It is a well-known fact that a power system contains many sources of uncertainties. These uncertainties coming from the loads, the renewables, the model and the measurement, etc, are influencing the steady state and dynamic response of the power system. Facing this problem, traditional methods, such as the Monte Carlo method and the Perturbation method, are either too time consuming or suffering from the strong nonlinearity in the system. To solve these, this Dissertation will mainly focus on developing the polynomial chaos based method to replace the traditional ones. Using it, the uncertainties from the model and the measurement are propagated through the polynomial chaos bases at a set of collocation points. The approximated polynomial chaos coefficients contain the statistical information. The method can greatly accelerate the calculation efficiency while not losing the accuracy, even when the system is highly stressed. In this dissertation, both the forward problem and the inverse problem of uncertainty quantification will be discussed. The forward problems will include the probabilistic power flow problem and statistical power system dynamic simulations. The generalized polynomial chaos method, the adaptive polynomial chaos-ANOVA method and the multi-element polynomial chaos method will be introduced and compared. The case studies show that the proposed methods have great performances in the statistical analysis of the large-scale power systems. The inverse problems will include the state and parameter estimation problem. A novel polynomial-chaos-based Kalman filter will be proposed. The comparison studies with other traditional Kalman filter demonstrate the good performances of the proposed Kalman filter. We further explored the area dynamic parameter estimation problem under the Bayesian inference framework. The polynomial-chaos-expansions are treated as the response surface of the full dynamic solver. Combing with hybrid Markov chain Monte Carlo method, the proposed method yields very high estimation accuracy while greatly reducing the computing time. For both the forward problem and the inverse problems, the polynomial chaos based methods haven shown great advantages over the traditional methods. These computational techniques can improve the efficiency and accuracy in power system planning, guarantee the rationality and reliability in power system operations, and, finally, speed up the power system dynamic security assessment. / PHD / It is a well-known fact that a power system state is inherently stochastic. Sources of stochasticity include load random variations, renewable energy intermittencies, and random outages of generating units, lines, and transformers, to cite a few. These stochasticities translate into uncertainties in the models that are assumed to describe the steady-sate and dynamic behavior of a power system. Now, these models are themselves approximate since they are based on some assumptions that are typically violated in practice. Therefore, it does not come as a surprise if recent research activities in power systems are focusing on how to cope with uncertainties when dealing with power system planning, monitoring and control. This Dissertation is developing polynomial-chaos-based method in quantifying, and managing these uncertainties. Three major topics, including uncertainty quantification, state estimation and parameter estimation are discussed. The developed method can improve the efficiency and accuracy in power system planning, guarantee the rationality and reliability in power system operations in dealing with the uncertainties, and, finally, enhancing the resilience of the power systems.

El caos distribucional fue introducido por Schweizer y Smítal en [SS94] a partir de la noción de caos de Li-Yorke con el fín de implicar la entropía topológica positiva para aplicaciones del intervalo compacto en sí mismo. El caos distribucional para operadores fue estudiado por primera vez en [Opr06] y fue analizado en el contexto lineal de dimensión infinita en [MGOP09]. El concepto de caos distribucional para un operador (semigrupo) consiste en la existencia de un conjunto no numerable y un numero real positivo ¿ tal que para dos elementos distintos cualesquiera del conjunto no numerable, tanto la densidad superior del conjunto de iteraciones (tiempos) en las cuales la diferencia entre las órbitas de dichos elementos es mayor que ¿, como la densidad superior del conjunto de iteraciones (tiempos) en las cuales dicha diferencia es tan pequeña como se quiera, es igual a uno. Esta tesis est'a dividida en seis capítulos. En el primero, hacemos un resumen del estado actual de la teoría de la din'amica caótica para C0-semigrupos de operadores lineales. En el segundo capítulo, mostramos la equivalencia entre el caos distribucional de un C0-semigrupo y el caos distribucional de cada uno de sus operadores no triviales. Tambi'en caracterizamos el caos distribucional de un C0-semigrupo en t'erminos de la existencia de un vector distribucionalmente irregular. La noción de hiperciclicidad de un operador (semigrupo) consiste en la existencia de un elemento cuya órbita por el operador (semigrupo) sea densa. Si adem'as el conjunto de puntos periódicos es denso, diremos que el operador (semigrupo) es caótico en el sentido de Devaney. Una de las herramientas mas útiles para comprobar si un operador es hipercíclico es el Criterio de Hiperciclicidad, enunciado inicialmente por Kitai en 1982. En [BBMGP11], Bermúdez, Bonilla, Martínez-Gim'enez y Peris presentan elCriterio para Caos Distribucional (CDC en ingl'es) para operadores. Enunciamos y probamos una versión del CDC para C0-semigrupos. En el contexto de C0-semigrupos, Desch, Schappacher y Webb tambi'en estudiaron en [DSW97] la hiperciclicidad y el caos de Devaney para C0-semigrupos, dando un criterio para caos de Devaney basado en el espectro del generador in¿nitesimal del C0- semigrupo. En el tercer capítulo, establecemos un criterio de existencia de una variedad distribucionalmente irregular densa (DDIM en sus siglas en ingl'es) en t'erminos del espectro del generador in¿nitesimal del C0-semigrupo. En el Capítulo 4, se dan algunas condiciones su¿cientes para que el C0-semigrupo de traslación en espacios L p ponderados sea distribucionalmente caótico en función de la función peso admisible. Ademas, establecemos una analogía completa entre el estudio del caos distribucional para el C0-semigrupo de traslación y para los operadores de desplazamiento hacia atras o ¿backward shifts¿ en espacios ponderados de sucesiones. El capítulo quinto está dedicado al estudio de la existencia de C0-semigrupos para los cuales todo vector no nulo es un vector distribucionalmente irregular. Tambi'en damos un ejemplo de uno de dichos C0-semigrupos que además no es hipercíclico. En el Capítulo 6, el criterio DDIM se aplica a varios ejemplos de C0-semigrupos. Algunos de ellos siendo los semigrupos de solución de ecuaciones en derivadas parciales, como la ecuación hiperbólica de transferencia de calor o la ecuación de von Foerster-Lasota y otros son la solución de un sistema in¿nito de ecuaciones diferenciales ordinarias usado para modelizar la dinámica de una población de c'elulas bajo proliferación y maduración simultáneas. / Barrachina Civera, X. (2013). Distributional chaos of C0-semigroups of operators [Tesis doctoral]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/28241 / Premios Extraordinarios de tesis doctorales

The desire to develop a holistic framework for knowing and modelling in human enterprises is not new. Methodologies, such as Systems Dynamics, Soft Systems and the Viable Systems Model all claim a holistic perspective. Each of these approaches emphasises the interrelatedness of `things', rather than the `things' themselves. Thus, they avoid the possible fragmentation that can occur when elements within a situation are treated as if they exist independently. Unfortunately, the systems approaches flounder because they fail to reconcile knowledge with the path that brings it into being, or to satisfactorily deal with the concepts of order or communication in language. The Thesis, therefore, provides a greater clarification of these issues, in the light of enactive cognitive science, chaos theory and contemporary theories on dialogue. As a result, a new framework is presented, for knowing and modelling in human enterprises, that is based on our `new' understanding of holism. The organisational context of the Thesis is provided by two generic models, both developed by the author (a model of Duopoly Competition and a model of Chaos Control ), together with a case study of the Danish hearing aid manufacturer Oticon. The Thesis concludes by presenting various insights arising from our new frame of reference and reflecting on their challenges for organisations.

A numerical code for solving the time-dependent incompressible 3D Navier-Stokes equations with finite volumes on overlapping staggered grids in cylindrical and rectangular geometry is developed. In the code, written in FORTRAN, the momentum equation for the velocity is solved by projection method and Poisson equation for the pressure is solved by ADI implicit method in two directions combined with discrete fast Fourier transform in the third direction. A special technique for overcoming the singularity on the cylinder's axis is developed. This code, taking into account dependence upon temperature of the viscosity, density and surface tension of the liquid, is used to study the fluid motion in a cylinder with free cylindrical surface (under normal and zero-gravity conditions); and in a rectangular closed cell with a source of thermocapillary convection (bubble inside attached to one of the cell's faces). They are significant problems in crystal growth and in general experiments in fluid dynamics respectively. Nevertheless, the main study is dedicated to the liquid bridge problem. The development of thermocapillary convection inside a cylindrical liquid bridge is investigated by using a direct numerical simulation of the 3D, time-dependent problem for a wide range of Prandtl numbers, Pr = 0.01 - 108. For Pr > 0.08 (e.g. silicon oils), above the critical value of temperature difference between the supporting disks, two counter propagating hydrothermal waves bifurcate from the 2D steady state. The existence of standing and traveling waves is discussed. The dependence of viscosity upon temperature is taken into account. For Pr = 4, 0-g conditions, and for Pr = 18.8, 1-g case with unit aspect ratio an investigation of the onset of chaos was numerically carried out. For a Pr = 108 liquid bridge under terrestrial conditions , the appearance and the development of thermoconvective oscillatory flows were investigated for different ambient conditions around the free surface. Transition from 2D thermoconvective steady flow to a 3D flow is considered for low-Prandtl fluids (Pr = 0.01) in a liquid bridge with a non-cylindrical free surface. For Pr < 0.08 (e.g. liquid metals), in supercritical region of parameters 3D but non-oscillatory convective flow is observed. The computer program developed for this simulation transforms the original non-rectangular physical domain into a rectangular computational domain. A study of how presence of a bubble in experimental rectangular cell influences the convective flow when carrying out microgravity experiments. As a model, a real experiment called TRAMP is numerically simulated. The obtained results were very different from what was expected. First, because of residual gravity taking place on board any spacecraft; second, due to presence of a bubble having appeared on the experimental cell's wall. Real data obtained from experimental observations were taken for the calculations.

Cette thèse traite de l’analyse robuste du comportement dynamique des systèmes frottants. Ces derniers constituent une classe particulière des systèmes non linéaires et sont caractérisés par des comportements dynamiques très sensibles aux variations des paramètres de conception en particulier aux dispersions des lois de frottement. Cette sensibilité se traduit par des variations qualitatives importantes du comportement dynamique (stabilité, niveaux vibratoire) qui peuvent alors affecter négativement les performances des systèmes frottants. Il est ainsi important, voire indispensable, de pouvoir tenir compte de la dispersion des lois de frottement dans l’étude et l’analyse du comportement dynamique des systèmes frottants afin d’en garantir la robustesse et, dans une perspective plus générale, d’asseoir une démarche de conception robuste des systèmes frottants. Des méthodes spectrales basées sur le concept du chaos polynomial sont proposées dans cette thèse pour traiter de l’analyse robuste du comportement dynamique des systèmes frottants. Pouvant modéliser les fonctions et processus stochastiques, ces méthodes sont adaptées au problème en particulier à l’analyse de la stabilité et à la prédiction des niveaux vibratoires en tenant compte de la dispersion des lois de frottement. Différentes procédures sont proposées et développées pour traiter de ces deux questions. Une efficacité importante a été illustrée à travers l’évaluation des différentes méthodes proposées (chaos polynomial généralisé, chaos polynomial multi-éléments, chaos de Wiener-Haar) en les appliquant sur un exemple de système frottant. En effet, il est montré que ces méthodes offrent une alternative très intéressante à la méthode prohibitive, mais référentielle, de Monte Carlo puisque, pour des niveaux de précision et de confiance similaires, le coût en nombre, en volume et nécessairement en temps de calcul occasionné par les méthodes spectrales sur les différentes analyses (de la stabilité et des niveaux vibratoire) est largement inférieur à celui requis par la technique de Monte Carlo. / This thesis deals with the robust analysis of the dynamic behaviour of dry friction systems. These are a special class of nonlinear systems and are characterized by dynamic behaviors very sensitive to changes in design parameters in particular to dispersions of friction laws. This sensitivity results in important qualitative changes (stability, vibration levels) that can adversely affect the performances of friction systems. It is thus important, even essential, to take account of the dispersion laws of friction in the study and analysis of the dynamic behavior of friction systems in order to ensure robustness and, in a more general perspective, to establish a robust design approach for friction systems. Spectral methods based on the concept of polynomial chaos are proposed in this thesis to address these problems. The spectral methods can model random functions and stochastic processes so they have been adapted to deal with the robust analysis of the dynamic behavior of frictions systems subjected to random friction coefficient. Different procedures are proposed and developed to, analyze with robustness the stability of friction system in a first step and to predict and estimate the vibratory levels of the same systems. High efficiency is demonstrated by evaluating the various proposed methods (generalized polynomial chaos, multi-element polynomial chaos, Wiener-Haar chaos) on the two issues considered. Indeed, it is shown that these methods offer an attractive alternative to the prohibitive, but referential, Monte Carlo method since, for similar levels of accuracy and confidence, the cost in terms of number and volume of calculus and thus in time of computing occasioned by the spectral methods on the different problems (robust stability and vibration levels analysis) is well lower than the one occasioned by the Monte Carlo technique.

Os principais resultados originais relatados ao longo desse texto provêm de observações em experimentos numéricos, entretanto, na maioria dos casos, os resultados são fundamentados com instrumentos teóricos ou com modelos heurísticos. Inicialmente, introduzimos, nas equações que descrevem osciladores caóticos, uma pequena perturbação periódica a fim de observar no espaço de parâmetros a porção de parâmetros cujo comportamento caótico é extinto. Assim, constatamos que o conjunto de parâmetros correspondentes às orbitas caóticas extintas correspondem à replicas de janelas periódicas complexas previamente existentes no sistema não-perturbado. Posteriormente, utilizando as propriedades de torsão do espaço de estados dos osciladores caóticos, visualizamos transições existentes no interior das janelas periódicas complexas. Quando consideramos sequências dessas janelas sob a ótica da torsão do espaço de estados, observamos a existência de regras que relacionam janelas consecutivas ao longo dessa sequência. Adicionalmente, no espaço de parâmetros de osciladores caóticos e sistemas dinâmicos adicionais, fizemos uma estimativa da dimensão da fronteira entre o conjunto de parâmetros que leva às soluções periódicas e o conjunto que leva aos atratores caóticos. Para os sistemas investigados, os valores obtidos para essa dimensão estão no mesmo intervalo de confiança, indicando que essa dimensão é universal. / The main results reported along this text come from observations in numerical experiments, however, in most cases, results are explained by theoretical instruments or heuristic models. Initially we introduced in the equations that describe chaotic oscillators, a small periodic perturbation to observe, in the parameter space, the portion of parameters whose chaotic behavior is extinguished. Thus, we find that the set of parameters corresponding to the extinct chaotic orbits correspond to replicas of previously complex periodic windows existing in the unperturbed system. Subsequently, using the torsion properties of state spaces of chaotic oscillators, we visualize transitions within the complex periodic windows. When we consider sequences of these windows from the perspective of torsion properties of the state space, we observe the existence of rules that relate consecutive windows along these sequences. Additionally, in the parameter space of chaotic oscillators and additional dynamical systems, we estimate the dimension of the boundary between the set of parameters that leads to periodic solutions and the set that leads to chaotic attractors. For the systems considered here, the values for this dimension are in the same confidence interval, indicating that this dimension is universal.

Investigou-se a gênese de atividade irregular em neurônios de centros geradores de padrões através de modelos eletrofisiologicamente realistas. Para tanto, foram adotadas abordagens paralelas. Primeiramente, desenvolveram-se técnicas para determinar quais os mecanismos biofísicos subjacentes aos processos de codificação de informação nestas células. Também foi proposta uma nova metodologia híbrida (baseada em continuação numérica e em varreduras força bruta) para análise de bancos de dados de modelos neuronais, permitindo estendê-los e revelar instâncias de multiestabilidade entre regimes oscilatórios e quiescentes. Além disto, a fim de determinar a origem de comportamento complexo em modelos neuronais simplificados, empregaram-se métodos geométricos da teoria de sistemas dinâmicos. A partir da análise de mapas unidimensionais perturbados por ruído, foram discutidos possíveis cenários para o surgimento de caos em sistemas dinâmicos aleatórios. Finalmente mostrou-se que, levando em conta o ruído, uma classe de modelos de condutâncias reproduz padrões de disparo observados in vivo. Estas pertubações revelam a riqueza da dinâmica transiente, levando o sistema a visitar um arcabouço determinista complexo preexistente -- sem recorrer a ajustes finos de parâmetros ou a construções ad hoc para induzir comportamento caótico. / We investigated the origin of irregularities in the dynamics of central pattern generator neurons, through analyzing electrophysiologically realistic models. A number of parallel approaches were adopted for that purpose. Initially, we studied information coding processes in these cells and proposed a technique to determine the underlying biophysical mechanisms. We also developed a novel hybrid method (based on numerical continuation and brute force sweeps) to analyze neuronal model databases, extending them and unveiling instances of multistability between oscillatory and resting regimes. Furthermore, in order to determine the origin of irregular dynamics in simplified neuronal models, we employed geometrical methods from the theory of dynamical systems. The analysis of stochastically perturbed maps allowed us to discuss possible scenarios for the generation of chaotic behaviour in random dynamical systems. Finally we showed that, by taking noise into account, a class of conductance based models gives rise to firing patterns akin to the ones observed \\emph{in vivo}. These perturbations unveil the richness of the transient dynamics, inducing the system to populate a preexistent complex deterministic scaffolding -- without resorting to parameter fine-tuning or ad hoc constructions to induce chaotic activity.

Sinais caóticos são determinísticos, aperiódicos e apresentam dependência sensível às condições iniciais. Esta dependência significa que o estado de dois sistemas caóticos idênticos, iniciados com condições cuja diferença seja arbitrariamente pequena estarão distantes no espaço de fase depois de um tempo finito. Estes sinais podem ser interessantes para algumas áreas da Engenharia de Telecomunicações por apresentarem espectro de Fourier plano, dificuldade de previsão e serem facilmente confundíveis com ruído. Devido à sensibilidade às condições iniciais pode parecer que o sincronismo de dois sistemas caóticos seja impossível. Porém, Pecora e Carroll mostraram que este sincronismo é possível desde que os sistemas obedeçam a certas condições necessárias e suficientes. Este resultado deu um grande impulso para a geração de muitos trabalhos sobre sistemas de comunicação com detecção coerente utilizando sinais caóticos. Regra geral, eles apresentam um subsistema transmissor que gera um sinal caótico a partir do sinal de informação a ser transmitido e um subsistema receptor que consegue produzir um sinal sincronizado com o do transmissor e recuperar o sinal de informação. A literatura mostra que estes sistemas funcionam perfeitamente em condições ideais. O objetivo principal deste trabalho é estudar de forma teórica e numerica o critério de sincronismo de Pecora e Carroll e alguns dos sistemas de comunicação utilizando sinais caóticos propostos na literatura, sobretudo o seu desempenho quando há introdução de ruído branco gaussiano na transmissão e o canal é limitado em freqüência, casos pouco estudados. Mais especificamente, são analisados com certo detalhe os sistemas de comunicação analógica propostos por Cuomo e Oppenheim, por Wu e Chua e o sistema digital Chaotic Phase Shift Keying (CPSK) proposto por Ushio. Mostra-se que nas condições não-ideais citadas, esses sistemas têm desempenho muito pobre no que diz respeito à relação sinal-ruído na saída do receptor. Neste trabalho é apresentada uma solução para este problema no caso de transmissão em canal limitado em banda e é analisada uma proposta de melhoria para o caso de ruído no canal. Conclui-se que, apesar de todas as propriedades interessantes do ponto de vista de comunicações que os sinais caóticos possuem, ainda é necessária muita pesquisa e desenvolvimento para que os sistemas com detecção coerente baseados neles possam concorrer, em situações práticas, com os sistemas em uso atualmente. / Chaotic signals are deterministic, nonperiodic and exhibit sensitive dependence on initial conditions. This dependence means that the states of two identical chaotic systems started with two conditions whose difference is arbitrarily small will be distant in the phase space after a finite time. These signals may be interesting in some Telecommunication Engineering fields because their Fourier spectrum is plane, they are difficult to predict and they are noise-like. Due to the sensitive dependence on initial conditions, it may seem that the synchronism of two chaotic systems is impossible. However, as Pecora and Carroll have shown, this synchronism is possible if the systems satisfy some necessary and sufficient conditions. This result has inspired the development of many communication systems based on coherent detection of chaotic signals. In general, they are composed of a transmitter subsystem that generates a chaotic signal depending on the information to be transmitted and a receptor subsystem that can generate a chaotic signal synchronized with the one on the transmitter and can recover the information signal. These systems are known to work well under ideal conditions. The main objective of this work is to study, theoretically and numerically, Pecora and Carroll's criterion and some of the communication systems using chaotic signals proposed in the literature, specially their behavior when additive white gaussian noise is added to the transmitted signal and the channel is band-limited. Specifically, the analog communication systems proposed by Cuomo and Oppenheim, by Wu and Chua and the Chaotic Phase Shift Keying (CPSK) system proposed by Ushio are analyzed in some detail. We show that when the mentioned non-ideal conditions are present the above systems have poor performance when considering the signal-to-noise ratio at the output of the receiver. In this work a solution is presented for the case of transmission over a bandlimited channel and a method for improving the results in the case of noisy channels is analyzed. We conclude that, regardless all the potential properties chaotic signals may have for communication applications, research and development are still necessary so that systems based on them can surpass in practical situations the usual systems used nowadays.

Orientador: Samuel da Silva / Banca: Marcio Antonio Bazani / Banca: Marcos Silveira / Resumo: A descrição e representação do movimento de corpos rígidos no espaço pode ser realizada de diversas formas, a forma mais popular é através dos ângulos de Euler, apesar de não ser sempre a mais adequada. O objetivo deste trabalho consiste em obter um modelo matemático que descreve o movimento de um giroscópio no espaço através de conceitos da mecânica clássica de Newton-Euler e parametrizar o problema da cinemática inversa dos ângulos de Euler e dos quatérnions e obter a solução numérica, além de realizar uma análise do comportamento deste sistema sob ação de esforços em função das velocidades angulares do corpo. Os resultados são comparados e são destacadas as vantagens de cada parametrização utilizada. A partir deste modelo estuda-se o caso onde os torques externos são realimentados pelas velocidades angulares nas direções principais de inércia do corpo, para estas situações o giroscópio apresenta caos. Nota-se que, para determinados valores de parâmetros, as equações de Euler do giroscópio assumem a forma dos sistemas de Lorenz, Chen e Lü-Chen e podem ser visualizados atratores estranhos no espaço de fases / Abstract: The description and representation of the motion of a rigid body in space can be performed in several ways, the most popular form is through the Euler angles, although it is not always the most appropriate. The goal of this work is to achieve a mathematical model that describes the movement of a gyroscope in space through the classical concepts Newton-Euler mechanical and parameterizing the problem of inverse kinematics of the Euler angles and quaternions and obtain the numerical solution, and to perform an analysis of the behavior of this system in action efforts as functions of the angular velocities of the body. The results are compared and are emphasized the advantages of each parameterization used. From this model it is also studied the case where the external torque are feedback by the angular velocities in the main directions of the body of inertia, for these situations the gyroscope presents chaos. It is noted that for certain parameter values, the Euler equations for the gyroscope take the form of the Lorenz, Chen and LuChen systems and strange attractors can be seen in the phase space / Mestre

The purpose of this work is to illuminate some of the non-smooth phenomena found in piecewise-smooth continuous and discrete dynamical systems, which do not occur in smooth systems. We will explain how such non-smooth phenomena arise in applications which experience impact, such as impact oscillators, and a type of rotating machine, called magnetic bearing systems. The study of their dynamics and sensitivity to parameter variation gives not just insights into the critical motion found in these applications, but also into the complexity and beauty in their own right. This work comprises two parts. The first part studies a general one-dimensional discontinuous power law map which can arise from impact oscillators with a repelling wall. Parameter variation and the influence of the exponent on the existence and stability of periodic orbits is presented. In the second part we analyse two coupled oscillators that model rotating machines colliding with a circular boundary under friction. The study of the dynamics of rigid bodies impacting with and without friction is approached in two ways. On the one hand existence and stability conditions for non-impacting and impacting invariant sets are derived using local and global methods. On the other hand the analysis of parameter variation reveals new non-smooth bifurcations. Extensive numerical studies confirm these results and reveal further phenomena not attainable otherwise.