Thesis (MSc)-- Stellenbosch University, 2003. / ENGLISH ABSTRACT: This thesis implements and evaluates two prediction techniques used to forecast deterministic chaotic time series. For a large number of such techniques, the reconstruction of the phase space attractor associated with the time series is required. Embedding is presented as the means of reconstructing the attractor from limited data. Methods for obtaining the minimal embedding dimension and optimal time delay from the false neighbour heuristic and average mutual information method are discussed. The first prediction algorithm that is discussed is based on work by Sauer, which includes the implementation of the singular value decomposition on data obtained from the embedding of the time series being predicted. The second prediction algorithm is based on neural networks. A specific architecture, suited to the prediction of deterministic chaotic time series, namely the time dependent neural network architecture is discussed and implemented. Adaptations to the back propagation training algorithm for use with the time dependent neural networks are also presented. Both algorithms are evaluated by means of predictions made for the well-known Lorenz time series. Different embedding and algorithm-specific parameters are used to obtain predicted time series. Actual values corresponding to the predictions are obtained from Lorenz time series, which aid in evaluating the prediction accuracies. The predicted time series are evaluated in terms of two criteria, prediction accuracy and qualitative behavioural accuracy. Behavioural accuracy refers to the ability of the algorithm to simulate qualitative features of the time series being predicted. It is shown that for both algorithms the choice of the embedding dimension greater than the minimum embedding dimension, obtained from the false neighbour heuristic, produces greater prediction accuracy. For the neural network algorithm, values of the embedding dimension greater than the minimum embedding dimension satisfy the behavioural criterion adequately, as expected. Sauer's algorithm has the greatest behavioural accuracy for embedding dimensions smaller than the minimal embedding dimension. In terms of the time delay, it is shown that both algorithms have the greatest prediction accuracy for values of the time delay in a small interval around the optimal time delay. The neural network algorithm is shown to have the greatest behavioural accuracy for time delay close to the optimal time delay and Sauer's algorithm has the best behavioural accuracy for small values of the time delay. Matlab code is presented for both algorithms. / AFRIKAANSE OPSOMMING: In hierdie tesis word twee voorspellings-tegnieke geskik vir voorspelling van deterministiese chaotiese tydreekse ge"implementeer en geevalueer. Vir sulke tegnieke word die rekonstruksie van die aantrekker in fase-ruimte geassosieer met die tydreeks gewoonlik vereis. Inbedmetodes word aangebied as 'n manier om die aantrekker te rekonstrueer uit beperkte data. Metodes om die minimum inbed-dimensie te bereken uit gemiddelde wedersydse inligting sowel as die optimale tydsvertraging te bereken uit vals-buurpunt-heuristiek, word bespreek. Die eerste voorspellingsalgoritme wat bespreek word is gebaseer op 'n tegniek van Sauer. Hierdie algoritme maak gebruik van die implementering van singulierwaarde-ontbinding van die ingebedde tydreeks wat voorspel word. Die tweede voorspellingsalgoritme is gebaseer op neurale netwerke. 'n Spesifieke netwerkargitektuur geskik vir deterministiese chaotiese tydreekse, naamlik die tydafhanklike neurale netwerk argitektuur word bespreek en ge"implementeer. 'n Modifikasie van die terugprapagerende leer-algoritme vir gebruik met die tydafhanklike neurale netwerk word ook aangebied. Albei algoritmes word geevalueer deur voorspellings te maak vir die bekende Lorenz tydreeks. Verskeie inbed parameters en ander algoritme-spesifieke parameters word gebruik om die voorspelling te maak. Die werklike waardes vanuit die Lorentz tydreeks word gebruik om die voorspellings te evalueer en om voorspellingsakkuraatheid te bepaal. Die voorspelde tydreekse word geevalueer op grand van twee kriteria, naamlik voorspellingsakkuraatheid, en kwalitatiewe gedragsakkuraatheid. Gedragsakkuraatheid verwys na die vermoe van die algoritme om die kwalitatiewe eienskappe van die tydreeks korrek te simuleer. Daar word aangetoon dat vir beide algoritmes die keuse van inbed-dimensie grater as die minimum inbeddimensie soos bereken uit die vals-buurpunt-heuristiek, grater akkuraatheid gee. Vir die neurale netwerkalgoritme gee 'n inbed-dimensie grater as die minimum inbed-dimensie ook betel' gedragsakkuraatheid soos verwag. Vir Sauer se algoritme, egter, word betel' gedragsakkuraatheid gevind vir 'n inbed-dimensie kleiner as die minimale inbed-dimensie. In terme van tydsvertraging word dit aangetoon dat vir beide algoritmes die grootste voorspellingsakkuraatheid verkry word by tydvertragings in 'n interval rondom die optimale tydsvetraging. Daar word ook aangetoon dat die neurale netwerk-algoritme die beste gedragsakkuraatheid gee vir tydsvertragings naby aan die optimale tydsvertraging, terwyl Sauer se algoritme betel' gedragsakkuraatheid gee by kleineI' waardes van die tydsvertraging. Die Matlab kode van beide algoritmes word ook aangebied.

Thesis (MBA)--Stellenbosch University, 2000. / ENGLISH ABSTRACT: Continuous change has become one of the major characteristics of the South African manufacturing environment. Such an unstable dynamic environment, where continuous change is a normal occurrence, necessitates an appropriate response in order to regain or sustain competitive advantage. The environment is changing so fast that most small and medium manufacturing enterprises barely have the ability to survive the day-to-day challenges, without even seeing or thinking about the real challenges of surviving in the future, and more importantly, not only surviving, but actually prospering through these new challenges. The conventional approaches of strategic management do not satisfy the fast decision making requirements of today's organisations. The development of the different schools of strategic planning clearly shows how the strategic management process has developed with the changing times. One of the enduring problems facing the field of strategic management is the lack of theoretical tools available to describe and predict the behaviour of firms and industries. The fundamental problem is that industries evolve in a dynamic way over time as a result of complex interactions among firms, government, labour, financial institutions and other elements of the environment. These interactions are strategic in the sense that decisions by one party take into account anticipated reactions by others, and thus reflect recognition of interdependence. Existing models tend to assume relatively simple linear relationships without feedback. Chaos theory, which is the study of non-linear dynamic systems, promises to be a useful conceptual framework that reconciles the essential unpredictability of industries with the emergence of distinctive patterns. To understand the relevance of chaos theory to strategy, industries need to be conceptualised as complex, dynamic, non-linear systems. A basic strategic planning model was developed, incorporating some aspects of chaos theory, containing the following basic elements: vision, environmental scanning, strategic objectives, measurements, strategies and performance evaluation. The final aspects covered are some aspects of strategy implementation, concluding with some final notes confirming that one of the main reasons for strategic assessment of the organisation's situation is to exploit possible advantages from external, discontinuous changes and so gain first mover advantages by surprising the 'enemy'. To cope with chaos, a quickly responsive, organic corporation needs to be crafted. / AFRIKAANSE OPSOMMING: Een van die hoofkenmerke van die huidige Suid-Afrikaanse vervaardigingsomgewing is voortdurende verandering. Ten einde 'n mededingende voordeel in hierdie veranderende, dinamiese milieu te verkry en te behou, verg besondere vaardighede en innoverende tegnieke. Die meeste klein- en mediumgroot-ondernemings bevind hulself midde-in hierdie vinnig veranderende omgewing, waar hulle nie net daagliks moet oorleef nie, maar ook die uitdaging van langtermyn oorlewing die hoof moet bied. Ongelukkig vorm langtermynoorlewing en groei dikwels nie deel van meeste ondernemings se beplanning nie. Konvensionele benaderings tot strategiese beplanning kan nie meer die moderne onderneming se behoefte aan vinnige besluitneming bevredig nie. Die ontwikkeling van die verskillende denkskole oor strategiese beplanning toon ook 'n duidelike beweging in die rigting van sneller verandering in strategiese bestuur. Een van die probleme ten opsigte van strategiese bestuur, is die gebrek aan teoretiese modelle om die gedrag van ondernemings te beskryf en te voorspel. Die onderliggende probleem is egter dat ondernemings oor 'n lang tydperk groei en ontwikkel as deel van 'n komplekse interaksie met ander ondernemings, asook met die regering, arbeid, kapitaal en ander elemente binne die bedryf. Sodanige interaksie is van strategiese belang, aangesien 'n spesifieke rolspeler telkens antisipeer watter impak elke besluit wat geneem word, op die res van die omgewing gaan hê. Bestaande teoretiese modelle impliseer relatief eenvoudige, lineêre verwantskappe wat geen terugvoer bied nie. Daarteenoor skep die sogenaamde chaosteorie, dit wil sê die studie van dinamiese, nie-lineêre stelsels, 'n konseptuele raamwerk met bepaalde patrone waarmee die onvoorspelbaarheid van ondernemings verklaar en beskryf kan word. Die relevansie van die chaosteorie vir strategiese beplanning en bestuur kan egter slegs begryp word indien ondernemings as komplekse, dinamiese, nie-lineêre stelsels beskou word. In hierdie studie is 'n basiese strategiese beplanningsmodel ontwikkel. Belangrike aspekte wat gedek is, is einddoel, omgewingstudie, strategiese doelwitte, meting, strategieë en prestasie-evaluering. Daar word ook kortliks gekyk na moontlike probleme om dié model te implementeer, met verwysings na die impak van chaosteorie op die tradisionele beplannings- en implementerings-modelle. Ter afsluiting word daar klem gelê op die geleenthede wat deur die snelveranderende omgewing geskep word, en die noodsaaklikheid daarvan dat 'n onderneming gereed moet wees om binne hierdie omgewing vinnig en effektief op te tree. Die kern van enige onderneming se sukses lê in sy vermoë om verandering raak te sien, geleenthede te identifiseer en onmiddellik daarop te reageer.

Cette thèse se consacre à l'étude de décodeurs itératifs, pour des codes correcteurd'erreurs binaires et non-binaires à faible densité (LDPC). Notre objectif est de modéliserdes décodeurs de complexité faibles et de faible latence tout en garantissantde bonne performances dans la région des très faibles taux d'erreur (error floor).Dans la première partie de cette thèse, nous étudions des décodeurs itératifssur des alphabets finis (Finite Alphabet iterative decoders, FAIDs) qui ont étérécemment proposés dans la littérature. En utilisant un grand nombre de décodeursFAIDs, nous proposons un nouvel algorithme de décodage qui améliore la capacité decorrections d'erreur des codes LDPC de degré dv = 3 sur canal binaire symétrique.La diversité des décodeurs permet de garantir une correction d'erreur minimale sousdécodage itératif, au-delà de la pseudo-distance des codes LDPC. Nous donnonsdans cette thèse un exemple detailé d'un ensemble de décodeur FAIDs, qui corrigetous les évènements d'erreur de poids inférieur ou égal à 7 avec un LDPC de petitetaille (N=155,K=64,Dmin=20). Cette approche permet de corriger des évènementsd'erreur que les décodeurs traditionnels (BP, min-sum) ne parviennent pas à corriger.Enfin, nous interprétons les décodeurs FAIDs comme des systèmes dynamiques etnous analysons les comportements de ces décodeurs sur des évènements d'erreur lesplus problématiques. En nous basant sur l'observation des trajectoires périodiquespour ces cas d'étude, nous proposons un algorithme qui combine la diversité dudécodage avec des sauts aléatoires dans l'espace d'état du décodeur itératif. Nousmontrons par simulations que cette technique permet de s'approcher des performancesd'un décodage optimal au sens du maximum de vraisemblance, et ce pourplusieurs codes.Dans la deuxième partie de cette thèse, nous proposons un nouvel algorithmede décodage à complexité réduite pour les codes LDPC non-binaires. Nous avonsappellé cet algorithme Trellis-Extended Min-Sum (T-EMS). En transformant le domainede message en un domaine appelée domaine delta, nous sommes capable dechoisir les déviations ligne par ligne par rapport à la configuration la plus fiable,tandis que les décodeurs habituels comme le décodeur EMS choisissent les déviationscolonne par colonne. Cette technique de sélection des déviations ligne parligne nous permet de réduire la complexité du décodage sans perte de performancepar rapport aux approches du type EMS. Nous proposons également d'ajouter une colonne supplémentaire à la représentation en treillis des messages, ce qui résoudle problème de latence des décodeurs existants. La colonne supplémentaire permetde calculer tous les messages extrinséque en parallèle, avec une implémentationmatérielle dédiée. Nous présentons dans ce manuscrit, aussi bien les architecturesmatérielles parallèle que les architectures matérielles série pour l'exécution de notrealgorithme T-EMS. L'analyse de la complexité montre que l'approche T-EMS estparticulièrement adapté pour les codes LDPC non-binaires sur des corps finis deGalois de petite et moyenne dimensions. / This thesis is dedicated to the study of iterative decoders, both for binary and non-binary low density parity check (LDPC) codes. The objective is to design low complexity and low latency decoders which have good performance in the error floor region.In the first part of the thesis, we study the recently introduced finite alphabet iterative decoders (FAIDs). Using the large number of FAIDs, we propose a decoding diversity algorithm to improve the error correction capability for binary LDPC codes with variable node degree 3 over binary symmetric channel. The decoder diversity framework allows to solve the problem of guaranteed error correction with iterative decoding, beyond the pseudo-distance of the LDPC codes. We give a detailed example of a set of FAIDs which corrects all error patterns of weight 7 or less on a (N=155,K=64,Dmin=20) short structured LDPC, while traditional decoders (BP, min-sum) fail on 5-error patterns. Then by viewing the FAIDs as dynamic systems, we analyze the behaviors of FAID decoders on chosen problematic error patterns. Based on the observation of approximate periodic trajectories for the most harmful error patterns, we propose an algorithm which combines decoding diversity with random jumps in the state-space of the iterative decoder. We show by simulations that this technique can approach the performance of Maximum LikelihoodDecoding for several codes.In the second part of the thesis, we propose a new complexity-reduced decoding algorithm for non-binary LDPC codes called trellis extended min sum (T-EMS). By transforming the message domain to the so-called delta domain, we are able to choose row-wise deviations from the most reliable configuration, while usual EMS-like decoders choose the deviations column-wise. This feature of selecting the deviations row-wise enables us to reduce the decoding complexity without any performance loss compared to EMS. We also propose to add an extra column to the trellis representation of the messages, which solves the latency issue of existing decoders. The extra column allows to compute all extrinsic messages in parallel, with a proper hardware implementation. Both the parallel and the serial hardware architectures for T-EMS are discussed. The complexity analysis shows that the T-EMS is especially suitable for high ratenon-binary LDPC codes on small and moderate fields.

A teoria do caos estuda o tipo de comportamento, aparentemente aleatório, que apresentam alguns sistemas complexos sensíveis à perturbação dos seus parâmetros, como por exemplo sistemas dinâmicos, fractais, autômatos celulares, entre outros. Os autômatos celulares (ACs) são sistemas dinâmicos discretos que podem apresentar comportamentos caóticos a partir de regras simples. Os ACs tem sido empregados em diversas aplicações principalmente em simulações, mas também tem contribuído no reconhecimento de padrões, processamento de imagens e na Criptografia. A necessidade em transmitir informação de forma mais segura vem crescendo com a necessidade por novos algoritmos criptográficos. Paralelamente, os criptoanalistas vem progredindo constantemente na quebra e na procura de vulnerabilidades destes algoritmos, sendo necessaria a incursão de novas abordagens para atender estes desafios. Neste trabalho é proposto o desenvolvimento e avaliação de algoritmos criptográficos, assim como um novo método de criptoanálise, motivados pela adequação dos ACs caóticos com os princípios de confusão e difusão da Criptografia, seguindo critérios apropriados para a boa construção destes algoritmos, que são sintetizados em três partes: (i) Na proposta do algoritmo de cifra criptográfico baseado no AC caótico, foi sugerida uma estratégia de seleção de ACs em base a combinação de vários critérios como o expoente de Lyapunov, a entropia e a distância de Hamming; visando selecionar um AC apropriado para a geração de números pseudo-aleatórios usados no processo de encriptação/decriptação do algoritmo, o qual é validado por diversos testes de aleatoriedade. (ii) Foi proposto o algoritmo de hash criptográfico baseado numa abordagem híbrida dos ACs e as redes complexas, visando a construção de um algoritmo flexível e de bom desempenho. Os resultados alcançados por ambos os algoritmos criptográficos mostraram-se relevantes quando comparados com o estado da arte, com boas qualidades de segurança e um grande potencial para ser aplicados em problemas reais. (iii) Na proposta do método de criptoanálise foi sugerido traçar equivalências entre os sistemas criptográficos e os ACs caóticos visando explorar e analisar seu comportamento dinâmico, por meio da adaptação do algoritmo do expoente de Lyapunov dos ACs, cujos resultados permitiram encontrar padrões característicos nos modos de operação criptográficos. Os resultados obtidos mostraram que a abordagem dos ACs caóticos para desenvolver os algoritmos pode ser bastante útil em aplicações de Criptografia e Criptoanálise. / Chaos theory studies the apparently random behaviour from some complex systems with highly sensitive to the initial conditions, such as dynamical systems, fractals, cellular automata, among others. Cellular automata (CA) are discrete dynamical systems that may exhibit chaotic behaviour from simple rules. CA have been employed in many multidisciplinary applications, most of them in simulations systems, including pattern recognition, image processing and Cryptography. Nowadays, the development of new cryptographic algorithms is required in order to fulfil the increasing demand for secure transmission of confidential information. These algorithms are intensively analyzed, most of them broken by the cryptanalyst community. We proposed to develop two cryptographic algorithms: a block cipher and a hash function based on chaotic CA and its corresponding evaluation. We also proposed a new cryptanalysis methodology motivated by the strong relationship between the chaotic properties of CA and the cryptographic principles of confusion and diffusion, by following appropriate criteria to the proper design of these algorithms, which are summarized into three parts: (i) To proposed the block cipher proposed it was suggested a methodology to select a suitable CA to Cryptography by means of compounded measures such as the Lyapunov exponent, entropy and Hamming distance. Moreover, this selected CA is employed to generate pseudo-random numbers, which are further used in the encryption/decryption of the proposed block cipher and validated under several randomness tests. The results obtained by this cryptographic algorithm achieved similar and even higher performance when compared to others found in literature. (ii) The cryptographic hash function was developed using an hybrid approach of CA and complex networks, in order to build a flexible algorithm with acceptable performance when compared to conventional hash functions. In general, the results obtained from both cryptographic algorithms showed good security qualities and great potential to be applied in real problems. (iii) To proposed the cryptanalysis methodology it was suggested to draw parallels between cryptographic systems and CA, in order to explore and analise their dynamic behaviour. Hence, upon drawing such parallels, we have a means to adapt the Lyapunov exponent algorithm conceived in the framework of CA. Unexpectedly, the results obtained allow to discriminate among cryptographic modes of operation, which provides significant contributions to the field. Finally, we proved that the chaotic cellular automata approach can be quite useful in applications cryptography and cryptanalysis.

Le travail développé dans ce manuscrit porte sur la synchronisation des systèmes chaotiques. Il est articulé autour de deux axes principaux: la synthèse d'observateur et la détection de mode. Dans un premier temps, quelques rappels sur le chaos et les principales architectures de systèmes de chiffrement chaotiques sont effectués. Ensuite, nous montrons comment les systèmes chaotiques à non linéarité polynomiale ou affines à commutation peuvent se réécrire sous forme LPV polytopique. Une revue des principaux résultats sur la synthèse d'observateurs LPV polytopiques reposant sur l'utilisation des LMI est faite. Une extension des résultats aux observateurs polytopiques à entrées inconnues, à la fois dans le cas déterministe, bruité ou incertain est proposée. Ces observateurs assurent la synchronisation du chaos et donc le déchiffrement dans les systèmes de chiffrement "modulation paramétrique", "commutation chaotique", "transmission à deux canaux" et "chiffrement par inclusion". Pour les systèmes affines à commutation utilisés en tant que générateur du chaos, le cas où l'état discret n'est pas accessible est considéré. Une présentation unifiée des méthodes fondées sur les espaces de parité, proposées dans la littérature pour les systèmes linéaires et affines à commutation à temps discret, est réalisée. Le problème de discernabilité fait l'objet d'une étude approfondie. Une approche pour estimer les retards variables des systèmes affines et affines à commutation à temps discret, formulée en termes de détection de mode, est proposée en tant que solution à l'estimation de retard pour le chiffrement par injection de retard / The work developed in this manuscript addresses the synchronization of chaotic systems. It is organized around two main axes: the observer synthesis and the mode detection. In a first step, we recall the main architectures of chaotic encryption systems and show how chaotic systems with polynomial nonlinearities or switched affine dynamics can be rewritten in a polytopic LPV form. A review of the main LMI based results for polytopic LPV observers synthesis is made. An extension to polytopic unknown input observers, both in the deterministic case and noisy or uncertain case, is proposed. These observers ensure chaos synchronization and information recovering in the framework of the following encryption systems: "parametric modulation", "chaotic switching", "two channels transmission" and "inclusion encryption". For affine switched systems used as a generator of chaos, the case where the discrete state is not available is considered. A unified presentation of mode detection methods based on parity spaces proposed in the literature for linear and affine switched discrete time systems is proposed. The problem of discernibility is the subject of a complete study. An approach to estimate time varying delays for affine switched discrete time systems, formulated in terms of mode detection, is proposed as a solution for delay injection encryption

Nas últimas décadas, diversos sistemas de comunicação baseados em caos foram propostos. Dentre eles, vários utilizam uma função para codificar uma mensagem em um sinal caótico, que é caracterizado como um sinal de banda larga. Dado que o canal de transmissão é limitado em banda por natureza, é necessário determinar e controlar o espectro do sinal caótico transmitido por esse sistema. Nesse sentido, um sistema de comunicação em banda limitada, baseado em sincronismo caótico, foi proposto recentemente utilizando-se filtros digitais para controlar a largura de banda dos sinais transmitidos. Esses filtros, inseridos no sistema de comunicação, modificam o sistema original gerador do sinal caótico, tornando-se necessário analisar como essa inserção afeta o sincronismo caótico. Nessa tese, apresenta-se uma análise desse sistema de comunicação digital de tempo discreto, baseado em sincronismo caótico, considerando-se um canal com ruído aditivo branco gaussiano. As condições necessárias para a sincronização desse sistema são obtidas analiticamente, por meio de um teorema, para um mapa gerador de caos qualquer. O desempenho desse sistema é avaliado em termos da taxa de erro de bit, e, para melhorar seu desempenho, propõe-se filtrar o ruído fora da banda do sinal na entrada do receptor. Apesar das condições de sincronismo terem sido determinadas, a inserção dos filtros também pode modificar a natureza caótica dos sinais, e não há garantia que os sinais transmitidos sejam caóticos. Para analisar a natureza caótica dos sinais transmitidos pelo sistema de comunicação, o maior expoente de Lyapunov é obtido numericamente em função dos coeficientes dos filtros, dos parâmetros do mapa e da função de codificação da mensagem. / In recent decades, several chaos-based communication systems have been proposed. Many of them use a function to encode a message into a chaotic signal, which is characterized as wideband. Since every transmission channel is bandlimited in nature, it is necessary to determine and to control the spectrum of the chaotic signal transmitted by this system. This way, a bandlimited chaos-based communication system was recently proposed using digital filters and chaotic synchronization. These filters, inserted in the communication system, modify the original chaotic generator system, becoming necessary to study how their insertion affect chaotic synchronization. In this work, we present an analysis of this discrete-time chaos-based digital communication system considering an additive white Gaussian noise channel. The synchronization conditions of this system is analytically obtained, through a theorem, for a generic chaos generator map. The system performance is evaluated in terms of bit error rate, and, to obtain a performance improvement, it is also proposed to filter the out-of-band noise in the receiver. Although the conditions for chaotic synchronization have been determined, the filters insertion can also modify the chaotic nature of the signals, and there is no guarantee that the transmitted signals remain chaotic. To analyze the chaotic nature of the communication system transmitted signals, the largest Lyapunov exponent is numerically accessed as a function of the filters coefficients, the parameters of the map and the message coding function.

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No. of bitstreams: 4 GilvanTCC.pdf: 392056 bytes, checksum: c92e4c9757ada7893dc6f62a78267aa6 (MD5) IMG_20181102_131441.jpg: 1218636 bytes, checksum: 36aa8c31ec2aca115870ea2c2a9e278c (MD5) IMG_20181102_131427.jpg: 1672384 bytes, checksum: ef52fc665bf97e6c37ae0b3c0202ac2c (MD5) fichacatalografica.pdf: 5598 bytes, checksum: 78c21bd3648cbde20ad062f8314ad74d (MD5) Previous issue date: 2018-03-28 / This work aims to study combinatorial analysis, which is an important branch of mathematics which is not usually subtly treated and through many years was teached as the mechanical memorization, leaving aside the learning process, self-learning and logical construction. It is important to emphasize the application of combinatorial analysis in set theory and probabilities theory that are often present in problem solving. It is necessary to present to our students the potential and beauty of the logical construction of ideas of combinatorial analysis, not excluding formulas applications, that can be used when the concepts and structure is well assimilated. We present counting methods beyond those used in basic education such as repetition chaotic permutations combinations, inclusion and exclusion principles, Kaplansky and Dirichlet lemmas, but we also highlight basic methods such as simple arrangements, simple combinations, and simple permutations. Beyond that, we present a generalization of the factorial numbers through the Gamma function besides olympics problems resolutions. / Este trabalho tem por objetivo estudar Análise Combinatória, que é um importante ramo da matemática que normalmente não é tratado com sutileza e transmitida ao longo dos anos através de memorização mecânica deixando o processo aprendizagem, auto-aprendizagem e construção lógica de lado. É importante enfatizar a aplicação da Análise Combinatória nas teorias dos conjuntos e teoria das probabilidades que muitas vezes se fazem presentes nas resoluções de problemas. Se faz necessário apresentar para nossos alunos o potencial e a beleza da construção lógica de ideias que a Análise Combinatória proporciona não excluindo as aplicações de fórmulas mas que elas possam ser usadas quando os conceitos e a estrutura forem bem assimiladas. Apresentamos métodos de contagem além dos usados no ensino básico como permutações caóticas combinações com repetição, princípio da inclusão e exclusão, lemas de Kaplansky e de Dirichlet mas também destacamos os métodos básicos como arranjos simples, combinações simples e permutações simples. Além disso, para apresentamos uma generalização dos números fatoriais definida pela função Gama e resoluções de problemas de olimpíadas.

Nas últimas décadas, diversos sistemas de comunicação baseados em caos foram propostos. Dentre eles, vários utilizam uma função para codificar uma mensagem em um sinal caótico, que é caracterizado como um sinal de banda larga. Dado que o canal de transmissão é limitado em banda por natureza, é necessário determinar e controlar o espectro do sinal caótico transmitido por esse sistema. Nesse sentido, um sistema de comunicação em banda limitada, baseado em sincronismo caótico, foi proposto recentemente utilizando-se filtros digitais para controlar a largura de banda dos sinais transmitidos. Esses filtros, inseridos no sistema de comunicação, modificam o sistema original gerador do sinal caótico, tornando-se necessário analisar como essa inserção afeta o sincronismo caótico. Nessa tese, apresenta-se uma análise desse sistema de comunicação digital de tempo discreto, baseado em sincronismo caótico, considerando-se um canal com ruído aditivo branco gaussiano. As condições necessárias para a sincronização desse sistema são obtidas analiticamente, por meio de um teorema, para um mapa gerador de caos qualquer. O desempenho desse sistema é avaliado em termos da taxa de erro de bit, e, para melhorar seu desempenho, propõe-se filtrar o ruído fora da banda do sinal na entrada do receptor. Apesar das condições de sincronismo terem sido determinadas, a inserção dos filtros também pode modificar a natureza caótica dos sinais, e não há garantia que os sinais transmitidos sejam caóticos. Para analisar a natureza caótica dos sinais transmitidos pelo sistema de comunicação, o maior expoente de Lyapunov é obtido numericamente em função dos coeficientes dos filtros, dos parâmetros do mapa e da função de codificação da mensagem. / In recent decades, several chaos-based communication systems have been proposed. Many of them use a function to encode a message into a chaotic signal, which is characterized as wideband. Since every transmission channel is bandlimited in nature, it is necessary to determine and to control the spectrum of the chaotic signal transmitted by this system. This way, a bandlimited chaos-based communication system was recently proposed using digital filters and chaotic synchronization. These filters, inserted in the communication system, modify the original chaotic generator system, becoming necessary to study how their insertion affect chaotic synchronization. In this work, we present an analysis of this discrete-time chaos-based digital communication system considering an additive white Gaussian noise channel. The synchronization conditions of this system is analytically obtained, through a theorem, for a generic chaos generator map. The system performance is evaluated in terms of bit error rate, and, to obtain a performance improvement, it is also proposed to filter the out-of-band noise in the receiver. Although the conditions for chaotic synchronization have been determined, the filters insertion can also modify the chaotic nature of the signals, and there is no guarantee that the transmitted signals remain chaotic. To analyze the chaotic nature of the communication system transmitted signals, the largest Lyapunov exponent is numerically accessed as a function of the filters coefficients, the parameters of the map and the message coding function.

Faculty of Education. Includes bibliographical references (leaves 194-222)

In der vorliegenden Dissertation wird eine Beschreibung der Phasendynamik irregulärer Oszillationen und deren Wechselwirkungen vorgestellt. Hierbei werden chaotische und stochastische Oszillationen autonomer dissipativer Systeme betrachtet. Für eine Phasenbeschreibung stochastischer Oszillationen müssen zum einen unterschiedliche Werte der Phase zueinander in Beziehung gesetzt werden, um ihre Dynamik unabhängig von der gewählten Parametrisierung der Oszillation beschreiben zu können. Zum anderen müssen für stochastische und chaotische Oszillationen diejenigen Systemzustände identifiziert werden, die sich in der gleichen Phase befinden. Im Rahmen dieser Dissertation werden die Werte der Phase über eine gemittelte Phasengeschwindigkeitsfunktion miteinander in Beziehung gesetzt. Für stochastische Oszillationen sind jedoch verschiedene Definitionen der mittleren Geschwindigkeit möglich. Um die Unterschiede der Geschwindigkeitsdefinitionen besser zu verstehen, werden auf ihrer Basis effektive deterministische Modelle der Oszillationen konstruiert. Hierbei zeigt sich, dass die Modelle unterschiedliche Oszillationseigenschaften, wie z. B. die mittlere Frequenz oder die invariante Wahrscheinlichkeitsverteilung, nachahmen. Je nach Anwendung stellt die effektive Phasengeschwindigkeitsfunktion eines speziellen Modells eine zweckmäßige Phasenbeziehung her. Wie anhand einfacher Beispiele erklärt wird, kann so die Theorie der effektiven Phasendynamik auch kontinuierlich und pulsartig wechselwirkende stochastische Oszillationen beschreiben. Weiterhin wird ein Kriterium für die invariante Identifikation von Zuständen gleicher Phase irregulärer Oszillationen zu sogenannten generalisierten Isophasen beschrieben: Die Zustände einer solchen Isophase sollen in ihrer dynamischen Entwicklung ununterscheidbar werden. Für stochastische Oszillationen wird dieses Kriterium in einem mittleren Sinne interpretiert. Wie anhand von Beispielen demonstriert wird, lassen sich so verschiedene Typen stochastischer Oszillationen in einheitlicher Weise auf eine stochastische Phasendynamik reduzieren. Mit Hilfe eines numerischen Algorithmus zur Schätzung der Isophasen aus Daten wird die Anwendbarkeit der Theorie anhand eines Signals regelmäßiger Atmung gezeigt. Weiterhin zeigt sich, dass das Kriterium der Phasenidentifikation für chaotische Oszillationen nur approximativ erfüllt werden kann. Anhand des Rössleroszillators wird der tiefgreifende Zusammenhang zwischen approximativen Isophasen, chaotischer Phasendiffusion und instabilen periodischen Orbits dargelegt. Gemeinsam ermöglichen die Theorien der effektiven Phasendynamik und der generalisierten Isophasen eine umfassende und einheitliche Phasenbeschreibung irregulärer Oszillationen. / Many natural systems embedded in a complex surrounding show irregular oscillatory dynamics. The oscillations can be parameterized by a phase variable in order to obtain a simplified theoretical description of the dynamics. Importantly, a phase description can be easily extended to describe the interactions of the system with its surrounding. It is desirable to define an invariant phase that is independent of the observable or the arbitrary parameterization, in order to make, for example, the phase characteristics obtained from different experiments comparable. In this thesis, we present an invariant phase description of irregular oscillations and their interactions with the surrounding. The description is applicable to stochastic and chaotic irregular oscillations of autonomous dissipative systems. For this it is necessary to interrelate different phase values in order to allow for a parameterization-independent phase definition. On the other hand, a criterion is needed, that invariantly identifies the system states that are in the same phase. To allow for a parameterization-independent definition of phase, we interrelate different phase values by the phase velocity. However, the treatment of stochastic oscillations is complicated by the fact that different definitions of average velocity are possible. For a better understanding of their differences, we analyse effective deterministic phase models of the oscillations based upon the different velocity definitions. Dependent on the application, a certain effective velocity is suitable for a parameterization-independent phase description. In this way, continuous as well pulse-like interactions of stochastic oscillations can be described, as it is demonstrated with simple examples. On the other hand, an invariant criterion of identification is proposed that generalizes the concept of standard (Winfree) isophases. System states of the same phase are identified to belong to the same generalized isophase using the following invariant criterion: All states of an isophase shall become indistinguishable in the course of time. The criterion is interpreted in an average sense for stochastic oscillations. It allows for a unified treatment of different types of stochastic oscillations. Using a numerical estimation algorithm of isophases, the applicability of the theory is demonstrated by a signal of regular human respiration. For chaotic oscillations, generalized isophases can only be obtained up to a certain approximation. The intimate relationship between these approximate isophase, chaotic phase diffusion, and unstable periodic orbits is explained with the example of the chaotic roes oscillator. Together, the concept of generalized isophases and the effective phase theory allow for a unified, and invariant phase description of stochastic and chaotic irregular oscillations.