This thesis is in two parts. The first part considers a theoretical relationship between the natural variability of a stochastic model and its response to a small change in forcing. Over a large enough scale, both the real climate and a climate model are characterised as stochastic dynamical systems. The dynamics of the systems are encoded in the probabilities that the systems move from one state into another. When the systems’ states are discretised and listed, then transition matrices of all these transition probabilities may be formed. The responses of the systems to a small change in forcing are expanded in terms of the eigenfunctions and eigenvalues of the Fokker-Planck equations governing the systems’ transition densities, which may be estimated from the eigenvalues and eigenvectors of the transition matrices. Smoothing the data with a Gaussian kernel improves the estimate of the eigenfunctions, but not the eigenvalues. The significance of differences in two systems’ eigenvalues and eigenfunctions is considered. Three time series from HadCM3 are compared with corresponding series from ERA-40 and the eigenvalues derived from the three pairs of series differ significantly. The second part analyses a model of the coupled climate-economic system, which suggests that the pace of economic growth needs to be reduced and the resilience to climate change needs to be increased in order to avoid a collapse of the human economy. The model condenses the climate-economic system into just three variables: a measure of human wealth, the associated accumulation of greenhouse gases, and the consequent level of global warming. Global warming is assumed to dictate the pace of economic growth. Depending on the sensitivity of economic growth to global warming, the model climate-economy system either reaches an equilibrium or oscillates in century-scale booms and busts.

Název práce: Stochastická dynamika bublin v DNA Autor: Bc. Vojtěch Kaiser Katedra: Katedra fyziky kondenzovaných látek Vedoucí diplomové práce: RNDr. Tomáš Novotný, Ph.D., Katedra fyziky kondenzovaných látek Abstrakt: Bubliny v DNA jsou místa, kde se vlivem tepelných či torsních vlivů otevírá dvojšroubovice DNA. Tyto bubliny jsou považovány za důležité pro termodynamiku DNA [56] a biologické procesy s DNA spojené [23,40,43,49]. V článcích [38, 39] byla řešena stochastická dynamika bublin v DNA na zá- kladě Polandova-Scheragova modelu a získány analytické výsledky při tep- lotě denaturace DNA a pro asymptotiku dlouhých časů, zvláště pro hustotu pravděpodobnosti času setkání konců bubliny. V této práci navazujeme na tyto výsledky a počítáme celkový tvar této hustoty pravděpodobností s vy- užitím numerické inverse analytických vztahů v Laplacově obraze. Dále po- čítáme hustotu pravděpodobnosti místa setkání konců bubliny. Odpovídající výsledky jsou numericky spočteny v případě molekul DNA konečné délky. Zachycování bubliny v oblastech bohatých na AT páry je modelováno jako subdifusivní systém dle článku [42] a jsou počítány stejné veličiny jako pro difusivní model. V závěru diskutujeme tyto výsledky a možnost jejich experi- mentálního ověření. Klíčová slova: bubliny v DNA,...

Orientador: Elso Drigo Filho / Banca: José Márcio Machado / Banca: Nelson Augusto Alves / Resumo: Este trabalho versa sobre difusão anômala, especificamente a proposição e solução exata e aproximada de um conjunto de equações não lineares de difusão. Primeiramente é apresentada a solução de dois sistemas sujeitos a difusão normal para explicitar a restrição que há em métodos de solução para a equação de difusão não linear. Em seguida, focamos o trabalho em processos anômalos mostrando, inicialmente a solução estacionária que maximiza a entropia de Tsallis. Sua solução exata é uma gaussiana generalizada que unifica o comportamento tipo lei de potência e exponencial alongada. Para um dos casos solucionados é incluído na equação um termo de fonte dependente da parte temporal da probabilidade. As soluções analíticas encontradas são analisadas para diferentes valores de não linearidade, caracterizando processos sub ou super difusivos, embora ao se considerar uma equação não linear, uma escolha conveniente na dependência temporal dos coeficientes também conduz a esses processos. Neste caso, equações não lineares com solução não gaussiana podem conduzir à difusão usual, da mesma forma que surgem anomalias em processos descritos por equações lineares e solução gaussiana. Por fim, a equação do tipo Fokker- Planck não linear é solucionada através do emprego de método numérico visando uma forma alternativa para analisar sistemas que não permitem obter uma solução exata da equação / Abstract: This work describes anomalous diffusion, specifically the proposition and exact and approximate solution of a set of nonlinear equations of diffusion. First is shown the solution solve of two systems subject to normal diffusion to exhibit the restriction that exist in solution methods for nonlinear diffusion equation. After, we focus on the work showing anomalous processes, initially stationary solution which maximizes the entropy purpose of Tsallis. Its exact solution is a generalized Gaussian that unifies behavior power law and stretched exponential. For one of the solved cases is included in the equation a source term dependent on the temporal part of probability. The analytical solutions found are analyzed for different values of nonlinearity characterizing diffusion processes under or over, although when considering a nonlinear equation, a convenient choice in the time dependence of the coefficients also leads to these processes. In this case, nonlinear equations with non-Gaussian solution can lead to the usual diffusion, similar anomalies that arise in processes described by linear equations and Gaussian solution. Finally, the equation of nonlinear Fokker-Planck is solved by employing numerical method seeking an alternative way to analyze systems that do not achieve an exact solution of the equation / Mestre

Ces quarante dernières années, l'observation du Fond Cosmique Micro-Onde a été l'un des champs d'étude les plus prolifiques de l'astrophysique. Couronnée par deux prix Nobel, cette découverte majeure a permis de confirmer de façon spectaculaire la théorie du Big-Bang. L'étude détaillée de ce fond micro-onde a également permis de mieux contraindre les différents modèles d'Univers issus de la cosmologie. Avec l'expérience Planck de l'ESA qui va succéder en 2008 à COBE et WMAP, la cosmologie entre dans une nouvelle ère, celle de la ``cosmologie observationnelle de précision''. Jamais une expérience spatiale aussi sensible n'aura effectué un relevé complet du ciel micro-onde avec une aussi grande résolution. La grande sensibilité de Planck implique la nécessité d'un contrôle accru des effets systématiques d'origine instrumentale. Cette thèse s'inscrit dans le cadre du contrôle de ces effets systématiques pour Planck, en particulier pour son instrument hautes fréquences: HFI (High Frequency Instrument). Contrôler les effets systématiques implique trois types d'activités: l'Identification, la Quantification et la Correction de ces effets. Cette thèse présente essentiellement les résultats obtenus sur les travaux d'identification et de quantification des effets systématiques d'origine thermique dans Planck-HFI. La quantification de la diaphonie électronique ainsi que la correction des effets thermiques y sont également abordés.

En vue de contribuer à une possible redéfinition du Système international d'unités, les laboratoires nationaux de métrologie français développent une expérience de balance du watt.<br />Cette expérience, dont le principe a été proposé en 1976 par B. Kibble (NPL), permet de relier la masse m d'un étalon (raccordé au prototype international du kilogramme) à la constante de Planck h. Pour permettre, à terme, de redéfinir l'unité de masse en fixant la valeur de cette constante, la mesure du rapport h/m doit être réalisée avec une incertitude relative de l'ordre de 10−8. La mise en œuvre de l'expérience exige de construire des systèmes mécaniques, un circuit magnétique et un système de translation notamment. Pour notre expérience, nous avons choisi de concevoir (i) un circuit magnétique à aimants permanents délivrant un champ d'induction axisymétrique, d'intensité égale à un tesla environ, et dont l'amplitude des variations doit être limitée à 10−4 en valeur relative dans la partie utile de l'entrefer, et (ii) un système de translation à liaisons flexibles contraignant une bobine à se déplacer dans l'entrefer du circuit selon une translation rectiligne et verticale de 80mm de long.<br />Nous étudions les effets, sur le résultat de l'expérience, des écarts de réalisation du circuit magnétique et du système de translation par rapport à leur définition nominale. Nous en déduisons des écarts admissibles tenant compte des compromis incontournables dans toute réalisation et nous présentons la conception, la réalisation et la caractérisation des deux systèmes mis en œuvre.

Dans cette thèse on explore l'utilisation du contrôle optimal et du transport de masse pour la modélisation économique. Nous saisissons ainsi l'occasion de réunir plusieurs travaux faisant intervenir ces deux outils, parfois en interactions l'un avec l'autre. Dans un premier temps nous présentons brièvement la récente théorie des jeux à champ moyen introduite par Lasry et Lions et nous concentrons sur le point de vue du contrôle de l'équation de Fokker-Planck. Nous exploitons cet aspect à la fois pour obtenir des résultats d'existence d'équilibres et pour développer des méthodes numériques de résolution. Nous testons les algorithmes dans deux cas complémentaires à savoir le cadre convexe (aversion à la foule, dynamiques à deux populations) et le cadre concave (attraction, externalités et effets d'échelle dans un modèle stylisé de transition technologique). Dans un second temps, nous étudions un problème de matching mêlant transport optimal et contrôle optimal. Le planificateur cherche un couplage optimal, fixé pour une période donnée (engagement), étant donné que les marges évoluent (éventuellement aléatoirement) de façon contrôlée. Enfin, nous reformulons un problème de partage de risque entre d agents (pour lequel nous prouvons un résultat d'existence) en un problème de contrôle optimal avec contraintes de comonotonie; ceci nous permet d'obtenir des conditions d'optimalité à l'aide desquelles nous construisons un algorithme simple et convergent.

Ce manuscrit est dédié au transport relativiste cinétique sous influence de champs magnétiques, identifié comme obstacle pour la modélisation et la simulation intégrée, dans le cadre de la Fusion par Confinement Inertiel (FCI). Une réalisation importante concerne le développement d'un code déterministe de référence, 2Dx-3Dv, de type Maxwell-Fokker-Planck-Landau, permettant la prise en compte de fonctions de distribution à large degré d'anisotropie. Ce travail se situe à l'interface de l'analyse numérique, des mathématiques appliquées, et de la physique des plasmas. Un deuxième résultat marquant concerne la dérivation d'un modèle collisionel multi-échelle, pour le transport d'électrons relativistes dans la matière dense. Des processus importants sont mis en évidence pour la FCI, et une analogie est menée vis-à-vis des processus de transport collisionels connus en radiothérapie. Enfin, un modèle mésoscopique aux moments angulaires, avec fermeture entropique, a été dérivé et utilisé pour le dépôt de dose pour la radiothérapie. Des schémas numériques précis, d'ordre élevé, et robustes, ont été développé dans ce cadre.

The main goal of this work was to develop numerical models for studying the behaviour of fibres in an accelerated flow. This is of special interest for e.g. papermaking. The early stage of the paper manufacturing process determines most of the final properties of a paper sheet. The complexity of studying the flow of fibre suspensions both experimentally and numerically emphasises a need for new ideas and developments. By means of solving the evolution of a convective-dispersion equation, i.e. the Fokker-Planck equation, a fully 3D approach with respect to the position and the two fibre angles, polar and azimuthal angles, following a streamline is presented. As an input to the fibre orientation model the turbulent flow field is solved by Computational Fluid Dynamics (CFD) with second-order closure in the turbulence model. In this work two new hypotheses have been presented for the variation of the non-dimensional rotational diffusivity with non-dimensional fibre length, Lf /η and the Reynolds number based on the Taylor micro-scale of the turbulence, Reλ Parameters for the two new hy- potheses and earlier models are determined with the aim of achieving a general relation and a value of the rotational dispersion coeffcient of stiff fibres in an anisotropic turbulent fluid flow. Earlier modelling work has been focused on solving the planar approach, i.e. assuming all fibres to be in one plane. This planar approach is discussed and compared with the fully 3D approach and its validity is evaluated. The optimization of parameters for the different hypotheses correlated on a central streamline, showed a good agreement with an independent experimental result in the undisturbed region. Moreover, it is particularly interesting that the boundary layer region and the wake region are predicted fairly well and the phenomena are well described, which has not been the case earlier. It seems that the new hypothesis based on the variation of the non-dimensional fibre length, Lf /η gives the best correlation in these shear-layer regions. Further- more it was established that the planar approach fails to predict shear layers, i.e. the boundary layer and the wake regions. As emphasized in the theory section, the planar formulation is strictly valid only if all fibres are oriented in one plane, which is not the case in the shear layers. In the undisturbed region, the 3D and the planar approaches, agree in their results. This leads to the conclusion that both approaches are suitable when shear layers are not studied. / QC 20100812

In the field of quantum gravity, it is widely expected that some form of a minimum length scale, or ultraviolet cutoff, exists in nature. Recently, a new natural ultraviolet cutoff that is fully covariant was proposed. In the literature, most studies of ultraviolet cutoffs are concerned with Lorentz-violating ultraviolet cutoffs. The difficulty in making a minimum length cutoff covariant is rooted in the fact that any given length scale can be further Lorentz contracted. It was shown that this problem is avoided by the proposed covariant cutoff by allowing field modes with arbitrarily small wavelengths to still exist, albeit with exceedingly small, covariantly-determined bandwidths. In other words, the degrees of freedom of sub-Planckian modes in time are highly suppressed. The effects of this covariant ultraviolet cutoff on the kinematics of a scalar quantum field are well understood. There is much to learn, however, about the effects on a field’s dynamics. These effects are of great interest, as their presence may have direct observational consequences in cosmology. As such, this covariant ultraviolet cutoff offers the tantalizing prospect of experimental access to physics at the Planck scale. In cosmology, the energy scales that are probed by measurements of cosmic microwave background (CMB) statistics are the closest that we can get to the Planck scale. In particular, the statistics of the CMB encodes information about the quantum fluctuations of the scalar inflaton field. A measure of the strength of a field’s quantum fluctuations is in turn given by the magnitude of the field’s Feynman propagator. To this end, in this thesis I study how this covariant ultraviolet cutoff modifies the Feynman propagator of a scalar quantum field. In this work, I first calculate the cutoff Feynman propagator for a scalar field in flat spacetime, and then I address the cutoff Feynman propagator of a scalar field in curved spacetime. My studies culminate with an explicit calculation for the case of a power-law Friedmann-Lemaître-Robertson-Walker (FLRW) spacetime. This last calculation is cosmologically significant, as power-law FLRW spacetime is a prototypical and realistic model for early-universe inflation. In preparation for studying the covariant cutoff on curved spacetime, I will review the necessary back- ground material as well as the kinematic influence of the covariant cutoff. I will also discuss several side results that I have obtained on scalar quantum field theories in spacetimes which possess a finite start time.

This dissertation addresses design and analysis aspects of stochastic dynamical systems using Fokker-Planck equation (FPE). A new numerical methodology based on the partition of unity meshless paradigm is developed to tackle the greatest hurdle in successful numerical solution of FPE, namely the curse of dimensionality. A local variational form of the Fokker-Planck operator is developed with provision for h- and p- refinement. The resulting high dimensional weak form integrals are evaluated using quasi Monte-Carlo techniques. Spectral analysis of the discretized Fokker- Planck operator, followed by spurious mode rejection is employed to construct a new semi-analytical algorithm to obtain near real-time approximations of transient FPE response of high dimensional nonlinear dynamical systems in terms of a reduced subset of admissible modes. Numerical evidence is provided showing that the curse of dimensionality associated with FPE is broken by the proposed technique, while providing problem size reduction of several orders of magnitude. In addition, a simple modification of norm in the variational formulation is shown to improve quality of approximation significantly while keeping the problem size fixed. Norm modification is also employed as part of a recursive methodology for tracking the optimal finite domain to solve FPE numerically. The basic tools developed to solve FPE are applied to solving problems in nonlinear stochastic optimal control and nonlinear filtering. A policy iteration algorithm for stochastic dynamical systems is implemented in which successive approximations of a forced backward Kolmogorov equation (BKE) is shown to converge to the solution of the corresponding Hamilton Jacobi Bellman (HJB) equation. Several examples, including a four-state missile autopilot design for pitch control, are considered. Application of the FPE solver to nonlinear filtering is considered with special emphasis on situations involving long durations of propagation in between measurement updates, which is implemented as a weak form of the Bayes rule. A nonlinear filter is formulated that provides complete probabilistic state information conditioned on measurements. Examples with long propagation times are considered to demonstrate benefits of using the FPE based approach to filtering.