Um propulsor do tipo Hall é um mecanismo que utiliza predominantemente uma configuração de campos eletromagnéticos Hall, um campo elétrico perpendicular a um campo magnético, para confinar elétrons e acelerar íons. Os elétrons são confinados dentro de um canal de aceleração onde os campos eletromagnéticos estão presentes. Um gás neutro é lançado dentro desse canal de aceleração de forma que os elétrons confinados podem colidir com os átomos do gás e os ionizar. Os íons gerados dessas colisões, elétrons-gás, são fortemente repelidos para fora do canal de aceleração pelo campo elétrico. A expulsão desses íons é o fator responsável pela propulsão. Nesses propulsores é importante que os elétrons estejam confinados dentro do canal de aceleração e que sejam capazes de produzir o maior número possível de íons. Visando determinar quais são os parâmetros de controle– intensidade dos campos eletromagnéticos– que propiciam uma dinâmica eletrônica com essas características, derivamos, via formalismo Hamiltoniano, as equações de movimento de um elétron e as analisamos. Dessas equações de movimento encontramos funções analíticas que indicam os limites geométricos atingidos pelo elétron dentro do sistema propulsor para cada conjunto de parâmetros de controle. Essas funções constituem o critério de confinamento eletrônico utilizado nesse trabalho. Além disso, a partir das equações de movimento, mostramos quais as configurações de campos eletromagnéticos que teoricamente incrementam o desempenho dos propulsores Hall. Verificamos que nas configurações de maior desempenho a dinâmica eletrônica é caótica. Neste trabalho, o caos é determinado com o auxílio dos mapas de Poincaré e dos expoentes de Lyapunov. / A Hall thruster is a system that utilizes an electromagnetic fields configuration predominantly like Hall, an electric field which lies perpendicular to a magnetic field, to confine electrons and to accelerate ions. The electrons are confined within an acceleration chamber where the electromagnetic fields are present. A neutral gas is released within this acceleration chamber so that the confined electrons can collide with the gas and ionize it. The ions generated from these collisions, the electron-gas, are strongly repelled by the electric field system. The expulsion of these ions generate the propulsion. In these thrusters it is very important that the electrons are confined within the acceleration chamber and are able to produce the largest possible number of ions. In order to determine the control parameters, that is, the electromagnetic fields intensity which provides an electronic dynamic with these characteristics; we derived, via Hamiltonian formalism, the motion equations for an electron and we analyzed them. From these motion equations, we found functions that indicate the electron geometric boundaries within these thrusters, for each set of control parameters. In this work, these functions indicate the electronic confinement. Moreover, from the motion equations, we showed the electromagnetic fields settings which theoretically improve the Hall thruster’s performance. We found that, in these higher performance settings, the electron dynamics is chaotic. In this work, the chaos is determined by Poincaré maps and by Lyapunov exponents.

Die vorliegende Arbeit umfaßt drei Abhandlungen, welche allgemein mit einer stochastischen Theorie für die Lyapunov-Exponenten befaßt sind. Mit Hilfe dieser Theorie werden universelle Skalengesetze untersucht, die in gekoppelten chaotischen und ungeordneten Systemen auftreten. <br /> <br /> Zunächst werden zwei zeitkontinuierliche stochastische Modelle für schwach gekoppelte chaotische Systeme eingeführt, um die Skalierung der Lyapunov-Exponenten mit der Kopplungsstärke ('coupling sensitivity of chaos') zu untersuchen. Mit Hilfe des Fokker-Planck-Formalismus werden Skalengesetze hergeleitet, die von Ergebnissen numerischer Simulationen bestätigt werden. <br /> <br /> Anschließend wird gezeigt, daß 'coupling sensitivity' im Fall gekoppelter ungeordneter Ketten auftritt, wobei der Effekt sich durch ein singuläres Anwachsen der Lokalisierungslänge äußert. Numerische Ergebnisse für gekoppelte Anderson-Modelle werden bekräftigt durch analytische Resultate für gekoppelte raumkontinuierliche Schrödinger-Gleichungen. Das resultierende Skalengesetz für die Lokalisierungslänge ähnelt der Skalierung der Lyapunov-Exponenten gekoppelter chaotischer Systeme. <br /> <br /> Schließlich wird die Statistik der exponentiellen Wachstumsrate des linearen Oszillators mit parametrischem Rauschen studiert. Es wird gezeigt, daß die Verteilung des zeitabhängigen Lyapunov-Exponenten von der Normalverteilung abweicht. Mittels der verallgemeinerten Lyapunov-Exponenten wird der Parameterbereich bestimmt, in welchem die Abweichungen von der Normalverteilung signifikant sind und Multiskalierung wesentlich wird. / This work incorporates three treatises which are commonly concerned with a stochastic theory of the Lyapunov exponents. With the help of this theory universal scaling laws are investigated which appear in coupled chaotic and disordered systems. <br /> <br /> First, two continuous-time stochastic models for weakly coupled chaotic systems are introduced to study the scaling of the Lyapunov exponents with the coupling strength (coupling sensitivity of chaos). By means of the the Fokker-Planck formalism scaling relations are derived, which are confirmed by results of numerical simulations. <br /> <br /> Next, coupling sensitivity is shown to exist for coupled disordered chains, where it appears as a singular increase of the localization length. Numerical findings for coupled Anderson models are confirmed by analytic results for coupled continuous-space Schrödinger equations. The resulting scaling relation of the localization length resembles the scaling of the Lyapunov exponent of coupled chaotic systems. <br /> <br /> Finally, the statistics of the exponential growth rate of the linear oscillator with parametric noise are studied. It is shown that the distribution of the finite-time Lyapunov exponent deviates from a Gaussian one. By means of the generalized Lyapunov exponents the parameter range is determined where the non-Gaussian part of the distribution is significant and multiscaling becomes essential.

In this work, flow through synthetic arrangements of contacting spheres is studied as a model problem for porous media and packed bed type flows. Direct numerical simulations are performed for moderate pore Reynolds numbers in the range, 10 ≤ Re ≤ 600, where non-linear porescale flow features are known to contribute significantly to macroscale properties of engineering interest. To first choose and validate appropriate computational models for this problem, the relative performance of two numerical approaches involving body conforming and non-conforming grids for simulating porescale flows is examined. In the first approach, an unstructured solver is used with tetrahedral meshes, which conform to the boundaries of the porespace. In the second approach, a fictitious domain formulation (Apte et al., 2009. J Comput. Phys. 228 (8), 2712-2738) is used, which employs non-body conforming Cartesian grids and enforces the no-slip conditions on the pore boundaries implicitly through a rigidity constraint force. Detailed grid convergence studies of both steady and unsteady flow through prototypical arrangements of spheres indicate that for a fixed level of uncertainty, significantly lower grid densities may be used with the fictitious domain approach, which also does not require complex grid generation techniques. Next, flows through both random and structured arrangements of spheres are simulated at pore Reynolds numbers in the steady inertial ( 10 ≲ Re ≲ 200) and unsteady inertial (Re ≈ 600) regimes, and used to analyze the characteristics of porescale vortical structures. Even at similar Reynolds numbers, the vortical structures observed in structured and random packings are remarkably different. The interior of the structured packings are dominated by multi-lobed vortex rings structures that align with the principal axes of the packing, but perpendicular to the mean flow. The random packing is dominated by helical vortices, elongated parallel to the mean flow direction. The unsteady dynamics observed in random and structured arrangements are also distinct, and are linked to the behavior of the porescale vortices. Finally, to investigate the existence and behavior of transport barriers in packed beds, a numerical tool is developed to compute high resolution finite-time Lyapunov exponent (FTLE) fields on-the-fly during DNS of unsteady flows. Ridges in this field are known to correspond to Lagrangian Coherent Structures (LCS), which are invariant barriers to transport and form the skeleton of time dependent Lagrangian fluid motion. The algorithm and its implementation into a parallel DNS solver are described in detail and used to explore several flows, including unsteady inertial flow in a random sphere packing. The resulting FTLE fields unambiguously define the boundaries of dynamically distinct porescale features such as counter rotating helical vortices and jets, and capture time dependent phenomena including vortex shedding at the pore level. / Graduation date: 2013

Chaotic dynamics produced by optical delay systems have interesting applications in telecommunications. Optical chaos can be used to transmit secretly, in real-time, a message between an emitter and a receiver. The noise-like appearance of chaos is used to conceal the message, and the synchronization of the receiver with the chaotic emitter is used to decode the message. This work focuses on the study of two crucial topics in the field of chaotic optical communications. The first topic is the synchronization of chaotic external-cavity laser diodes, which are among the most promising chaotic emitters for secure communications. It is shown that, for edge-emitting lasers, two drastically different synchronization regimes are possible. The regimes differ in terms of the delay time in the synchronization and in terms of the robustness of the synchronization with respect to parameter mismatches between the emitter and the receiver. In vertical-cavity surface-emitting lasers, the two linearly-polarized components of the electric field also exhibit isochronous and anticipating synchronization when the coupling between the lasers is isotropic. When the coupling is polarized, the linearly-polarized component that is parallel to the injected polarization tends to synchronize isochronously with the injected optical field, while the other component tends to be suppressed, but it can also be antisynchronized. The second topic is the analysis of time series produced by optical chaotic emitters subjected to a delayed feedback. First, we verify with experimental data that chaos produced by optical delay systems is highly complex. This high complexity is demonstrated by estimating chaos dimension and entropy from experimental time series and from models of optical delay systems. Second, by analyzing chaotic time series, it is shown that the value of the delay of a single-delay system can always be identified, independently of the type of system used and of its complexity. Unfortunately, an eavesdropper can use this information on the delay value to break the cryptosystem. We propose a new cryptosystem with two delayed feedback loops that increases the difficulty of the delay identification problem.

In this thesis the Lyapunov exponents of random dynamical systems are presented and investigated. The main results are: 1. In the space of all unbounded linear cocycles satisfying a certain integrability condition, we construct an open set of linear cocycles have simple Lyapunov spectrum and no exponential separation. Thus, unlike the bounded case, the exponential separation property is nongeneric in the space of unbounded cocycles. 2. The multiplicative ergodic theorem is established for random difference equations as well as random differential equations with random delay. 3. We provide a computational method for computing an invariant measure for infinite iterated functions systems as well as the Lyapunov exponents of products of random matrices. / In den vorliegenden Arbeit werden Lyapunov-Exponented für zufällige dynamische Systeme untersucht. Die Hauptresultate sind: 1. Im Raum aller unbeschränkten linearen Kozyklen, die eine gewisse Integrabilitätsbedingung erfüllen, konstruieren wir eine offene Menge linearer Kyzyklen, die einfaches Lyapunov-Spektrum besitzen und nicht exponentiell separiert sind. Im Gegensatz zum beschränkten Fall ist die Eingenschaft der exponentiellen Separiertheit nicht generisch in Raum der unbeschränkten Kozyklen. 2. Sowohl für zufällige Differenzengleichungen, als auch für zufällige Differentialgleichungen, mit zufälligem Delay wird ein multiplikatives Ergodentheorem bewiesen. 3.Eine algorithmisch implementierbare Methode wird entwickelt zur Berechnung von invarianten Maßen für unendliche iterierte Funktionensysteme und zur Berechnung von Lyapunov-Exponenten für Produkte von zufälligen Matrizen.

Made available in DSpace on 2014-06-11T19:27:07Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-03-12Bitstream added on 2014-06-13T19:47:35Z : No. of bitstreams: 1 ferreira_mc_me_sjrp.pdf: 2030782 bytes, checksum: 6be665234f9e1a4c6116708f4f20c11c (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Neste trabalho realizamos um estudo de um sistema dinâmico não ideal, constituído por um pêndulo acoplado a um bloco e que oscilam verticalmente. A oscilação é devida a rotação de uma massa desbalanceada e acionada por um motor DC, cuja fonte de energia é limitada. Consideramos situações em que as freqüências do bloco e do pêndulo estão em ressonâncias internas 1:1, 1:2 e 2:1, e analisamos o comportamento do sistema bloco- motor-pêndulo através de simulações numéricas. Uma análise similar e levada a efeito, no caso em que o sistema dinâmico é dotado de uma excitação de suporte ideal horizontal do tipo F cos wt. / In this work we studied a nonideal dynamical system which is constituted by a pendulum connected to a block, and that oscillates vertically. The oscillation is due to the rotation of a unbalanced mass moved by DC motor with limited power supply. We consider situations where the frequencies of the block and the pendulum are in 1:1, 1:2 and 2:1 internal resonances, and we analyse the behavior of the block - motor - pendulum system through numerical simulations. A similar analysis is performed in the case where the dynamical system has a periodic horizontal oscillation of type F cos wt.

Made available in DSpace on 2016-12-12T20:15:52Z (GMT). No. of bitstreams: 1 Rodrigo Antonio da Silva.pdf: 16150641 bytes, checksum: 4f03858f903f15428bb43b27fd6e1fe8 (MD5) Previous issue date: 2015-02-27 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / In this work we investigate parameter planes constructed for a set of three autonomous, ten-parameter, first-order nonlinear ordinary differential equations, which models a tri-trophic food web system. By using Lyapunov exponents, bifurcation diagrams, and trajectories in the phase-space, to numerically characterize the dynamics of the model in a parameter plane, we show that it presents typical periodic structures embedded in a chaotic region, forming spiral structures that coils up around a focal point while period-adding bifurcation take place. / Nesse trabalho investigamos planos de parâmetros construídos para um conjunto de três equações diferenciais ordinárias, autônomas, não lineares de primeira ordem com dez parâmetros que modela uma cadeia alimentar tritrófica. Usamos expoentes de Lyapunov, diagramas de bifurcação, e curvas no espaço de fase para caracterizar numericamente a dinâmica do modelo em um plano de parâmetro e, mostramos que este apresenta estruturas periódicas típicas em meio à regiões caóticas, formando espirais que se enrolam ao redor de um ponto focal ao passo que surgem bifurcações de adição de período.

Made available in DSpace on 2016-12-12T20:15:54Z (GMT). No. of bitstreams: 1 pre_textuais.pdf: 54354 bytes, checksum: 81cdd6a9b6a26b1b93efdeee869b2de9 (MD5) Previous issue date: 2011-07-26 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / In this work we study the self-organization of periodic structures on parameter-spaces of the largest Lyapunov exponent (Lyapunov diagrams) of the Watt governor system model. A hierarchical organization and period-adding bifurcation cascades of the periodic structures are observed, and these self-organized cascades accumulate on a periodic boundary. We also show that the periods of the structures organize themselves obeying the solutions of a diophantine equation. / Neste trabalho estudamos a auto-organização de estruturas periódicas no espaço de parâmetros do maior expoente de Lyapunov (diagramas de Lyapunov) em um modelo do sistema regulador deWatt. Uma organização hierárquica e cascatas de bifurcação por adição de período das estruturas periódicas são observadas e estas cascatas auto-organizadas se acumulam em fronteiras periódicas. Também mostramos que os períodos das estruturas organizam-se obedecendo as soluções de equações diofantina

Um propulsor do tipo Hall é um mecanismo que utiliza predominantemente uma configuração de campos eletromagnéticos Hall, um campo elétrico perpendicular a um campo magnético, para confinar elétrons e acelerar íons. Os elétrons são confinados dentro de um canal de aceleração onde os campos eletromagnéticos estão presentes. Um gás neutro é lançado dentro desse canal de aceleração de forma que os elétrons confinados podem colidir com os átomos do gás e os ionizar. Os íons gerados dessas colisões, elétrons-gás, são fortemente repelidos para fora do canal de aceleração pelo campo elétrico. A expulsão desses íons é o fator responsável pela propulsão. Nesses propulsores é importante que os elétrons estejam confinados dentro do canal de aceleração e que sejam capazes de produzir o maior número possível de íons. Visando determinar quais são os parâmetros de controle– intensidade dos campos eletromagnéticos– que propiciam uma dinâmica eletrônica com essas características, derivamos, via formalismo Hamiltoniano, as equações de movimento de um elétron e as analisamos. Dessas equações de movimento encontramos funções analíticas que indicam os limites geométricos atingidos pelo elétron dentro do sistema propulsor para cada conjunto de parâmetros de controle. Essas funções constituem o critério de confinamento eletrônico utilizado nesse trabalho. Além disso, a partir das equações de movimento, mostramos quais as configurações de campos eletromagnéticos que teoricamente incrementam o desempenho dos propulsores Hall. Verificamos que nas configurações de maior desempenho a dinâmica eletrônica é caótica. Neste trabalho, o caos é determinado com o auxílio dos mapas de Poincaré e dos expoentes de Lyapunov. / A Hall thruster is a system that utilizes an electromagnetic fields configuration predominantly like Hall, an electric field which lies perpendicular to a magnetic field, to confine electrons and to accelerate ions. The electrons are confined within an acceleration chamber where the electromagnetic fields are present. A neutral gas is released within this acceleration chamber so that the confined electrons can collide with the gas and ionize it. The ions generated from these collisions, the electron-gas, are strongly repelled by the electric field system. The expulsion of these ions generate the propulsion. In these thrusters it is very important that the electrons are confined within the acceleration chamber and are able to produce the largest possible number of ions. In order to determine the control parameters, that is, the electromagnetic fields intensity which provides an electronic dynamic with these characteristics; we derived, via Hamiltonian formalism, the motion equations for an electron and we analyzed them. From these motion equations, we found functions that indicate the electron geometric boundaries within these thrusters, for each set of control parameters. In this work, these functions indicate the electronic confinement. Moreover, from the motion equations, we showed the electromagnetic fields settings which theoretically improve the Hall thruster’s performance. We found that, in these higher performance settings, the electron dynamics is chaotic. In this work, the chaos is determined by Poincaré maps and by Lyapunov exponents.

O principal objetivo do presente trabalho é propor, desenvolver, testar e apresentar um método para a classificação do grau de desenvolvimento da capacidade cognitiva espacial de diferentes indivíduos. 37 alunos de graduação tiveram seus eletroencefalogramas (EEGs) capturados enquanto estavam engajados em tarefas de rotação mental de imagens tridimensionais. Seu grau de desenvolvimento da capacidade cognitiva espacial foi avaliado utilizando-se um teste psicológico BPR-5. O maior expoente de Lyapunov (LLE) foi calculado a partir de cada um dos 8 canais dos EEGs capturados. OS LLEs foram então utilizados como tuplas de entrada para 5 diferentes classificadores: i) perceptron de múltiplas camadas, ii) rede neural artificial de funções de base radial, iii) perceptron votado, iv) máquinas de vetor de suporte, e v) k-vizinhos. O melhor resultado foi obtido utilizando-se uma RBF com 4 clusters e a função de kernel Puk. Também foi realizada uma análise estatística das diferenças de atividade cerebral, baseando-se nos LLEs calculados, entre os dois grupos de interesse: SI+ (indivíduos com um suposto maior grau de desenvolvimento da sua capacidade cognitiva espacial) e SI- (grupo de controle) durante a realização de tarefas de rotação mental de imagens tridimensionais. Uma diferença média de 16% foi encontrada entre os dois grupos. O método de classificação proposto pode vir a contribuir e a interagir com outros processos na analise e no estudo da capacidade cognitiva espacial humana, assim como no entendimento da inteligência humana como um todo. Um melhor entendimento e avaliação das capacidades cognitivas de um indivíduo podem sugerir a este elementos de motivação, facilidade ou de inclinações naturais suas, podendo, provavelmente, afetar as decisões da sua vida e carreira de uma forma positiva. / The main objective of the present work is to propose, develop, test, and show a method for classifying the spatial cognition degree of development on different individuals. Thirty-Seven undergraduate students had their electroencephalogram (EEG) recorded while engaged in 3-D images mental rotation tasks. Their spatial cognition degree of development was evaluated using a BPR-5 psychological test. The Largest Lyapunov Exponent (LLE) was calculated from each of the 8 electrodes recorded in each EEG. The LLEs were used as input for five different classifiers: i) multi-layer perceptron artificial neural network, ii) radial base functions artificial neural network, iii) voted perceptron artificial neural network, iv) support vector machines, and v) K-Nearest Neighbors. The best result was achieved by using a RBF with 4 clusters and Puk kernel function. Also a statistical analysis of the brain activity, based in the calculated LLEs, differences between two interest groups: SI+ (participants with an alleged higher degree of development of their spatial cognition) and SI- (control group) during the performing of mental rotation of tridimensional images tasks was done.. An average difference of 16% was found between both groups. The proposed classification method can contribute and interact with other processes in the analysis and study of human spatial cognition, as in the understanding of the human intelligence at all. A better understanding and evaluation of the cognitive capabilities of an individual could suggest him elements of motivation, ease or natural inclinations, possibly affecting the decisions of his life and carrier positively.