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Robust methods in multivariate time series / Méthodes robustes dans les séries chronologiques multivariées / Métodos robustos em séries temporais multivariadasAranda Cotta, Higor Henrique 22 August 2019 (has links)
Ce manuscrit propose de nouvelles méthodes d’estimation robustes pour les fonctions matricielles d’autocovariance et d’autocorrélation de séries chronologiques multivariées stationnaires pouvant présenter des valeurs aberrantes aléatoires additives. Ces fonctions jouent un rôle important dans l’identification et l’estimation des paramètres de modèles de séries chronologiques multivariées stationnaires. Nous proposons tout d'abord de nouveaux estimateurs des fonctions matricielles d’autocovariance et d’autocorrélation construits en utilisant une approche spectrale à l'aide du périodogramme matriciel. Comme dans le cas des estimateurs classiques des fonctions d’autocovariance et d’autocorrélation matricielles, ces estimateurs sont affectés par des observations aberrantes. Ainsi, toute procédure d'identification ou d'estimation les utilisant est directement affectée, ce qui entraîne des conclusions erronées. Pour atténuer ce problème, nous proposons l’utilisation de techniques statistiques robustes pour créer des estimateurs résistants aux observations aléatoires aberrantes. Dans un premier temps, nous proposons de nouveaux estimateurs des fonctions d’autocorvariance et d’autocorrélation de séries chronologiques univariées. Les domaines temporel et fréquentiel sont liés par la relation existant entre la fonction d’autocovariance et la densité spectrale. Le périodogramme étant sensible aux données aberrantes, nous obtenons un estimateur robuste en le remplaçant parle $M$-périodogramme. Les propriétés asymptotiques des estimateurs sont établies. Leurs performances sont étudiées au moyen de simulations numériques pour différentes tailles d’échantillons et différents scénarios de contamination. Les résultats empiriques indiquent que les méthodes proposées fournissent des valeurs proches de celles obtenues par la fonction d'autocorrélation classique quand les données ne sont pas contaminées et resistent à différents cénarios de contamination. Ainsi, les estimateurs proposés dans cette thèse sont des méthodes alternatives utilisables pour des séries chronologiques présentant ou non des valeurs aberrantes. Les estimateurs obtenus pour des séries chronologiques univariées sont ensuite étendus au cas de séries multivariées. Cette extension est simplifiée par le fait que le calcul du périodogramme croisé ne fait intervenir que les coefficients de Fourier de chaque composante de la série. Le $M$-périodogramme matriciel apparaît alors comme une alternative robuste au périodogramme matriciel pour construire des estimateurs robustes des fonctions matricielles d’autocovariance et d’autocorrélation. Les propriétés asymptotiques sont étudiées et des expériences numériques sont réalisées. Comme exemple d'application avec des données réelles, nous utilisons les fonctions proposées pour ajuster un modèle autoregressif par la méthode de Yule-Walker à des données de pollution collectées dans la région de Vitória au Brésil.Enfin, l'estimation robuste du nombre de facteurs dans les modèles factoriels de grande dimension est considérée afin de réduire la dimensionnalité. En présence de valeurs aberrantes, les critères d’information proposés par Bai & Ng (2002) tendent à surestimer le nombre de facteurs. Pour atténuer ce problème, nous proposons de remplacer la matrice de covariance standard par la matrice de covariance robuste proposée dans ce manuscrit. Nos simulations montrent qu'en l'absence de contamination, les méthodes standards et robustes sont équivalentes. En présence d'observations aberrantes, le nombre de facteurs estimés augmente avec les méthodes non robustes alors qu'il reste le même en utilisant les méthodes robustes. À titre d'application avec des données réelles, nous étudions des concentrations de polluant PM$_{10}$ mesurées dans la région de l'Île-de-France en France. / This manuscript proposes new robust estimation methods for the autocovariance and autocorrelation matrices functions of stationary multivariates time series that may have random additives outliers. These functions play an important role in the identification and estimation of time series model parameters. We first propose new estimators of the autocovariance and of autocorrelation matrices functions constructed using a spectral approach considering the periodogram matrix periodogram which is the natural estimator of the spectral density matrix. As in the case of the classic autocovariance and autocorrelation matrices functions estimators, these estimators are affected by aberrant observations. Thus, any identification or estimation procedure using them is directly affected, which leads to erroneous conclusions. To mitigate this problem, we propose the use of robust statistical techniques to create estimators resistant to aberrant random observations.As a first step, we propose new estimators of autocovariance and autocorrelation functions of univariate time series. The time and frequency domains are linked by the relationship between the autocovariance function and the spectral density. As the periodogram is sensitive to aberrant data, we get a robust estimator by replacing it with the $M$-periodogram. The $M$-periodogram is obtained by replacing the Fourier coefficients related to periodogram calculated by the standard least squares regression with the ones calculated by the $M$-robust regression. The asymptotic properties of estimators are established. Their performances are studied by means of numerical simulations for different sample sizes and different scenarios of contamination. The empirical results indicate that the proposed methods provide close values of those obtained by the classical autocorrelation function when the data is not contaminated and it is resistant to different contamination scenarios. Thus, the estimators proposed in this thesis are alternative methods that can be used for time series with or without outliers.The estimators obtained for univariate time series are then extended to the case of multivariate series. This extension is simplified by the fact that the calculation of the cross-periodogram only involves the Fourier coefficients of each component from the univariate series. Thus, the $M$-periodogram matrix is a robust periodogram matrix alternative to build robust estimators of the autocovariance and autocorrelation matrices functions. The asymptotic properties are studied and numerical experiments are performed. As an example of an application with real data, we use the proposed functions to adjust an autoregressive model by the Yule-Walker method to Pollution data collected in the Vitória region Brazil.Finally, the robust estimation of the number of factors in large factorial models is considered in order to reduce the dimensionality. It is well known that the values random additive outliers affect the covariance and correlation matrices and the techniques that depend on the calculation of their eigenvalues and eigenvectors, such as the analysis principal components and the factor analysis, are affected. Thus, in the presence of outliers, the information criteria proposed by Bai & Ng (2002) tend to overestimate the number of factors. To alleviate this problem, we propose to replace the standard covariance matrix with the robust covariance matrix proposed in this manuscript. Our Monte Carlo simulations show that, in the absence of contamination, the standard and robust methods are equivalent. In the presence of outliers, the number of estimated factors increases with the non-robust methods while it remains the same using robust methods. As an application with real data, we study pollutant concentrations PM$_{10}$ measured in the Île-de-France region of France. / Este manuscrito é centrado em propor novos métodos de estimaçao das funçoes de autocovariancia e autocorrelaçao matriciais de séries temporais multivariadas com e sem presença de observaçoes discrepantes aleatorias. As funçoes de autocovariancia e autocorrelaçao matriciais desempenham um papel importante na analise e na estimaçao dos parametros de modelos de série temporal multivariadas. Primeiramente, nos propomos novos estimadores dessas funçoes matriciais construıdas, considerando a abordagem do dominio da frequencia por meio do periodograma matricial, um estimador natural da matriz de densidade espectral. Como no caso dos estimadores tradicionais das funçoes de autocovariancia e autocorrelaçao matriciais, os nossos estimadores tambem sao afetados pelas observaçoes discrepantes. Assim, qualquer analise subsequente que os utilize é diretamente afetada causando conclusoes equivocadas. Para mitigar esse problema, nos propomos a utilizaçao de técnicas de estatistica robusta para a criaçao de estimadores resistentes as observaçoes discrepantes aleatorias. Inicialmente, nos propomos novos estimadores das funçoes de autocovariancia e autocorrelaçao de séries temporais univariadas considerando a conexao entre o dominio do tempo e da frequencia por meio da relaçao entre a funçao de autocovariancia e a densidade espectral, do qual o periodograma tradicional é o estimador natural. Esse estimador é sensivel as observaçoes discrepantes. Assim, a robustez é atingida considerando a utilizaçao do Mperiodograma. O M-periodograma é obtido substituindo a regressao por minimos quadrados com a M-regressao no calculo das estimativas dos coeficientes de Fourier relacionados ao periodograma. As propriedades assintoticas dos estimadores sao estabelecidas. Para diferentes tamanhos de amostras e cenarios de contaminaçao, a performance dos estimadores é investigada. Os resultados empiricos indicam que os métodos propostos provem resultados acurados. Isto é, os métodos propostos obtêm valores proximos aos da funçao de autocorrelaçao tradicional no contexto de nao contaminaçao dos dados. Quando ha contaminaçao, os M-estimadores permanecem inalterados. Deste modo, as funçoes de M-autocovariancia e de M-autocorrelaçao propostas nesta tese sao alternativas vi aveis para séries temporais com e sem observaçoes discrepantes. A boa performance dos estimadores para o cenario de séries temporais univariadas motivou a extensao para o contexto de séries temporais multivariadas. Essa extensao é direta, haja vista que somente os coeficientes de Fourier relativos à cada uma das séries univariadas sao necessarios para o calculo do periodograma cruzado. Novamente, a relaçao de dualidade entre o dominio da frequência e do tempo é explorada por meio da conexao entre a funçao matricial de autocovariancia e a matriz de densidade espectral de séries temporais multivariadas. É neste sentido que, o presente artigo propoe a matriz M-periodograma como um substituto robusto à matriz periodograma tradicional na criaçao de estimadores das funçoes matriciais de autocovariancia e autocorrelaçao. As propriedades assintoticas sao estudas e experimentos numéricos sao realizados. Como exemplo de aplicaçao à dados reais, nos aplicamos as funçoes propostas no artigo na estimaçao dos parâmetros do modelo de série temporal multivariada pelo método de Yule-Walker para a modelagem dos dados MP10 da regiao de Vitoria/Brasil. Finalmente, a estimaçao robusta dos numeros de fatores em modelos fatoriais aproximados de alta dimensao é considerada com o objetivo de reduzir a dimensionalidade. Ésabido que dados discrepantes afetam as matrizes de covariancia e correlaçao. Em adiçao, técnicas que dependem do calculo dos autovalores e autovetores dessas matrizes, como a analise de componentes principais e a analise fatorial, sao completamente afetadas. Assim, na presença de observaçoes discrepantes, o critério de informaçao proposto por Bai & Ng (2002) tende a superestimar o numero de fatores. [...]
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Développement de modèles prédictifs pour la robustesse électromagnétique des composants électroniques / Development of predictive models for the electromagnetic robustness of electronic componentsHuang, He 07 December 2015 (has links)
Un objectif important des études de la compatibilité électromagnétique (CEM) est de rendre les produits conformes aux exigences CEM des clients ou les normes. Cependant, toutes les vérifications de la conformité CEM sont appliquées avant la livraison des produits finis. Donc nous pourrions avoir de nouvelles questions sur les performances CEM des systèmes électroniques au cours de leur vie. Les comportements CEM de ces produits seront-ils toujours conformes dans plusieurs années ? Un produit peut-il garder les mêmes performances CEM pendant toute sa durée de vie ? Si non, combien de temps la conformité CEM peut-elle être maintenue ?L'étude à long terme de l'évolution des niveaux CEM, appelée "robustesse électromagnétique», est apparue ces dernières années. Les travaux précédents ont montré que la dégradation causée par le vieillissement pourrait induire des défaillances de système électronique, y compris une évolution de la compatibilité électromagnétique. Dans cette étude, l'évolution à long terme des niveaux CEM de deux groupes de composants électroniques a été étudiée. Le premier type de composant électronique est le circuit intégré. Les courants de hautes fréquences et les tensions induites au cours des activités de commutation de circuits intégrés sont responsables des émissions électromagnétiques non intentionnelles. En outre, les circuits intégrés sont aussi très souvent les victimes d'interférences électromagnétiques. Un autre groupe de composants est formé par les composants passifs. Dans un système électronique, les circuits intégrés fonctionnent souvent avec les composants passifs sur un même circuit imprimé. Les fonctions des composants passifs dans un système électronique, telles que le filtrage et le découplage, ont également une influence importante sur les niveaux de CEM.Afin d'analyser l'évolution à long terme des niveaux CEM des composants électroniques, les travaux présentés dans cette thèse ont pour objectif de proposer des méthodes générales pour prédire l'évolution dans les temps des niveaux de compatibilité électromagnétique des composants électroniques. / One important objective of the electromagnetic compatibility (EMC) studies is to make the products compliant with the EMC requirement of the customers or the standards. However, all the EMC compliance verifications are applied before the delivery of final products. So we might have some new questions about the EMC performance during their lifetime. Will the product still be EMC compliant in several years? Can a product keep the same EMC performance during its whole lifetime? If not, how long the EMC compliance can be maintained? The study of the long-term EMC level, which is called “electromagnetic robustness”, appeared in the recent years. Past works showed that the degradation caused by aging could induce failures of electronic system, including a harmful evolution of electromagnetic compatibility. In this study, the long-term evolution of the EMC levels of two electronic component groups has been studied. The first electronic component type is the integrated circuit. The high-frequency currents and voltages during the switching activities of ICs are responsible for unintentional emissions or coupling. Besides, ICs are also very often the victim of electromagnetic interference. Another group of components is the passive component. In an electronic system, the IC components usually work together with the passive components at PCB level. The functions of passive components in an electronic system, such as filtering and decoupling, also have an important influence on the EMC levels.In order to analyze the long-term evolution of the EMC level of the electronic components, the study in this thesis tends to propose general predictive methods for the electromagnetic compatibility levels of electronic components which evolve with time.
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Planification réactive et robuste au sein d'une chaîne logistique / Reactive and robust planning within a supply chainGharbi, Hassen 10 November 2012 (has links)
Ce travail s’intéresse à la planification tactique de chaînes logistiques dans un environnement incertain et perturbé. Dans le cadre de relations « point-à point », nous proposons une approche permettant d’élaborer une planification tactique optimale et réactive d’un maillon d’une chaîne logistique en présence de paramètres incertains et de perturbations. Notre approche se fonde sur une structure à deux niveaux décisionnels. Le premier niveau effectue une planification agrégée en minimisant le coût global de production. Il établit ensuite « un plan de guidage » qui est transmis au niveau détaillé. Ce dernier effectue sa planification en suivant « au mieux » le plan de guidage et en prenant en compte les contraintes et données détaillées ignorées au niveau supérieur. Le niveau détaillé adopte un processus dynamique de planification à horizon glissant. Il réactualise ses données à chaque étape de planification afin d’assurer la réactivité du processus décisionnel. Nous caractérisons explicitement l’inertie du système décisionnel en distinguant deux phases : la phase d’anticipation et la phase de réalisation. Chaque phase est caractérisée par un délai temporel. Ainsi, nous proposons une modélisation originale du processus décisionnel de chaque décision via trois variables. Le niveau détaillé est formulé selon un programme linéaire.Au niveau agrégé, nous proposons un modèle global ayant l’originalité de prendre en compte les spécificités du processus décisionnel détaillé.Le couplage entre les deux niveaux est assuré par le plan de guidage. Selon les informations incluses dans le plan de guidage, le niveau agrégé accorde un certain degré d’autonomie au niveau détaillé, ceci conditionne la réactivité et la robustesse de la planification. Dans notre travail, nous considérons trois types de guidage : deux guidages budgétaires « globaux » et un guidage « prescriptif » par la sous-traitance agrégée.Notre approche est évaluée par simulation dans le cadre d’une demande incertaine. Pour cela, nous développons deux outils de simulation et un ensemble d’indicateurs de performances. Les expérimentations réalisées confirment la performance de notre approche par rapport à des approches classiques et mettent en évidence l’influence du type de guidage et du profil de la demande détaillée sur la réactivité et la robustesse des solutions trouvées. / This work focuses on the supply chain tactical planning problem in an uncertain and disrupted environment. As part of point-to-point relationships, we propose an optimal and reactive tactical planning approach of a supply chain link in the presence of uncertain parameters and disturbances.Our approach is based on a two-level decision structure. The first level performs an aggregate planning which minimizes the overall production cost. It establishes "a guiding plan" which is transmitted to the detailed level. This latter performs its planning by following a guiding plan and by taking into account detailed constraints and data.The detailed level adopts a dynamic planning process with a rolling horizon. It updates its data at every planning step to ensure a reactive decision making. We characterize explicitly the inertia of a decision making system by distinguishing two decision phases: the anticipation phase and the realization phase. Each phase is described by a time delay. Thus, we propose an original model of decision making process in which every decision is modeled by three variables. The detailed level is formulated according to a linear program.At the aggregate level, a view of the detailed decisional process is integrated by work-in-progress constraints. We propose an aggregate model whose originality is to consider the specifics of the detailed decision process.The coupling between the two levels is provided by the guiding plan. According to aggregated data included in this plan, the aggregate level gives a specific autonomy to the detailed level which conditions the reactivity and the robustness of the detailed planning. In our work, we consider three types of guidance: two “global” budget guidings and a more “precise” subcontracting aggregate guiding.Our approach is evaluated by simulation under uncertain demand. For this we develop two simulation tools and a set of performance indicators. The experiments carried out confirm the performance of our approach over conventional approaches and highlight the influence of the guiding and the detailed demand profile on the reactivity and robustness of the solutions
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Zvyšování robustnosti systémů pro rozpoznávání mluvčích pomocí diskriminativních technik / Improving Robustness of Speaker Recognition using Discriminative TechniquesNovotný, Ondřej January 2021 (has links)
Tato práce pojednává o využití diskriminativních technik v oblasti rozpoznávání mluvčích za účelem získání větší robustnosti těchto systémů vůči vlivům negativně ovlivňující jejich výkonnost. Mezi tyto vlivy řadíme šum, reverberaci nebo přenosový kanál. Práce je rozdělena do dvou hlavních částí. V první části se věnujeme teoretickému úvodu do problematiky rozpoznávání mluvčích. Popsány jsou jednotlivé kroky rozpoznávacího systému od extrakce akustických příznaků, extrakce vektorových reprezentací nahrávek, až po tvorbu finálního rozpoznávacího skóre. Zvláštní důraz je věnován technikám extrakce vektorové reprezentace nahrávky, kdy popisujeme dvě rozdílná paradigmata možného přístupu, i-vektory a x-vektory. Druhá část práce se již více věnuje diskriminativním technikám pro zvýšení robustnosti. Techniky jsou organizovány tak, aby odpovídaly postupnému průchodu nahrávky rozpoznávacím systémem. Nejdříve je věnována pozornost předzpracování signálu pomocí neuronové sítě pro odšumění a obohacení signálu řeči jako univerzální technice, která je nezávislá na následně použitém rozpoznávacím systému. Dále se zameřujeme na využití diskriminativního přístupu při extrakci příznaků a extrakci vektorových reprezentací nahrávek. Práce rovněž pokrývá přechod od generativního paradigmatu k plně diskriminativnímu přístupu v systémech pro rozpoznávání mluvčích. Veškeré techniky jsou následně vždy experimentálně ověřeny a zhodnocen jejich přínos. V práci je navrženo několik přístupů, které se osvědčily jak u generativního přístupu v podobě i-vektorů, tak i u diskriminativních x-vektorů, a díky nim bylo dosaženo významného zlepšení. Pro úplnost jsou, v oblasti problematiky robustnosti, do práce zařazeny i další techniky, jako je normalizace skóre, či více-scénářové trénování systémů. Závěrem se práce zabývá problematikou robustnosti diskriminativních systému z pohledu dat využitých při jejich trénování.
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Effetti cooperativi in sistemi quantistici: superradianza e interazioni a lungo raggio / COOPERATIVE EFFECTS IN QUANTUM SYSTEMS: SUPERRADIANCE AND LONG-RANGE INTERACTIONSMATTIOTTI, FRANCESCO 25 February 2021 (has links)
Questa tesi di dottorato studia l’interazione della cooperatività con il rumore in sistemi realistici, focalizzandosi principalmente sulla superradianza. Gli effetti cooperativi emergono dall’interazione collettiva di un insieme di elementi con un campo esterno. Esempi degni di nota sono la superconduttività, dove le coppie di Cooper elettroniche interagiscono con le vibrazioni reticolari, le eccitazioni di plasma, che sorgono dall'interazione collettiva degli elettroni in un metallo con il campo coulombiano, e la superradianza, ovvero quel processo di emissione spontanea cooperativa che sorge da un aggregato di emettitori identici. Gli effetti cooperativi sono tipicamente robusti al disordine e al rumore, cosa che li rende interessanti per delle applicazioni a dispositivi quantistici che possano operare a temperatura ambiente. In questo lavoro, inizialmente, introduciamo un formalismo di “master equations” che descrive l’accoppiamento collettivo di un aggregato di emettitori/assorbitori con il campo elettromagnetico, valido quando le dimensioni dell'aggregato sono sia maggiori che minori della lunghezza d’onda emessa/assorbita. Inoltre, il formalismo è valido per accoppiamento sia debole che forte con il campo elettromagnetico e, cosa più importante, permette di descrivere correttamente la superradianza in diversi regimi. In tale formalismo, studiamo l’interazione tra superradianza e rumore termico sia per nanotubi molecolari (di dimensioni minori della lunghezza d’onda associata alla transizione) che sono presenti nei complessi antenna fotosintetici dei Green Sulfur Bacteria, sia pure per superreticoli di quantum dots di nuova generazione, aventi dimensioni maggiori della lunghezza d’onda emessa. In entrambi i casi si dimostra che la coerenza può permanere in presenza di rumore termico alle temperature a cui questi sistemi sono stati analizzati sperimentalmente (temperatura ambiente per i nanotubi molecolari, e 6 K per i superreticoli di quantum dots). Nello specifico, nei nanotubi molecolari mostriamo che la macroscopica delocalizzazione coerente delle eccitazioni a temperatura ambiente, che copre centinaia di molecole, può essere considerata un effetto emergente che origina dall’effetto combinato della specifica disposizione geometrica delle molecole e della presenza di accoppiamenti tra subunità del cilindro, incrementati dagli effetti cooperativi. Questi risultati aprono la strada a nuovi modi per ingegnerizzare dei “quantum wires” robusti al rumore grazie alla cooperatività. Inoltre, la presente analisi di sistemi allo stato solido basati su superreticoli di “quantum dots” di perovskite (CsPbBr3) fornisce una base teorica in grado di comprendere recenti osservazioni di emissione superradiante. Sulla base della nostra teoria, suggeriamo che futuri esperimenti dove si utilizzino quantum dots più piccoli, potrebbe aumentare significativamente la robustezza del sistema al rumore termico, aprendo la strada verso la superradianza a temperatura ambiente in sistemi allo stato solido. Si considerano anche i complessi antenna dei Purple Bacteria, dove è ben risaputo che gli effetti cooperativi incrementano il trasferimento e l’accumulo di eccitazioni generate dalla luce assorbita. Mostriamo come queste proprietà possono essere sfruttate per creare un laser ispirato a sistemi biologici e basato su aggregati molecolari, dove la luce solare, benché debole, sarebbe utilizzata come sorgente di pompaggio. Il trasferimento efficiente di energia dentro questo sistema, all’atto pratico, focalizzerebbe l’eccitazione assorbita in direzione di un dimero molecolare, composto da una coppia di molecole interagenti, opportunamente scelte. L’orientazione dei momenti di dipolo di transizione in ciascun dimero è tale da concentrare tutta l’intensità del dipolo nel livello a più alta energia, lasciando lo stato eccitonico inferiore otticamente inattivo. Un dimero molecolare in tale configurazione, che è ideale per ottenere inversione di popolazione, è chiamato “H-dimer”. Tale H-dimer, nell’archittettura qui proposta per un laser ispirato a sistemi biologici, è posto al centro di un aggregato molecolare ispirato a sistemi biologici. Gli H-dimers, eccitati dagli aggregati molecolari circostanti, raggiungono inversione di popolazione e, dunque, possono emettere luce laser quando tali aggregati sono posti in una cavità ottica. Convertire l’energia incoerente fornita dal Sole in un fascio laser coerente supererebbe diverse limitazioni pratiche inerenti all’utilzzo della luce solare come sorgente di energia pulita. Per esempio, i fasci laser sono molto efficienti nell’avviare reazioni chimiche che convertono la luce solare in energia chimica. Inoltre, dal momento che i complessi fotosintetici batterici tendono ad operare nella regione spettrale del vicino infrarosso, la nostra proposta si presta in modo naturale a realizzare laser a infrarossi a corta lunghezza d’onda, i cui fasci viaggerebbero per lunghe distanze senza quasi perdere energia, quindi distribuendo in modo efficiente l’energia solare raccolta. Nella ricerca di un meccanismo comune alla cooperatività e alla sua robustezza, abbiamo confrontato il modello delle coppie di Cooper della superconduttività con la superradianza in singola eccitazione, mostrando molte somiglianze tra i due fenomeni: in particolare, i sistemi superradianti presentano una “gap” immaginaria nel piano complesso (ovvero, una segregazione tra i tempi di vita degli autostati del sistema) che, in modo simile alla gap superconduttiva, rende questi sistemi robusti al rumore statico. Più in generale, mostriamo che ogni interazione a lungo raggio tra i costituenti di un sistema induce effetti collettivi, manifestati da delle gap nello spettro eccitonico. Perciò, la nostra analisi successiva considera l’effetto delle interazioni a lungo raggio sul trasporto eccitonico lungo catene disordinate. Dimostriamo che la presenza di uno stato collettivo ben separato dagli altri stati influenza tutto lo spettro del sistema, generando dei regimi molto controintuitivi dove il trasporto è incrementato dal disordine o è indipendente da esso, e tali regimi si estendono su molti ordini di grandezza nell’intensità del disordine. Dimostriamo anche che una catena fortemente accoppiata a un modo del campo elettromagnetico in una cavità ottica è equivalente a una catena con interazione a lungo raggio, mostrandosi dunque molto promettente per esperimenti e applicazioni future. Nello specifico, mostriamo che catene molecolari realistiche, ioni intrappolati realizzati allo stato dell’arte e atomi di Rydberg sono tutti in grado di raggiungere l’intensità di interazione a lungo raggio tale per cui il trasporto sarebbe incrementato dal disordine o indipendente da esso, puntando alla realizzazione di un trasporto di energia senza dissipazione in “quantum wires” disordinati. / This Ph.D. thesis studies the interplay of cooperativity and noise in realistic systems, largely focusing on superradiance. Cooperative effects emerge from the collective interaction of an ensemble of elements to an external field. Notable examples are superconductivity, where the electron Cooper pairs interact with the lattice vibrations, plasmon excitations, arising from the collective interaction of electrons in a metal with the Coulomb field, and superradiance, that is a cooperative spontaneous emission process stemming from an aggregate of identical emitters. Cooperative effects are typically robust to disorder and noise, making them interesting for applications to quantum devices operating at room temperature. In this work, we first present a general master equation formalism that describes the collective coupling of an aggregate of emitters/absorbers to the electromagnetic field, valid both when the size of the aggregate is larger or smaller than the emitted/absorbed wavelength. Also, the formalism is valid both for weak and strong coupling of the emitters to the electromagnetic field and, most importantly, it allows to correctly describe superradiance in different regimes. Within such formalism, the interplay of superradiance and thermal noise is studied both for molecular nanotubes (of size smaller than the transition wavelength) that are present in the antenna complexes of photosynthetic Green Sulfur Bacteria, and also for novel solid state quantum dot superlattices, having size larger than the emitted wavelength. In both cases it is shown that coherence can persist in presence of thermal noise at the temperatures where these systems have been experimentally analyzed (room temperature for molecular nanotubes, and 6 K for quantum dot superlattices). Specifically, in natural molecular nanotubes we show that the macroscopic coherent delocalization of the excitation at room temperature, covering hundreds of molecules, can be considered an emergent effect originating from the combined effect of the specific geometric disposition of the molecules and the presence of cooperatively enhanced couplings between cylinder subunits. These results open the path to new ways of engineering quantum wires robust to noise thanks to cooperativity. Moreover, our analysis of solid state systems based on perovskite (CsPbBr3) quantum dot superlattices provides a theoretical framework able to explain recent observations of superradiant emission. Based on our theory, we suggest that further experiments, using smaller quantum dots, could significantly increase the robustness of the system to thermal noise, paving the way towards room-temperature superradiance in solid-state systems. We also considered the antenna complexes of Purple Bacteria, where cooperative effects are well known to boost the transfer and storage of photo-absorbed excitations. We show how these properties can be exploited to create a bio-inspired molecular aggregate laser medium, where natural sunlight, although weak, would be used as a pumping source. The efficient energy transfer within this system would effectively focus the absorbed excitation on a suitably chosen molecular dimer, composed by a pair of interacting molecules. The orientation of the molecule transition dipole moment in each dimer is such to concentrate all the dipole strength in the highest energy level, leaving the lower excitonic state dark. A molecular dimer in such configuration, which is ideal to achieve population inversion, is called H-dimer. Such an H-dimer in our proposed architecture for a bio-inspired laser medium, is placed at the center of the bio-inspired molecular aggregates. The H-dimers, pumped by the surrounding molecular aggregates, reach population inversion and, therefore, can lase when such aggregates are placed in an optical cavity. Turning the incoherent energy supply provided by the Sun into a coherent laser beam would overcome several of the practical limitations inherent in using sunlight as a source of clean energy. For example, laser beams are highly effective at driving chemical reactions which convert sunlight into chemical energy. Further, since bacterial photosynthetic complexes tend to operate in the near-infrared spectral region, our proposal naturally lends itself for realising short-wavelength infrared lasers which would allow their beams to travel nearly losslessly over large distances, thus efficiently distributing the collected sunlight energy. In search of a common mechanism to cooperativity and its robustness, we have compared the Cooper pair model of superconductivity and single-excitation superradiance, showing many similarities between the two: in particular, superradiant systems present an imaginary gap in the complex plane (that is, a segregation between the lifetimes of the system eigenstates) that, similarly to the superconducting gap, makes these systems robust to static disorder. More in general, we show that any long-range interaction between the constituents of a system generates collective behaviours, manifested by gaps in the excitonic spectrum. Therefore, our further analysis considers the effect of long-range interactions on excitation transport along disordered chains. We show that the presence of a gapped, collective state affects the whole spectrum of the system, generating quite counter-intuitive disorder-enhanced and disorder-independent transport regimes, that extend over many orders of magnitude of the disorder strength. We also prove that a chain strongly coupled to a cavity mode is equivalent to a long-range interacting chain, thus being very promising for future experiments and applications. Specifically, we show that realistic molecular chains, state-of-the-art trapped ions and Rydberg atoms are all able to reach the needed long-range interaction strength that would show disorder-enhanced or disorder-independent transport, aiming to the realization of dissipationless transport of energy in disordered quantum wires.
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Fuzzing Radio Resource Control messages in 5G and LTE systems : To test telecommunication systems with ASN.1 grammar rules based adaptive fuzzer / Fuzzing Radio Resource Control-meddelanden i 5Goch LTE-systemPotnuru, Srinath January 2021 (has links)
5G telecommunication systems must be ultra-reliable to meet the needs of the next evolution in communication. The systems deployed must be thoroughly tested and must conform to their standards. Software and network protocols are commonly tested with techniques like fuzzing, penetration testing, code review, conformance testing. With fuzzing, testers can send crafted inputs to monitor the System Under Test (SUT) for a response. 3GPP, the standardization body for the telecom system, produces new versions of specifications as part of continuously evolving features and enhancements. This leads to many versions of specifications for a network protocol like Radio Resource Control (RRC), and testers need to constantly update the testing tools and the testing environment. In this work, it is shown that by using the generic nature of RRC specifications, which are given in Abstract Syntax Notation One (ASN.1) description language, one can design a testing tool to adapt to all versions of 3GPP specifications. This thesis work introduces an ASN.1 based adaptive fuzzer that can be used for testing RRC and other network protocols based on ASN.1 description language. The fuzzer extracts knowledge about ongoing RRC messages using protocol description files of RRC, i.e., RRC ASN.1 schema from 3GPP, and uses the knowledge to fuzz RRC messages. The adaptive fuzzer identifies individual fields, sub-messages, and custom data types according to specifications when mutating the content of existing messages. Furthermore, the adaptive fuzzer has identified a previously unidentified vulnerability in Evolved Packet Core (EPC) of srsLTE and openLTE, two open-source LTE implementations, confirming the applicability to robustness testing of RRC and other network protocols. / 5G-telekommunikationssystem måste vara extremt tillförlitliga för att möta behoven för den kommande utvecklingen inom kommunikation. Systemen som används måste testas noggrant och måste överensstämma med deras standarder. Programvara och nätverksprotokoll testas ofta med tekniker som fuzzing, penetrationstest, kodgranskning, testning av överensstämmelse. Med fuzzing kan testare skicka utformade input för att övervaka System Under Test (SUT) för ett svar. 3GPP, standardiseringsorganet för telekomsystemet, producerar ofta nya versioner av specifikationer för att möta kraven och bristerna från tidigare utgåvor. Detta leder till många versioner av specifikationer för ett nätverksprotokoll som Radio Resource Control (RRC) och testare behöver ständigt uppdatera testverktygen och testmiljön. I detta arbete visar vi att genom att använda den generiska karaktären av RRC-specifikationer, som ges i beskrivningsspråket Abstract Syntax Notation One (ASN.1), kan man designa ett testverktyg för att anpassa sig till alla versioner av 3GPP-specifikationer. Detta uppsatsarbete introducerar en ASN.1-baserad adaptiv fuzzer som kan användas för att testa RRC och andra nätverksprotokoll baserat på ASN.1- beskrivningsspråk. Fuzzer extraherar kunskap om pågående RRC meddelanden med användning av protokollbeskrivningsfiler för RRC, dvs RRC ASN.1 schema från 3GPP, och använder kunskapen för att fuzz RRC meddelanden. Den adaptiva fuzzer identifierar enskilda fält, delmeddelanden och anpassade datatyper enligt specifikationer när innehållet i befintliga meddelanden muteras. Dessutom har den adaptiva fuzzer identifierat en tidigare oidentifierad sårbarhet i Evolved Packet Core (EPC) för srsLTE och openLTE, två opensource LTE-implementeringar, vilket bekräftar tillämpligheten för robusthetsprovning av RRC och andra nätverksprotokoll.
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Robustness Estimation of Automotive Integrated Circuit PackagesBektas, Erkan 25 January 2023 (has links)
Reliability of integrated circuit (IC) packages is in great demand for the automotive industry, as they are used in almost every electronic components. IC packages consist of essentially molding compound (MC), lead frame (LF), adhesive and a silicon chip. The elastic mismatch between the components makes the interfaces susceptible to crack initiation, propagation and eventual failure. The main reason of the failure is the thermo-mechanical cycles during the service time. This work presents the robustness estimation and the reliability based robustness improvement of an IC package by minimization of both crack driving force and its standard deviation at the MC and the LF interface with respect to the fatigue fracture toughness.
The robustness evaluation and robust design optimization were performed by taking the uncertainty in geometrical parameters into account. Evidently, there are more robust and reliable designs than the current design which have less crack driving force and show less variation. In order to quantify the reliability with respect to the variation of the crack driving force, the fatigue fracture toughness of the interface was characterized under isothermal conditions at 25 ◦C and −40 ◦C with a three point bending test apparatus. The interface characterizations at low temperatures like −40 ◦C is a main concern due to large stress generation during the reliability tests.
After then, a test methodology was prepared to validate the fatigue fracture toughness of the interface in the package level. Artificial cracks were introduced at the MC-LF interface in IC packages to predict the crack growth under thermal cycling over a temperature range of −50 ◦C to 150 ◦C. A prediction quality assisted to validate, whether the fatigue fracture toughness, which was obtained mechanically under isothermal conditions, could be used to predict the crack growth in the IC package under thermo-mechanical cycles.
Material characterization of the MC and the LF was performed to acquire the fatigue fracture toughness and the crack length by the compliance calibration method as accurate as possible. The mechanical modeling of both materials was accomplished with elasticity plus plasticity at the room temperature. Then the material models were verified by using the behavior of the bi-material structure under three point bending.
As the numerical simulations were used to calculate the fracture toughness, this thesis also presents a comparison between the methods in the literature by using finite element simulations. The results were compared with the analytic solution according to their accuracy, ease of implementation and mesh independence. Simultaneously, various crack tip elements were analyzed in contrast considering their capability of fracture toughness calculation. The analyses were included different fracture mechanical concepts from linear elastic to elastic plastic fracture mechanics. The comparison led to a more convenient method and crack tip element preference for the interface characterization.
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Numerical study of a vibroacoustic wave trap for e-vehicles / Numerisk undersökning av en vibroakustisk vågfälla för elfordonCurien, Antoine January 2022 (has links)
The transition from internal combustion engine to battery electric cars is accompanied by a shift on the NVH issues damaging the passenger comfort. The rolling noise generated by the wheels and tyres is in particular characterized by an increasing attention from OEMs and car manufacturers. Among the causes of the rolling noise are the vibrations generated at the wheel, which are transmitted to the vehicle interior through its structure. To limit these vibrations at their source, a new innovative concept has been proposed at Stellantis. This idea is based on the use of a specific type of vibration absorber known by the acronym MTMD (Multiple Tuned Mass Damper).First, the existing literature about vibrations absorbers and optimisation techniques has been reviewed. Then, initial simulations on a global model comprising the wheel and beam-like resonators have shown how this system can effectively reduce a resonant peak.Optimisation processes have then revealed an important attenuation of a wheel resonance, even when the peak frequency is shifted. This demonstrated how important the distribution of resonators resonance frequencies are and their damping ratios when designing a robust and efficient MTMD.Finally, local resonators have been designed and modelled by considering the constraints for an integration on a wheel. A satisfactory design for resonators able to vibrate at the wanted frequency has been found. The beam-like resonators used in the first global model have then been replaced by these real resonators, confirming the possible gain with this device in a vehicle. / Övergången från förbränningsmotorer till batterielektriska bilar åtföljs av en övergång till NVH-frågor som kan påverka passagerarnas komfort. Det rullningsljud som genereras av hjul och däck får i synnerhet ökad uppmärksamhet från OEM:er och biltillverkare.Bland orsakerna till rullningsljudet finns de vibrationer som genereras vid hjulet och som överförs till fordonets inre genom dess struktur. För att begränsa dessa vibrationer vid källan har ett nytt innovativt koncept föreslagits av Stellantis. Idén bygger på användningen av en särskild typ av vibrationsdämpare som kallas MTMD (Multiple Tuned Mass Damper).Först har den befintliga litteraturen om vibrationsdämpare och optimeringstekniker gåtts igenom. Därefter har inledande simuleringar på en global modell som omfattar hjulet och balkliknande resonatorer visat hur detta system effektivt kan minska en resonanstopp.Optimeringsprocesserna har sedan bekräftat att hjulresonansen är kraftigt dämpad, även när toppfrekvensen är förskjuten. Detta visade hur viktig fördelningen av resonansfrekvenser och dämpningsförhållanden för resonatorer är när man utformar en robust och effektiv MTMD.Slutligen har lokala resonatorer utformats och modellerats genom att beakta begränsningarna för en integrering i ett hjul. En tillfredsställande utformning av resonatorer som kan vibrera vid den önskade frekvensen har hittats. De balkliknande resonatorer som användes i den första globala modellen har sedan ersatts av dessa riktiga resonatorer, vilket bekräftar den potentiella förbättringen med denna anordning i ett fordon.
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WALL-DIAPHRAGM OUT-OF-PLANE COUPLING INFLUENCE ON THE SEISMIC RESPONSE OF REINFORCED MASONRY BUILDINGSAshour, Ahmed January 2016 (has links)
Recent research interests in studying the performance of different seismic force resisting systems (SFRS) have been shifting from component- (individual walls) to system-level (complete building) studies. Although there is wealth of knowledge on component-level performance of reinforced masonry shear walls (RMSW) under seismic loading, a gap still exists in understanding the response of these components within a complete system. Consequently, this study’s main objective is to investigate the influence of the diaphragm’s out-of-plane stiffness on the seismic response of RMSW buildings. In addition, the study aims to synthesize how this influence can be implemented in different seismic design approaches and assessment frameworks. To meet these objectives a two-story scaled asymmetrical RMSW building was tested under quasi-static cyclic loading. The analysis of the test results showed that the floor diaphragms’ out-of-plane stiffness played an important role in flexurally coupling the RMSW aligned along the loading direction with those walls orthogonal to it. This system-level aspect affected not only the different wall strength and displacement demands but also the failure mechanism sequence and the building twist response. The results of the study also showed that neglecting diaphragm flexural coupling influence on the RMSW at the system-level may result in unconservative designs and possibly undesirable failure modes. To address these findings, an analytical model was developed that can account for the aforementioned influences, in which, simplified load-displacement relationships were developed to predict RMSW component- and system-level responses under lateral seismic loads. This model is expected to give better predictions of the system response which can be implemented, within the model limitations, in forced- and displacement-based seismic design approaches. In addition, and in order to adapt to the increasing interest in more resilient buildings, this study presents an approach to calculate the system robustness based on the experimental data. Finally, literature shows that the vast majority of the loss models available for RMSW systems were based on individual component testing and/or engineering judgment. Consequently, this study proposes system damage states in lieu of component damage states in order to enhance the prediction capabilities of such models. The current dissertation highlights the significant influence of the diaphragm out-of-plane stiffness on the system-level response that may alter the RMSW response to seismic events; an issue that need to be addressed in design codes and standards. / Dissertation / Doctor of Philosophy (PhD)
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PREVENTING DATA POISONING ATTACKS IN FEDERATED MACHINE LEARNING BY AN ENCRYPTED VERIFICATION KEYMahdee, Jodayree 06 1900 (has links)
Federated learning has gained attention recently for its ability to protect data privacy and distribute computing loads [1]. It overcomes the limitations of traditional machine learning algorithms by allowing computers to train on remote data inputs and build models while keeping participant privacy intact. Traditional machine learning offered a solution by enabling computers to learn patterns and make decisions from data without explicit programming. It opened up new possibilities for automating tasks, recognizing patterns, and making predictions. With the exponential growth of data and advances in computational power, machine learning has become a powerful tool in various domains, driving innovations in fields such as image recognition, natural language processing, autonomous vehicles, and personalized recommendations. traditional machine learning, data is usually transferred to a central server, raising concerns about privacy and security. Centralizing data exposes sensitive information, making it vulnerable to breaches or unauthorized access.
Centralized machine learning assumes that all data is available at a central location, which is only sometimes practical or feasible. Some data may be distributed across different locations, owned by different entities, or subject to legal or privacy restrictions. Training a global model in traditional machine learning involves frequent communication between the central server and participating devices. This communication overhead can be substantial, particularly when dealing with large-scale datasets or resource-constrained devices. / Recent studies have uncovered security issues with most of the federated learning models. One common false assumption in the federated learning model is that participants are the attacker and would not use polluted data. This vulnerability enables attackers to train their models using polluted data and then send the polluted updates to the training server for aggregation, potentially poisoning the overall model. In such a setting, it is challenging for an edge server to thoroughly inspect the data used for model training and supervise any edge device. This study evaluates the vulnerabilities present in federated learning and explores various types of attacks that can occur. This paper presents a robust prevention scheme to address these vulnerabilities. The proposed prevention scheme enables federated learning servers to monitor participants actively in real-time and identify infected individuals by introducing an encrypted verification scheme. The paper outlines the protocol design of this prevention scheme and presents experimental results that demonstrate its effectiveness. / Thesis / Doctor of Philosophy (PhD) / federated learning models face significant security challenges and can be vulnerable to attacks. For instance, federated learning models assume participants are not attackers and will not manipulate the data. However, in reality, attackers can compromise the data of remote participants by inserting fake or altering existing data, which can result in polluted training results being sent to the server. For instance, if the sample data is an animal image, attackers can modify it to contaminate the training data.
This paper introduces a robust preventive approach to counter data pollution attacks in real-time. It incorporates an encrypted verification scheme into the federated learning model, preventing poisoning attacks without the need for specific attack detection programming. The main contribution of this paper is a mechanism for detection and prevention that allows the training server to supervise real-time training and stop data modifications in each client's storage before and between training rounds. The training server can identify real-time modifications and remove infected remote participants with this scheme.
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