We study the totally asymmetric exclusion process on the positive integers with a single particle source at the origin. Liggett (1975) has shown that the long term behaviour of this process has a phase transition: If the particle production rate at the source and the initial density are below certain critical values, the stationary measure is a product measure, otherwise the stationary measure is spatially correlated. Following the approach of Derrida et al. (1993) it was shown by Grosskinsky (2004) that these correlations can be described by means of a matrix product representation. In this thesis we derive a large deviation principle with explicit rate function for the particle density in a macroscopic box based on this representation. The novel and rigorous technique we develop for this problem combines spectral theoretical and combinatorial ideas and has the potential to be applicable to other models described by matrix products.

Nosso objeto de estudo são os sistemas de spins com interações de longo alcance; em particular, estamos interessados em sistemas cuja probabilidade invariante é o modelo de Ising em A^S, onde A = {-1, 1} é o espaço de spins e S = Z^d é o espaço de sítios. Apresentamos dois resultados originais que são consequências da aplicação de algoritmos de simulação perfeita e de acoplamento no contexto da construção deste tipo de sistemas e de suas respectivas probabilidades invariantes. / Our object of interest are spin systems with long-range interactions. As a special case, we are interested in systems whose invariant measure is the Ising model on A^S, where A = {-1, 1} is the space of spins and S = Z^d is the space of sites. We present two original results that are byproducts of the application of Perfect Simulation and Coupling algorithms in the context of the construction of these spin systems and their respective invariant measures.

Em simulações físicas baseadas em partículas, a informação sobre quais partículas pertencem à fronteira do sistema e quais são consideradas internas é, em geral, uma informação útil porém difícil de ser obtida eficientemente. Esta informação pode ser usada na geração da superfície livre de um fluido ou no cálculo da tensão superficial o mesmo, entre outras aplicações. Técnicas encontradas na literatura podem apresentar resultados satisfatórios, mas em geral são sensíveis à escala do problema, distribuição das partículas e envolvem operações computacionalmente caras como inversão de matrizes. O objetivo deste trabalho é estudar os métodos existentes e apresentar uma alternativa com custo computacional mais baixo e que seja capaz de lidar com problemas de diferentes escalas e naturezas de forma mais simples que os métodos existentes. / In particle-based physics simulations, the information about which particles belong to the boundary of the system and which are considered internal is, in general, an information that is useful but hard to obtain in an efficient way. This information can be applied to generate the free surface of the fluid or to compute the surface tension, among other applications. Techniques found in the literature may present satisfactory results, but in general they are sensible to the problem scale, particle distribution and involve computationally expensive operations such as matrix inversion. The goal of this study is to analyze the existing methods and present an alternative with lower computational cost and which is capable of handling problems with different scales and nature in a simpler way than the existing methods.

We first introduce some coupling of a finite number of Probabilistic Cellular Automata dynamics (PCA), preserving the stochastic ordering. Using this tool, for a general attractive probabilistic cellular automata on SZd, where S is finite, we prove that a condition (A) is equivalent to the (time-) convergence towards equilibrium of this Markovian parallel dynamics, in the uniform norm, exponentially fast. This condition (A) means the exponential decay of the influence from the boundary for the invariant measures of the system restricted to finite ‘box’-volume. For a class of reversible PCA dynamics on {−1, +1}Zd / with a naturally associated Gibbsian potential ϕ, we prove that a Weak Mixing condition for ϕ implies the validity of the assumption (A); thus the ‘exponential ergodicity’ of the dynamics towards the unique Gibbs measure associated to ϕ holds. On some particular examples of this PCA class, we verify that our assumption (A) is weaker than the Dobrushin-Vasershtein ergodicity condition. For some special PCA, the ‘exponential ergodicity’ holds as soon as there is no phase transition.

The distribution of particles in a rarefied gas in a vessel can be described by the Boltzmann equation. As an approximation of the solution to this equation, Caprino, Pulvirenti and Wagner [3] constructed a random N-particle system. In the equilibrium case, they prove in [3] that the L1-distance between the density function of k particles in the N-particle process and the k-fold product of the solution to the stationary Boltzmann equation is of order 1/N. They do this in order to show that the N-particle system converges to the system described by the stationary Boltzmann equation as the number of particles tends to infinity. This is different from the standard approach of describing convergence of an N-particle system. Usually, convergence in distribution of random measures or weak convergence of measures over the space of probability measures is used. The purpose of the present thesis is to compare different modes of convergence of the N-particle system as N tends to infinity assuming stationarity.

The shock compression of Reactive Particle Metal Mixtures (RPMMs) is studied at the microscale by direct numerical simulation. Mixture microstructures are rendered explicitly, providing spatial resolution of the coupled thermal, mechanical, and chemical responses at the particle level during shock compression. A polymer-bonded aluminum-iron oxide thermite system is the focus of this work; however, the computational methods developed here may be extended to other reactive particle systems. Shock waves are propagated through the mixtures in finite element simulations, where Eulerian formulations are used to handle the highly-dynamic nature of particulate shock compression. Thermo-mechano-chemical responses are computed for a set of mixture classes (20% and 50% epoxy content by weight) subjected to a range of dynamic loading conditions (particle velocities ranging from 0.300??00 km/s). Two critical sub-problems are addressed: (i) the calculation of Hugoniot data for variable mixture compositions and (ii) the prediction of sites that experience microscale reaction initiation. Hugoniot calculations are in excellent agreement with experimental data. Microscale reaction initiation sites are predicted in certain load cases for each mixture class, although such predictions cannot currently be validated by experimental methods.

The simple exclusion process is formally defined as follows : each particle performs a simple random walk on a set of sites and interacts with other particles by never moving on occupied sites. Despite its simplicity, this process has properties that are found in many more complex statistical mechanics models. It is the combination of the simplicity of the process and the importance of the observed phenomena that make it one of the reference models in out of equilibrium statistical mechanics. In this thesis, I'm interested in the case of the totally asymmetric exclusion process (particles jump only to the right) on N to study its behavior according to the mechanism of particle creation : particles are created at site 0 with arate depending on the current configuration. Once this mechanism is no longer a Poisson process, the associated exclusion process does not admit a product invariant measure. As a consequence, classical computation methods with theinfinitesimal generator are rarely successful. So I used mainly the methods of coupling and second class particles.In the first part of the thesis, I'm interested in the model introduced by Grosskinsky for which I get the following result : if the maximum rate of creation and the initial density of particles are smaller than 12 and if the creation mechanism is of integrable range, there is no phase transition which means that there is only one invariant measure. In the second part of the thesis, my goal was to construct a process with finite and non-integrable range that has a phase transition. For this, I was inspired by methods developed for the process of specification of Bramson and Kalikow.

Background. Many video games make use of particle effects to portray magic abilities known as spells. Different spells may have large variation in behaviour and colour. Aside from their different appearance, the spells often deal a different amount of damage. Objectives. The aim of this paper is to evaluate how velocity, scale, and direction, as well as the colour orange and blue affect the expected damage of a projectile-like spell.Methods. A perceptual experiment with a 2AFC was conducted where participants compared various spells with different values of velocity, scale, direction, and colour. The participants were asked to select the spell that they expect to deal the most damage. Results. Scale had a larger impact on the expected damage of a spell than velocity. The largest and fastest spells with an added sinus based direction in the x-axis were expected to cause the most damage. However, the difference between these spells and the largest and fastest spells without the added direction was not found to be statistically significant. The orange spells were rated as more damage causing in all cases compared to the blue spells. The difference between the blue and orange preference in two of these cases were however not large enough to be statistically significant. Conclusions. The results showed that the visual attributes of a particle-based spell affect its perceived damage with the scale having a greater impact than velocity and orange being the colour most often associated with higher damage. The effect of an added direction could not be evaluated due the result from the direction spells not being statistically significant.

Encontrar um modo de criar imagens fotorealísticas tem sido uma meta da Computação Gráfica por muitos anos [GLA 89]. Neste sentido, os aspectos que possuem principal importância são a modelagem e a iluminação. Ao considerar aspectos de modelagem, a obtenção de realismo mostra-se bastante difícil quando se pretende, através de técnicas tradicionais de modelagem, modelar objetos cujas formas não são bem definidas. Dentre alguns exemplos destes tipos de objetos, podem-se citar fogo, fumaça, nuvens, água, etc. Partindo deste fato, Reeves [REE 83] introduziu uma técnica denominada sistemas de partículas para efetuar a modelagem de fogo e explosões. Um sistema de partículas pode ser visto como um conjunto de partículas que evoluem ao longo do tempo. Os procedimentos envolvidos na animação de um sistema de partículas são bastante simples. Basicamente, a cada instante de tempo, novas partículas são geradas, os atributos das partículas antigas são alterados, ou estas partículas podem ser extintas de acordo com certas regras pré-definidas. Como as partículas de um sistema são entidades dinâmicas, os sistemas de partículas são especialmente adequados para o uso em animação. Ainda, dentre as principais vantagens dos sistemas de partículas quando comparados com as técnicas tradicionais de modelagem, podem-se citar a facilidade da obtenção de efeitos sobre as partículas (como borrão de movimento), a necessidade de poucos dados para a modelagem global do fenômeno, o controle por processos estocásticos, o nível de detalhamento ajustável e a possibilidade de grande controle sobre as suas deformações. Entretanto, os sistemas de partículas possuem algumas limitações e restrições que provocaram o pouco desenvolvimento de algoritmos específicos nesta área. Dentre estas limitações, as principais são a dificuldade de obtenção de efeitos realísticos de sombra e reflexão, o alto consumo de memória e o fato dos sistemas de partículas possuírem um processo de animação específico para cada efeito que se quer modelar. Poucos trabalhos foram desenvolvidos especificamente para a solução destes problemas, sendo que a maioria se destina à modelagem de fenômenos através de sistemas de partículas. Tendo em vista tais deficiências, este trabalho apresenta métodos para as soluções destes problemas. É apresentado um método para tornar viável a integração de sistemas de partículas em ambientes de Ray Tracing, através do uso de uma grade tridimensional. Também, são apresentadas técnicas para a eliminação de efeitos de aliasing das partículas, assim como para a redução da quantidades de memória exigida para o armazenamento dos sistemas de partículas. Considerando aspectos de animação de sistemas de partículas, também é apresentado uma técnica de aceleração para a detecção de colisões entre o sistema de partículas e os objetos de uma cena, baseada no uso de uma grade pentadimensional. Aspectos relativos à implementação, tempo de processamento e fatores de aceleração são apresentados no final do trabalho, assim como as possíveis extensões futuras e trabalhos sendo realizados. / Finding a way to create photorealistic images has been a goal of Computer Graphics for many years [GLA 89]. In this sense, the aspects that have main importance are modeling and illumination. Considering aspects of modeling, the obtention of realism is very difficult when it is intended to model fuzzy objects using traditional modeling techniques. Among some examples of these types of objects, fire, smoke, clouds, water, etc. can be mentioned. With this fact in mind, Reeves [REE 83] introduced a technique named particle systems for modeling of fire and explosions. A particle system can be seen as a set of particles that evolves over time. The procedures involved in the animation of particle systems are very simple. Basically, at each time instant, new particles are generated, the attributes of the old ones are changed, or these particles can be extinguished according to predefined rules. As the particles of a system are dynamic entities, particle systems are specially suitable for use in animation. Among the main advantages of particle systems, when compared to traditional techniques, it can be mentioned the facility of obtaining effects such as motion blur over the particles, the need of few data to the global modeling of a phenomen, the control by stochastic processes, an adjustable level of detail and a great control over their deformations. However, particle systems present some limitations and restrictions that cause the little development of specific algorithms in this area. Among this limitations, the main are the difficulty of obtention of realistic effects of shadow and reflection, the high requirement of memory and the fact that particle systems need a specific animation process for each effect intended to be modeled. Few works have been developed specifically for the solution of these problems; most of them are developed for the modeling of phenomena through the use of particle systems. Keeping these deficiencies in mind, this work presents methods for solving these problems. A method is presented to make practicable the integration of particle systems and ray tracing, through the use of a third-dimensional grid. Also, a technique is presented to eliminate effects of aliasing of particles, and to reduce the amount of memory required for the storage of particle systems. Considering particle systems animation, a technique is also presented to accelerate the collision detection between particle systems and the objects of a scene, based on the use of a fifth-dimensional grid. Aspects related to the implementation, processing time and acceleration factors are presented at the end of the work, as well as the possible future extensions and ongoing works.

CARVALHO, Laise Lima de. Um estudo comparativo de métodos de simulação de tecidos virtuais através de sistemas de partículas. 2012. 66 f. Dissertação (Mestrado em ciência da computação)- Universidade Federal do Ceará, Fortaleza-CE, 2012. / Submitted by Elineudson Ribeiro (elineudsonr@gmail.com) on 2016-07-11T17:36:19Z No. of bitstreams: 1 2012_dis_llcarvalho.pdf: 1928989 bytes, checksum: bdbfbd03b59e07ab2ccce530ed9bfbce (MD5) / Approved for entry into archive by Rocilda Sales (rocilda@ufc.br) on 2016-07-18T15:46:23Z (GMT) No. of bitstreams: 1 2012_dis_llcarvalho.pdf: 1928989 bytes, checksum: bdbfbd03b59e07ab2ccce530ed9bfbce (MD5) / Made available in DSpace on 2016-07-18T15:46:23Z (GMT). No. of bitstreams: 1 2012_dis_llcarvalho.pdf: 1928989 bytes, checksum: bdbfbd03b59e07ab2ccce530ed9bfbce (MD5) Previous issue date: 2012 / Physically based cloth animation has gained much attention from researchers in the last two decades, due to the challenges of realism and performance placed by the film and game industries, as well as by the applications of virtual reality and e-commerce. Consequently, there have been overwhelming achievements in this area, and several approaches have been proposed for modeling and simulating the dynamic behavior of cloth. Modeling cloth as a mass-spring system has been widely used, because of its simplicity and since it leads to more efficient numerical solutions to the governing differential equations. These numerical integration methods are divided into two main categories: explicit integration methods and implicit integration methods. A deeper understanding about their use in cloth simulations is still in order. Thus, the objective of this work is to analyze the integration methods most commonly used in the literature of cloth simulation, based on particle systems, to understand the advantages and disadvantages of their use. A comparative study of those methods is done, considering the criteria of animation realism, computational effort and numerical stability. / Animação baseada em Física ganhou muita atenção dos pesquisadores nas últimas duas décadas, por causa dos desafios de realismo e desempenho propostos pelas indústrias de filme e jogos, bem como pelas aplicações de realidade virtual e comércio eletrônico. Consequentemente, foram feitos avanços significativos nessa área, e várias abordagens foram propostas, tanto para a modelagem de tecidos, quanto para a simulação de seu comportamento dinâmico. Modelar tecido como um sistema massa-mola tem sido uma técnica amplamente utilizada, por causa de sua simplicidade, e porque ela permite soluções numéricas mais eficientes para as equações diferenciais que governam o problema. Esses métodos de integração são divididos em duas categorias principais: os métodos explícitos e os métodos implícitos. Um conhecimento mais aprofundado sobre o uso desses métodos no contexto de simulação dinâmica de tecidos ainda é pertinente. Dessa forma, o objetivo desta dissertação é analisar os métodos de integração mais comumente usados na literatura sobre simulação de tecidos baseados em sistemas de partículas, para entender melhor suas vantagens e desvantagens. Um estudo comparativo desses métodos é feito, considerando os critérios de realismo de animação, esforço computacional e estabilidade numérica.