The goal of this thesis is to investigate model imperfection in the context of forecasting. We focus on an electronic circuit built in a laboratory and then enclosed to reduce environmental effects. The non-dimensionalised model equations, obtained by applying Kirchhoff’s current and voltage laws, are the Moore-Spiegel Equations [47], but they exhibit a large disparity with the circuit. At parameter values used in the circuit, they yield a periodic trajectory whilst the circuit exhibits chaotic behaviour. Therefore, alternative models for the circuit are sought. The models we consider are local and global prediction models constructed from data. We acknowledge that all our models have errors and then seek to quantify how these errors are distributed across the circuit attractor. To this end, q-pling times of initial uncertainties are computed for the various models. A q-pling time is the time for an initial uncertainty to increase by a factor of q [67], where q is a real number. Whereas it is expected that different models should have different q-pling time distributions, it is found that the diversity in our models can be increased by constructing them in different coordinate spaces. To forecast the future dynamics of the circuit using any of the models, we make probabilistic forecasts [8]. The question of how to choose the spread of the initial ensemble is addressed by the use of skill scores [8, 9]. Finally, the diversity in our models is exploited by combining probabilistic forecasts from them so as to minimise some skill score. It is found that the skill of combined not-so-good models can be increased by combining them as discussed in this thesis.

Physical processes are often modelled using nonlinear dynamical systems. If such models are relevant then they should be capable of demonstrating behaviour observed in the physical process. In this thesis a new measure of model optimality is introduced: the distribution of ɩ-shadowing times defines the durations over which there exists a model trajectory consistent with the observations. By recognising the uncertainty present in every observation, including the initial condition, ɩ-shadowing distinguishes model sensitivity from model error; a perfect model will always be accepted as optimal. The traditional root mean square measure may confuse sensitivity and error, and rank an imperfect model over a perfect one. In a perfect model scenario a good variational assimilation technique will yield an ɩ-shadowing trajectory but this is not the case given an imperfect model; the inability of the model to ɩ-shadow provides information on model error, facilitating the definition of an alternative assimilation technique and enabling model improvement. While the ɩ-shadowing time of a model defines a limit of predictability, it does not validate the model as a predictor. Ensemble forecasting provides the preferred approach for evaluating the uncertainty in predictions, yet questions remain as to how best to construct ensembles. The formation of ensembles is contrasted in perfect and imperfect model scenarios in systems ranging from the analytically tractable to the Earth's atmosphere, thereby addressing the question of whether the apparent simplicity often observed in very high-dimensional weather models fails `even in or only in' low-dimensional chaotic systems. Simple tests of the consistency between constrained ensembles and their methods of formulation are proposed and illustrated. Specifically, the commonly held belief that initial uncertainties in the state of the atmosphere of realistic amplitude behave linearly for two days is tested in operational numerical weather prediction models and found wanting: nonlinear effects are often important on time scales of 24 hours. Through the kind consideration of the European Centre for Medium-range Weather Forecasting, the modifications suggested by this are tested in an operational model.

Nessa dissertação estudamos Sistemas Dinâmicos do ponto de vista da Otimização Ergódica. Analizamos o problema da maximização da integral de potenciais com respeito a probabilidades invariantes pela dinâmica. Mostramos que toda medida ergódica e unicamente maximizante para algum potencial. Verificamos que o conjunto de potenciais com exatamente uma medida maximizadora e residual. Esses resultados são obtidos atrav es de técnicas da Teoria Ergódica e Análise Convexa. / In this thesis we study dynamical systems trough the viewpoint of ergodic optimization. We analyze the problem of maximizing integrals of potentials with respect to invariant probabilities. We show that every ergodic measure is uniquely maximizing for some potential. We also verify that the set of potentials with exactly one maximizing measure is residual. This results are obtained through techniques of ergodic theory and convex analysis.

Neste trabalho é abordado o exemplo proposto por Nicolai Haydn, no qual é dado um exemplo de um deslocamento onde é possível construir in nitas medidas de máxima entropia, além de in nitos estados de equilíbrio. / In this work, we present the example shown by Nicolai Haydn, which is given by subshift where is possible to show in nity measures of maximal entropy, besides in nitely many distinct equilibrium states.

Nessa dissertação estudamos Sistemas Dinâmicos do ponto de vista da Otimização Ergódica. Analizamos o problema da maximização da integral de potenciais com respeito a probabilidades invariantes pela dinâmica. Mostramos que toda medida ergódica e unicamente maximizante para algum potencial. Verificamos que o conjunto de potenciais com exatamente uma medida maximizadora e residual. Esses resultados são obtidos atrav es de técnicas da Teoria Ergódica e Análise Convexa. / In this thesis we study dynamical systems trough the viewpoint of ergodic optimization. We analyze the problem of maximizing integrals of potentials with respect to invariant probabilities. We show that every ergodic measure is uniquely maximizing for some potential. We also verify that the set of potentials with exactly one maximizing measure is residual. This results are obtained through techniques of ergodic theory and convex analysis.

Neste trabalho é abordado o exemplo proposto por Nicolai Haydn, no qual é dado um exemplo de um deslocamento onde é possível construir in nitas medidas de máxima entropia, além de in nitos estados de equilíbrio. / In this work, we present the example shown by Nicolai Haydn, which is given by subshift where is possible to show in nity measures of maximal entropy, besides in nitely many distinct equilibrium states.

Neste trabalho é abordado o exemplo proposto por Nicolai Haydn, no qual é dado um exemplo de um deslocamento onde é possível construir in nitas medidas de máxima entropia, além de in nitos estados de equilíbrio. / In this work, we present the example shown by Nicolai Haydn, which is given by subshift where is possible to show in nity measures of maximal entropy, besides in nitely many distinct equilibrium states.

We study certain aspects of the Möbius randomness principle and more specifically the Möbius disjointness conjecture of P. Sarnak. In paper A we establish this conjecture for all orientation preserving circle homeomorphisms and continuous interval maps of zero entropy. In paper B we show, that for all subshifts of finite type with positive topological entropy the Möbius disjointness does not hold. In paper C we study a class of three-interval exchange maps arising from a paper of Bourgain and estimate its Hausdorff dimension. In paper D we consider the Chowla and Sarnak conjectures and the Riemann hypothesis for abstract sequences and study their relationship. / <p>QC 20171016</p>

Orientador: Eduardo Garibaldi / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica / Made available in DSpace on 2018-08-26T22:18:46Z (GMT). No. of bitstreams: 1 FerreiraJunior_LinoRamada_M.pdf: 1117729 bytes, checksum: 6c350ee703712b44bec62c6e67597138 (MD5) Previous issue date: 2015 / Resumo: Nesta dissertação, estudamos técnicas de otimização ergódica no contexto de uma dinâmica do tipo Anosov. Mostramos diferentes maneiras de abordar o problema de maximização da integral de potenciais holderianos definidos sobre um espaço métrico compacto na presença de uma dinâmica hiperbólica. Discutimos o formalismo termodinâmico sobre modelo expansivo, obtendo probabilidades maximizantes em temperatura nula. No caso hiperbólico, determinamos uma desigualdade cohomológica em um sistema anfidinâmico, da qual resulta subação lipschitziana para potenciais lipschitzianos associados a difeomorfismos de Anosov. Finalmente, argumentamos que probabilidades periódicas são maximizantes para abertos de funções na topologia lipschitziana / Abstract: In this master's thesis, we study ergodic optimization techniques in the context of an Anosov dynamical system. We present different approaches to the problem of maximization of the integral of Hölder potentials on a compact metric space in the presence of a hyperbolic dynamics. We discuss the thermodynamical formalism in an expansive model, obtaining maximizing probabilities at zero temperature. In the hyperbolic case, we determine a cohomological inequality in an amphidynamical system, from which follows a Lipschitz subaction for Lipschitz potentials associated with Anosov diffeomorphisms. Finally, we argue that periodic probabilities are maximizing for open sets of functions in the Lipschitz topology / Mestrado / Matematica / Mestre em Matemática

In this dissertation we develop aspects of ergodic theory for C*-dynamical systems for which the C*-algebras are allowed to be noncommutative. We define four ergodic properties, with analogues in classic ergodic theory, and study C*-dynamical systems possessing these properties. Our analysis will show that, as in the classical case, only certain combinations of these properties are permissable on C*-dynamical systems. In the second half of this work, we construct concrete noncommutative C*-dynamical systems having various permissable combinations of the ergodic properties. This shows that, as in classical ergodic theory, these ergodic properties continue to be meaningful in the noncommutative case, and can be useful to classify and analyse C*-dynamical systems. / Dissertation (MSc)--University of Pretoria, 2013. / gm2014 / Mathematics and Applied Mathematics / unrestricted