Orientador: Mário Noboru Tamashiro / Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Física Gleb Wataghin / Made available in DSpace on 2018-08-31T00:17:06Z (GMT). No. of bitstreams: 1 Ercule_Adinei_M.pdf: 1649654 bytes, checksum: a32bd621f02831c6f06d0618847ad1a9 (MD5) Previous issue date: 2016 / Resumo: Estudamos através da solução do modelo de Blume¿Emery¿Griffiths na rede de Bethe, o efeito da coordenação da rede no comportamento multicrítico do modelo ferromagnético (J > 0) na região de acoplamentos biquadráticos repulsivos, analisando o caso particular K/J = ?3,5. O estudo foi feito para duas coordenações diferentes (z = 4, 6) e a campo nulo (H = 0). Durante a análise do mapeamento surgiram órbitas de período 2 e por esse motivo foi feita uma divisão da rede em duas sub-redes interpenetrantes. Nesta região o diagrama de fases apresentou quatro fases termodinâmicas distintas: paramagnética, ferromagnética, quadrupolar alternada (ou antiquadrupolar) e ferrimagnética. Além disso, o diagrama de fases apresentou regiões de coestabilidade numérica que foram investigadas pelo cálculo da energia livre. A expressão analítica da energia livre foi obtida através do engenhoso método de Gujrati. Para a coordenação z = 4 a transição entre as fases ferrimagnética e quadrupolar alternada é sempre contínua, enquanto a transição das fases ferromagnética e ferrimagnética é descontínua a baixas temperaturas, tornando-se contínua para temperaturas acima do ponto tricrítico. Por outro lado, para a coordenação z = 6 a transição entre as fases ferromagnética e ferrimagnética é sempre contínua. No entanto, a transição entre as fases ferrimagnética e quadrupolar alternada é descontínua para temperaturas abaixo do ponto tricrítico e contínua para temperaturas maiores, em concordância com os diagramas de fases obtidos na aproximação de campo médio / Abstract: We studied through the solution of the Blume¿Emery¿Griffiths model on the Bethe lattice, the effect of the lattice coordination on the multicritical behavior of the ferromagnetic model (J > 0) in the region of repulsive biquadratic couplings, analyzing the particular case K/J = ?3,5. The study was performed for two different lattice coordinations (z = 4, 6) and zero magnetic field (H = 0). During the mapping analysis, 2-cicle orbits arose and therefore a division of the lattice into two interpenetrating sublattices was implemented. In this region the phase diagram displayed four distinct thermodynamic phases: paramagnetic, ferromagnetic, staggered quadrupolar and ferrimagnetic. In addition, the phase diagram displayed regions of numerical co-stability, that were investigated by calculating the free energy. The analytical free-energy expression was obtained by the inventive Gujrati¿s method. For coordination z = 4 the transition between the ferrimagnetic and the stag- gered quadrupolar phases is always continuous, while the transition of the ferromagnetic and ferrimagnetic phases is discontinuous at low temperatures, turning into continuous for temperatures above the tricritical point. On the other hand, for coordination z = 6 the transition between the ferromagnetic and the ferrimagnetic phases is always continuous. However, the transition between the ferrimagnetic and the staggered quadrupolar phases is discontinuous for temperatures below the tricritical point and continuous for higher temperatures, in agreement with the phase diagrams obtained in the mean-field approximation / Mestrado / Física / Mestre em Física / 132988/2014-3 / CNPQ

Nonlocal equations for coupled heat and mass transport are developed within the Green-Kubo formalism. Nonlocal thermal transport in Lennard-Jones solids is computed to establish the existence of semi-ballistic transport. Deviations from the diffusive theory are shown by comparing the Fourier transform of the response function from the nonlocal theory to that of the diffusive one. It is shown that the deviations from the local theory correspond to acoustic phonons, whose frequency dependence gives rise to the observed deviations from the local theory.

Thesis (PhD)--Stellenbosch University, 2014. / ENGLISH ABSTRACT: We investigate the procedure of assigning probabilities to logical statements. The simplest case is that of equilibrium statistical mechanics and its fundamental assumption of equally likely states. Rederiving the formulation led us to question the assumption of logical independence inherent to the construction and speci cally its inability to update probability when data becomes available. Consequently we replace the assumption of logical independence with De Finetti's concept of exchangeability. To use the corresponding representation theorems of De Finetti requires us to assign prior distributions for some general parameter spaces. We propose the use of stability properties to identify suitable prior distributions. The combination of exchangeable likelihoods and corresponding prior distributions results in more general evidence distribution assignments. These new evidence assignments generalise the Shannon entropy to other entropy measures. The goal of these entropy formulations is to provide a general framework for constructing models. / AFRIKAANSE OPSOMMING: Ons ondersoek the prosedure om waarskynlikhede aan logiese stellings toe te ken. Die eenvoudigste geval is die van ewewig-statistiese meganika en die ooreenkomstige fundamentele aanname van ewekansige toestande. Hera eiding van die standaard formulering lei ons tot die bevraagtekening van die aanname van logiese onafhanklikheid en spesi ek die onmoontlikheid van opdatering van waarskynlikheid wanneer data beskikbaar raak. Gevolglik vervang ons die aanname van logiese onafhanklikheid met De Finetti se aanname van omruilbaarheid. Om die ooreenkomstige voorstelling stellings te gebruik moet ons a priori verdelings konstrueer vir 'n paar algemene parameter-ruimtes. Ons stel voor dat stabiliteits-eienskappe gebruik moet word om geskikte a priori distribusies te identi seer. Die kombinase van omruilbare aanneemlikheids funksies en die ooreenkomstige a priori verdelings lei ons tot nuwe toekennings van getuienis-verdelings. Hierdie nuwe getuienesverdelings is n veralgemening van Shannon se entropie na ander entropie-maatstawwe. Die doel van hierdie entropie formalismes is om 'n raamwerk vir modelkonstruksie te verskaf.

Thesis (MSc)--University of Stellenbosch, 2007. / ENGLISH ABSTRACT: Buying and selling in financial markets are driven by demand. The demand can be quantified by the imbalance in the number of shares QB and QS transacted by buyers and sellers respectively over a given time interval t. The demand in an interval t is given by (t) = QB − QS. The local noise intensity is given by = h|aiqi − haiqii|i where i = 1, . . . ,N labels the transactions in t, qi is the number of shares traded in transaction i, ai = ±1 denotes buyer- initiated and seller- initiated trades respectively and h· · · i is the local expectation value computed from all the transactions during the interval t. In a paper [1] based on data from the New York Stock Exchange Trade and Quote database during the period 1995-1996, Plerou, Gopikrishnan and Stanley [1] reported that the analysis of the probability distribution P( | ) of demand conditioned on the local noise intensity revealed the surprising existence of a critical threshold c. For < c, the most probable value of demand is roughly zero; they interpreted this as an equilibrium phase in which neither buying nor selling predominates. For > c two most probable values emerge that are symmetrical around zero demand, corresponding to excess demand and excess supply; they interpreted this as an out-of-equilibrium phase in which the market behaviour is buying for half of the time, and selling for the other half. It was suggested [1] that the two-phase behaviour indicates a link between the dynamics of a financial market with many interacting participants and the phenomenon of phase transitions that occurs in physical systems with many interacting units. This thesis reproduces the two-phase behaviour by means of experiments using sequences of random variables. We reproduce the two-phase behaviour based on correlated and uncorrelatd data. We use a Markov modulated Bernoulli process to model the transactions and investigate a simple interpretation of the two-phase behaviour. We sample data from heavy-tailed distributions and reproduce the two-phase behaviour. Our experiments show that the results presented in [1] do not provide evidence for the presence of complex phenomena in a trading market; the results are a consequence of the sampling method employed. / AFRIKAANSE OPSOMMING: Aankope en verkope in finansi¨ele markte word deur aanvraag gedryf. Aanvraag kan gekwantifiseer word in terme van die ongebalanseerdheid in die getal aandele QB en QB soos onderskeidelik verhandel deur kopers en verkopers in ’n gegewe tyd-interval t. Die aanvraag in ’n interval t word gegee deur (t) = QB −QS. Die lokale geraasintensiteit word gegee deur = h|aiqi − haiqii|i waar i = 1, . . . ,N die transaksies in t benoem, qi die getal aandele verhandel in transaksies verwys, en h· · · i op die lokale verwagte waarde dui, bereken van al die tansaksies tydens die interval t. In ’n referaat [1] wat op data van die New York Effektebeurs se Trade and Quote databasis in die periode tussen 1995 en 1996 geskoei was, het Plerou, Gopikrishnan en Stanley [1] gerapporteer dat ’n analise van die waarskynlikheidsverspreiding P( | ) van aanvraag gekondisioneer op die lokale geraasintensiteit , die verrassende bestaan van ’n kritieke drempelwaarde c na vore bring. Vir < c is die mees waarskynlike aanvraagwaarde nagenoeg nul; hulle het dit ge¨ınterpreteer as ’n ekwilibriumfase waartydens n`og aankope n`og verkope die oormag het. Vir > c is die twee mees waarskynlike aanvraagwaardes wat te voorskyn kom simmetries rondom nul aanvraag, wat oorenstem met ’n oormaat aanvraag en ’n oormaat aanbod; hulle het dit geinterpreteer as ’n buite-ewewigfase waartydens die markgedrag die helfte van die tyd koop en die anderhelfte verkoop. Daar is voorgestel [1] dat die tweefase gedrag op ’n verband tussen die dinamiek van ’n finansiele mark met baie deelnemende partye, en die verskynsel van fase-oorgange wat in fisieke sisteme met baie wisselwerkende eenhede voorkom, dui. Hierdie tesis reproduseer die tweefase gedrag deur middel van eksperimente wat gebruik maak van reekse van lukrake veranderlikes. Ons reproduseer die tweefase gedrag gebaseer op gekorreleerde en ongekorreleerde data. Ons gebruik ’n Markov-gemoduleerde Bernoulli proses om die transaksies te moduleer en ondersoek ’n eenvoudige interpretasie van die tweefase gedrag. Ons seem steekproefdata van “heavy-tailed” verspreidings en reproduseer die tweefase gedrag. Ons ekperimente wys dat die resultate in [1] voorgested is nie bewys lewer vir die teenwoordigheid van komplekse verskynsel in’n handelsmark nie; die resultate is as gevolg van die metode wat gebruik is vir die generering van die steekproefdata.

A dissertation submitted to the Faculty of Science, University of the Witwatersrand, Johannesburg, in fulfilment of requirements for the degree of Master of Science. May 30, 2016. / In statistics, a model is as good as the data fed to it. Data about hydrological events continues to grow rapidly over the years, with different variables being recorded on a continuous scale. These variables can be interpreted and used in a different manner among disciplines. Thus, choosing the right variables and interactions among variables is an important statistical step in building a good and accurate model. This dissertation involved the development of a statistical model which can be used to predict weekly water level within the Okavango river in northern Namibia. The parameters of the statistical mixed model were estimated based on two methods for longitudinal data, the Generalised Estimating Equations (GEE) which is a well known method of parameter estimation in longitudinal data analysis when the observed variables are correlated, and the Restricted Maximum Likelihood Estimation (REML) which is a likelihood based approach method, unlike the GEE. Using cross-validation and a simulation study, the GEE method of estimation was found to be less accurate and inconsistent in terms of prediction of parameter estimation of water level while the well known REML was found to predict the water level with a good degree of accuracy, consistency and with lower variance. Parameters from a simulation study have also shown less bias in REML method and predicted the cross-validation test-set with less bias. / GR 2016

This thesis focuses on the phase transitions, including ferro-magnetic, anti-ferromagnetic, metal to "Mott" insulator and structural transitions in perovskite and Ruddlesden-Popper ruthenates. The thesis is mainly composed of two parts. The first half presents Density Functional Theory (DFT)+Dynamical Mean Field Theory (DMFT) studies of the electronically driven phase transitions in various ruthenate materials. We study cubic perovskite BaRuO$_3$ via DFT add DMFT method using interaction parameters which were found in previous studies to be appropriate for the related materials, CaRuO$_3$ and SrRuO$_3$. The calculated variation in transition temperature between the Ba and Sr compounds is consistent with experiment, confirming the assignment of the compounds to the Hund's metal family of materials, the appropriateness of the single-site dynamical mean field approximation for these materials as well as confirming the appropriateness of the values for the interaction parameters. The results provide insights into the origin of magnetism and the role of the van Hove singularity in the physics of Hund's metals. We also study the metal-insulator transition (MIT) and magnetic transitions in Ca$_2$RuO$_4$. The Ru-O bonds lengths are found to be the most important control parameters for the metal-insulator transitions and rotations are found to be less important. The calculation successfully captures the important features of the para-magnetic (PM) "Mott" insulating state, including the orbital occupancy disproportionation and the orbitally resolved electron spectral function. It shows the advantage of single set DFT+DMFT in dealing with strongly correlated multi-orbital systems without the assumption of spin symmetry breaking. In the second half, we present a Landau free energy model that incorporates the electronic energetics, the coupling of the electronic state to local distortions and the coupling of local distortions to long-wavelength strains. The model is used to elucidate important experimental features in thermal and current-induced MIT in Ca$_2$RuO$_4$ and Ca$_3$Ru$_{2-x}$Ti$_x$O$_7$ materials. The investigation of lattice and electronic energetics and determination of parameters using DFT+DMFT methods is explained. The change in lattice energy across the metal-insulator transition is shown to be comparable to the change in electronic energy. Important consequences are a strongly first order transition, a sensitive dependence of the phase boundary on pressure and that the geometrical constraints on in-plane lattice parameter associated with epitaxial growth on a substrate typically change the lattice energetics enough to eliminate the metal-insulator transition entirely. The change in elasto-resistance across the MIT is determined. The DFT+U relaxation study shows the octahedron relaxation with respect to uniaxial strain on a and b axes are very different. This sensitive a and b axes dependence is observed in calculations on both Ca$_2$RuO$_4$ and Ca$_3$Ru$_2$O$_7$. The theory model is also generalized to investigate spatially non-homogeneous solutions. Important features of the stripe patterns at the domain boundaries of metallic and insulating phases are discussed and compared with experiments.

Stable and metastable phases of Fe and Al and structural anomalies of Zn and Cd have been studied by epitaxial Bain path (EBP) and minimum path (MNP) first-principles procedures, based on finding equilibrium structures from minimizing the Gibbs free energy G with respect to structure at a given hydrostatic pressure p and temperature T . The main accomplishments are as follows. (1) This dissertation illustrates the effectiveness of the MNP procedure for finding stable and metastable phases of an element by studying four Bravais phases of Fe including body-centered tetragonal (bct), body-centered cubic (bcc), face-centered cubic (fcc) and rhombohedral (rh) phases. The determination of absolute stability using MNP is new; MNP finds all the elastic constants cjj of a given state and the eigenvalues of the elastic constants matrix, which determine the absolute stability of the state. / (2) We have extended our search for stable and metastable phases from zero temperature to finite temperature, which requires the calculations of the Debye temperature Od from cjj in the case of no symmetry. The Debye theory is modified by introducing a parameter B2 that gives the fraction of the full Debye zero-point energy possessed by the actual dispersive mode frequencies. The value of the lattice parameter of fcc Al at low temperatures,a(T) , is shown to be accurately determined by the modified Debye theory of lattice vibrations and first-principles total energy band calculations with the MNP procedure. (3) The existence of structural anomalies in hcp Zn and Cd has been shown from first-principles total-energy calculations using WIEN2k with the EBP procedure. / Evaluation of the pressure dependence of various elastic quantities which are much more sensitive to the anomaly shows that the anomalies in hcp Zn and hcp Cd exist over a considerable range of pressure; several abrupt changes in the electron distribution are thereby indicated in that pressure range. (4) Calculations on the zone-center transverse optical phonon frequencies Vto(p) of hcp Zn, which found oscillatory behavior of Vto(p) in the pressure range of the anomalies, support the conclusions made in (3) on the structural anomalies. Based on this dissertation research four papers have been published in refereed journals. / by Florin Apostol. / Thesis (Ph.D.)--Florida Atlantic University, 2008. / Includes bibliography. / Electronic reproduction. Boca Raton, Fla., 2008. Mode of access: World Wide Web.

Shik, Hoi Yin = 自旋模型中量子相變與量子糾纏的研究 / 石海燕. / Thesis (Ph.D.)--Chinese University of Hong Kong, 2011. / Includes bibliographical references (leaves 90-96). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstract also in Chinese. / Shik, Hoi Yin = Zi xuan mo xing zhong liang zi xiang bian yu liang zi jiu chan de yan jiu / Shi Haiyan.

by Shui-Qin Zhou. / Publication date from spine. / Thesis (Ph.D.)--Chinese University of Hong Kong, 1995. / Includes bibliographical references (leaves 152-157). / Acknowledgments --- p.i / Abstract --- p.ii / Contents --- p.vi / Abbreviation --- p.viii / List of Figures --- p.xi / List of Tables --- p.xvi / Chapter 1. --- Introduction --- p.1 / Chapter 1.1. --- Project's Significance --- p.1 / Chapter 1.2. --- Research background.....................................: --- p.1 / Chapter 1.2.1. --- Linear PNIPAM chains in aqueous solution --- p.2 / Chapter 1.2.1.1. --- Origins of the LCST --- p.2 / Chapter 1.2.1.2. --- Experimental studies --- p.4 / Chapter 1.2.2. --- PNIPAM gels --- p.9 / Chapter 1.2.2.1. --- Origins of the volume phase transition --- p.10 / Chapter 1.2.2.2. --- Experimental studies --- p.11 / Chapter 1.2.3. --- Surfactant effects --- p.13 / Chapter 1.3. --- The objective of the project --- p.15 / Chapter 1.4. --- Experimental difficulties --- p.17 / Chapter 2. --- Basic Theory --- p.20 / Chapter 2.1. --- Laser light scattering (LLS) --- p.20 / Chapter 2.2. --- Polymer chains in solution --- p.23 / Chapter 2.3. --- Swollen polymer gels --- p.27 / Chapter 3. --- Results and Discussion --- p.32 / Chapter 3.1. --- Linear PNIPAM chains --- p.32 / Chapter 3.1.1. --- D = kDM-αD for PNIPAM in THF and water --- p.32 / Chapter 3.1.2. --- Coil-to-globule transition of single PNIPAM chains in water --- p.46 / Chapter 3.1.3. --- Additional chain-conformation broadening of the line-width distribution in dynamic LLS --- p.64 / Chapter 3.1.4. --- Internal motions of long linear PNIPAM chains --- p.72 / Chapter 3.1.5. --- Structural model of spherical water/AOT/n-hexane microemulsion --- p.80 / Chapter 3.2. --- Spherical PNIPAM microgels --- p.94 / Chapter 3.2.1. --- Volume phase transition of PNIPAM microgels --- p.94 / Chapter 3.2.2. --- Internal motions of short PNIPAM subchains inside the gel networks --- p.107 / Chapter 3.2.3. --- Surfactant effects on the volume phase transition --- p.113 / Chapter 3.2.4. --- Swelling and drying kinetics of a very thin PNIPAM gel film --- p.129 / Chapter 4. --- Conclusions --- p.141 / Chapter 5. --- Experimental --- p.145 / Chapter 5.1 --- Sample preparation --- p.145 / Chapter 5.2 --- Physical measurement --- p.149 / Chapter 6. --- References --- p.152

Lim Sze Wah. / Thesis (M.Phil.)--Chinese University of Hong Kong, 2002. / Includes bibliographical references (leaves 71-73). / Abstracts in English and Chinese. / Chapter 1 --- Introduction --- p.1 / Chapter 2 --- A brief review on the basic minority game --- p.6 / Chapter 2.1 --- Model --- p.7 / Chapter 2.2 --- Results --- p.9 / Chapter 2.3 --- Discussion --- p.11 / Chapter 2.3.1 --- Bit-string Statistics and Market Efficiency --- p.11 / Chapter 2.3.2 --- Crowds and Anticrowds Effect --- p.14 / Chapter 2.3.3 --- Hamming Distance and Reduced Strategies Space --- p.15 / Chapter 3 --- A brief review on existing variations on the minority game --- p.17 / Chapter 3.1 --- Darwinism process and MG --- p.17 / Chapter 3.2 --- Evolutionary MG (EMG) --- p.17 / Chapter 3.3 --- Modified EMG (MEMG) --- p.18 / Chapter 3.4 --- MG with arbitrary cutoff --- p.18 / Chapter 3.5 --- Thermal MG (TMG) --- p.19 / Chapter 3.6 --- Three-Sided MG --- p.19 / Chapter 3.7 --- MG with variable payoffs --- p.19 / Chapter 4 --- Minority game with varying number of participants --- p.21 / Chapter 4.1 --- The modified MG --- p.22 / Chapter 4.1.1 --- Model --- p.22 / Chapter 4.1.2 --- Results --- p.23 / Chapter 4.2 --- Mixed-population --- p.33 / Chapter 4.2.1 --- Model --- p.33 / Chapter 4.2.2 --- Results --- p.33 / Chapter 4.2.3 --- Discussions --- p.37 / Chapter 5 --- Minority game considering recent performance of strategies --- p.39 / Chapter 5.1 --- The modified MG --- p.40 / Chapter 5.1.1 --- Model --- p.40 / Chapter 5.1.2 --- Results --- p.40 / Chapter 5.2 --- Mixed-population --- p.46 / Chapter 5.2.1 --- Model --- p.46 / Chapter 5.2.2 --- Results --- p.47 / Chapter 5.2.3 --- Discussions --- p.50 / Chapter 6 --- Minority game combining both modifications --- p.52 / Chapter 6.1 --- Model --- p.52 / Chapter 6.2 --- Results --- p.53 / Chapter 7 --- Conclusion --- p.68 / Bibliography --- p.71