en particulier en déduire la mesure semi-classique associée aux ondes planes tordues. Si la variété est de courbure négative, et que le potentiel est nul, ces états lagrangiens sont associés à des lagrangiennes se projetant sans caustiques sur la variété de base. On peut alors en déduire des résultats sur les normes C^l et les ensembles nodaux des ondes planes tordues. Nous obtenons aussiune borne inférieure sur le nombre de domaine nodaux de la somme de deux ondes planes tordues de directions incidentes proches, pour une petite perturbation générique d’une métrique de courbure négative vérifiant la condition de pression topologique. / This thesis deals with several problems of scattering theory in the semi-classical limit, that is to say, with properties of the generalised eigenfunctions of a Schrödinger operator at high frequencies. The generalised eigenfunctions of a Schrödinger operator on the Euclidean space, with a compactly supported smooth potential, may always be written as the sum of an incoming wave and an outgoing wave, plus a term which is negligible at infinity. The scattering matrix relates the incoming part with the outgoing part. The first part of this work deals with the spectrum of the scattering matrix. We show an equidistribution result for the eigenvalues of the scattering matrix, under the hypothesis that the sets of fixed points of some maps defined from the classical dynamics has measure zero. This result was previously known under the additional assumption that the classical dynamics has an empty trapped set.A second part of this work deals with the distorted plane waves, which are a particular family of generalized eigenfunctions of a Schrödinger operator, which can be written as the sum of a plane wave and a purely outgoing part. We make the hypothesis that the underlying classical dynamics has a hyperbolic trapped set, and that a certain topological pressure is negative. Under these assumptions, we obtain in the semiclassical limit a precise description of distorted plane waves as a convergent sum of Lagrangian states. In particular, we can deduce from this the semiclassical measure associated to distorted plane waves. If we furthermore assume that the manifold has non-positive curvature, and that the potential is zero, these Lagrangian states project on the base manifold without caustics. We deduce from this results on the C^l norms and on the nodal sets of distorted plane waves. We also obtain a lower bound on the number of nodal domains of the sum of two distorted plane waves with close enough incoming directions , for a small generic perturbation of a metric of negative curvature satisfying the topological pressure assumption.
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Deterministic Brownian MotionTrefán, György 08 1900 (has links)
The goal of this thesis is to contribute to the ambitious program of the foundation of developing statistical physics using chaos. We build a deterministic model of Brownian motion and provide a microscpoic derivation of the Fokker-Planck equation. Since the Brownian motion of a particle is the result of the competing processes of diffusion and dissipation, we create a model where both diffusion and dissipation originate from the same deterministic mechanism - the deterministic interaction of that particle with its environment. We show that standard diffusion which is the basis of the Fokker-Planck equation rests on the Central Limit Theorem, and, consequently, on the possibility of deriving it from a deterministic process with a quickly decaying correlation function. The sensitive dependence on initial conditions, one of the defining properties of chaos insures this rapid decay. We carefully address the problem of deriving dissipation from the interaction of a particle with a fully deterministic nonlinear bath, that we term the booster. We show that the solution of this problem essentially rests on the linear response of a booster to an external perturbation. This raises a long-standing problem concerned with Kubo's Linear Response Theory and the strong criticism against it by van Kampen. Kubo's theory is based on a perturbation treatment of the Liouville equation, which, in turn, is expected to be totally equivalent to a first-order perturbation treatment of single trajectories. Since the boosters are chaotic, and chaos is essential to generate diffusion, the single trajectories are highly unstable and do not respond linearly to weak external perturbation. We adopt chaotic maps as boosters of a Brownian particle, and therefore address the problem of the response of a chaotic booster to an external perturbation. We notice that a fully chaotic map is characterized by an invariant measure which is a continuous function of the control parameters of the map. Consequently if the external perturbation is made to act on a control parameter of the map, we show that the booster distribution undergoes slight modifications as an effect of the weak external perturbation, thereby leading to a linear response of the mean value of the perturbed variable of the booster. This approach to linear response completely bypasses the criticism of van Kampen. The joint use of these two phenomena, diffusion and friction stemming from the interaction of the Brownian particle with the same booster, makes the microscopic derivation of a Fokker-Planck equation and Brownian motion, possible.
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Chaos Analysis of Heart Rate Variability and Experimental Verification of Hypotheses Based on the Neurovisceral Integration Model / 心拍変動のカオス解析と神経内臓統合モデルに基づく仮説の実験的検証Mao, Tomoyuki 23 March 2023 (has links)
京都大学 / 新制・課程博士 / 博士(情報学) / 甲第24742号 / 情博第830号 / 新制||情||139(附属図書館) / 京都大学大学院情報学研究科数理工学専攻 / (主査)教授 梅野 健, 教授 太田 快人, 准教授 辻本 諭 / 学位規則第4条第1項該当 / Doctor of Informatics / Kyoto University / DFAM
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Matrices aléatoires et billards classiques : universalité dans les mesures statistiques sur les trajectoiresLaprise, Jean-François 17 April 2018 (has links)
Nous suggérons qu'une matrice d'observables classiques, mesurées le long de trajectoires correspondants à un ensemble de points limites, en conjonction avec des outils statistiques de la théorie des matrices aléatoires, peut être utilisée en mécanique classique pour distinguer des systèmes chaotiques de systèmes intégrables. Nous considérons, comme exemples de systèmes chaotiques, des billards planaires : en stade, de Sinai et en cardioïde, en utilisant la longueur des trajectoires comme observables. Nous considérons aussi un exemple de billard optique en stade avec indice de réfraction variable, en utilisant le temps de propagation des rayons optiques comme observables. Nous trouvons que les résultats obtenus dans ces cas complètement chaotiques sont en accord avec les prédictions de la théorie des matrices aléatoires pour l'ensemble orthogonal gaussien (EOG), ce qui peut être expliqué à l'aide de théorèmes limites, tels que le théorème de la limite centrale. Nous considérons aussi les systèmes intégrables 2D du billard circulaire et du billard rectangulaire. Nous observons un comportement spectral très rigide avec des valeurs propres fortement corrélées, tel que pour un peigne de Dirac. Finalement, nous investiguons, toujours en 2D, la limite presque intégrable du billard en stade et de la famille des billards de Robnik, qui donnent des résultats près du comportement de Poisson observé en mécanique quantique pour la plupart des systèmes intégrables. Nos observations fournissent une très forte indication à l'effet que l'universalité dans les fluctuations spectrales tient aussi pour les systèmes classiques intégrables et les systèmes classiques complètement chaotiques. Alors que le comportement EOG dans les systèmes classiques chaotiques correspond au comportement EOG en chaos quantique, le comportement fortement corrélé en peigne de Dirac dans les systèmes classiques intégrables contraste avec le comportement poissonien non-corrélé typique des systèmes quantiques, mais demeure distinct du comportement EOG. / We suggest that a matrix of classical observables, measured along trajectories corresponding to a set of boundary points, in conjunction with statistical tools from random matrix theory can be used to distinguish chaotic from integrable systems. As examples of chaotic systems we consider planar billiards : stadium, Sinai and cardioid ; using length of trajectories as observables. We also consider an example of stadium optical billiard with varying index of refraction, using the time of travel of optical rays as observables. In the fully chaotic case we found agreement with predictions from random matrix theory for the Gaussian orthogonal ensemble (GOE) which can be understood in terms of limit theorems such as the Central Limit Theorem. We also consider the 2-D circular billiard and rectangular billiard integrable systems. We find a very rigid spectral behavior with strongly correlated eigenvalues as for a Dirac comb. Finally, we investigate the almost integrable limit of the stadium and Robnik's billiards, which show results close to the Poissonian behavior generally observed in quantum mechanics for regular systems. Our findings present evidence for universality in spectral fluctuations also to hold in classically integrable systems and in classically fully chaotic systems. While the GOE behavior in classically chaotic systems corresponds to GOE behavior in quantum chaos, the fully correlated Dirac comb behavior in classically integrable systems contrasts the typical uncorrelated Poissonian behavior in quantum systems, but still remains clearly distinct from GOE's.
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Transport in Hamilton-Systemen: Von der Klassik zur Quantenmechanik / Tranport in Hamiltonian Systems: From Classics to Quantum MechanicsHufnagel, Lars 22 October 2001 (has links)
No description available.
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Stabilizace chaosu: metody a aplikace / The Control of Chaos: Methods and ApplicationsHůlka, Tomáš January 2017 (has links)
This thesis focuses on deterministic chaos and selected methods of chaos control. It briefly describes the matter of deterministic chaos and presents commonly used tools of analysis of dynamical systems exhibiting chaotic behavior. A list of frequently studied chaotic systems is presented and followed by a description of methods of chaos control and the optimization of these methods. The practical part is dedicated to the stabilization of two model systems and one real system with described methods.
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