No / Many recent studies have convincingly demonstrated that network traffic exhibits a noticeable self-similar nature which has a considerable impact on queuing performance. However, the networks used in current multicomputers have been primarily designed and analyzed under the assumption of the traditional Poisson arrival process, which is inherently unable to capture traffic self-similarity. Consequently, it is crucial to reexamine the performance properties of multicomputer networks in the context of more realistic traffic models before practical implementations show their potential faults. In an effort toward this end, this paper proposes the first analytical model for wormhole-switched k-ary n-cubes in the presence of self-similar traffic. Simulation experiments demonstrate that the proposed model exhibits a good degree of accuracy for various system sizes and under different operating conditions. The analytical model is then used to investigate the implications of traffic self-similarity on network performance. This study reveals that the network suffers considerable performance degradation when subjected to self-similar traffic, stressing the great need for improving network performance to ensure efficient support for this type of traffic.

A utilização de modelos de teletrafego que contemplem caractersticas tais como autossimilaridade e dependencia de longa duraçao tem se mostrado cada vez mais como sendo ponto-chave na correta caracterizaçao do teletrafego Local Area Network (LAN) e Wide Area Network (WAN) [1, 2]. Tal caracterizaçao e necessaria para o monitoramento e controle de teletrafego em redes convergentes [3]. Nesse contexto, a questão da estimaçao precisa do parâmetro de autossimilaridade, denominado de parâmetro de Hurst, torna-se essencial. Entretanto, estudos comprovam que, alem da dependência de longa duraçao, redes WAN podem, não raramente, apresentar caractersticas mistas de dependência de longa e de curta duraçao [4, 5]. Enquanto vasta literatura cientca, tanto teorica como pratica, tem abordado com anco a questão da acuracia de diversos estimadores para o parâmetro de Hurst [6, 7, 8, 9], pouca atenção tem sido dada a questão da estimação deste parâmetro na presenca de dependência de curta duração. O presente trabalho de pesquisa concentrou-se no estudo dos metodos de estimaçao do parametro de Hurst baseados no espectro wavelet, em particular atraves do metodo de Abry-Veitch [10] { baseado na transformada Discrete Wavelet Transform (DWT) { e atraves do espectro obtido atraves da transformada Discrete Wavelet Packet Transform (DWPT). Os resultados baseados no metodo de Abry-Veitch demonstram que, atraves de um ajuste apropriado dos par^ametros de estimaçao, tal metodo permite uma estimaçao robusta na presenca de componentes com dependencia de curta duraçao, mesmo em situaçoes de mudanca de regime de tal componente, caracterstica desejavel para a estimaçao em tempo real do parametro de Hurst. Entretanto, a dispersao consideravel apresentada, em alguns casos, pelas estimativas do metodo de Abry-Veitch, motivou o estudo da utilizaçao do espectro wavelet obtido via transformada DWPT para realizaçao da estimaçao do parametro de Hurst. Os resultados indicam que a utilizaçao de tal transformada gera um espectro wavelet tal que e possvel detectar a presenca ou não de componentes com dependencia de curta duraçao. Ao final, os resultados da pesquisa realizada são sumarizados e utilizados em uma proposta de mecanismo de estimaçao do parametro de Hurst em tempo real, na presenca simultanea de componentes de dependencia de longa e curta duracão. / The use of network trac models that hold self-similar and long-range dependence characteristics have shown to be a key element on the correct characterization of Local Area Network (LAN) and Wide Area Network (WAN) network trac [1, 2]. Such characterization is necessary to monitor and control the network trac in converged networks [3]. In this context, the accurate estimation of the selfsimilarity parameter, named Hurst parameter, is a major issue. However, studies show that, besides the long-range dependence, WAN network trac may, not uncommonly, present mixed long and short-range dependence characteristics [4, 5]. While great part of either theoretical or practical scientic literature has been focused on the issue of Hurst parameter estimator accuracy [6, 7, 8, 9], little attention has been given to the estimation of such parameter in the presence of short-range dependence. This research work has focused on the study of the Hurst parameter estimation methods based on the wavelet spectrum, specially through the Abry-Veitch method [10] { which is based on the Discrete Wavelet Transform (DWT) transform { and through the wavelet spectrum based on the Discrete Wavelet Packet Transform (DWPT) transform. The results based on the Abry-Veitch method show that, through a suitable adjustment of the estimation parameters, such method yields a robust estimation in the presence of short-range dependence components, even in changing conditions of such component, a desirable characteristic for the real-time estimation of the Hurst parameter. However, the signi cant dispersion presented, occasionally, by the Abry-Veitch method estimates motivated the research of the usage of the wavelet spectrum obtained via DWPT transform to estimate the Hurst parameter. The results show that the usage of such transform generates such a wavelet spectrum that it is possible to detect whether short-range dependence components are present, or not, in the analyzed series. At the end, the research results are summarized and used to propose a realtime Hurst parameter estimation mechanism, in the presence of simultaneous long- and short-range dependence components.

A utilização de modelos de teletrafego que contemplem caractersticas tais como autossimilaridade e dependencia de longa duraçao tem se mostrado cada vez mais como sendo ponto-chave na correta caracterizaçao do teletrafego Local Area Network (LAN) e Wide Area Network (WAN) [1, 2]. Tal caracterizaçao e necessaria para o monitoramento e controle de teletrafego em redes convergentes [3]. Nesse contexto, a questão da estimaçao precisa do parâmetro de autossimilaridade, denominado de parâmetro de Hurst, torna-se essencial. Entretanto, estudos comprovam que, alem da dependência de longa duraçao, redes WAN podem, não raramente, apresentar caractersticas mistas de dependência de longa e de curta duraçao [4, 5]. Enquanto vasta literatura cientca, tanto teorica como pratica, tem abordado com anco a questão da acuracia de diversos estimadores para o parâmetro de Hurst [6, 7, 8, 9], pouca atenção tem sido dada a questão da estimação deste parâmetro na presenca de dependência de curta duração. O presente trabalho de pesquisa concentrou-se no estudo dos metodos de estimaçao do parametro de Hurst baseados no espectro wavelet, em particular atraves do metodo de Abry-Veitch [10] { baseado na transformada Discrete Wavelet Transform (DWT) { e atraves do espectro obtido atraves da transformada Discrete Wavelet Packet Transform (DWPT). Os resultados baseados no metodo de Abry-Veitch demonstram que, atraves de um ajuste apropriado dos par^ametros de estimaçao, tal metodo permite uma estimaçao robusta na presenca de componentes com dependencia de curta duraçao, mesmo em situaçoes de mudanca de regime de tal componente, caracterstica desejavel para a estimaçao em tempo real do parametro de Hurst. Entretanto, a dispersao consideravel apresentada, em alguns casos, pelas estimativas do metodo de Abry-Veitch, motivou o estudo da utilizaçao do espectro wavelet obtido via transformada DWPT para realizaçao da estimaçao do parametro de Hurst. Os resultados indicam que a utilizaçao de tal transformada gera um espectro wavelet tal que e possvel detectar a presenca ou não de componentes com dependencia de curta duraçao. Ao final, os resultados da pesquisa realizada são sumarizados e utilizados em uma proposta de mecanismo de estimaçao do parametro de Hurst em tempo real, na presenca simultanea de componentes de dependencia de longa e curta duracão. / The use of network trac models that hold self-similar and long-range dependence characteristics have shown to be a key element on the correct characterization of Local Area Network (LAN) and Wide Area Network (WAN) network trac [1, 2]. Such characterization is necessary to monitor and control the network trac in converged networks [3]. In this context, the accurate estimation of the selfsimilarity parameter, named Hurst parameter, is a major issue. However, studies show that, besides the long-range dependence, WAN network trac may, not uncommonly, present mixed long and short-range dependence characteristics [4, 5]. While great part of either theoretical or practical scientic literature has been focused on the issue of Hurst parameter estimator accuracy [6, 7, 8, 9], little attention has been given to the estimation of such parameter in the presence of short-range dependence. This research work has focused on the study of the Hurst parameter estimation methods based on the wavelet spectrum, specially through the Abry-Veitch method [10] { which is based on the Discrete Wavelet Transform (DWT) transform { and through the wavelet spectrum based on the Discrete Wavelet Packet Transform (DWPT) transform. The results based on the Abry-Veitch method show that, through a suitable adjustment of the estimation parameters, such method yields a robust estimation in the presence of short-range dependence components, even in changing conditions of such component, a desirable characteristic for the real-time estimation of the Hurst parameter. However, the signi cant dispersion presented, occasionally, by the Abry-Veitch method estimates motivated the research of the usage of the wavelet spectrum obtained via DWPT transform to estimate the Hurst parameter. The results show that the usage of such transform generates such a wavelet spectrum that it is possible to detect whether short-range dependence components are present, or not, in the analyzed series. At the end, the research results are summarized and used to propose a realtime Hurst parameter estimation mechanism, in the presence of simultaneous long- and short-range dependence components.

Doctor of Philosophy (PhD) / This thesis mainly builds on the Variance Gamma (VG) model for financial assets over time of Madan & Seneta (1990) and Madan, Carr & Chang (1998), although the model based on the t distribution championed in Heyde & Leonenko (2005) is also given attention. The primary contribution of the thesis is the development of VG models, and the extension of t models, which accommodate a dependence structure in asset price returns. In particular it has become increasingly clear that while returns (log price increments) of historical financial asset time series appear as a reasonable approximation of independent and identically distributed data, squared and absolute returns do not. In fact squared and absolute returns show evidence of being long range dependent through time, with autocorrelation functions that are still significant after 50 to 100 lags. Given this evidence against the assumption of independent returns, it is important that models for financial assets be able to accommodate a dependence structure.

Doctor of Philosophy (PhD) / This thesis mainly builds on the Variance Gamma (VG) model for financial assets over time of Madan & Seneta (1990) and Madan, Carr & Chang (1998), although the model based on the t distribution championed in Heyde & Leonenko (2005) is also given attention. The primary contribution of the thesis is the development of VG models, and the extension of t models, which accommodate a dependence structure in asset price returns. In particular it has become increasingly clear that while returns (log price increments) of historical financial asset time series appear as a reasonable approximation of independent and identically distributed data, squared and absolute returns do not. In fact squared and absolute returns show evidence of being long range dependent through time, with autocorrelation functions that are still significant after 50 to 100 lags. Given this evidence against the assumption of independent returns, it is important that models for financial assets be able to accommodate a dependence structure.

No / Many studies have been conducted to investigate the performance of priority queuing (PQ) systems with constant service capacity. However, due to the time-varying nature of wireless channels in wireless communication networks, the service capacity of queuing systemsmay vary over time. Therefore, it is necessary to investigate the performance of PQ systems in the presence of varying service capacity. In addition, self-similar traffic has been discovered to be a ubiquitous phenomenon in various communication networks, which poses great challenges to performance modelling of scheduling systems due to its fractal-like nature. Therefore, this paper develops a flow-decomposition based approach to performance modelling of PQ systems subject to self-similar traffic and varying service capacity. It specifically proposes an analytical model to investigate queue length distributions of individual traffic flows. The validity and accuracy of the model is demonstrated via extensive simulation experiments.

FundaÃÃo de Amparo à Pesquisa do Estado do Cearà / CoordenaÃÃo de AperfeiÃoamento de NÃvel Superior / Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico / Neste trabalho propomos dois modelos para a geraÃÃo de fraturas em substratos regulares. No primeiro modelo, empregamos iterativamente o conceito de caminho crÃtico para determinar sistematicamente o elemento de menor âcondutividadeâ da rede. Estes elementos sÃo entÃo identificados como âfalhasâ e removidos permanentemente da estrutura atà que uma fratura macroscÃpica destrua a conectividade global da rede. Uma vez detectada, esta fratura à caracterizada topologicamente como uma estrutura auto-similar de dimensÃo fractal Dp ≈ 1.21. No segundo modelo, empregamos iterativamente o algoritmo de Dijkstra para determinar o caminho mÃnimo em uma paisagem aleatÃria, retirando sistematicamente desta estrutura o elemento de maior energia. Como no modelo anterior, estes elementos sÃo identificados como âfalhasâ atà que um conjunto conecto deles resulte em uma fratura macroscÃpica. A mÃdia realizada sobre vÃrias amostras de fraturas em diferentes tamanhos de substratos revela a presenÃa de uma estrutura auto-similar de dimensÃo fractal Df ≈ 1.21. A semelhanÃa numÃrica entre os expoentes Dp e Df sugere que os dois modelos pertencem à mesma classe de universalidade. / In this work we propose two models for fracture generation in regular substrates. In the first model, we iteratively apply the concept of critical path to systematically determine the lower âconductivityâ element in the connected spanning network. At each iteration, once these elements are identified as local âcracks ́ ́, they are permanently removed from the structure up to the point in which a macroscopic fracture can destroy the global network connectivity. This fracture is then topologically characterized as self-similar with fractal dimension Dp ≈ 1.21. In the second model, we employ the algorithm of Dijkstra to determine the minimal path in a random energy landscape and remove its highest energy element. As in the previous model, these elements are considered to be local âcracks ́ ́ till a subset of them can be identified as a macroscopic fracture. The average over many samples of fractures calculated for different system sizes reveals the presence of a self-similar structure with fractal dimension Df ≈ 1.21. The resemblance between the two exponents Dp e Df suggests that the two models belong to the same universality class.

Fractal is a recursively-generated object describing a family of complex shapes that possess an inherent self-similarity in their geometrical structure. When used in antenna engineering, fractal geometries provide multi-band characteristics and lowering resonance frequencies by enhancing the space filling property. Moreover, utilizing fractal arrays, controlling side lobe-levels and radiation patterns can be realized. In this thesis, the performance of Koch curve as antenna is investigated. Since fractals are complex shapes, there is no well&ndash / established for mathematical formulation to obtain the radiation properties and frequency response of Koch Curve antennas directly. The Koch curve antennas became famous since they exhibit better frequency response than their Euclidean counterparts. The effect of the parameters of Koch geometry to antenna performance is studied in this thesis. Moreover, modified Koch geometries are generated to obtain the relation between fractal properties and antenna radiation and frequency characteristics.

The field of the dissertation research is features of computer network packet traffic, the impact of network node features on traffic service, methods of real-time analysis of network traffic features and their application for dynamic prognostication of computer network packet traffic variance. The object of the research is the features of computer network packet traffic, the impact of network node features on computer network traffic service, methods of real-time network traffic features analysis and their application for dynamic prognostication of network traffic variances. The aim of work is to investigate fractal processes in computer networks, grounding on the results obtained to select methods suitable for real-time analysis of network traffic and to work out methods for real-time measurement of self-similarity as well as to apply it for perfection of computer networks service quality. Possibilities for mathematical modelling of network components, computer network packet traffic models and models using service theory instruments have been analysed. The package of network traffic features analysis has been worked out; it was used for analysis, assessment and comparison of methods for computer networks fractality and self-similarity research. For assessment of self-similarity of the network traffic time lines analysis, frequency/wave feature estimates, self-similarity analysis methods based on time line stability parameters estimators and assessed by the chaos theory... [to full text] / Disertacijos tyrimų sritis – kompiuterių tinklo paketinio srauto savybės, tinklo mazgo savybių įtaka srauto aptarnavimui, tinklo srauto savybių realaus laiku analizės metodai ir jų taikymas kompiuterių tinklo srauto kaitos dinaminiam prognozavimui. Tyrimų objektas – kompiuterių tinklo paketinio srauto savybės, tinklo mazgo savybių įtaka paketinio kompiuterių tinklo srauto aptarnavimui, realaus laiko tinklo srauto savybių analizės metodai ir jų taikymas tinklo srauto kaitos dinaminiam prognozavimui. Darbo tikslas – ištirti fraktalinius procesus kompiuterių tinkluose, remiantis gautais rezultatais parinkti metodus, tinkamus tinklo srauto analizei realiu laiku, ir sukurti savastingumo matavimo realiu laiku metodiką bei ją pritaikyti kompiuterių tinklų aptarnavimo kokybei gerinti. Išanalizuotos tinklo komponentų matematinio modeliavimo galimybės, kompiuterių tinklo paketinio srauto modeliai ir modeliai, naudojantys aptarnavimo teorijos instrumentus. Parengtas tinklo srauto savybių analizės paketas, panaudotas kompiuterių tinklų fraktališkumo ir savastingumo tyrimo metodams analizuoti, vertinti ir palyginti. Ištirti paketinio kompiuterių tinklo srauto laiko eilučių analizės, dažninių/banginių savybių įvertinimo, laiko eilutės stabilumo parametrų įverčiais grindžiami bei chaoso teorijos priemonėmis įvertinami savastingumo analizės metodai. Sudarytas tinklo srauto savastingumo realiu laiku analizės paketas, kurį naudojant savastingumo matavimui realiu laiku atrinktas robastinis... [toliau žr. visą tekstą]

Marsh vegetation is widely considered to offer protection against coastal storm damage, and vegetated flow has thus become a key area of hydrodynamic research. This study investigates the utility of simulated Spartina alterniora marsh vegetation as storm protection using an ADV measurement technique, and is the first to apply jet self-similarity analysis to characterize the overall mean and turbulent flow properties of a three-dimensional axisymmetric jet through a vegetated array. The mean axial flow of a horizontal axisymmetric turbulent jet is obstructed by three configurations of staggered arrays of vertical rigid plant stems. The entire experiment is repeated over five sufficiently high jet Reynolds number conditions to ensure normalization and subsequent collapse of data by nozzle velocity so that experimental error is obtained. All self-similarity parameters for the unobstructed free jet correspond to typical published values: the axial decay coefficient B is 5:8 +/- 0:2, the Gaussian spreading coefficient c is 85 +/- 5, and the halfwidth spreading rate eta_(1/2) is 0:093 +/- 0:003. Upon the introduction of vegetation, from partially obstructed to fully obstructed, B falls from 5:1+/- 0:2 to 4:2 +/- 0:2 and finally 3:7 +/-0:1 for the fully obstructed case, indicating that vegetation reduces axial jet velocity. Cross-sectionally averaged momentum for the unobstructed free jet is M=M0 = 1:05 +/- 0:07, confirming conservation of momentum. Failure of conservation of momentum is most pronounced in the fully obstructed scenario – M=M0 = 0:54 +/- 0:05. The introduction of vegetation increases spreading of the impinging jet. The entrainment coefficient alpha for the free jet case is 0.0575; in the fully obstructed case, alpha = 0:0631. Mean advection of mean and turbulent kinetic energy demonstrates an expected reduction in turbulence intensity within the vegetated array. In general, turbulent production decreases as axial depth of vegetation increases, though retains the bimodal profile of the free jet case; the fully vegetated case, however, exhibits clear peaks behind plant stems. Turbulent transport was shown to be unaffected by vegetation and appears to be primarily a function of axial distance from the jet nozzle. An analysis of rate of dissipation revealed that not only does the cumulative effect of upstream wakes overall depress the magnitude of spectral energy density across all wavenumbers but also that plant stems dissipate large anisotropic eddies in centerline streamwise jet flow. This study, thus, indicates that sparse emergent vegetation both reduces axial flow velocity and has a dissipative effect on jet flow. Typically, however, storm surge does not exhibit the lateral spreading demonstrated by an axisymmetric jet; therefore, the results of this study cannot conclusively support the claim that coastal vegetation reduces storm surge axial velocity.