641 |
Processus de Fleming-Viot, distributions quasi-stationnaires et marches aléatoires en interaction de type champ moyen / Fleming-Viot process, quasi-stationary distributions and random walks in mean field type interactionThai, Anh-Thi Marie Noémie 27 November 2015 (has links)
Dans cette thèse nous étudions le comportement asymptotique de systèmes de particules en interaction de type champ moyen en espace discret, systèmes pour lesquels l'interaction a lieu par l'intermédiaire de la mesure empirique. Dans la première partie de ce mémoire, nous nous intéressons aux systèmes de particules de type Fleming-Viot: les particules se déplacent indépendamment suivant une dynamique markovienne jusqu'au moment où l'une d'entre elles touche un état absorbant. A cet instant, la particule absorbée choisit uniformément une autre particule et saute sur sa position. L'ergodicité du processus est établie dans le cadre de marches aléatoires sur N avec dérive vers l'origine et pour une dynamique proche de celle du graphe complet. Pour ce dernier, nous obtenons une estimation quantitative de la convergence en temps long à l'aide de la courbure de Wasserstein. Nous montrons de plus la convergence de la distribution empirique stationnaire vers une unique distribution quasi-stationnaire, quand le nombre de particules tend vers l'infini. Dans la deuxième partie de ce mémoire, nous nous intéressons au comportement en temps long et quand le nombre de particules devient grand, d'un système de processus de naissance et mort pour lequel les particules interagissent à chaque instant par le biais de la moyenne de leurs positions. Nous établissons l'existence d'une limite macroscopique, solution d'une équation non linéaire ainsi que le phénomène de propagation du chaos avec une estimation quantitative et uniforme en temps / In this thesis we study the asymptotic behavior of particle systems in mean field type interaction in discrete space, where the system acts over one fixed particle through the empirical measure of the system. In the first part of this thesis, we are interested in Fleming-Viot particle systems: the particles move independently of each other until one of them reaches an absorbing state. At this time, the absorbed particle jumps instantly to the position of one of the other particles, chosen uniformly at random. The ergodicity of the process is established in the case of random walks on N with a dirft towards the origin and on complete graph dynamics. For the latter, we obtain a quantitative estimate of the convergence described by the Wasserstein curvature. Moreover, under the invariant measure, we show the convergence of the empirical measure towards the unique quasi-stationary distribution as the size of the system tends to infinity. In the second part of this thesis, we study the behavior in large time and when the number of particles is large of a system of birth and death processes where at each time a particle interacts with the others through the mean of theirs positions. We establish the existence of a macroscopic limit, solution of a non linear equation and the propagation of chaos phenomenon with quantitative and uniform in time estimate
|
642 |
Quantum manifestations of the adiabatic chaos of perturbed susperintegrable Hamiltonian systems / Manifestations quantiques du chaos adiabatique de systèmes hamiltoniens superintégrables perturbéesFontanari, Daniele 25 November 2013 (has links)
Dans cette thèse nous étudions un système quantique, obtenu comme un analogue d'un système classique superintégrable perturbé au moyen de la quantification géométrique. Notre objectif est de mettre en évidence la présence des phénomènes analogues à ceux qui caractérisent la superintégrabilité classique, notamment la coexistence des mouvements réguliers et chaotiques liés aux effets des résonances ainsi que la régularité du régime non-résonant. L'analyse est effectuée par l'étude des distributions du Husimi des états quantiques sélectionnés, avec une attention particulière aux états stationnaires et à l'évolution des états cohérents. Les calculs sont effectués en utilisant les méthodes numériques et les méthodes perturbatives. Les calculs sont effectués en utilisant les méthodes numériques et les méthodes perturbatives. Bien que cette thèse devrait être considérée comme une étude préliminaire, dont l'objectif est de créer le socle des études futures, nos résultats donnent des indications intéressantes sur la dynamique quantique. Par exemple, il est démontré comment les résonancees classiques exercent une influence considérable sur le spectre du système quantique et comment il est possible, dans le comportement quantique, de trouver une trace de l'invariant adiabatique dans le régime de résonance. / The abundance, among physical models, of perturbations of superintegrable Hamiltonian systems makes the understanding of their long-term dynamics an important research topic. While from the classical standpoint the situation, at least in many important cases, is well understood through the use of Nekhoroshev stability theorem and of the adiabatic invariants theory, in the quantum framework there is, on the contrary, a lack of precise results. The purpose of this thesis is to study a perturbed superintegrable quantum system, obtained from a classical counterpart by means of geometric quantization, in order to highlight the presence of indicators of superintegrability analogues to the ones that characterize the classical system, such as the coexistence of regular motions with chaotic one, due to the effects of resonances, opposed to the regularity in the non resonant regime. The analysis is carried out by studying the Husimi distributions of chosen quantum states, with particular emphasis on stationary states and evolved coherent states. The computation are performed using both numerical methods and perturbative schemes. Although this should be considered a preliminary work, the purpose of which is to lay the fundations for future investigations, the results obtained here give interesting insights into quantum dynamics. For instance, it is shown how classical resonances exert a considerable influence on the spectrum of the quantum system and how it is possible, in the quantum behaviour, to find a trace of the classical adiabatic invariance in the resonance regime. / L'abbondanza, fra i modelli fisici, di perturbazioni di sistemi Hamiltoniani superintegrabili rende la comprensione della loro dinamica per tempi lunghi un importante argomento diricerca. Mentre dal punto di vista classico la situazione, perlomeno in molti case importanti, è ben compresa grazie all'uso del teorema di stabilità di Nekhoroshev e della teoria degli invariantiadiabatici, nel caso quantistico vi è, al contrario, una mancanza di risultati precisi. L'obiettivo di questa tesi è di studiare un sistema superintegrabile quantistico, ottenuto partendo da un corrispettivo classico tramite quantizzazione geometrica, al fine di evidenziare la presenza di indicatori di supertintegrabilità analoghi a quelliche caratterizzano il sistema classico, come la coesistenza di moti regolari e caotici, dovuta all'effetto delle risonanze, in contrapposizione con la regolarità nel regime non risonante. L'analisi è condotta studiando le distribuzioni di Husimi di stati quantistici scelti, con particolare enfasi posta sugli stati stazionari e sugli stati coerenti evoluti. I calcoli sono effettuati sia utilizzando tecniche numeriche che schemi perturbativi. Pur essendo da considerardi questo un lavoro preliminare, il cui compito è di porre le fondamenta per analisi future, i risultati qui ottenuti offrono interessanti spunti sulla dinamica quantistica. Per esempio è mostrato come le risonanze classiche abbiano un chiaro effeto sullo spettro del sistema quantistico, ed inoltre comesia possibile trovare una traccia, nel comportamento quantistico, dell'invarianza adiabatica classica nel regime risonante.
|
643 |
Statistiques spatiales des cavités chaotiques ouvertes : applications aux cavités électromagnétiques / Spatial statistics of open chaotic cavities : applications to electromagnetic cavitiesGros, Jean-Baptiste 19 December 2014 (has links)
Les chambres réverbérantes à brassage de modes (CRBM) utilisées dans l'industrie pour tester l'immunité ou la susceptibilité des systèmes électroniques embarqués (avion, automobile , smartphone,...) vis-à-vis des ondes électromagnétiques (EM) présentes dans leur environnement. Les CRBM doivent toutes répondre à un certain nombre de critères statistiques fixés par une norme internationale. Le critère principale étant l'obtention d'un champ statistiquement uniforme et isotrope autour de l'objet sous test. Afin améliorer et de mieux maîtriser les propriétés statistiques de ces systèmes pour des fréquences proches de leur fréquence minimale d'utilisation, nous proposons de les rendre chaotiques afin de profiter des propriétés statistiques universelles des résonances des cavités chaotiques. Nous commencerons par montrer comment rendre chaotique, par des modifications simples, des chambres réverbérantes conventionnelles, et comment étendre les prédictions de la théorie des matrices aléatoire appliquée (TMA) à l'hamiltonien effectif, permettant de décrire les systèmes chaotiques ouverts, au cas de systèmes décrits par des champs vectoriels. Ensuite, nous comparerons, au moyen de simulations et d’expériences, les distributions d'intensité et les fluctuations des maxima du champ EM dans une CRBM conventionnelle et dans une CR chaotique au voisinage de la fréquence minimale d’utilisation. Ce travail illustre que les propriétés statistiques spectrales et spatiales universelles des CR chaotiques permettent de mieux répondre aux critères exigés par la norme internationale pour réaliser des tests de compatibilité électromagnétiques. / Mode-stirred reverberation chambers (RC) are used in the industry to test the immunity or the susceptibility of on-board electronic systems (plane, automobile, smartphone) towards the electromagnetic waves present in their environment. Mode-stirred RCs have to comply with a number of statistical criteria fixed by international standards. The chief criterion relies on a statistically uniform and isotropic field around the object under test. In order to improve and master the statistical properties of these systems for frequencies close to their lowest useable frequency, we suggest making them chaotic to take advantage of universal statistical properties of the resonances of chaotic cavities. We first show how to make chaotic RCs by simple modifications of a conventional RC and how to extend the predictions of the random matrix theory applied to the effective hamiltonien describing the open chaotic systems, to the case of vectorial fields. Then, we compare, by means of simulations and experiments, the distributions of intensity and the fluctuations of the maxima of the field in a conventional RC and in a chaotic RC close to the lowest useable frequency. This work illustrates that the universal spectral and spatial statistical properties of chaotic RCs allow to better comply with the criteria required by the international standards.
|
644 |
Pravděpodobnostní modelování smykové únosnosti předpjatých betonových nosníků: Citlivostní analýza a semi-pravděpodobnostní metody návrhu / Probabilistic modeling of shear strength of prestressed concrete beams: Sensitivity analysis and semi-probabilistic design methodsNovák, Lukáš January 2018 (has links)
Diploma thesis is focused on advanced reliability analysis of structures solved by non--linear finite element analysis. Specifically, semi--probabilistic methods for determination of design value of resistance, sensitivity analysis and surrogate model created by polynomial chaos expansion are described in the diploma thesis. Described methods are applied on prestressed reinforced concrete roof girder.
|
645 |
Predikce na kapitálových trzích / The Prediction at Capital MarketsKudrna, Jan January 2007 (has links)
This diploma thesis deals with the utilization of artificial intelligence methods for prediction at capital markets and includes project of utilization of the chosen parts of chaos theory and artificial neural networks for prediction at capital markets.
|
646 |
Využití prostředků umělé inteligence pro podporu na kapitálových trzích / The Use of Means of Artificial Intelligence for the Decision Making Support on Stock MarketJasanský, Michal January 2013 (has links)
This diploma thesis deals with the prediction of financial time series on capital markets using artificial intelligence methods. There are created several dynamic architectures of artificial neural networks, which are learned and subsequently used for prediction of future movements of shares. Based on the results an assessment and recommendations for working with artificial neural networks are provided.
|
647 |
Modelování postkritických stavů štíhlých konstrukcí / Modelling of postcritical states of slender structuresMašek, Jan January 2016 (has links)
The aim of the presented thesis is to create a compact publication which deals with properties, solution and examination of behavior of dynamical systems as models of mechanical structures. The opening portion of the theoretical part leads the reader through the subject of description of dynamical systems, offers solution methods and investigates solution stability. As the introduction proceeds, possible forms of structure loading, damping and response are presented. Following chapters discuss extensively the possible approaches to system behavior observation and identification of nonlinear and chaotic phenomena. The attention is also paid to displaying methods and color spaces as these are essential for the examination of complex and sensitive systems. The theoretical part of the thesis ends with an introduction to fractal geometry. As the theoretical background is laid down, the thesis proceeds with an application of the knowledge and shows the approach to numerical simulation and study of models of real structures. First, the reader is introduced to the single pendulum model, as the simplest model to exhibit chaotic behavior. The following double pendulum model shows the obstacles of observing systems with more state variables. The models of free rod and cantilever serve as examples of real structure models with many degrees of freedom. These models show even more that a definite or at least sufficiently relevant monitoring of behavior of such deterministic systems is a challenging task which requires sophisticated approach.
|
648 |
Microscopic Chaos, Fractals, and Transport in Nonequilibrium Steady States. - (Die Veröffentlichung einer ergänzten und überarbeiteten Version bei "World Scientific Publishing" ist für 2005/06 geplant.)Klages, Rainer 28 June 2004 (has links)
A fundamental challenge is to understand nonequilibrium statistical mechanics starting from microscopic chaos in the equations of motion of a many-particle system. In this thesis we summarize recent theoretical advances along these lines. We focus on two different approaches to nonequilibrium transport: One considers Hamiltonian dynamical systems under nonequilibrium boundary conditions, another one suggests a non-Hamiltonian approach to nonequilibrium situations created by external electric fields and by temperature or velocity gradients. A surprising result related to the former approach is that in simple low-dimensional periodic models the deterministic transport coefficients are typically fractal functions of control parameters. These fractal transport coefficients yield the first central theme of this thesis. We exemplify this phenomenon by deterministic diffusion in a simple chaotic map. We then construct an arsenal of analytical and numerical methods for computing further transport coefficients such as electrical conductivities andchemical reaction rates. These methods are applied to hierarchies of chaotic dynamical systems that are successively getting more complex, starting from abstract one-dimensional maps generalizing a simple random walk on the line up to particle billiards that should be directly accessible in experiments. In all cases, the resulting transport coefficients turn out to be either strictly fractal, or at least to be profoundly irregular. The impact of random perturbations on these quantities is also investigated. We furthermore provide some access roads towards a physical understanding of these fractalities. The second central theme is formed by a critical assessment of the non-Hamiltonian approach to nonequilibrium transport. Here we consider situations where the nonequilibrium constraints pump energy into a system, hence there must be some thermal reservoir that prevents the system from heating up. For this purpose a deterministic and time-reversible modeling of thermal reservoirs was proposed in form of Gaussian and Nose-Hoover thermostats. This approach yielded simple relations between fundamental quantities of nonequilibrium statistical mechanics and of dynamical systems theory. Our goal is to critically assesses the universality of these results. As a vehicle of demonstration we employ the driven periodic Lorentz gas, a toy model for the classical dynamics of an electron in a metal under application of an electric field. Applying different types of thermal reservoirs to this system we compare the resulting nonequilibrium steady states with each other. Along the same lines we discuss an interacting many-particle system under shear and heat. Finally, we outline an unexpected relationship between deterministic thermostats and active Brownian particles modeling biophysical cell motility.
|
649 |
Analys av osäkerheter vid hydraulisk modellering av torrfåror / Analysis of uncertainties for hydraulic modelling of dry river stretchesEne, Simon January 2021 (has links)
Hydraulisk modellering är ett viktigt verktyg vid utvärdering av lämpliga åtgärder för torrfåror. Modelleringen påverkas dock alltid av osäkerheter och om dessa är stora kan en modells simuleringsresultat bli opålitligt. Det kan därför vara viktigt att presentera dess simuleringsresultat tillsammans med osäkerheter. Denna studie utreder olika typer av osäkerheter som kan påverka hydrauliska modellers simuleringsresultat. Dessutom utförs känslighetsanalyser där en andel av osäkerheten i simuleringsresultatet tillskrivs de olika inmatningsvariablerna som beaktas. De parametrar som ingår i analysen är upplösningen i använd terrängmodell, upplösning i den hydrauliska modellens beräkningsnät, inflöde till modellen och råheten genom Mannings tal. Studieobjektet som behandlades i denna studie var en torrfåra som ligger nedströms Sandforsdammen i Skellefteälven och programvaran TELEMAC-MASCARET nyttjades för samtliga hydrauliska simuleringar i denna studie. För att analysera osäkerheter kopplade till upplösning i en terrängmodell och ett beräkningsnät användes ett kvalitativt tillvägagångsätt. Ett antal simuleringar utfördes där alla parametrar förutom de kopplade till upplösning fixerades. Simuleringsresultaten illustrerades sedan genom profil, sektioner, enskilda raster och raster som visade differensen mellan olika simuleringar. Resultaten för analysen visade att en låg upplösning i terrängmodeller och beräkningsnät kan medföra osäkerheter lokalt där det är högre vattenhastigheter och där det finns stor variation i geometrin. Några signifikanta effekter kunde dock inte skönjas på större skala. Separat gjordes kvantitativa osäkerhets- och känslighetsanalyser för vattendjup och vattenhastighet i torrfåran. Inmatningsparametrarna inflöde till modellen och råhet genom Mannings tal ansågs medföra störst påverkan och övriga parametrar fixerades således. Genom script skapade i programmeringsspråket Python tillsammans med biblioteket OpenTURNS upprättades ett stort urval av möjliga kombinationer för storlek på inflöde och Mannings tal. Alla kombinationer som skapades antogs till fullo täcka upp för den totala osäkerheten i inmatningsparametrarna. Genom att använda urvalet för simulering kunde osäkerheten i simuleringsresultaten också beskrivas. Osäkerhetsanalyser utfördes både genom klassisk beräkning av statistiska moment och genom Polynomial Chaos Expansion. En känslighetsanalys följde sedan där Polynomial Chaos Expansion användes för att beräkna Sobols känslighetsindex för inflödet och Mannings tal i varje kontrollpunkt. Den kvantitativa osäkerhetsanalysen visade att det fanns relativt stora osäkerheter för både vattendjupet och vattenhastighet vid behandlat studieobjekt. Flödet bidrog med störst påverkan på osäkerheten medan Mannings tals påverkan var insignifikant i jämförelse, bortsett från ett område i modellen där dess påverkan ökade markant. / Hydraulic modelling is an important tool when measures for dry river stretches are assessed. The modelling is however always affected by uncertainties and if these are big the simulation results from the models could become unreliable. It may therefore be important to present its simulation results together with the uncertainties. This study addresses various types of uncertainties that may affect the simulation results from hydraulic models. In addition, sensitivity analysis is conducted where a proportion of the uncertainty in the simulation result is attributed to the various input variables that are included. The parameters included in the analysis are terrain model resolution, hydraulic model mesh resolution, inflow to the model and Manning’s roughness coefficient. The object studied in this paper was a dry river stretch located downstream of Sandforsdammen in the river of Skellefteälven, Sweden. The software TELEMAC-MASCARET was used to perform all hydraulic simulations for this thesis. To analyze the uncertainties related to the resolution for the terrain model and the mesh a qualitative approach was used. Several simulations were run where all parameters except those linked to the resolution were fixed. The simulation results were illustrated through individual rasters, profiles, sections and rasters that showed the differences between different simulations. The results of the analysis showed that a low resolution for terrain models and meshes can lead to uncertainties locally where there are higher water velocities and where there are big variations in the geometry. However, no significant effects could be discerned on a larger scale. Separately, quantitative uncertainty and sensitivity analyzes were performed for the simulation results, water depth and water velocity for the dry river stretch. The input parameters that were assumed to have the biggest impact were the inflow to the model and Manning's roughness coefficient. Other model input parameters were fixed. Through scripts created in the programming language Python together with the library OpenTURNS, a large sample of possible combinations for the size of inflow and Manning's roughness coefficient was created. All combinations were assumed to fully cover the uncertainty of the input parameters. After using the sample for simulation, the uncertainty of the simulation results could also be described. Uncertainty analyses were conducted through both classical calculation of statistical moments and through Polynomial Chaos Expansion. A sensitivity analysis was then conducted through Polynomial Chaos Expansion where Sobol's sensitivity indices were calculated for the inflow and Manning's M at each control point. The analysis showed that there were relatively large uncertainties for both the water depth and the water velocity. The inflow had the greatest impact on the uncertainties while Manning's M was insignificant in comparison, apart from one area in the model where its impact increased.
|
650 |
On Evaluation Problem of the Quality of Educational ModelsTestov, Vladimir A. 11 May 2012 (has links)
The current approach to assessing the educational quality applicable to assessing objects and processes formed and realized in producing spheres is widely spread. However, as education is a much more complicated anthropological, social and cultural object in comparison to that of production, the above mentioned approach is least effective. In education both \"strong\" and \"weak\" models are used.
There do not exist measurement instruments for accurate assessing mild results. Self control, expert assessing method and portfolio are being put forward.
|
Page generated in 0.0386 seconds