The presented diploma thesis deals with a problem of a generalized stress intensity factor determination and a consecutive study of stress distribution around the bimaterial notch tip, combining analytical and numerical methods. This task is possible to sectionalize into three parts. The first part is dedicated to the fundamentals of the linear fracture mechanics and the mechanics of composite materials. The second part deals with methods of anisotropic plane elasticity solution. Pursuant to the solution the computational models in the third part are created. The first model makes for determination of a singularity exponent eigenvalue by dint of Lekhnitskii-Eshelby-Stroh formalism. The second model makes for determination of the generalized stress intensity factor using psi-integral method, which is based on the Betti reciprocal theorem. All needed calculation are performed in the software ANSYS 12, Maple 12 and Silverforst FTN95. Results will be compared with the values obtained from a direct method of the generalised stress intensity factor determination.

The master thesis is focused on estimation of crack propagation origin from sharp V-notch. Stress distribution around the tip of the V-notch is described on the base of generalized linear elastic fracture mechanics. The change of the stress singularity exponent caused by geometry of the V-notch and the vertex singularity is taken into account. The first part of the work is devoted to the estimation of the stress singularity exponent of the V-notch either from stress distribution around the tip of the V-notch or by using analytical solution. Formerly derived stability criteria are applied in the second part of the work. The origin of the crack propagation is estimated for several experimental specimens. The aim of this thesis is to compare the available experimentally observed data with results obtained using those criteria based on the application of generalized linear elastic fracture mechanics developer at the Institute of Physics of Materials Academy of Sciences of the Czech Republic. The finite element code Ansys and mathematical software Matlab were used for the necessary calculations.

The presented master’s thesis deals with fatigue crack front shape estimation. The aim of this thesis is to create an iterative process leading to the real fatigue crack front shape. Thesis is solved using finite element method. The work is divided into two logical parts. The first part of the thesis describes the basic concepts of linear elastic fracture mechanic (LEFM), methods used for estimation of stress intensity factor and stress singularity exponent. The first part further describes some phenomenon’s accompanying the mechanism of fatigue crack growth as for example crack tip curving and crack closure. In the second part of the thesis there is studied an affect of the free surface on the fracture parameters, especially the affected distance from the free surface is determined. Based on the assumption of a constant stress intensity factor and stress singularity exponent along the crack front, an iterative process leading to fatigue crack front shape is presented. The accuracy of the result is discussed by comparing of obtained crack front shapes with experimental data at the end of the thesis.

Bewegungsstabilität wird durch die Fähigkeit des neuromuskulären Systems adäquat auf Störungen der Bewegung antworten zu können erreicht. Einschränkungen der Stabilität werden z. B. mit Sturzrisiko in Verbindung gebracht, was schwere Konsequenzen für die Lebensqualität und Kosten im Gesundheitssystem hat. Nach wie vor wird debattiert, wie eine geeignete Bewertung von Stabilität vorgenommen werden kann. Diese Arbeit behandelt den maximalen Lyapunov Exponenten. Er drückt aus, wie sensitiv das System auf kleine Störungen eines Zustands reagiert. Eine Zeitreihe wird zunächst mittels zeitversetzter Kopien in einen mehrdimensionalen Raum eingebettet. In dieser rekonstruierten Dynamik berechnet man dann die Steigung der mittleren logarithmischen Divergenz initial naher Punkte. Die methodischen Konsequenzen für die Anwendung dieser Systemtheorie auf Bewegungen sind jedoch bislang unzureichend beleuchtet. Der experimentelle Teil zeigt klare Indizien, dass es bei Bewegungen weniger um die Analyse eines komplexen Systemdeterminismus geht, sondern um verschieden hohe dynamische Rauschlevel. Je höher das Rauschlevel, desto instabiler das System. Anwendung von Rauschreduktion führt zu kleineren Effektstärken. Das hat Folgen: Die Funktionswerte der Average Mutual Information, die bisher nur zur Bestimmung des Zeitversatzes genutzt wurden, können bereits Unterschiede in der Stabilität zeigen. Die Abschätzung der Dimension für die Einbettung (unabhängig vom verwendeten Algorithmus), ist stark von der Länge der Zeitreihe abhängig und wird bisher eher überschätzt. Die größten Effekte sind in Dimension drei zu beobachten und ein sehr früher Bereich zur Auswertung der Divergenzkurve ist zu empfehlen. Damit wird eine effiziente und standardisierte Analyse vorgeschlagen, die zudem besser imstande ist, Unterschiede verschiedener Bedingungen oder Gruppen aufzuzeigen. / Reductions of movement stability due to impairments of the motor system to respond adequately to perturbations are associated with e. g. the risk of fall. This has consequences for quality of life and costs in health care. However, there is still an debate on how to measure stability. This thesis examines the maximum Lyapunov exponent, which became popular in sports science the last two decades. The exponent quantifies how sensitive a system is reacting to small perturbations. A measured data series and its time delayed copies are embedded in a moredimensional space and the exponent is calculated with respect to this reconstructed dynamic as average slope of the logarithmic divergence curve of initially nearby points. Hence, it provides a measure on how fast two at times near trajectories of cyclic movements depart. The literature yet shows a lack of knowledge about the consequences of applying this system theory to sports science tasks. The experimental part shows strong evidence that, in the evaluation of movements, the exponent is less about a complex determinism than simply the level of dynamic noise present in time series. The higher the level of noise, the lower the stability of the system. Applying noise reduction therefore leads to reduced effect sizes. This has consequences: the values of average mutual information, which are until now only used for calculating the delay for the embedding, can already show differences in stability. Furthermore, it could be shown that the estimation of the embedding dimension d (independently of algorithm), is dependent on the length of the data series and values of d are currently overestimated. The greatest effect sizes were observed in dimension three and it can be recommended to use the very first beginning of the divergence curve for the linear fit. These findings pioneer a more efficient and standardized approach of stability analysis and can improve the ability of showing differences between conditions or groups.

The aim of this thesis is to examine an empirical relationship between multifrac- tality of financial time series and its returns. We approach the multifractality of a given time series as a measure of its complexity. Multifractal financial time series exhibit repeating self-similar patterns. Multifractality could be a good predictor of stock returns or a factor which can be used in asset pricing. We expected that capturing the complexity of a given time series by a model, a positive or a negative risk premia for investing into "more multifractal assets" could be found. Daily prices of 31 stock indices and daily returns of 10-years US government bonds were downloaded. All the data were recorded between 2012 and 2021. After estimation the multifractal spectra, applying MF-DFA method, of all stock indices, we ordered all stock indices from the lowest to the most multifractal. Then, we constructed a "multifractal portfolio" holding a long position in the 7 most multifractal and holding a short position in the 7 least multifractal stock indices. Fama-MacBeth regression with market risk premia and multifractal variable as independent variables was applied. Multi- fractality in all examined financial time series was found. We also found a very low negative risk premia for holding "a multifractal...

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The theory of Gibbs measures belongs to the borderlandbetween statistical mechanics and probability theory. In thiscontext, the physical phenomenon of phase transitioncorresponds to the mathematical concept of non-uniqueness for acertain type of probability measures. The most studied model in statistical mechanics is thecelebrated Ising model. The Potts model is a natural extensionof the Ising model, and the beach model, which appears in adifferent mathematical context, is in certain respectsanalogous to the Ising model. The two main parts of this thesisdeal with the Potts model and the beach model,respectively. For theq-state Potts model on an infinite lattice, there areq+1 basic Gibbs measures: one wired-boundary measure foreach state and one free-boundary measure. For infinite trees,we construct "new" invariant Gibbs measures that are not convexcombinations of the basic measures above. To do this, we use anextended version of the random-cluster model together withcoupling techniques. Furthermore, we investigate the rootmagnetization as a function of the inverse temperature.Critical exponents to this function for different parametercombinations are computed. The beach model, which was introduced by Burton and Steif,has many features in common with the Ising model. We generalizesome results for the Ising model to the beach model, such asthe connection between phase transition and a certain agreementpercolation event. We go on to study aq-state variant of the beach model. Using randomclustermodel methods again we obtain some results on where in theparameter space this model exhibits phase transition. Finallywe study the beach model on regular infinite trees as well.Critical values are estimated with iterative numerical methods.In different parameter regions we see indications of both firstand second order phase transition. Keywords and phrases:Potts model, beach model,percolation, randomcluster model, Gibbs measure, coupling,Markov chains on infinite trees, critical exponent.

Mais que fenômenos exóticos, oscilações de corrente e potencial são bastante comuns em vários sistemas eletroquímicos. Ainda que conhecidos há muito tempo, processos oscilatórios na interface sólido/líquido eletrificada são relativamente pouco investigados sob o ponto de vista teórico. São apresentados nessa Tese dois trabalhos, o primeiro relacionado às instabilidades cinéticas observadas em tais sistemas, por meio de um modelo formado por três equações diferenciais não-lineares ordinárias acopladas, que representam um protótipo mínimo do comportamento complexo observado em reações eletrocatalíticas. Especificamente, este protótipo reproduz as características gerais de osciladores eletroquímicos caracterizados por uma resistência diferencial negativa parcialmente escondida em uma curva de corrente/potencial em forma de N. O modelo foi abordado utilizando as análises convencionais e os diagramas de estabilidade, de Lyapunov e de período. A partir dos diagramas de estabilidade foi possível descrever o comportamento do sistema levando em consideração a condição homoclínica de Shilnikov. Já os diagramas de Lyapunov e período mostraram de forma detalhada o comportamento caótico e periódico do modelo, em que se pode observar a existência de estruturas auto-organizadas nos domínios de periodicidade em um fundo caótico, onde tais estruturas são chamadas de shrimps. A observação de tais estruturas que também são encontradas em outros sistemas reforçando a hipótese da universalidade estrutural para fenômenos de codimensão dois. A segunda parte dessa Tese consiste num estudo do drift observado em séries experimentais aplicando técnicas de análise multivariada a uma série temporal experimental obtida para eletro-oxidação da molécula do metanol em Pt policristalina. O resultado mostrou que podemos descrever a influência do drift no comportamento oscilatório por meio de três variáveis relacionados aos processos superficiais. / More than just an exotic phenomenon, oscillations of potential and current are often found in several electrochemical systems. Although oscillatory processes at solid/liquid electrified interfaces have been reported a long time ago, just few theoretical studies have been done so far. This Thesis comprises two parts: the first one analyzes kinetic instabilities observed in electrochemical systems by using a model consisting of three non-linear coupled ordinary differential equations that represent a prototype of the complex behavior observed in electrocatalytic systems. Specifically, this prototype captures the general characteristics of electrochemical oscillators that display a negative differential resistance partially hidden for an N-shaped current/potential curve. The model was studied using conventional analyses and stability diagrams, Lyapunov exponents and the evaluation of the period of oscillations. From the stability diagrams it was possible to describe the behavior of the system taking into consideration the homoclinic Shilnikov condition. The Lyapunov and period analyses showed in a very detailed manner the chaotic and periodic behavior of the model, where it is observed the existence of self-organized structures in the domains of periodicity on a chaotic background. Those structures are known as shrimps. The observation of such structures that are also found in other systems reinforces the idea of structural universality for codimension two phenomena. The second part of the Thesis deals with the analysis of the oscillatory drift by using multivariate analysis techniques to an experimental time series obtained for the electroxidation of methanol on polycrystalline Pt. The results showed that it is possible to describe the influence of the drift during the oscillatory behavior by means of three variables that act on the surface of the electrode.

Este trabalho trata das medidas de máxima entropia para certos difeomorfismos em nilvariedades. Considere um difeomorfismo parcialmente hiperbólico f definido em T3, dinamicamente coerente com folheação central compacta. Suponha ainda que a aplicação induzida por f no espaço das folhas centrais é um homeomorfismo de Anosov transitivo em T2. Mostramos que o conjunto das medidas ergódicas hiperbólicas de máxima entropia é enumerável. Usando o princípio de invariância, mostramos que se o primeiro retorno de f à alguma folha periódica tem número de rotação irracional, então, f tem no máximo duas medidas ergódicas de máxima entropia e ter apenas uma medida de máxima entropia equivale a ser extensão de rotação. Se a aplicação de primeiro retorno à alguma folha central periódica é Morse-Smale, então existe um su-toro periódico, ou temos uma cota superior para o número de medidas ergódicas de máxima entropia que depende do número de atratores da dinâmica nessa folha. Além disso, estudamos a topologia da bacia das medidas ergódicas de máxima entropia para uma outra classe de difeomorfismos especiais que são genéricos no espaço dos difeomorfismos absolutamente parcialmente hiperbólicos e denotada por SPH1(M). / This work is about maximal entropy measures for certain diffeomorphisms on nilmanifolds. Consider a partially hyperbolic diffeomorphism f on T3 , C2 , dinamically coherent with compact center foliation which is a circle bundle. Assume that the map induced by f on the space of center leaves is a transitive Anosov homeomorphism. We show that the set of hyperbolic ergodic maximal entropy measures of f is countable. Using the invariance principle, we show that if the first return map to some periodic leaf has irrational rotation number then f has at most two ergodic maximal entropy measures and, in this case, if f has only one maximal entropy measure then f is a rotation extension. If the first return map to some periodic leaf is Morse-Smale then either there exists some periodic su-torus or an upper bound for the number of ergodic maximal entropy measure depending on the number of the attractors of the dynamics in this leaf. Moreover, we study the topology of basin of ergodic maximal entropy measures of another set of special diffeomorphisms that are generic in the space of absolutely partially hyperbolic systems and denoted by SPH1(M).

Este trabalho trata das medidas de máxima entropia para certos difeomorfismos em nilvariedades. Considere um difeomorfismo parcialmente hiperbólico f definido em T3, dinamicamente coerente com folheação central compacta. Suponha ainda que a aplicação induzida por f no espaço das folhas centrais é um homeomorfismo de Anosov transitivo em T2. Mostramos que o conjunto das medidas ergódicas hiperbólicas de máxima entropia é enumerável. Usando o princípio de invariância, mostramos que se o primeiro retorno de f à alguma folha periódica tem número de rotação irracional, então, f tem no máximo duas medidas ergódicas de máxima entropia e ter apenas uma medida de máxima entropia equivale a ser extensão de rotação. Se a aplicação de primeiro retorno à alguma folha central periódica é Morse-Smale, então existe um su-toro periódico, ou temos uma cota superior para o número de medidas ergódicas de máxima entropia que depende do número de atratores da dinâmica nessa folha. Além disso, estudamos a topologia da bacia das medidas ergódicas de máxima entropia para uma outra classe de difeomorfismos especiais que são genéricos no espaço dos difeomorfismos absolutamente parcialmente hiperbólicos e denotada por SPH1(M). / This work is about maximal entropy measures for certain diffeomorphisms on nilmanifolds. Consider a partially hyperbolic diffeomorphism f on T3 , C2 , dinamically coherent with compact center foliation which is a circle bundle. Assume that the map induced by f on the space of center leaves is a transitive Anosov homeomorphism. We show that the set of hyperbolic ergodic maximal entropy measures of f is countable. Using the invariance principle, we show that if the first return map to some periodic leaf has irrational rotation number then f has at most two ergodic maximal entropy measures and, in this case, if f has only one maximal entropy measure then f is a rotation extension. If the first return map to some periodic leaf is Morse-Smale then either there exists some periodic su-torus or an upper bound for the number of ergodic maximal entropy measure depending on the number of the attractors of the dynamics in this leaf. Moreover, we study the topology of basin of ergodic maximal entropy measures of another set of special diffeomorphisms that are generic in the space of absolutely partially hyperbolic systems and denoted by SPH1(M).