Este estudo tem como finalidade principal a análise termodinâmica e estatística de proteínas através de modelos mínimos. Uma proteína é um polímero de aminoácidos, cuja função está essencialmente relacionada às conformações espaciais que ela adota em solução aquosa. Na forma funcional (dita nativa), essas conformações flutuam levemente em torno de um mínimo de energia-livre. O processo pelo qual uma cadeia protéica transita de estados não-nativos para a estrutura nativa é chamado de enovelamento, ou dobramento. Uma questão em aberto no campo de estudo de proteínas consiste justamente em entender a fundo o processo de enovelamento, cujo avanço tem um vasto potencial de aplicação, desde a predição de estruturas a partir de sequências de aminoácidos até o planejamento de fármacos e moléculas bioativas. Nossa investigação teórica procura abordar aspectos do enovelamento expressos através de grandezas termodinâmicas (energia média, calor específico, número de ligações de hidrogênio, entre outras) derivadas de modelos estatísticos na rede. Assim, num primeiro momento, analisamos o chamado modelo HP, ora por meio de enumeração exata, para cadeias curtas, ora por simulações de Monte Carlo, para cadeias maiores. No primeiro caso, propusemos a existência de uma relação entre a ocorrência de um segundo pico no calor específico associado na literatura à transição de congelamento com uma drástica redução no número de configurações entre os primeiros estados excitados e aqueles de menor energia. Observamos, também, que esse pico pode aparecer tanto para homopolímeros quanto para heteropolímeros, em ambas as redes quadrada e triangular. Num segundo momento, nosso enfoque se voltou para a inclusão de um solvente aquoso (dado pelo modelo de Bell-Lavis) ao sistema inicial. Isso nos possibilitou verificar, usando exclusivamente simulações de Monte Carlo e o algoritmo de Metropolis, o comportamento e a competição das ligações de hidrogênio água-água, água-proteína, proteína-proteína e na primeira camada de solvatação. O modelo acoplado exibiu algumas características do enovelamento, como o colapso hidrofóbico e a separação de monômeros (apolares no núcleo e polares na superfície), embora não capture a desnaturação fria. No apêndice, adicionamos algumas propostas para realização do cálculo numérico da pressão no ensemble canônico, desenvolvidas em paralelo ao projeto principal desta dissertação, mas que, numa primeira análise, verificamos serem consistentes e passíveis de futuros desdobramentos. / The finality of this study is to analyse proteins thermodynamics and statistics through minimal models. A protein is a polymer of amino acids, whose spatial conformations in aqueous solution determine its function. In the functional form (said native), those conformations fluctuates slightly around a free-energy minimum. The process by which a protein chain passes from non-native states to a stable native structure is called protein folding. An open question in the field of protein studies is to understand more deeply the folding process, whose advance can find a wide range of potential applications, since ab initio structure prediction from the amino acids sequence to biomolecules design. The theoretical approaches used here focus on aspects of protein folding given by some thermodynamic quantities (as mean energy, specific heat, number of hydrogen bonds and so on) obtained from statistical lattice models. Initially, we analyse the so-called HP model, at first using exact enumeration for short chains, then by Monte Carlo simulations for longer chains. In the first case, we propose a correlation between the occurrence of a second peak in the specific heat associated in the literature with a freezing transition and a sharp reduction on the number of configurations from the first excited states to the lowest energy states. In addition, we observe that this peak may appear to both homopolymers and heteropolymers on square and triangular lattices. At a second moment, our focus turned to the introduction of a water-like solvent (Bell-Lavis model) to the initial system. This allowed us to verify, exclusively by means of Monte Carlo simulations with Metropolis algorithm, the behavior and competition of hydrogen bonds between water-water molecules, water-protein, and protein-protein monomers and at the first hydration layer. The combined model showed some classical folding properties, as hydrophobic collapse and monomers segregation (apolar residues at the core and polar residues at the surface), although it did not capture cold denaturation. We have included in the appendix some proposals to perform numerical calculations of the canonical pressure, which were developed alongside the main subject of this thesis and a first analysis has proved to be consistent and susceptible to further developments.

Computer simulations of the growth of binary alloy thin films in two and three dimensions were performed using an extension of the Solid on Solid model. Snapshots for a range of interactions and diffusion rates are presented and critically compared to experiment. A wide variety of distinct phases is identified and their growth conditions analyzed. These findings are summarized in a phase diagram. In addition, a fractal analysis of the domains is performed. It is found that for negative interactions the islands are two-dimensional, while for positive interactions, regardless of diffusion rate, a fractal dimension of 1.78 is obtained. / by Mark R. Bouwens. / Thesis (Ph.D.)--Florida Atlantic University, 2011. / Includes bibliography. / Electronic reproduction. Boca Raton, Fla., 2011. Mode of access: World Wide Web.

The main objective of this thesis is to simulate, evaluate and discuss several methods for pricing European-style options. The Black-Scholes model has long been considered the standard method for pricing options. One of the downfalls of the Black-Scholes model is that it is strictly continuous and does not incorporate discrete jumps. This thesis will consider two alternate Levy models that include discretized jumps; The Merton Jump Diffusion and Kou's Double Exponential Jump Diffusion. We will use each of the three models to price real world stock data through software simulations and explore the results.Keywords: Levy Processes, Brownian motion, Option pricing, Simulation, Black-Scholes, Merton Jump Diffusion, Kou, Kou's Double Exponential Jump Diffusion. / Includes bibliography. / Thesis (M.S.)--Florida Atlantic University, 2013.

Complex communities of microbes act collectively to regulate human health, provide sources of clean energy, and ripen aromatic cheese. The efficient functioning of these communities can be directly related to competitive and cooperative interactions between species. Physical constraints and local environment affect the stability of these interactions. Here we explore the role of spatial habitat and interaction networks in microbial ecology and human disease. In the first part of the dissertation, we model mutualism to understand how spatial microbial communities survive number fluctuations in physical habitats. We explicitly account for the production, consumption, and diffusion of public goods in a two-species microbial community. We show that increased sharing of nutrients breaks down coexistence, and that species may benefit from making slower-diffusing nutrients. In multi-species communities, indirect and higher order interactions may affect community function. We find that the requirement for spatial proximity severely restricts the network of possible microbial interactions. While cooperation between two species is stable, higher-order mutualism requiring three or more species succumbs easily to number fluctuations. Additional cyclic or reciprocal interactions between pairs can stabilize multi-species communities. Inter-species interactions also affect human health via the human microbiome: microbial communities in the gut, lungs and skin. In the second part of the dissertation, we use machine learning and statistics to establish links between microbiota abundance and composition, and the incidence of chronic diseases. We study the gut fungal profile to probe the effects of diet and fungal dysbiosis in a cohort of Saudi children with Crohn's disease. While statistical microbiome studies established that each disease phenotype is associated with a distinct state of intestinal dysbiosis, they often produced conflicting results and identified a very large number of microbes associated with disease. We show that a handful of taxa could drive the dynamics of ecosystem-level abundance changes due to strong inter-species interactions. Using maximum entropy methods, we propose a simple statistical approach (Direct Association Analysis or DAA) to account for interspecific interactions. When applied to the largest dataset on IBD, DAA detects a small subset of associations directly linked to the disease, avoids p-value inflation and identifies most predictive features of the microbiome.

Wong Yuk Chun. / Thesis (M.Phil.)--Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 71-74). / Abstracts in English and Chinese. / Abstract --- p.ii / Acknowledgments --- p.iii / Chapter 1 --- Introduction --- p.1 / Chapter 1.1 --- Motivation --- p.2 / Chapter 1.2 --- The Scope of the Project --- p.2 / Chapter 1.3 --- An Outline of the Thesis --- p.3 / Chapter 2 --- Related Work --- p.5 / Chapter 2.1 --- Percolation Effect --- p.5 / Chapter 2.2 --- Percolation Models --- p.6 / Chapter 2.2.1 --- Site Percolation --- p.6 / Chapter 2.2.2 --- Bond Percolation --- p.8 / Chapter 2.3 --- Simulated Annealing --- p.8 / Chapter 3 --- Electrical Property --- p.11 / Chapter 3.1 --- Electrical Conductivity --- p.11 / Chapter 3.2 --- Physical Model --- p.13 / Chapter 3.3 --- Algorithm --- p.16 / Chapter 3.3.1 --- Simulated Annealing --- p.18 / Chapter 3.3.2 --- Neighborhood Relation and Objective Function --- p.19 / Chapter 3.3.3 --- Configuration Space --- p.21 / Chapter 3.3.4 --- Annealing Schedule --- p.22 / Chapter 3.3.5 --- Expected Time Bound --- p.23 / Chapter 3.4 --- Results --- p.26 / Chapter 3.5 --- Discussion --- p.27 / Chapter 4 --- Thermal Properties --- p.30 / Chapter 4.1 --- Thermal Expansivity --- p.31 / Chapter 4.2 --- Physical Model --- p.32 / Chapter 4.2.1 --- The Physical Properties --- p.32 / Chapter 4.2.2 --- Objective Function and Neighborhood Relation --- p.37 / Chapter 4.3 --- Algorithm --- p.38 / Chapter 4.3.1 --- Parallel Simulated Annealing --- p.39 / Chapter 4.3.2 --- The Physical Annealing Schedule --- p.42 / Chapter 4.4 --- Results --- p.43 / Chapter 4.5 --- Discussion --- p.47 / Chapter 5 --- Scaling Properties --- p.48 / Chapter 5.1 --- Problem Define --- p.49 / Chapter 5.2 --- Physical Model --- p.50 / Chapter 5.2.1 --- The Physical Properties --- p.50 / Chapter 5.2.2 --- Bond Stretching Force --- p.50 / Chapter 5.2.3 --- Objective Function and Configuration Space --- p.51 / Chapter 5.3 --- Algorithm --- p.52 / Chapter 5.3.1 --- Simulated Annealing --- p.52 / Chapter 5.3.2 --- The Conjectural Method --- p.54 / Chapter 5.3.3 --- The Physical Annealing Schedule --- p.56 / Chapter 5.4 --- Results --- p.57 / Chapter 5.4.1 --- Case I --- p.59 / Chapter 5.4.2 --- Case II --- p.60 / Chapter 5.4.3 --- Case III --- p.60 / Chapter 5.5 --- Discussion --- p.61 / Chapter 6 --- Conclusion --- p.62 / Chapter A --- An Example on Studying Electrical Resistivity --- p.64 / Chapter B --- Theory of Elasticity --- p.67 / Chapter C --- Random Number Generator --- p.69 / Bibliography

by Lo Ting Shek = 複雜適應系統中的個體為本模型 / 盧庭碩. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2000. / Includes bibliographical references (leaves 105-107). / Text in English; abstracts in English and Chinese. / by Lo Ting Shek = Fu za shi ying xi tong zhong de ge ti wei ben mo xing / Lu Tingshuo. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- Minority game --- p.9 / Chapter 2.1 --- The model --- p.9 / Chapter 2.2 --- Review on selected work on MG --- p.13 / Chapter 2.2.1 --- Market efficiency and Phase transition --- p.13 / Chapter 2.2.2 --- Crowd effect in MG --- p.17 / Chapter 2.2.3 --- Hamming distance between strategies --- p.19 / Chapter 2.2.4 --- Statistical mechanics of systems with heterogeneous agents --- p.21 / Chapter 3 --- Theory of the minority game --- p.23 / Chapter 3.1 --- Formalism --- p.23 / Chapter 3.2 --- Discussion --- p.31 / Chapter 4 --- Evolutionary Minority Game --- p.33 / Chapter 4.1 --- Model --- p.33 / Chapter 4.2 --- Results --- p.36 / Chapter 4.3 --- Discussion --- p.38 / Chapter 5 --- Theory of the Evolutionary Minority game --- p.43 / Chapter 5.1 --- The theory of D'hulst and Rodgers [1] --- p.44 / Chapter 5.1.1 --- Discussion on the D'hulst and Rodgers's theory --- p.51 / Chapter 5.2 --- Theory of EMG [2] --- p.54 / Chapter 5.2.1 --- Formalism --- p.55 / Chapter 5.2.2 --- Results --- p.60 / Chapter 5.2.3 --- Discussion --- p.66 / Chapter 6 --- Evolutionary Minority Game with arbitrary cutoffs --- p.68 / Chapter 6.1 --- Model --- p.68 / Chapter 6.2 --- Results --- p.69 / Chapter 6.3 --- Theory --- p.76 / Chapter 6.4 --- Discussion --- p.85 / Chapter 7 --- Evolutionary minority game with heterogeneous strategy distribution --- p.88 / Chapter 7.1 --- Model --- p.89 / Chapter 7.2 --- Results --- p.90 / Chapter 7.3 --- Discussion --- p.99 / Chapter 8 --- Conclusion --- p.103

Thesis. 1978. Sc.D.--Massachusetts Institute of Technology. Dept. of Materials Science and Engineering. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND SCIENCE. / Vita. / Includes bibliographical references. / Sc.D.

Thesis (Ph.D.)--M.I.T, Dept. of Physics, 1981. / MICROFICHE COPY AVAILABLE IN ARCHIVES AND SCIENCE. / Includes bibliographical references. / by Cyrus Reza Safinya. / Ph.D.

Mott insulators are materials in which strong correlations among the electrons induce an unconventional insulating state. Rich interplay between the structural, magnetic, and electronic degrees of freedom resulting from the electron correlation can lead to unusual complexity of Mott materials on the atomic scale, such as microscopically heterogeneous phases or local structural correlations that deviate significantly from the average structure. Such behavior must be studied by suitable experimental techniques, i.e. "local probes", that are sensitive to this local behavior rather than just the bulk, average properties. In this thesis, I will present results from our studies of multiple families of Mott insulators using two such local probes: muon spin relaxation (muSR), a probe of local magnetism; and pair distribution function (PDF) analysis of x-ray and neutron total scattering, a probe of local atomic structure. In addition, I will present the development of magnetic pair distribution function analysis, a novel method for studying local magnetic correlations that is highly complementary to the muSR and atomic PDF techniques. We used muSR to study the phase transition from Mott insulator to metal in two archetypal Mott insulating systems: RENiO₃ (RE = rare earth element) and V₂O₃. In both of these systems, the Mott insulating state can be suppressed by tuning a nonthermal parameter, resulting in a "quantum" phase transition at zero temperature from the Mott insulating state to a metallic state. In RENiO₃, this occurs through variation of the rare-earth element in the chemical composition; in V₂O₃, through the application of hydrostatic pressure. Our results show that the metallic and Mott insulating states unexpectedly coexist in phase-separated regions across a large portion of parameter space near the Mott quantum phase transition and that the magnitude of the ordered antiferromagnetic moment remains constant across the phase diagram until it is abruptly destroyed at the quantum phase transition. Taken together, these findings point unambiguously to a first-order quantum phase transition in these systems. We also conducted x-ray and neutron PDF experiments, which suggest that the distinct atomic structures associated with the insulating and metallic phases similarly coexist near the quantum phase transition. These results have significant implications for our understanding of the Mott metal-insulator quantum phase transition in real materials. The second part of this thesis centers on the derivation and development of the magnetic pair distribution function (mPDF) technique and its application to the antiferromagnetic Mott insulator MnO. The atomic PDF method involves Fourier transforming the x-ray or neutron total scattering intensity from reciprocal space into real space to directly reveal the local atomic correlations in a material, which may deviate significantly from the average crystallographic structure of that material. Likewise, the mPDF method involves Fourier transforming the magnetic neutron total scattering intensity to probe the local correlations of magnetic moments in the material, which may exist on short length scales even when the material has no long-range magnetic order. After deriving the fundamental mPDF equations and providing a proof-of-principle by recovering the known magnetic structure of antiferromagnetic MnO, we used this technique to investigate the short-range magnetic correlations that persist well into the paramagnetic phase of MnO. By combining the mPDF measurements with ab initio calculations of the spin-spin correlation function in paramagnetic MnO, we were able to quantitatively account for the observed mPDF. We also used the mPDF data to evaluate competing ab initio theories, thereby resolving some longstanding questions about the magnetic exchange interactions in MnO.

Yip Kin Fung. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2003. / Includes bibliographical references (leaves 101-104). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- The Distribution of Fluctuations in Financial Data --- p.5 / Chapter 2.1 --- Empirical Statistics --- p.5 / Chapter 2.2 --- Data analyzed --- p.8 / Chapter 2.3 --- Levy Distribution --- p.10 / Chapter 2.4 --- Returns Distribution and Scaling Properties --- p.12 / Chapter 2.5 --- Volatility Clustering --- p.19 / Chapter 2.6 --- Conclusion --- p.21 / Chapter 3 --- Models of Herd behaviour in Financial Markets --- p.22 / Chapter 3.1 --- Cont and Bouchaud's model --- p.22 / Chapter 3.2 --- The Model of Egiuluz and Zimmerman --- p.24 / Chapter 3.3 --- EZ Model with Size-Dependent Dissociation Rates --- p.28 / Chapter 3.4 --- Democratic and Dictatorship Self-Organized Model --- p.31 / Chapter 3.5 --- Effect of Size-Dependent Fragmentation and Coagulation Prob- abilities --- p.33 / Chapter 3.6 --- Extensions of EZ model --- p.35 / Chapter 3.7 --- Conclusion --- p.39 / Chapter 4 --- Review on the Minority Game(MG) --- p.42 / Chapter 4.1 --- The Model and Results --- p.42 / Chapter 4.2 --- Crowd-anticrowd Theory and Phase Transition --- p.46 / Chapter 4.3 --- Market Efficiency --- p.48 / Chapter 5 --- MG with biased strategy pool --- p.52 / Chapter 5.1 --- The Model --- p.53 / Chapter 5.2 --- Numerical Results and Discussion --- p.53 / Chapter 5.3 --- Theory: MG with Biased Strategy Pool --- p.61 / Chapter 5.4 --- Conclusion --- p.69 / Chapter 6 --- MG with Randomly Participating Agents --- p.71 / Chapter 6.1 --- The Model with One RPA --- p.71 / Chapter 6.2 --- Results for q = 0.5 --- p.72 / Chapter 6.3 --- Inefficiency and Success Rate --- p.76 / Chapter 6.4 --- Results for q ≠ 0.5 --- p.82 / Chapter 6.5 --- Many RPAs --- p.85 / Chapter 6.6 --- Conclusion --- p.86 / Chapter 7 --- A Model on Coupled Minority Games --- p.88 / Chapter 7.1 --- The Model --- p.89 / Chapter 7.2 --- Results and Discussion。 --- p.90 / Chapter 7.3 --- Conclusion --- p.95 / Chapter 8 --- Conclusion --- p.97 / Bibliography --- p.101 / Chapter A --- Solving Cluster Size distribution in EZ model --- p.105