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Dans cette thèse, nous étudions trois modèles de percolation planaire : la percolation de Bernoulli, la percolation de Voronoi, et la percolation de lignes nodales. La percolation de Bernoulli est souvent considérée comme le modèle le plus simple à définir admettant une transition de phase. La percolation de Voronoi est quant à elle un modèle de percolation de Bernoulli en environnement aléatoire. La percolation de lignes nodales est un modèle de percolation de lignes de niveaux de champs gaussiens lisses. Deux fils conducteurs principaux ont guidé nos travaux. Le premier est la recherche de similarités entre ces modèles, en ayant à l'esprit que l'on s'attend à ce qu'ils admettent tous la même limite d'échelle. Nous montrons par exemple que le niveau critique de la percolation de lignes nodales est égal au niveau auto-dual (à savoir le niveau zéro) lorsque le champ considéré est le champ de Bargmann-Fock, qui est un champ gaussien analytique naturel. Le deuxième fil conducteur est l'étude de dynamiques sur ces modèles. Nous montrons en particulier que, si on considère un modèle de percolation de Voronoi critique et si on laisse les points se déplacer selon des processus de Lévy stables à très longue portée, alors il existe des temps exceptionnels avec une composante non bornée / We study three models of percolation in the plane: Bernoulli percolation, Voronoi percolation, and nodal lines percolation. Bernoulli percolation is often considered as the simplest model which admits a phase transition. Voronoi percolation is a Bernoulli percolation model in random environment. Nodal lines percolation is a level lines percolation model for smooth planar Gaussian fields. We have followed two main threads. The first one is the resarch of similarities between these models, having in mind that we expect that they admit the same scaling limit. We show for instance that the critical level for nodal lines percolation is the self-dual level (namely the zero level) if the Gaussian field is the Bargmann-Fock field, which is natural analytical field. The second main thread is the study of dynamics on these percolation models. We show in particular that if we sample a critical Voronoi percolation model and if we let each point move according to a long range stable Lévy process, then there exist exceptional times with an unbounded cluster

This thesis generalizes and interprets Kesten\'s Incipient Infinite Cluster (IIC) measure in two ways. Firstly we generalize Járai\'s result which states that for planar lattices the local configurations around a typical point taken from crossing collection is described by IIC measure. We prove in Chapter 2 that for backbone, lowest crossing and set of pivotals, the same hold true with multiple armed IIC measures. We develop certain tools, namely Russo Seymour Welsh theorem and a strong variant of quasi-multiplicativity for critical percolation on 2-dimensional slabs in Chapters 3 and 4 respectively. This enables us to first show existence of IIC in Kesten\'s sense on slabs in Chapter 4 and prove that this measure can be interpreted as the local picture around a point of crossing collection in Chapter 5.

An experimental investigation of the behavior of soil water movement under unsaturated transient conditions is reported for the case of vertical infiltration into a sandy loam and silt loam soil material. Water was allowed to enter at a small constant suction into air-dry columns of soil and its subsequent distribution followed with a gamma radiation attenuation device. An analytic expression of water content as a function of depth and time was obtained by multiple regression analysis from which it was possible to determine the instantaneous flux and the water concentration gradient at given water contents. During the early stages of infiltration the relationship between the flux and gradient was linear as prescribed by the Darcy equation. At later times when the gradient became less steep linear proportionality broke down. Non-linearity at low water gradient was evidenced for both soils throughout a wide range of water contents. The magnitude and direction of the departure from linearity was similar for both soils indicating the deviations were possibly not due to specific soil properties, but rather to an inherent characteristic of the flow system itself. An empirical flow equation modeled after the Darcy equation fits the data very well. The behavior of the equation parameters was strongly reminiscent of those of the Darcy equation. Where flux was proportional to the gradient, the equation reduced to the Darcy equation. If flux were not proportional to the water gradient then the term representing the diffusivity of diffusion analysis became a function of both the water gradient and water content.

This thesis studies three models: Multi-type TASEP in discrete time, long-range last- passage percolation on the line and convoy formation in a travelling servers model. All three models are relatively easy to state but they show a very rich and interesting behaviour. The TASEP is a basic model for a one-dimensional interacting particle system with non-reversible dynamics. We study some aspects of the TASEP in discrete time and compare the results to recently obtained results for the TASEP in continuous time. In particular we focus on stationary distributions for multi-type models, speeds of second- class particles, collision probabilities and the speed process. We consider various natural update rules.

by Tong Pak Yee. / Parallel title in Chinese characters. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1992. / Includes bibliographical references (leaves 12-16). / Acknowledgement --- p.i / List of Publications --- p.ii / Abstract --- p.iii / Chapter 1. --- Introduction / Chapter 1.1 --- Background --- p.1 / Chapter 1.2 --- Outline of the article --- p.5 / Chapter 1.2.1 --- Multifractal Scaling in Fractal Lattice --- p.6 / Chapter 1.2.2 --- Anomalous Multifractality in Percolation Model --- p.7 / Chapter 1.2.3 --- Anomalous Crossover Behavior in Two-Component Random Resistor Network --- p.8 / Chapter 1.2.4 --- Current Distribution in Two-Component Random Resistor Network --- p.10 / Chapter 1.2.5 --- Multif ractality in Wide Distribution Fractal Models --- p.11 / References --- p.12 / Chapter 2. --- Multifractal Analysis of Percolation Backbone and Fractal Lattices / Chapter 2.1 --- Multifractal Scaling in Fractal Lattice --- p.17 / Chapter 2.1.1 --- Multifractal Scaling in a Sierpinski Gasket --- p.18 / Chapter 2.1.2 --- Hierarchy of Critical Exponents on a Sierpinski Honeycomb --- p.38 / Chapter 2.2 --- Anomalous Multifractality in Percolation Model --- p.51 / Chapter 2.2.1 --- Anomalous Multifractality of Conductance Jumps in a Hierarchical Percolation Model --- p.52 / Chapter 2.3 --- Anomalous Crossover Behavior in Two-Component Random Resistor Network --- p.74 / Chapter 2.3.1 --- Anomalous Crossover Behaviors in the Two- Component Deterministic Percolation Model --- p.75 / Chapter 2.3.2 --- Minimum Current in the Two-Component Random Resistor Network --- p.90 / Chapter 2.4 --- Current Distribution in Two-Component Random Resistor Network --- p.105 / Chapter 2.4.1 --- Current Distribution in the Two-Component Hierarchical Percolation Model --- p.106 / Chapter 2.4.2 --- Current Distribution and Local Power Dissipation in the Two-Component Deterministic Percolation Model --- p.136 / Chapter 2.5 --- Multifractality in Wide Distribution Fractal Models --- p.174 / Chapter 2.5.1 --- Fractal Networks with a Wide Distribution of Conductivities --- p.175 / Chapter 2.5.2 --- Power Dissipation in an Exactly Solvable Wide Distribution Model --- p.193 / Chapter 3. --- Conclusion --- p.210

Consider the graph induced by Z^d, equipped with uniformly elliptic random conductances on the edges. At time 0, place a Poisson point process of particles on Z^d and let them perform independent simple random walks with jump probabilities proportional to the conductances. It is well known that without conductances (i.e., all conductances equal to 1), an infection started from the origin and transmitted between particles that share a site spreads in all directions with positive speed. We show that a local mixing result holds for random conductance graphs and prove the existence of a special percolation structure called the Lipschitz surface. Using this structure, we show that in the setup of particles on a uniformly elliptic graph, an infection also spreads with positive speed in any direction. We prove the robustness of the framework by extending the result to infection with recovery, where we show positive speed and that the infection survives indefinitely with positive probability.

This dissertation covers the two major parts of my Ph.D. research: i) developing a theoretical framework of complex networks and applying simulation and numerical methods to study the robustness of the network system, and ii) applying statistical physics concepts and methods to quantitatively analyze complex systems and applying the theoretical framework to study real-world systems. In part I, we focus on developing theories of interdependent networks as well as building computer simulation models, which includes three parts: 1) We report on the effects of topology on failure propagation for a model system consisting of two interdependent networks. We find that the internal node correlations in each of the networks significantly changes the critical density of failures, which can trigger the total disruption of the two-network system. Specifically, we find that the assortativity within a single network decreases the robustness of the entire system. 2) We study the percolation behavior of two interdependent scale-free (SF) networks under random failure of 1-p fraction of nodes. We find that as the coupling strength q between the two networks reduces from 1 (fully coupled) to 0 (no coupling), there exist two critical coupling strengths q1 and q2 , which separate the behaviors of the giant component as a function of p into three different regions, and for q2 < q < q1 , we observe a hybrid order phase transition phenomenon. 3) We study the robustness of n interdependent networks with partially support-dependent relationship both analytically and numerically. We study a starlike network of n Erdos-Renyi (ER), SF networks and a looplike network of n ER networks, and we find for starlike networks, their phase transition regions change with n, but for looplike networks the phase regions change with average degree k . In part II, we apply concepts and methods developed in statistical physics to study economic systems. We analyze stock market indices and foreign exchange daily returns for 60 countries over the period of 1999-2012. We build a multi-layer network model based on different correlation measures, and introduce a dynamic network model to simulate and analyze the initializing and spreading of financial crisis. Using different computational approaches and econometric tests, we find atypical behavior of the cross correlations and community formations in the financial networks that we study during the financial crisis of 2008. For example, the overall correlation of stock market increases during crisis while the correlation between stock market and foreign exchange market decreases. The dramatic increase in correlations between a specific nation and other nations may indicate that this nation could trigger a global financial crisis. Specifically, core countries that have higher correlations with other countries and larger Gross Domestic Product (GDP) values spread financial crisis quite effectively, yet some countries with small GDPs like Greece and Cyprus are also effective in propagating systemic risk and spreading global financial crisis.

The goal of this thesis is to determine the relationship between the macroscopic stress and the macroscopic strain for a variety of complex multiphase materials exhibiting rate-independent non-linear response at the micro-scale, based on experimental data obtained both at the local and macroscopic scales. A micro-macro secant mean field model (SMF model) based on the result of Eshelby and the approach of Mori and Tanaka is developed to model the behaviour of three particular systems which we have worked out by ourselves: 1) a ferrite-martensite steel produced by rolling in which we quantify the plastic anisotropy due to the morphological texture in terms of the Lankford's coefficient and pseudo yield surface; 2) a composite made of two continuous and interpenetrating phases: an aluminium matrix reinforced by a preform of sintered Inconel601 fibres. We quantify the coupled effects of temperature and phases co-continuity on the phases and overall stresses; 3) a TRIP-aided multiphase steel, in which the dispersed metastable austenite phase transforms to martensite. We derive the relationship between the overall uniaxial elastoplastic response and the progress of phase transformation, itself influenced by the thermodynamical, microstructural and mechanical properties. The stress-state dependence of the martensitic transformation is enlightened and explained. We demonstrate the existence of thermomechanical treatments leading to optima of ductility and strength-ductility balance. Finally, we show that the formability of TRIP-aided multiphase steels depends on the stability criterion.

Transport Properties of Nanocomposites were studied in this work. A Monte Carlo technique was used to model the percolation behavior of fibers in a nanocomposite. Once the percolation threshold was found, the effect of fiber dimensions on the percolation threshold in the presence and absence of polymer particles was found. The number of fibers at the percolation threshold in the presence of identically shaped polymer particles was found to be considerably lower than the case without particles. Next, the polymer particles were made to be of different shapes. The shapes and sizes of the fibers, as well as the polymers, were made the same as those used to obtain experimental data in literature. The simulation results were compared to experimental results, and vital information regarding the electrical properties of the fibers and fiberfiber junctions was obtained for the case of two stabilizers used during composite preparation ? Gum Arabic (GA) and Poly(3,4-ethylenedioxythiophene) poly(styrenesulfonate) (PEDOT:PSS). In particular, the fiber-fiber connection resistances, in the case of these 2 stabilizers, were obtained. A ratio between the fiber path resistance and the total connection resistance, giving the relative magnitude of these resistances in a composite, was defined. This ratio was found through simulations for different fiber dimensions, fiber types and stabilizers. Trends of the ratio with respect to composite parameters were observed and analyzed, and parameters to be varied to get desired composite properties were discussed. This study can serve as a useful guide to choose design parameters for composite preparation in the future. It can also be used to predict the properties of composites having known fiber dimensions, fiber quality and stabilizing agents.