Dans la présente thèse de doctorat je présente des résultats concernant des modèles désordonnés et frustrés venant de la physique statistique et de l'optimisation combinatoire. Comme application de la théorie des verres de spins, j'étudie le modèle de Blume, Emery et Griffiths désordonné et frustré. Ce modèle est traité dans l'approximation de champ moyen dans le cadre de la méthode des répliques A l'aide de l'Ansatz symétrique dans les répliques je présente une solution numérique complète puis je discute des effets de brisure de cette symétrie La stabilité de la solution symétrique a été Rudik et les régions instables identifiées Le diagramme de phase exhibe des transitions de premier et de second ordre. Le point tricritique persiste dans le modèle frustré, Ce qui est en accord avec des travaux antérieurs une version du modèle BEG avec un potentiel chimique désordonné a également été étudiée. les calculs confirment que le point tricritique apparaît à plus basse température quand il y a du désordre. Ensuite je considère le problème de la bipartition d'un graphe. Ce problème correspond du point de vue de la physique statistique h un verre de spins soumis h une contrainte d'aimantation totale nulle. je considère les propriétés statistiques des solutions de faible énergie engendrées par des algorithmes heuristiques. de tels algorithme sont en général conçus pour résoudre des problèmes d'optimisation combinatoire qui sont NP- difficiles. Plusieurs heuristiques ont 60 implémentées pour le problème de la bipartition de graphe. des lois d'échelle ont été obtenues : en particulier la moyenne et la variance du coût obéissent A une loi linéaire en N. Par conséquent le coût obtenu par des heuristiques est une quantité auto-moyennante. je suggère que cette propriété est générale valable aussi pour les solutions aléatoires pour les solutions quasi-optimales et pour les solutions optimales. En outre je propose une procédure pour comparer des algorithmes heuristiques. Cette procédure tient compte de la qualité de la solution aussi bien que du temps de calcul utilisé. Dans la troisième partie de ma thèse j'ai étudié en détail les propriétés h température nulle des verres de spins sur des graphes aléatoires lacunaires avec une coordination fixe. les verres de spins sur de tels graphes peuvent être considérés comme une approximation aux vrais verres de spins qui est plus réaliste que le modèle de Sherrington et Kirkpatrick. J'ai conçu un nouvel algorithme pour trouver les états fondamentaux. Aussi je teste numériquement une conjecture de Banavar, Sherrington et Sourlas qui donne la densité d'énergie du fondamental dans la limite de grande taille en fonction de la coordination. La distribution du paramètre d'ordre se révèle être non triviale et les données présentent une forte indication de la présence d'ultramétricité pour toutes les valeur de la coordination. Ces résultats confirment que les propriétés particulières des verres de spin, déduites an niveau de l'approximation de champ moyen dans le cadre du modèle de Sherrington et Kirkpatrick, sont aussi présentes pour des modèles plus réalistes comme les verres de spins sur des graphes aléatoires lacunaires avec une coordination fixe.

While many organizations claim to "put safety first," safety is rarely considered early in the design process when system-level architectural decisions are made. Instead, system design follows an abstraction-to-detail process to first meet functional and then performance requirements. Following this process, safety assurance occurs in the later stages of design through a rigorous expert review process. The significant cost of safety-based redesign and the growing complexity of engineered systems motivates a need for early design-stage fault analysis. This research presents a novel method of including safety into the model-based design and analysis of complex systems using low-fidelity behavior simulations. Specifically, this research demonstrates the adaption of the functional design process to explicitly include the system property of safety in the system representation. Next, early design fault analysis is extended to connect component failure behavior to system-level hazards. Finally, this research develops three methods of results clustering to provide different evaluation metrics of the system design. In summary, this research demonstrates a framework for incorporating safety into early design decision making. This research addresses safety and failure in the design of complex systems incorporating diverse technology domains as found in energy, transportation, and aerospace systems. / Graduation date: 2012

Gegenstand dieser Arbeit ist die Untersuchung generischer Synchronisierungsphänomene in interagierenden komplexen Systemen. Diese Phänomene werden u.a. in gekoppelten deterministischen chaotischen Systemen beobachtet. Bei sehr schwachen Interaktionen zwischen individuellen Systemen kann ein Übergang zum schwach kohärenten Verhalten der Systeme stattfinden. In gekoppelten zeitkontinuierlichen chaotischen Systemen manifestiert sich dieser Übergang durch den Effekt der Phasensynchronisierung, in gekoppelten chaotischen zeitdiskreten Systemen durch den Effekt eines nichtverschwindenden makroskopischen Feldes.<br /> Der Übergang zur Kohärenz in einer Kette lokal gekoppelter Oszillatoren, beschrieben durch Phasengleichungen, wird im Bezug auf die Symmetrien des Systems untersucht. Es wird gezeigt, daß die durch die Symmetrien verursachte Reversibilität des Systems nichttriviale topologische Eigenschaften der Trajektorien bedingt, so daß das als dissipativ konstruierte System in einem ganzen Parameterbereich quasi-Hamiltonische Züge aufweist, d.h. das Phasenvolumen ist im Schnitt erhalten, und die Lyapunov-Exponenten sind paarweise symmetrisch.<br /> Der Übergang zur Kohärenz in einem Ensemble global gekoppelter chaotischer Abbildungen wird durch den Verlust der Stabilität des entkoppelten Zustandes beschrieben. Die entwickelte Methode besteht darin, die Selbstkonsistenz des makroskopischen Feldes aufzuheben, und das Ensemble in Analogie mit einem Verstärkerschaltkreis mit Rückkopplung durch eine komplexe lineare Übertragungssfunktion zu charakterisieren.<br /> Diese Theorie wird anschließend für einige theoretisch interessanten Fälle verallgemeinert. / Subject of this work is the investigation of generic synchronization phenomena in interacting complex systems. These phenomena are observed, among all, in coupled deterministic chaotic systems. At very weak interactions between individual systems a transition to a weakly coherent behavior of the systems can take place. In coupled continuous time chaotic systems this transition manifests itself with the effect of phase synchronization, in coupled chaotic discrete time systems with the effect of non-vanishing macroscopic mean field.<br /> Transition to coherence in a chain of locally coupled oscillators described with phase equations is investigated with respect to the symmetries in the system. It is shown that the reversibility of the system caused by these symmetries results to non-trivial topological properties of trajectories so that the system constructed to be dissipative reveals in a whole parameter range quasi-Hamiltonian features, i.e. the phase volume is conserved on average and Lyapunov exponents come in symmetric pairs.<br /> Transition to coherence in an ensemble of globally coupled chaotic maps is described with the loss of stability of the disordered state. The method is to break the self-consistensy of the macroscopic field and to characterize the ensemble in analogy to an amplifier circuit with feedback with a complex linear transfer function.<br /> This theory is then generalized for several cases of theoretic interest.

Designing and implementing coupled Earth System Models (ESMs) is a challenge for climate scientists and software engineers alike. Coupled models incorporate two or more independent numerical models into a single application, allowing for the simulation of complex feedback effects. As ESMs increase in sophistication, incorporating higher fidelity models of geophysical processes, developers are faced with the issue of managing increasing software complexity. Recently, reusable coupling software has emerged to aid developers in building coupled models. Effective reuse of coupling infrastructure means increasing the number of coupling functions reused, minimizing code duplication, reducing the development time required to couple models, and enabling flexible composition of coupling infrastructure with existing constituent model implementations. Despite the widespread availability of software packages that provide coupling infrastructure, effective reuse of coupling technologies remains an elusive goal: coupling models is effort-intensive, often requiring weeks or months of developer time to work through implementation details, even when starting from a set of existing software components. Coupling technologies are never used in isolation: they must be integrated with multiple existing constituent models to provide their primary services, such as model-to-model data communication and transformation. Unfortunately, the high level of interdependence between coupling concerns and scientific concerns has resulted in high interdependence between the infrastructure code and the scientific code within a model’s implementation. These dependencies are a source of complexity which tends to reduce reusability of coupling infrastructure. This dissertation presents mechanisms for increasing modeler productivity based on improving reuse of coupling infrastructure and raising the level of abstraction at which modelers work. This dissertation argues that effective reuse of coupling technologies can be achieved by decomposing existing coupling technologies into a salient set of implementation-independent features required for coupling high-performance models, increasing abstraction levels at which model developers work, and facilitating integration of coupling infrastructure with constituent models via component-based modularization of coupling features. The contributions of this research include: (1) a comprehensive feature model that identifies the multi-dimensional design space of coupling technologies used in high-performance Earth System Models, (2) Cupid, a domain-specific language and compiler for specifying coupling configurations declaratively and generating their implementations automatically, and (3) Component-based Coupling Operators (CC-Ops), a modular approach to code reuse of coupling infrastructure based on component technologies for high-performance scientific settings. The Cupid domain-specific language is evaluated by specifying a coupling configuration for an example fluid dynamics model and measuring the amount of code generated by the Cupid compiler compared to a hand coded version. The CC-Op approach is evaluated by implementing several CC-Ops using an existing high-performance component framework and measuring performance in terms of scalability and overhead.

Extracting knowledge and providing insights into complex mechanisms underlying noisy high-dimensional data sets is of utmost importance in many scientific domains. Statistical modeling has become ubiquitous in the analysis of high dimensional functional data in search of better understanding of cognition mechanisms, in the exploration of large-scale gene regulatory networks in hope of developing drugs for lethal diseases, and in prediction of volatility in stock market in hope of beating the market. Statistical analysis in these high-dimensional data sets is possible only if an estimation procedure exploits hidden structures underlying data. This thesis develops flexible estimation procedures with provable theoretical guarantees for uncovering unknown hidden structures underlying data generating process. Of particular interest are procedures that can be used on high dimensional data sets where the number of samples n is much smaller than the ambient dimension p. Learning in high-dimensions is difficult due to the curse of dimensionality, however, the special problem structure makes inference possible. Due to its importance for scientific discovery, we put emphasis on consistent structure recovery throughout the thesis. Particular focus is given to two important problems, semi-parametric estimation of networks and feature selection in multi-task learning.

We are constantly struggling to understand how nature works, trying to identify recurrent events and looking for analogies and relations between objects or individuals. Knowing patterns of behavior is powerful and fundamental for survival of any species. In this thesis, datasets of diverse systems related to transportation, economics, sexual and social contacts, are characterized by using the formalisms of time series and network theory. Part of the results consists on the collection and analyzes of original network data, the rest focuses on the simulation of dynamical processes on these networks and to study how they are affected by the particular structures. The majority of the thesis is about temporal networks, i.e. networks whose structure changes in time. The new temporal dimension reveals structural dynamical properties that help to understand the feedback mechanisms responsible to make the network structure to adapt and to understand the emergence and inhibition of diverse phenomena in dynamic systems, as epidemics in sexual and contact networks. / Vi är ständigt kämpar för att förstå hur naturen fungerar, försöker identifier återkommande evenemang och söker analogier och relationer mellan objekt eller individer. Veta beteendemönster är kraftfull och grundläggande för överlevnad av arter. I denna avhandling, dataset av olika system i samband med transporter är ekonomi, sexuella och sociala kontakter, som kännetecknas av att använda formalismer av tidsserier och nätverk teori. En del av resultatet utgörs av insamling och analys av ursprungliga nätdata, fokuserar resten på simulering av dynamiska processer i dessa nätverk och att studera hur de påverkas av de särskilda strukturer. Huvuddelen av avhandlingen handlar om tidsmässiga nät, i.e. nät vars struktur förändringar i tid. Den nya tidsdimensionen avslöjar strukturella dynamiska egenskaper som hjälper till att förstå den feedback mekanismer som ansvarar för att göra nätverksstruktur att anpassa sig och förstå uppkomsten och hämning av olika företeelser i dynamiska system, epidemier i sexuella och kontaktnät. / Constantemente nos esforçamos para entender como a natureza funciona, tentando identificar eventos recorrentes e procurando por analogias e relações entre objetos ou indivíduos. Conhecer padrões de comportamento é algo poderoso e fundamental para a sobrevivência de qualquer espécie. Nesta tese, dados de sistemas diversos, relacionados a transporte, economia, contatos sexuais e sociais, são caracterizados usando o formalismo de séries temporais e teoria de redes. Uma parte dos resultados consiste na coleta e análise de dados de redes originais, a outra parte concentra-se na simulação de processos dinâmicos nessas redes e no estudo de como esses processos são afetados por determinadas estruturas. A maior parte da tese é sobre redes temporais, ou seja, redes cuja estrutura varia no tempo. A nova dimensão temporal revela propriedades estruturais dinâmicas que contribuem para o entendimento dos mecanismos de resposta responsáveis pela adaptação da rede, e para o entendimento da emergência e inibição de fenômenos diversos em sistemas dinâmicos, como epidemias em redes sexuais e de contato pessoal.

[Truncated abstract] Rocks, as the host to natural chains of coupled thermal, hydraulic and mechanical processes, are heterogeneous at a variety of length scales, and in their mechanical properties, as well as in the hydraulic and thermal transport properties. Rock heterogeneity affects the ultimate hydro-carbon recovery or geothermal energy production. This heterogeneity has been considered one important and difficult problem that needs to be taken into account for its effect on the coupled processes. The aim of this thesis is to investigate the effect of rock heterogeneity on multi-physical processes. A fully coupled finite element model, hereinafter referred to as a porosity-based model (PBM) was developed to characterise the thermal-hydraulic-mechanical (THM) coupling processes. The development of the PBM consists of a two-staged workflow. First, based on poromechanics, porosity, one of the inherent rock properties, was derived as a variant function of the thermal, hydraulic and mechanical effects. Then, empirical relations or experimental results, correlating porosity with the mechanical, hydraulic and thermal properties, were incorporated as the coupling effects. In the PBM, the bulk volume of the model is assumed to be changeable. The rate of the volumetric strain was derived as the difference of two parts: the first part is the change in volume per unit of volume and per unit of time (this part was traditionally considered the rate of volumetric strain); and the second is the product of the first part and the volumetric strain. The second part makes the PBM a significant advancement of the models reported in the literature. ... impact of the rock heterogeneity on the hydro-mechanical responses because of the requirement of large memory and long central processing unit (CPU) time for the 3D applications. In the 2D PBM applications, as the thermal boundary condition applied to the rock samples containing some fractures, the pore pressure is generated by the thermal gradient. Some pore pressure islands can be generated as the statistical model and the digital image model are applied to characterise the initial porosity distribution. However, by using the homogeneous model, this phenomenon cannot be produced. In the 3D PBM applications, the existing fractures become the preferential paths for the fluid flowing inside the numerical model. The numerical results show that the PBM is sufficiently reliable to account for the rock mineral distribution in the hydro-mechanical coupling processes. The applications of the statistical method and the digital image processing technique make it possible to visualise the rock heterogeneity effect on the pore pressure distribution and the heat dissipation inside the rock model. Monitoring the fluid flux demonstrates the impact of the rock heterogeneity on the fluid product, which concerns petroleum engineering. The overall fluid flux (OFF) is mostly overestimated when the rock and fluid properties are assumed to be homogeneous. The 3D PBM application is an example. As the rock is heterogeneous, the OFF by the digital core is almost the same as that by the homogeneous model (this is due to that some fractures running through the digital core become the preferential path for the fluid flow), and around 1.5 times of that by the statistical model.

[pt] Esta dissertação tem por objetivo um estudo comparativo do processo de planejamento estratégico de dois sistemas sociais complexos, as cidades do Rio de Janeiro e de Porto Alegre. Analisa-se a adequação das metodologias de planejamento empregadas nesses processos, em vista das características de cada um dos sistemas em estudo. Utiliza se como base para o estudo uma revisão de algumas abordagens de planejamento estratégico, incluindo a linha da Design School e as duas correntes do Planejamento Adaptativo, descrevendo-se, em cada uma dessas correntes, duas de suas metodologias. Descreve-se também cada um dos sistemas estudados e seu processo de planejamento. Como principais resultados, tem-se a identificação do processo de planejamento do Rio de Janeiro com a abordagem do Planejamento Estratégico e a do planejamento de Porto Alegre com a linha não-sinótica do Planejamento Adaptativo. Constatou-se que o processo de planejamento de Porto Alegre apresenta semelhanças com a metodologia de Incrementalismo Articulado, como a utilização do Sistema de Orçamento Participativo, lá implementado há mais de dez anos, que pode ser identificado com o Instrumento Articulador, peça chave dessa abordagem. / [en] This dissertation aims at developing a comparative study between the strategic planning processes of two social complex systems, the cities of Rio de Janeiro and Porto Alegre. The adequacy of the planning methodologies used in these processes is analyzed, in view of the characteristics of each of these systems. The study is based on a review of some approaches to strategic planning, including the line of the Design School and the two currents of the Adaptive Planning, describing, for each of these currents, two methodologies. The two systems are also described, as well as their planning processes. Among the main results, there is the identification of Rio de Janeiro`s planning process with the Strategic Planning approach, whereas Porto Alegre`s can be identified with the non-synoptic line of the Adaptive Planning approach. Some similarities were identified between Porto Alegre`s planning process and the Articulated Incrementalism, such as the use of the Participative Budgeting System, implemented in that city more than ten years ago, which can be identified to the Articulating Instrument, a key element to that approach. / [es] Esta disertación tiene como objetivo realizar un estudio comparativo del proceso de planeamiento estratégico de dos sistemas sociales complejos: las ciudades del Rio de Janeiro y de Porto Alegre. Se analiza si son adecuadas las metodologías de planeamiento empleadas en esos procesos, en vista de las características de cada un de los sistemas en estudio. Como base para este estudio, se realiza una revisión de varias concepciones de planeamiento estratégico, incluyendo la línea de la Design School y las dos corrientes de Planeamiento Adaptativo, describiendo, en cada una de esas corrientes, dos de su metodologías. Se describe también cada un de los sistemas estudiados y su proceso de planeamiento. Como principales resultados tenemos la identificación del proceso de planeamiento de Rio de Janeiro con el abordaje del Planeamiento Estratégico y el planeamiento de Porto Alegre con la línea no-sinótica del Planeamiento Adaptativo. Fue comprobado que el proceso de planeamiento de Porto Alegre presenta semejanzas con la metodología de Incrementalismo Articulado, como la utilización del Sistema de Presuesto Participativo, implementado hace más de diez años, que puede ser identificado con el Instrumento Articulador, pieza clave de ese abordaje.

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Em distintos momentos da história, pesquisadores investigaram e propuseram, com relativo sucesso, modelos locacionais que explicassem a origem e os processos dos crescimentos das cidades, mas, de modo frequente, esbarrando na complexidade desses sistemas. Recentemente, apoiados nas teorias sobre Sistemas Complexos, Nova Geografia Econômica e Modelos Configuracionais Urbanos, alguns conceitos proporcionam uma fundamentação mais consistente para a verificação das variáveis e suas interações espaciais, as quais identifiquem esses processos. Dentre os sistemas complexos, são representativos os conceitos sobre a resiliência e a criticalidade auto-organizada enquanto os conceitos do modelo centro-periferia, propostos pela nova geografia econômica, contribuem para compreensão das formações de aglomerações econômicas e populacionais. Tais abordagens conduzem ao desenvolvimento da hipótese de que a localização relativa dos serviços urbanos e dos moradores, no espaço intraurbano, estaria condicionada a duas forças que se contrapõem, “centrípeta e centrífuga”, que são geradoras de “tensões” as quais conduzem o sistema a atingir níveis críticos por determinados períodos até que novas condições movam o sistema, de maneira surpreendente, a um novo limiar. O processo de crescimento do sistema urbano seria, assim, sujeito às variações de densidades populacionais e das localizações dos diferentes serviços urbanos e suas externalidades econômicas existentes na cidade. A averiguação e os comportamentos destas forças foram testados em uma situação real, na cidade de Santa Maria – RS. Os dados populacionais e dos serviços urbanos foram espacializados recorrendo a um Sistema de Informação Geográfica – SIG e suas interações avaliadas com o uso de medidas configuracionais urbanas. Espera-se, com isso, contribuir para a consolidação do conhecimento da dinâmica urbana e das condições dos diversos estados do sistema urbano. / At different times, researchers have investigated and proposed, with relative success, locational models that explain the origin and the processes of urban growth, but, often, failing to account for the complexity of these systems. Recently, the theories of Complex Systems, New Economic Geography and Urban Configurational Models, have provided concepts with a more consistent rationale for checking variables and the spatial interactions that identify these processes. The Complex Systems framework has provided the concepts of resiliency and self-organized criticality, whereas New Economic Geography has furnished the center-periphery model, which aids in understanding economic and population agglomerations. These approaches support the hypothesis that the relative location of urban services and residents in the intraurban space is subject to centripetal and centrifugal forces, which generate tensions that lead the system toward critical levels for determined periods until new conditions move the system, unexpectedly, to a new threshold. The growth process of the urban system is thus subject to variations in population density and in localization of the different urban services and their economic externalities that exist in the city. The behaviors of these forces were tested in a real situation, in the city of Santa Maria, RS. Population and urban services data were spatialized using a Geographic Information System – GIS and their interactions were evaluated with the use of urban configurational measures to contribute to our knowledge of urban dynamics and the conditions of the various states of the urban system.