Wave transport in strongly scattering, disordered media is investigated experimentally using ultrasonic techniques. Several cases of anomalous wave transport (deviations from conventional diffusion) are studied through experiments on aluminum mesoglass samples, which were designed and created for this purpose. The anomalous wave behaviour is contrasted with conventional diffusion, observed at some frequencies via both transmission and backscattering measurements on wide, thick, slab-shaped samples. The coherent backscattering (CBS) effect is measured experimentally for strongly scattered acoustic waves in three dimensions (3D), and is compared for the first time with theory for diffusive elastic waves in 3D to give an estimate of the diffusion coefficient. At other frequencies, an Anderson localization regime is observed, and is studied in detail. The first experimental study of CBS for localized elastic waves in 3D is presented. By comparing both backscattering and transmission measurements with predictions from a ‘local’ self-consistent theory of localization, the first experimental observation of a complete Anderson mobility gap for elastic waves in 3D is reported. In this mobility gap, large contributions to backscattered intensity from recurrent scattering were observed, enabling the first experimental study of recurrent scattering on its own. The time-dependence of the recurrent scattering, R(t), is shown to agree with theoretical predictions in the diffuse and localized regimes. At the mobility edge, R(t) shows a surprisingly slow decay, prompting further theoretical work. Localization and criticality are also investigated via statistical measurements of ultrasound from cubic mesoglasses of different sizes. Finite-size scaling of multifractal quantities is observed in these cubic samples, and a preliminary fit with theory to determine critical parameters of the Anderson transition is demonstrated. Finally, a sample is which is a candidate to exhibit superdiffusion of ultrasound is studied via a range of experimental techniques, showing subtle deviations from diffusion and opening doors for the next steps in this study. / May 2016

No description available.

The aim of this thesis is to provide an empirical evidence of multifractality in financial time series and to discuss the relevance of this concept for the current financial theory. We have applied two methods, the Multifractal Detrended Fluctuation analysis and the Generalized Hurst exponent method, on components of the Dow Jones Industrial Average. We analyzed daily data of 30 companies traded on U.S. stock markets from 2002 to 2012. We present results supporting presence of multiscaling in open-close returns. Contrary to published literature, we were not able to find any significant multiscaling in volatility. Moreover based on our analysis, multiscaling is not present in standardized returns and as multifractality requires relatively complicated models, this is our most valuable result. 1

Over the last decades, multifractality has become a downright stylized fact in financial markets. However, its presence has not been adequately statistically proved. The main aim of this thesis is to contribute to the discussion by an ex- tensive statistical analysis of the problem. We investigate returns and volatility of the collection of the four stock indices employing the three popular methods: the GHE, the MF-DFA, and the MF-DMA method. By comparing the results of the original series to those for simulated monofractal series, we conclude that stock market returns as well as volatility exhibit a multifractal nature. Additionally, in order to understand the origin of underlying multifractality, we study vari- ous surrogate series. We found that a fat-tailed distribution significantly affects multifractality. On the other, we were not able to confirm the impact of time correlations as the results strongly depend on the applied model. JEL Classification F12, G02, G10, C12, C22, C49, C58 Keywords econophysics, multifractality, financial markets, Hurst exponent Author's e-mail jana.sedlarikova@gmail.com Supervisor's e-mail kristoufek@ies-prague.org

Made available in DSpace on 2015-04-22T22:07:32Z (GMT). No. of bitstreams: 1 Edilson de Carvalho.pdf: 3411203 bytes, checksum: 3680ef9a40a81ca8cea6def9615ac55d (MD5) Previous issue date: 2012-12-10 / Conselho Nacional de Desenvolvimento Científico e Tecnológico / In this work we analyzed, on the multifractal perspective, the rainfall records from sixteen meteorological stations located in Brazil, especially in the Amazônia, in the towns of Altamira, Araguatins, Cáceres, Corumba, Cruzeiro do Sul, Guaíra, Ibotirama, Manaus, Oriximiná, Piranhas, Porto Velho, Santa Terezinha de Goiás, Santarém, São Paulo de Olivença, Tucuruí and Xambioá. As well the the records of the sea surface temperature anomalies-SSTA for seven regions located in the Atlantic and Pacific oceans, named North Atlantic, South Atlantic and Tropical Atlantic, in the Atlantic ocean, and Nino 1 + 2, Nino 3, Nino 4 and Nino 3:4, in the Pacific ocean. Using the MF-DFA methodology with the addition of the step zero, we calculated the multifractal spectra of the time series related to the rainfall and SSTA records. Also we obtained the correlation between the rainfall and the SSTA data, finding a weak correlation between these series. Based on the Multiplicative Multinomial d-Process, we simulated the zeros in the rainfall series, using the parameters obtained through the polynomial adjustments on the multifractal spectra. Keywords: Time series; rainfall; Multifractality; Hurst exponent / Analisamos neste trabalho, sobre a perspectiva multifractal, os registros de chuva de dezesseis estações meteorológicas localizadas no Brasil e em especial na Amazônia, situadas nas cidades de Altamira, Araguatins, Cáceres, Corumba, Cruzeiro do Sul, Guaíra, Ibotirama, Manaus, Oriximiná, Piranhas, Porto Velho, Santa Terezinha de Goiás, Santarém, São Paulo de Olivença, Tucuruí e Xambioá. Examinamos também, registros de anomalias de temperatura na superfície do mar (SSTA) relativos a sete regiões localizadas no oceanos Atlântico e Pacífico denominadas de Atlântico Norte, Atlântico Sul e Atlântico Tropical no oceano Atlântico e as regiões Nino 1 + 2, Nino 3, Nino 4 e Nino 3:4. Calculamos os espectros multifractais das séries temporais estudadas, referentes aos dados de chuva e de SSTA, utilizando a metodologia MF-DFA com inclusão do passo zero. Medimos os coeficientes de correlação entre os dados de chuva em relação aos dados de SSTA, encontrando uma fraca correlação entre as séries. Com base no d-Processo Multiplicativo Multinomial simulamos zeros em séries de chuva por meio de parâmetros obtidos através de ajustes polinomiais dos espectros multifractais

Como a informação sobre o ambiente natural é codificada na atividade neural do cérebro? Existe de fato um código neural que impera ao longo de todo processamento neural? Essas são algumas das grandes perguntas da Neurociência da atualidade. Assumindo que estratégias bem sucedidas são preservadas e reaproveitadas através da Evolução, buscamos explorar essas questões ao analisar a resposta extracelular do neurônio H1 do sistema visual da mosca a estímulos visuais com distribuições estatísticas de velocidades horizontais bem definidas. Utilizando uma abordagem de Sistemas Complexos, a análise de multifractalidade do código neural do H1 lança algumas luzes sobre uma estratégia de codificação fascinante, sustentando a idéia de que esse neurônio é capaz de falar diferentes linguagens, se ajustando de forma extremamente dinâmica e flexível à complexidade do estímulo visual (1), visando uma transmissão ótima de informação (2). / How is information about the natural environment coded in the brain neural activity? Is there really a neural code that reigns throughout the neural processing? These are some of the greatest questions of todays Neuroscience. Assuming that well succeeded strategies are preserved and reused through Evolution, we seek to explore these questions by analyzing the extracellular response of the blowfly visual system H1 neuron to certain visual stimuli with well known statistical distributions of horizontal velocities. Using a Complex Systems approach, the multifractality analysis of H1s neural code casts highlights in its fascinating coding strategy, supporting the idea that this neuron is capable of speaking different languages by adjusting itself to the complexity in visual stimuli in a very dynamical and flexible way (1), aiming at a optimal information transmission (2).

Como a informação sobre o ambiente natural é codificada na atividade neural do cérebro? Existe de fato um código neural que impera ao longo de todo processamento neural? Essas são algumas das grandes perguntas da Neurociência da atualidade. Assumindo que estratégias bem sucedidas são preservadas e reaproveitadas através da Evolução, buscamos explorar essas questões ao analisar a resposta extracelular do neurônio H1 do sistema visual da mosca a estímulos visuais com distribuições estatísticas de velocidades horizontais bem definidas. Utilizando uma abordagem de Sistemas Complexos, a análise de multifractalidade do código neural do H1 lança algumas luzes sobre uma estratégia de codificação fascinante, sustentando a idéia de que esse neurônio é capaz de falar diferentes linguagens, se ajustando de forma extremamente dinâmica e flexível à complexidade do estímulo visual (1), visando uma transmissão ótima de informação (2). / How is information about the natural environment coded in the brain neural activity? Is there really a neural code that reigns throughout the neural processing? These are some of the greatest questions of todays Neuroscience. Assuming that well succeeded strategies are preserved and reused through Evolution, we seek to explore these questions by analyzing the extracellular response of the blowfly visual system H1 neuron to certain visual stimuli with well known statistical distributions of horizontal velocities. Using a Complex Systems approach, the multifractality analysis of H1s neural code casts highlights in its fascinating coding strategy, supporting the idea that this neuron is capable of speaking different languages by adjusting itself to the complexity in visual stimuli in a very dynamical and flexible way (1), aiming at a optimal information transmission (2).

Submitted by (ana.araujo@ufrpe.br) on 2016-07-05T16:37:45Z No. of bitstreams: 1 Evelyn Souza Chagas.pdf: 2596910 bytes, checksum: 3edb34779be1962370072564bb024b44 (MD5) / Made available in DSpace on 2016-07-05T16:37:45Z (GMT). No. of bitstreams: 1 Evelyn Souza Chagas.pdf: 2596910 bytes, checksum: 3edb34779be1962370072564bb024b44 (MD5) Previous issue date: 2014-02-21 / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior - CAPES / Hydrological systems are composed of many components (precipitation, runoff, evaporation, transpiration, infiltration, etc.) and exhibit nonlinear behavior, with all individual components exhibiting non linear behavior as well. Although nonlinearity of hydrological processes has been recognized for many years, recent development of computational power and data acquisition technologies provide researches with powerful tools to evaluate existing methods and develop new more efficient techniques to study spatial and temporal variability and complexity of these phenomena. Considering that rainfall is the mayor natural factor that governs the stream flow regime, in this work we study non linear relationship between these components of the hydrological system, by examining multifractal correlations of individual rainfall and streamflow temporal series, as well as multifractal cross correlations between two processes. To this end we apply methods Multifractal Detrended Fluctuation Analysis (MF-DFA) and Multifractal Detrended Cross-Correlation Analysis (MF-DXA) on daily rainfall and streamflow temporal series registered in Piracicaba River Basin which is located in the state of São Paulo, Brazil. The results show that rainfall and streamflow temporal series exhibit multifractal correlations and cross correlations indicated by the generalized Hurst exponent, Renyi exponent and multifractal spectrum. The multifractal spectrum obtained by cross correlation analysis is similar to the multifractal spectrum of streamflow, for Corumbataí, Jaguari e Atibaia sub-basin, while for Camanducaia and Piracicaba sub-basin the cross correlation spectrum is more similar to the multifractal spectrum of precipitation. This difference could be related with land use and type of soil that affect the process of evapotranspiration and thus the whole hydrological cycle. / Sistemas hídricos são compostos por vários componentes (precipitação, escoamento, evaporação, transpiração, infiltração, etc) e exibem um comportamento não linear, com todos os componentes individuais exibindo um comportamento não linear também. Apesar da não linearidade dos processos hidrológicos ter sido reconhecida por muitos anos, o desenvolvimento recente do poder computacional e tecnologias de aquisição de dados proporcionam ferramentas poderosas para avaliar os métodos existentes e desenvolver novas técnicas mais eficientes para estudar a variabilidade espacial e temporal e a complexidade desses fenômenos. Considerando-se que a precipitação é o fator natural que mais influencia o regime de fluxo de vazão, neste trabalho estuda-se a relação não linear entre os componentes do sistema hidrológico, através da análise de correlações multifractais de séries temporais individuais de precipitação e vazão, assim como correlações cruzadas entre os dois processos. Para isto, são aplicados os métodos Multifractal Detrended Fluctuation Analysis (MF-DFA) e Multifractal Detrended Cross-Correlation Analysis (MF-DXA) em séries temporais diárias de precipitação e vazão registradas na Bacia do Rio Piracicaba, a qual está localizada no estado de São Paulo, Brasil. Os resultados mostram que séries temporais da precipitação e vazão possuem correlações e correlações cruzadas multifractais indicadas pelo comportamento das medidas multifractais: expoente de Hurst generalizado, expoente de Rényi e espectro multifractal. O espectro multifractal obtido pela análise de correlação cruzada (MF-DXA) é semelhante ao espectro multifractal da vazão (obtido pelo MF-DFA) para as sub-bacias Corumbataí, Jaguari e Atibaia, enquanto para as sub-bacias Camanducaia e Piracicaba a multifractalidade das correlações cruzadas é semelhante a multifractalidade da precipitação. Esta diferença poderia ser relacionada ao uso da terra e o tipo de solo que afeta o processo de evapotranspiração, e consequentemente todo o ciclo hidrológico da bacia.

Submitted by Geyciane Santos (geyciane_thamires@hotmail.com) on 2015-08-06T15:11:15Z No. of bitstreams: 1 Dissertação - Celso Ricardo Caldeira Rêgo.pdf: 2481181 bytes, checksum: f162815b3f4a2d2e2f18c79b501aeacf (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2015-08-07T13:46:03Z (GMT) No. of bitstreams: 1 Dissertação - Celso Ricardo Caldeira Rêgo.pdf: 2481181 bytes, checksum: f162815b3f4a2d2e2f18c79b501aeacf (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2015-08-07T13:43:56Z (GMT) No. of bitstreams: 1 Dissertação - Celso Ricardo Caldeira Rêgo.pdf: 2481181 bytes, checksum: f162815b3f4a2d2e2f18c79b501aeacf (MD5) / Approved for entry into archive by Divisão de Documentação/BC Biblioteca Central (ddbc@ufam.edu.br) on 2015-08-07T13:47:14Z (GMT) No. of bitstreams: 1 Dissertação - Celso Ricardo Caldeira Rêgo.pdf: 2481181 bytes, checksum: f162815b3f4a2d2e2f18c79b501aeacf (MD5) / Made available in DSpace on 2015-08-07T13:47:14Z (GMT). No. of bitstreams: 1 Dissertação - Celso Ricardo Caldeira Rêgo.pdf: 2481181 bytes, checksum: f162815b3f4a2d2e2f18c79b501aeacf (MD5) Previous issue date: 2012-01-06 / CAPES - Coordenação de Aperfeiçoamento de Pessoal de Nível Superior / Many time series exihibit multifractal scale properties with important physical implications. We use the method for the multifractal characterization the MF-DFA (Mutifractal- Detrended Fluctuation Analysis) to calculate the generalized Hurst exponent [11] of water levels series of sixteen hydrological stations of the main Brazilian rivers, located in the cities of Manaus, Obidos, Lad ario, Porto Velho, Fonte Boa, Tucuru , Marab a, Santar em, Cruzeiro do Sul, Xambio a, Concei c~ao do Araguaia, Gua ra, Altamira, C aceres, Barra e Piranhas. These stations are placed in cities with di erent climate zones in Brazil. From this analysis, we concluded that all series exhibit multifractality and non-stationary behavior. We also show that the type of multifractality involved in this process is mainly due to the presence of di erent types of correlations in hydrological time series. We derive an analytic equation that generates the multifractal spectra for all the stations studied, with maximum errors of 1%, from the generalization of the d-Process Multiplied Multinomial. It suggests the existence of a universal multifractality in the hydrologic cycle of the Brazilian rivers and why not of the planet? This work shows that it is possible to treat the time series of water levels of the Brazilian rivers from a multifractal perspective, and therewith to have a better understanding of the complex aspects of the scale properties that these series exhibit. / Muitas séries temporais exibem propriedades de escala multifractais com importantes implicações físicas. Neste trabalho usamos o método para a caracterização multifractal MF-DFA para calcular o expoente de Hurst generalizado [11], das séries de níveis de água de dezesseis estações hidrológicas dos principais rios brasileiros, sediadas nas cidades de Manaus, Óbidos, Porto Velho, Fonte Boa, Tucuruí, Marabá,Santarém, Cruzeiro do Sul, Xambio á, Conceição do Araguaia, Guaíra, Altamira, Caceres, Ladario, Barra e Piranhas. Essas estações estão localizadas em cidades de diferentes zonas climáticas do Brasil. Dessa ánalise, pudemos constatar que todas as séries exibem multifractalidade e comportamento não estacionário. Mostramos ainda, que o tipo de multifractalidade envolvido nesse processo e devido, essencialmente, a presença de diferentes tipos de correlações nas séries hidrológicas. Conseguimos exibir, de modo anal tico, uma equa ção que gera todos os espectros multifractais nas estacões trabalhadas, com erros máximos de 1%, a partir da generaliza c~ao do d-Processo Multiplicativo Multinomial, sugerindo a existência de uma multifractalidade universal no ciclo hidrológico dos rios brasileiros e por que não do planeta? Este trabalho mostra que e possível tratar as séries dos níveis de água dos rios brasileiros a partir da perspectiva multifractal e, disso, compreender melhor os aspectos complexos das propriedades de escalas que essas séries apresentam.

Plusieurs cadres théoriques ont tenté de rendre compte des processus de synchronisation interpersonnelle. Les théories cognitivistes suggèrent que la synchronisation est réalisée par le biais d’une correction discrète et mutuelle des asynchronies entre les deux partenaires. Les théories dynamiques reposent sur l’hypothèse d’un couplage continu des deux systèmes, conçus comme oscillateurs auto-entretenus. Enfin le modèle du complexity matching repose sur l’hypothèse d’une coordination multi-échelle entre les deux systèmes en interaction. Dans un premier temps, nous développons des tests statistiques permettant de repérer dans les données expérimentales les signatures typiques de ces trois modes de coordination. Nous proposons notamment une signature multifractale, basée sur l’analyse des corrélations entre les spectres multifractals caractérisant les séries produites par les deux systèmes en interaction. Nous développons également une analyse de cross-corrélation fenêtrée, qui permet de dévoiler les processus locaux de synchronisation mis en œuvre. Ces études nous permettent de revisiter un certain nombre de travaux antérieurs. Nous montrons notamment que si la synchronisation de tâches discrètes telles que le tapping repose en effet sur des processus de correction discrète des asynchronies, la synchronisation de tâches continues telles que les oscillations de pendules est essentiellement basée sur les mêmes principes de correction discrète, et non sur un couplage continu des effecteurs. Nos résultats indiquent également que la synchronisation peut révéler des mécanismes hybrides mixant notamment correction des asynchronies et complexity matching. Enfin nous mettons en évidence que la marche synchronisée met en œuvre un effet dominant de complexity matching, d’autant plus prégnant que les deux partenaires sont étroitement couplés (marche bras-dessus-bras-dessous). Nous proposons dans un second temps d’exploiter ce résultat pour tester la possibilité d’une restauration de la complexité chez les personnes âgées. Le vieillissement a en effet été caractérisé comme un processus de perte graduelle de complexité, et cet effet a été notamment documenté dans le domaine de la locomotion. Il a notamment été montré que la perte de complexité corrélait avec la propension à la chute. La théorie du complexity matching suppose que deux systèmes en interaction tendent à aligner leurs niveaux de complexité. Elle suppose également que lorsque deux systèmes de niveaux différents de complexité interagissent, le système le plus complexe tend à attirer le moins complexe, engendrant un accroissement de la complexité chez le second. Nous montrons, dans un protocole au cours duquel des personnes âgées sont invitées à marcher bras-dessus-bras-dessous avec un accompagnant jeune, que la synchronisation entre les deux partenaires est réalisée au travers d’un effet d’appariement des complexités, et que l’entrainement prolongé en marche synchronisée permet une restauration de la complexité de la locomotion chez les personnes âgées. Cet effet perdure lors d’un post-test réalisé deux semaines après la fin de l’entraînement. Ce résultat, outre le fait qu’il conforte un des aspects essentiels de la théorie du complexity matching, ouvre de nouvelles voies de recherche pour la conception de stratégies de réhabilitation et de prévention de la chute. / Several theoretical frameworks have attempted to account for interpersonal synchronization processes. Cognitive theories suggest that synchronization is achieved through discrete and mutual corrections of asynchronies between the two partners. The dynamic theories are based on the assumption of a continuous coupling between the two systems, conceived as self-sustained oscillators. Finally, the complexity matching model is based on the assumption of a multi-scale coordination between the two interacting systems. As a first step, we develop statistical tests in order to identify, in experimental data, the typical signatures of these three modes of coordination. In particular, we propose a multifractal signature, based on the analysis of correlations between the multifractal spectra characterizing the series produced by the two interacting systems. We also develop a windowed cross-correlation analysis, which aims at revealing the nature of the local synchronization processes. These studies allow us to revisit a number of previous works. We show that if the synchronization of discrete tasks such as tapping relies on discrete correction processes of asynchronies, the synchronization of continuous tasks such as pendulum oscillations is essentially based on the same principles of discrete correction, and not on a continuous coupling of effectors. Our results also indicate that synchronization could be sustained by hybrid mechanisms mixing notably asynchronies correction and complexity matching. Finally we highlight that synchronized walking is based on a dominant effect of complexity matching, especially when partners are closely coupled (arm-in-arm walking). We propose in a second step to exploit this result to test the possibility of a restoration of complexity in the elderly. Aging has indeed been characterized as a process of gradual loss of complexity, and this effect has been particularly documented in the field of locomotion. In particular, it has been shown that the loss of complexity correlates in older people with the propensity to fall. Complex matching theory assumes that two interacting systems tend to align their complexity levels. It also assumes that when two systems of different levels of complexity interact, the more complex system tends to attract the less complex, causing an increase in complexity in the second. We show, in a protocol in which older people are invited to walk arm-in-arm with a younger companion, that synchronization between the two partners is achieved through a complexity matching effect, and that prolonged training in such synchronized walking allows a restoration of the complexity of locomotion in the elderly. This effect persists during a post-test conducted two weeks after the end of the training sessions. This result, in addition to reinforcing one of the essential aspects of the theory of complexity matching, opens new avenues of research for the design of rehabilitation and fall prevention strategies.