O objetivo deste trabalho foi desenvolver e implementar uma metodologia envolvendo a análise de perfis de difração de raios X (X-ray Line Profile Analysis - XLPA) para o estudo e determinação do tamanho médio de cristalitos e microdeformação em materiais. Para isto houve o desenvolvimento de um programa computacional para facilitar o tratamento dos picos presentes em um difratograma e realizar a deconvolução de perfis através do Método de Stokes para se corrigir a contribuição instrumental nos perfis de difração. Os métodos de XLPA de espaço real estudados e aplicados neste trabalho foram os métodos de Scherrer, Williamson-Hall e Single-Line (ou Linha Única) e o método de Warren-Averbach de espaço de Fourier. Além disso, utilizando-se um modelamento matemático foi possível calcular a distribuição de tamanhos de cristalitos para um caso isotrópico, onde considerou-se a distribuição log-normal e cristalitos com forma esférica. Foi possível demonstrar que a teoria proposta pode ser considerada como uma boa aproximação avaliando-se uma razão de dispersão. As metodologias descritas acima foram aplicadas em dois materiais distintos: na liga metálica Zircaloy-4 e em ZnO. / The objective of this work was to develop and implement a methodology of X-ray Line Profile Analysis (XLPA) for the study and determination of the mean crystallite sizes and microstrains in materials. A computer program was developed to speed up the treatment of diffraction peaks and perform the deconvolution utilizing the Stokes method to correct the instrumental contribution in the X-ray diffraction measurements. The XLPA methods used were the Scherrer, Williamson-Hall and Single-Line methods, which can be called real space methods, and the Fourier space method of Warren-Averbach. Furthermore, considering a mathematical modelling it was possible to calculate the crystallite size distribution, considering the log-normal distribution and spherical crystallites. It was possible to demonstrate the proposed theory can provide reliable results evaluating a dispersion parameter. The methodologies described above were applied in two distinct materials: in the alloy Zircaloy-4 and in ZnO.

O objetivo deste trabalho foi desenvolver e implementar uma metodologia envolvendo a análise de perfis de difração de raios X (X-ray Line Profile Analysis - XLPA) para o estudo e determinação do tamanho médio de cristalitos e microdeformação em materiais. Para isto houve o desenvolvimento de um programa computacional para facilitar o tratamento dos picos presentes em um difratograma e realizar a deconvolução de perfis através do Método de Stokes para se corrigir a contribuição instrumental nos perfis de difração. Os métodos de XLPA de espaço real estudados e aplicados neste trabalho foram os métodos de Scherrer, Williamson-Hall e Single-Line (ou Linha Única) e o método de Warren-Averbach de espaço de Fourier. Além disso, utilizando-se um modelamento matemático foi possível calcular a distribuição de tamanhos de cristalitos para um caso isotrópico, onde considerou-se a distribuição log-normal e cristalitos com forma esférica. Foi possível demonstrar que a teoria proposta pode ser considerada como uma boa aproximação avaliando-se uma razão de dispersão. As metodologias descritas acima foram aplicadas em dois materiais distintos: na liga metálica Zircaloy-4 e em ZnO. / The objective of this work was to develop and implement a methodology of X-ray Line Profile Analysis (XLPA) for the study and determination of the mean crystallite sizes and microstrains in materials. A computer program was developed to speed up the treatment of diffraction peaks and perform the deconvolution utilizing the Stokes method to correct the instrumental contribution in the X-ray diffraction measurements. The XLPA methods used were the Scherrer, Williamson-Hall and Single-Line methods, which can be called real space methods, and the Fourier space method of Warren-Averbach. Furthermore, considering a mathematical modelling it was possible to calculate the crystallite size distribution, considering the log-normal distribution and spherical crystallites. It was possible to demonstrate the proposed theory can provide reliable results evaluating a dispersion parameter. The methodologies described above were applied in two distinct materials: in the alloy Zircaloy-4 and in ZnO.

Complex patterns arise in many extended nonlinear nonequilibrium systems in physics, chemistry and biology. Information extraction from these complex patterns is a challenge and has been a main subject of research for many years. We study patterns in Rayleigh-Benard convection (RBC) acquired from our laboratory experiments to develop new characterization techniques for complex spatio-temporal patterns. Computational homology, a new topological characterization technique, is applied to the experimental data to investigate dynamics by quantifying convective patterns in a unique way. The homology analysis is used to detect symmetry breakings between hot and cold flows as a function of thermal driving in experiments, where other conventional techniques, e.g., curvature and wave-number distribution, failed to reveal this asymmetry. Furthermore, quantitative information is acquired from the outputs of homology to identify different spatio-temporal states. We use this information to obtain a reduced dynamical description of spatio-temporal chaos to investigate extensivity and physical boundary effects in RBC. The results from homological analysis are also compared to other dimensionality reduction techniques such as Karhunen-Loeve decomposition and Fourier analysis.

Σκοπός αυτής της διπλωματικής εργασίας είναι η εξαγωγή γνώσης και χρήσιμων συμπερασμάτων για το σχετικά αδιερεύνητο θέμα της διάγνωσης των μαθησιακών δυσκολιών. Χρησιμοποιήθηκαν δεδομένα καταγραφής ηλεκτροεγκεφαλογραφημάτων ηρεμίας και εγκεφαλικών προκλητών δυναμικών υγιών και ατόμων με μαθησιακές δυσκολίες, τα οποία συλλέχθηκαν στο εργαστήριο Ψυχοφυσιολογίας του Αιγινητείου Νοσοκομείου. Από την ανάλυση αυτών των σημάτων προσδιορίστηκαν παράμετροι (π.χ συγκεκριμένες κορυφώσεις) που διαφοροποιούν στατιστικά τα άτομα με μαθησιακές δυσκολίες σε σχέση με τους υγιείς. Παράλληλα, εξετάστηκαν παράμετροι από την κλασική θεωρία βιοσημάτων όπως η ενέργεια και οι χαρακτηριστικοί ρυθμοί. Τέλος, επιλύθηκε το αντίστροφο πρόβλημα της ηλεκτροεγκεφαλογραφίας ώστε να βρεθούν οι ρευματικές πηγές που προκαλούν τα αντίστοιχα σήματα στην επιφάνεια του κεφαλιού. Από τις πηγές αυτές επιδιώχθηκε ο προσδιορισμός περιοχών του εγκεφάλου που πιθανώς να είναι υπεύθυνες για την εμφάνιση μαθησιακών δυσκολιών. / The present thesis aims at the extraction of knowledge and useful conclusions for the relatively uninvestigated phenomenon of learning difficulties. Patients and healthy controls were evaluated by a computerized version of the digit span Wechsler test and EEG/ERP signals were recorded from 15 scalp electrodes based on the international 10-20 system of electroencephalography. The phenomenon was investigated via processing and analysis of EEG/ERP signals of healthy and persons with learning difficulties. Some features were extracted from these signals that statistically differentiate these two groups. Furthermore, features from classical theory of biosignals such as energy and characteristic rhythms were investigated. Finally, the so-called electroencephalography inverse problem was solved in order to define the internal current sources. The localization of such sources in the brain aimed at defining brain regions that are potentially responsible for learning difficulties.

Bragg scattering of optical waves in thick gratings at extreme angles, where the scattered wave propagates parallel (extremely asymmetric scattering - EAS) or nearly parallel (grazing angle scattering - GAS) to the grating boundaries, is associated with many unique and practically important resonant phenomena. It has been demonstrated that one of the main physical mechanisms for these resonant phenomena is the diffractional divergence of the scattered wave inside and outside the grating region. This thesis fills the gaps in the theoretical and experimental understanding of Bragg scattering in gratings at extreme angles by investigating EAS and GAS in structures where diffractional divergence of waves is significantly affected by anisotropy and/or non-uniformities of the dielectric permittivity. Unusually high sensitivity of wave scattering in thick periodic gratings to small step-like variations of mean structural parameters at the grating boundaries is predicted and described for the case when the scattered wave (the +1 diffracted order) propagates almost parallel to the front grating boundary (the geometry of GAS). A unusual pattern of strong multiple resonances for bulk electromagnetic waves is predicted and analysed numerically in thick periodic holographic gratings in a guiding slab with mean permittivity that is greater than that of the surrounding media. It is demonstrated that these resonances are related to resonant generation of a new type of eigenmodes in a thick slab with a periodic grating. These eigenmodes are generically related to the grating -- they do exist not if the grating amplitude is zero. A new type of resonant coupling of bulk radiation into the conventional guided modes of a slab with a thick holographic grating is predicted and explained theoretically. It occurs in the presence of strong frequency detunings of the Bragg condition by means of interaction of the strongly non-eigen +1 diffracted order with the slab-grating boundaries. Therefore, it is only in the presence of step-like variations of the mean permittivity at the grating boundaries that this type of resonant coupling can occur. A new method for the analysis of EAS and GAS in anisotropic gratings is developed. This method is based on the consideration of the diffractional divergence of the scattered wave and the two-wave approximation in anisotropic gratings. Special efforts are focused on the analysis of EAS and GAS of extraordinary waves in uniaxial gratings. In particular, it is demonstrated that increasing curvature of the normal surface in the direction of propagation of the scattered wave results in increase of its diffraction divergence and the resonant amplitude. A theoretical model is developed for comparison of the theoretical predictions with data obtained from experimental observations of EAS in a holographic grating written in a photorefractive medium. The developed model is applied for the interpretation of experimental observations of EAS in BaTiO3 photorefractive crystals. Good agreement with the theoretical predictions is demonstrated.

Submitted by Claudinei Pracidelli (cpracide@ipen.br) on 2016-11-11T11:16:35Z No. of bitstreams: 0 / Made available in DSpace on 2016-11-11T11:16:35Z (GMT). No. of bitstreams: 0 / Neste trabalho serão apresentados novos métodos baseados na geração e controle de comprimento de onda em lasers aleatórios e lasers de diodo. Na primeira parte do trabalho será demonstrado um laser aleatório com realimentação localizada em filmes em biopolímeros dopado com corante. O filme é constituído por um ácido desoxirribonucleico e cloreto de cetiltrimetilamônio (DNA-CTMA) dopado com DCM. No dispositivo proposto, a realimentação óptica para o laser aleatório é dada por centros de dispersão posicionados aleatoriamente ao longo das bordas da área ativa. Os elementos de dispersão são nanopartículas de dióxido de titânio (TiO2) ou defeitos aleatórios na interface entre o polímero ativo e ar. Diferentes espectros de emissão são observados, dependendo da geometria da área excitada. Um único ressonador aleatório com dimensões de 2.6 x 0.65 mm2 foi fabricado com emissão aleatória com realimentação obtida pela excitação do dispositivo por completo. A segunda parte deste trabalho apresenta um novo método para a geração e manipulação de franjas de contorno por meio de interferometria speckle com comprimento de onda sintética, usando um único laser de diodo com cavidade externa. A cavidade externa permite sintonizar duas emissões simultaneamente, o que por sua vez muda o intervalo entre as franjas de contorno do interferômetro, além de aumentar a estabilidade do laser. Uma análise de Fourier é proposta como alternativa para medir o comprimento de onda sintético resultante das duas emissões do laser. / Tese (Doutorado em Tecnologia Nuclear) / IPEN/T / Instituto de Pesquisas Energeticas e Nucleares - IPEN-CNEN/SP

Orientador: Anderson de Rezende Rocha / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Computação / Made available in DSpace on 2018-08-23T22:22:57Z (GMT). No. of bitstreams: 1 Pinto_AllandaSilva_M.pdf: 47523880 bytes, checksum: 072eb0490c26631b80cdcc47d55a4817 (MD5) Previous issue date: 2013 / Resumo: O resumo poderá ser visualizado no texto completo da tese digital / Abstract: The complete abstract is available with the full electronic document / Mestrado / Ciência da Computação / Mestre em Ciência da Computação

This master thesis should provide reader with an overview of the European spread options evaluation using the fast Fourier transform numerical method. The first and second part of the thesis deal with the theoretical foundations of Fourier analysis and existing approaches of spread option valuation under two and three-factors frameworks (namely GBM - geometric Brown motion and SV - stochastic volatility). The third part describes extention of Hurd-Zhou (2010) valuation method by tool for call and put spread options pricing in case of negative or zero strikes. Extension will be compared with Monte Carlo simulation results from a variety of perspectives, including computing complexity and implementation requirements. Dempster-Hong model, Hurd-Zhou model and Monte Carlo simulation are implemented and tested in R (programming language).

[pt] Nós começamos essa dissertação com um panorama geral e introdutório dos tópicos de Sensibilidade a Ruído e Percolação . Como essas áreas podem ser desconhecidas por muitos estudantes de pós-graduação, nós apresentamos o material de uma maneira acessível, com o intuito de divulgar importantes técnicas e resultados dessas áreas. Nós também vamos introduzir o modelo para Percolação de Voronoi e apresentar resultados sobre probabilidades de cruzamentos neste modelo. Nos últimos dois capulos nós iremos considerar Sensibilidade a Ruído para Percolação do tipo quenched. Em particular, no penúltimo capítulo nós vamos apresentar resultados do artigo Quenched Voronoi Percolation de Daniel Ahlberg, Simon Griffiths, Robert Morris e Vincent Tassion, e no último capítulo provaremos um teorema que melhora uma das cotas deste artigo. / [en] We begin this dissertation by giving an introductory overview of the topics of Noise Sensitivity and Percolation. As these areas may be unfamiliar to many graduate students, we present the material in an accessible way, with the objective of publicising important techniques and results in these areas.We shall also introduce the model of Voronoi Percolation and present results of Vincent Tassion on crossing probabilities in this model. In the last two chapters we consider Noise Sensitivity of Quenched Voronoi Percolation. In particular, in the penultimate chapter we present the results of the paper Quenched Voronoi Percolation by Daniel Ahlberg, Simon Griffiths, Robert Morris and Vincent Tassion, and in the final chapter we prove a theorem which improves one of the bounds of that paper.

Detta examensarbete undersöker om ett skolprogram på Vetenskapens Hus har förmågan att skapa en bro mellan gymnasieelevers matematikkunskap, universitetsmatematik och dess praktiska tillämpning för att därmed öka deras intresse och motivation för inlärning av matematik- och fysikämnen. Skolprogrammets tema är fourieranalys och dess tillämpning inom ljudsyntes och digital ljudbehandling (DSP). Skolprogrammet har att göra med matematik, fysik och IT, vilket gör programmet tvärvetenskapligt. En viktig del av detta arbete är också att vidareutveckla detta skolprogram med avseende på resultaten från denna undersökning. Resultaten är baserade på kvalitativa data från enkäter och intervjuer med eleverna som deltog i testfallen av skolprogrammet och deras lärare samt på litteraturstudier. Information samlades också in under en iterativ process av programmets vidareutveckling. Denna rapport inleds med motivering till genomförandet av detta arbete, studiens syfte- och målsättning samt formulering av huvudfrågeställningar. Därefter beskrivs metoder som användes för att besvara frågeställningarna. I mitten av rapporten sammanfattas litteratur och forskningsstudier inom undervisning, intresse och motivation samt sammanfattas en vetenskaplig bas för innehållet i skolprogrammet inom fourieranalys. Därefter beskrivs utvecklingsprocessen av skolprogrammet. Detta följs av en presentation av resultaten från testning av skolprogrammet med gymnasieelever med avseende på hur deras intresse och motivation påverkas av det. Rapporten avslutas med diskussion av dessa resultat och dess trovärdighet. Resultaten visar att den sista versionen av den laborativa aktiviteten, som vidareutvecklades inom ramen av detta arbete, väcker elevernas intresse och motivation för temat av skolprogrammet. Resultaten visar också att vissa komplexa begrepp (både nya och de som eleverna lär sig i skolan) blir klarare för eleverna efter skolprogrammet, vilket potentiellt kan leda till ökning av deras motivation till att lära sig matematik och naturvetenskap generellt. Problemet är dock att skolprogrammet testades med för få gymnasieklasser för att kunna generalisera resultatet över hela målgruppen av gymnasieelever. / This thesis investigates the ability of a lab exercise in House of Science (Vetenskapens Hus),Stockholm, to create bridges between upper-secondary school students’ knowledge, university mathematics and practical application of that knowledge, thus increasing their motivation and interest to learn more mathematics and physics. The topic of the lab exercise is Fourier analysis and its practical application in Digital Sound Processing (DSP). The lab exercise deals with mathematics, physics and IT-technology thus making the activity interdisciplinary. An important part of the work is also to improve this lab exercise based on the results of this study. The result is based on qualitative data from interviews, questionnaires filled by students and their teachers and also on literature studies. Some data is also collected through an iterative process of improving the lab exercise. This report starts with justification for conducting this work, setting the goals and objectives and formulating main questions. Then the methods, which were used in order to answer these questions, are described. The middle part of the report summarizes literature and research studies in education, interest and motivation of students and also summarizes a scientific basis for the content of the school program in Fourier analysis. Next, the development process of the school program is described. This is followed by a presentationof the results of testing the school program with upper secondary school students with regard to how their interest and motivation are affected by it. The report ends with a discussion of these results and its credibility. The result shows that the final version of the lab exercise, that is modified within the framework of this study, wakes students’ interest and motivation towards the topic of the exercise. The result also shows that some complex concepts (both new and those which are learned in school) become clearer for the students after the exercise which could potentiallylead to an increase in their motivation for learning the mathematics and physics in general. The problem is that the lab exercise was tested on too few classes for being able to generalize the result over the whole target group of the upper-secondary school students.