Thèses sur le sujet « Dynamic binary model »

Les applications ne sont pas toujours optimisées pour le matériel sur lequel elles s'exécutent, comme les logiciels distribués sous forme binaire, ou le déploiement des programmes dans des fermes de calcul. On se concentre sur la maximisation de l'efficacité du processeur pour les extensions SIMD. Nous montrons que de nombreuses boucles compilées pour x86 SSE peuvent être converties dynamiquement en versions AVX plus récentes et plus puissantes. Nous obtenons des accélérations conformes à celles d'un compilateur natif ciblant AVX. De plus, on vectorise en temps réel des boucles scalaires. Nous avons intégré des logiciels libres pour (1) transformer dynamiquement le binaire vers la forme de représentation intermédiaire, (2) abstraire et vectoriser les boucles fréquemment exécutées dans le modèle polyédrique (3) enfin les compiler. Les accélérations obtenues sont proches du nombre d'éléments pouvant être traités simultanément par l'unité SIMD
In many cases, applications are not optimized for the hardware on which they run. This is due to backward compatibility of ISA that guarantees the functionality but not the best exploitation of the hardware. Many reasons contribute to this unsatisfying situation such as legacy code, commercial code distributed in binary form, or deployment on compute farms. Our work focuses on maximizing the CPU efficiency for the SIMD extensions. The first contribution is a lightweight binary translation mechanism that does not include a vectorizer, but instead leverages what a static vectorizer previously did. We show that many loops compiled for x86 SSE can be dynamically converted to the more recent and more powerful AVX; as well as, how correctness is maintained with regards to challenges such as data dependencies and reductions. We obtain speedups in line with those of a native compiler targeting AVX. The second contribution is a runtime auto-vectorization of scalar loops. For this purpose, we use open source frame-works that we have tuned and integrated to (1) dynamically lift the x86 binary into the Intermediate Representation form of the LLVM compiler, (2) abstract hot loops in the polyhedral model, (3) use the power of this mathematical framework to vectorize them, and (4) finally compile them back into executable form using the LLVM Just-In-Time compiler. In most cases, the obtained speedups are close to the number of elements that can be simultaneously processed by the SIMD unit. The re-vectorizer and auto-vectorizer are implemented inside a dynamic optimization platform; it is completely transparent to the user, does not require any rewriting of the binaries, and operates during program execution

In this thesis, we study the kinetic disordering of systems interacting with an agent or a walker. Our studies divide naturally into two classes: for the first, the dynamics of the walker conserves the total magnetization of the system, for the second, it does not. These distinct dynamics are investigated in part I and II respectively. In part I, we investigate the disordering of an initially phase-segregated binary alloy due to a highly mobile vacancy which exchanges with the alloy atoms. This dynamics clearly conserves the total magnetization. We distinguish three versions of dynamic rules for the vacancy motion, namely a pure random walk , an ``active' and a biased walk. For the random walk case, we review and reproduce earlier work by Z. Toroczkai et. al.,~cite{TKSZ} which will serve as our base-line. To test the robustness of these findings and to make our model more accessible to experimental studies, we investigated the effects of finite temperatures (``active walks') as well as external fields (biased walks). To monitor the disordering process, we define a suitable disorder parameter, namely the number of broken bonds, which we study as a function of time, system size and vacancy number. Using Monte Carlo simulations and a coarse-grained field theory, we observe that the disordering process exhibits three well separated temporal regimes. We show that the later stages exhibit dynamic scaling, characterized by a set of exponents and scaling functions. For the random and the biased case, these exponents and scaling functions are computed analytically in excellent agreement with the simulation results. The exponents are remarkably universal. We conclude this part with some comments on the early stage, the interfacial roughness and other related features. In part II, we introduce a model of binary data corruption induced by a Brownian agent or random walker. Here, the magnetization is not conserved, being related to the density of corrupted bits }$ ho ${small .} {small Using both continuum theory and computer simulations, we study the average density of corrupted bits, and the associated density-density correlation function, as well as several other related quantities. In the second half, we extend our investigations in three main directions which allow us to make closer contact with real binary systems. These are i) a detailed analysis of two dimensions, ii) the case of competing agents, and iii) the cases of asymmetric and quenched random couplings. Our analytic results are in good agreement with simulation results. The remarkable finding of this study is the robustness of the phenomenological model which provides us with the tool, continuum theory, to understand the nature of such a simple model.
Ph. D.

The recent theoretical literature on causal inference has built on combined features of earlier work in both econometric structural approach and statistical program evaluation approach. The present work attempts to combine the two approaches proposing a dynamic causal model in the context of a study on the labour market transitions. In such context many statistical articles focus on unemployment and temporary job and their effects on time duration or on probability to get a permanent contract. However in the last decade the concept of job and work stability has changed. The rapid spread of temporary employment and the increased instability of the market has aroused a new concept of work: the work path, which can take place in different sectors and positions and require very different skills and knowledge. In this contest becomes of great interest to define which characteristics are peculiar of a good job and to study the effect of it on the subsequent work path. Having at disposal administrative panel data on both Lombardy labour market and records of the graduates of three biggest University of Milan, I study the impact of the first “stable” job coherent with the university education on the future job coherence. I define stable a job with a duration of at least 540 days. A dynamic logit causal model has been performed as it allows to estimate the dynamic effect of the first stable job distinguishing between true and spurious state dependence. The unobserved heterogeneity between subjects is taken into account by considering a latent variable having a discrete distribution. This model under certain hypothesis is equivalent to a model formulated on potential outcomes. For the estimation of the model parameters I use an EM algorithm computing standard errors on the basis of the numerical derivative of the score vector of the complete data log-likelihood. From the application of the proposed model to the available data I conclude that the first stable job coherent with one's own university degree has a positive causal effect on the future coherence job in the long-term period. The main features that seem to have a significant positive impact on coherence are the subject's ability, measured through the graduation mark, and a short distance from the degree, measured with the number of past experiences.

[EN] The Bologna process encourages the transition of higher education from knowledge possession to understanding performances and from a teaching-centered to a student centered approach via learning outcomes. A student-centered evaluation means that students analyze actively their own learning with concrete criteria on development levels, in an environment where they obtain immediate, frequently and formative feedback. The rationale of this dissertation consists in introducing the execution of disparate sets of activities into the assessment process in order to enrich the whole procedure keeping it close to the learning process. Continuous assessment seems to be the most accurate mean of executing the assessment process taking into account that competencies are achieved by executing activities. The evaluation process is implemented throughout a discreet number of measurement points called "moments of evaluation" which consist in a set of activities necessary for the development of the process. And based on the existing partial order relationship among specific curricular domains we could draw a directed graph with several chains of topics representing a natural way of progress in order to reach the profile competences. We propose a new procedure in continuous assessment by introducing an active/retroactive model, based on the aforementioned chain(s) of topics, which aims to identify those competences that have and those that have not been adequately achieved. With this in mind we suggest introducing a retroactive impact on the outcome assessment of the concerned competencies evaluated in the corresponding chain(s) of topics. These retroactive impacts might be amplified by the introduction of a grade impact amplifier as continuous assessment procedure based on the greater experience and knowledge of the students as the course advances. In general, any subject is composed by different topics and each topic is developed through the execution, with different relevance, of a number of activities. Relationships between activities, topics and competences can be distributed in a 3D matrix array which we will call ATC cuboid. ATC cuboid uses a binary assessment as a check of an activity in each of the core competencies. In this way, we have a matrix structure of the performance of the student over a course, which is the basis to design individualized curricular strategies with the goal of achieving the required level of development of each competence. We will develop the aforementioned ATC cuboids on a sample of students and a comparison between this method and a more traditional method used with Aerospace Engineering students in the Design Engineering School ETSID at Universitat Politècnica de València (Valencia, Spain).
[ES] El proceso de Bolonia anima la transición de la educación superior desde un modelo basado en la adquisición del conocimiento a un modelo que prima la comprensión del desempeño y desde un modelo centrado en la enseñanza a un modelo centrado en el estudiante a través de los resultados del aprendizaje. Una evaluación centrada en el alumnado significa que el estudiante analiza activamente su propio aprendizaje con criterios concretos sobre niveles de desarrollo en un entorno donde obtiene feedback de forma inmediata, frecuente y formativa. El fundamento de esta tesis consiste en la introducción de conjuntos muy diversos de actividades en el proceso de evaluación con el objetivo de enriquecerlo globalmente y acercarlo al proceso de aprendizaje. La evaluación continua se perfila como uno de los medios más precisos de ejecutar el proceso de evaluación teniendo en cuenta que las competencias pueden adquirirse mediante la realización de actividades. El proceso de evaluación se implementa en una sucesión discreta de puntos de medida que denominamos "momentos de evaluación" y que consisten en un conjunto de actividades que son necesarias para el desarrollo del proceso. Y basándonos en la existencia de una relación de orden parcial entre los distintos contenidos de un dominio curricular, podemos trazar un grafo dirigido con varias cadenas de tópicos que representan, de una forma natural, la progresión del alumnado para alcanzar el perfil de competencias objetivo. Proponemos un nuevo procedimiento de evaluación continua introduciendo un modelo activo/retroactivo, basado en las cadenas de tópicos antes citadas, que favorece la identificación de aquellas competencias que se han y que no se han alcanzado de una forma adecuada. Con esta idea presente, sugerimos la introducción de un impacto retroactivo sobre los conocimientos base de estas competencias ya evaluados en la(s) correspondiente(s) cadena(s) de tópicos diseñadas. Es más, este impacto retroactivo podría ser más relevante mediante la introducción de un amplificador de impacto calificador como un procedimiento de evaluación continua fundamentado en la mayor experiencia y conocimiento acumulado del alumno conforme avanza el desarrollo del curso. En general, cualquier asignatura se compone de distintos tópicos y cada tópico se desarrolla mediante la ejecución, con distinta relevancia, de una serie de actividades. Estas relaciones pueden ser representadas mediante matrices de tres dimensiones a las que hemos llamado cuboides ATC, los cuales se implementan mediante el uso de una evaluación binaria que verifica en las actividades cada una de las competencias básicas y las califica con un indicador verdadero/falso obteniendo una estructura matricial del rendimiento del alumnado en el curso, lo que nos permitirá diseñar estrategias curriculares. Desarrollaremos los mencionados cuboides ATC para una muestra de estudiantes y los compararemos con los resultados obtenidos con un método más tradicional utilizado en el grado de Ingeniería Aeroespacial en la Escuela Técnica Superior de Ingeniería del Diseño, ETSID, en la Universitat Politècnica de València.
[CAT] El procés de Bolònia anima la transició de l'educació superior des d'un model basat en l'adquisició del coneixement a un model que prima la comprensió de l'acompliment i des d'un model centrat en l'ensenyament a un model centrat en l'estudiant a través dels resultats de l'aprenentatge. Una avaluació centrada en l'alumne significa que l'estudiant analitza activament el seu propi aprenentatge amb criteris concrets sobre nivells de desenvolupament en un entorn on obté feedback de forma immediata, freqüent i formativa. El fonament d'aquesta tesi consisteix en la introducció de conjunts molt diversos d'activitats en el procés d'avaluació amb l'objectiu d'enriquir-lo globalment i apropar-lo al procés d'aprenentatge. L'avaluació contínua es perfila com un dels mitjans més precisos d'executar el procés d'avaluació tenint en compte que les competències es poden adquirir mitjançant la realització d'activitats. El procés d'avaluació s'implementa en una successió discreta de punts de mesura que denominem "moments d'avaluació" i que consisteixen en un conjunt d'activitats que són necessàries per al desenvolupament del procés. I basant-nos en l'existència d'una relació d'ordre parcial entre els diferents continguts d'un domini curricular, podem traçar un graf dirigit amb diverses cadenes de tòpics que representen, d'una forma natural, la progressió de l'alumne per assolir el perfil de competències objectiu. Proposem un nou procediment d'avaluació contínua introduint-hi un model actiu/retroactiu, basat en les cadenes de tòpics abans esmentades, que afavoreix la identificació d'aquelles competències que s'han assolit i també de les que no s'han assolit d'una manera adequada. Amb aquesta idea present, suggerim la introducció d'un impacte retroactiu sobre els coneixements base d'aquestes competències ja avaluats en la(les) corresponent(-s) cadena(-es) de tòpics dissenyades. I encara més, aquest impacte retroactiu podria ser més rellevant mitjançant la introducció d'un amplificador d'impacte qualificador com un procediment d'avaluació contínua fonamentat en la major experiència i coneixement acumulat de l'alumne a mesura que avança el desenvolupament del curs. En general, qualsevol assignatura es compon de diferents tòpics i cada tòpic es desenvolupa mitjançant l'execució, amb diferent rellevància, d'una sèrie d'activitats. Aquestes relacions entre activitats, tòpics i competències poden ser representades mitjançant matrius de tres dimensions a les que hem anomenat cuboides ATC. Els cuboides ATC s'implementen mitjançant l'ús d'una avaluació binària que verifica en les activitats cadascuna de les competències bàsiques i les qualifica amb un indicador veritable/fals. Així, obtenim una estructura matricial del rendiment de l'alumne en el curs, la qual cosa ens permetrà dissenyar estratègies curriculars individualitzades adaptades a les necessitats particulars de cada estudiant amb l'objectiu que assoleixin el nivell requerit en cadascuna de les competències. Desenvoluparem els esmentats cuboides ATC per a una mostra d'estudiants i els compararem amb els resultats obtinguts amb un mètode més tradicional utilitzat en el grau d'Enginyeria Aeroespacial a l'Escola Tècnica Superior d'Enginyeria del Disseny, ETSED, a la Universitat Politècnica de València.
Mínguez Aroca, FD. (2016). Computational assessing model based on performance and dynamic assignment of curriculum contents [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/61781
TESIS

The purpose of this thesis was to evaluate the impact of dynamic message signs (DMS) on the Orlando-Orange County Expressway Authority (OOCEA) toll road network using a Pre and Post-Deployment DMS Survey (henceforth referred to as "pre and post-deployment survey") analysis. DMS are electronic traffic signs used on roadways to give travelers information about travel times, traffic congestion, accidents, disabled vehicles, AMBER alerts, and special events. The particular DMS referred to in this study are large rectangular signs installed over the travel lanes and these are not the portable trailer mount signs. The OOCEA have been working over the past two years to add several fixed DMS on their toll road network. At the time of the pre-deployment survey, only one DMS was installed on the OOCEA toll road network. At the time of the post-deployment survey, a total of 30 DMS were up and running on the OOCEA toll road network. Since most of the travelers on the OOCEA toll roads are from Orange, Osceola, and Seminole counties, this study was limited to these counties. This thesis documents the results and comparisons between the pre and post-deployment survey analysis. The instrument used to analyze the travelers' perception of DMS was a survey that utilized computer aided telephone interviews. The pre-deployment survey was conducted during early November of 2006, and the post-deployment survey was conducted during the month of May, 2008. Questions pertaining to the acknowledgement of DMS on the OOCEA toll roads, satisfaction with travel information provided on the network, formatting of the messages, satisfaction with different types of messages, diversion questions (Revealed and Stated preferences), and classification/socioeconomic questions (such as age, education, most traveled toll road, county of residence, and length of residency) were asked to the respondents. The results of both the pre and post-deployment surveys are discussed in this thesis, but it should be noted that the more telling results are those of the post-deployment survey. The results of the post-deployment survey show the complete picture of the impact of DMS on travelers' experience on the OOCEA toll road network. The pre-deployment results are included to show an increase or decrease in certain aspects of travel experience with relation to DMS. The results of the pre-deployment analysis showed that 54.4% of the OOCEA travelers recalled seeing DMS on the network, while a total of 63.93% of the OOCEA travelers recalled seeing DMS during the post-deployment analysis. This showed an increase of almost 10% between the two surveys demonstrating the people are becoming more aware of DMS on the OOCEA toll road network. The respondents commonly agreed that the DMS were helpful for providing information about hazardous conditions, and that the DMS are easy to read. Also, upon further research it was found that between the pre and post-deployment surveys the travelers' satisfaction with special event information provided on DMS and travel time accuracy on DMS increased significantly. With respect to formatting of the DMS, the following methods were preferred by the majority of respondents in both the pre and post-deployment surveys: • Steady Message as a default DMS message format • Flashing Message for abnormal traffic information (94% of respondents would like to be notified of abnormal traffic information) • State road number to show which roadway (for Colonial – SR 50, Semoran – SR 436 and Alafaya – SR 434) • "I-Drive" is a good abbreviation for International Drive • If the distance to the international airport is shown on a DMS it thought to be the distance to the airport exit The results from the binary logit model for "satisfaction with travel information provided on OOCEA toll road network" displayed the significant variables that explained the likelihood of the traveler being satisfied. This satisfaction model was based on respondents who showed a prior knowledge of DMS on OOCEA toll roads. With the use of a pooled model (satisfaction model with a total of 1775 responses – 816 from pre-deployment and 959 from post-deployment), it was shown that there was no statistical change between the pre and post-deployment satisfaction based on variables thought to be theoretically relevant. The results from the comparison between the pre and post-deployment satisfaction models showed that many of the coefficients of the variables showed a significant change. Although some of the variables were statistically insignificant in one of the two survey model results: Either the pre or post-deployment model, it was still shown that every variable was significant in at least one of the two models. The coefficient for the variable corresponding to DMS accuracy showed a significantly lower value in the post-deployment model. The coefficient for the variable "DMS was helpful for providing special event information" showed a significantly higher value in the post-deployment model. The final post-deployment diversion model was based on a total of 732 responses who answered that they had experienced congestion in the past 6 months. Based on this final post-deployment diversion model, travelers who had stated that their most frequently traveled toll road was either SR 408 or SR 417 were more likely to divert. Also, travelers who stated that they would divert in the case of abnormal travel times displayed on DMS or stated that a DMS influenced their response to congestion showed a higher likelihood of diversion. These two variables were added between the pre and post-deployment surveys. It is also beneficial to note that travelers who stated they would divert in a fictitious congestion situation of at least 30 minutes of delay were more likely to divert. This shows that they do not contradict themselves in their responses to Revealed Preference and Stated Preference diversion situations. Based on a comparison between pre and post-deployment models containing similar variables, commuters were more likely to stay on the toll road everything else being equal to the base case. Also, it was shown that in the post-deployment model the respondents traveling on SR 408 and SR 417 were more likely to divert, but in the pre-deployment model only the respondents traveling on SR 408 were more likely to divert. This is an expected result since during the pre-deployment survey only one DMS was located on SR 408, and during the post-deployment survey there were DMS located on all toll roads. Also, an interesting result to be noted is that in the post-deployment survey, commuters who paid tolls with E-pass were more likely to stay on the toll road than commuters who paid tolls with cash. The implications for implementation of these results are discussed in this thesis. DMS should be formatted as a flashing message for abnormal traffic situations and the state road number should be used to identify a roadway. DMS messages should pertain to information on roadway hazards when necessary because it was found that travelers find it important to be informed on events that are related to their personal safety. The travel time accuracy on DMS was shown to be significant for traveler information satisfaction because if the travelers observe inaccurate travel times on DMS, they may not trust the validity of future messages. Finally, it is important to meet the travelers' preferences and concerns for DMS.
M.S.C.E.
Department of Civil and Environmental Engineering
Engineering and Computer Science
Civil Engineering MS

Thesis advisor: Gabor J. Kalman
Mixtures of charged particles, where the components have different charge numbers (Z_A ), masses (m_A ) and densities (n_A ), with A = 1, 2 denoting the components, occur in Nature in a great variety. To be sure, even the simplest plasmas are necessarily multicomponent systems, consisting of negative and positive charges. This feature is, however, obscured within the centrally important and popular OCP (one component plasma) or jellium models, where the role of one of the components is reduced to providing a neutralizing background. When this background is inert, one is led to the Coulomb OCP model, while when the background is polarizable (such as an electron gas surrounding heavy particles), to a Yukawa OCP (YOCP), with a screened Yukawa potential replacing the Coulomb potential between the dynamically active particles. There are, however situations of physical importance, where the OCP description is inadequate and a genuine two component description of a plasma composed of two species is required. This Thesis focuses on the study of the dynamics of many-body systems consisting of two components of like charges (all the Z_A -s being of the same signature) in a neutralizing background. The methodology is based upon parallel attacks through theoretical analysis and Molecular Dynamics (MD) simulations, the latter yielding the capability of instant verification of the former. The investigation involves the study of the partial (i.e. species by species) structure functions S_AB (k, ω) and current-current correlation functions L_AB (k, ω). The Fluctuation–Dissipation Theorem (FDT) con- nects these quantities to the total and partial response functions χ_AB (k, ω) (matrices in species space), which are instrumental in the description of the collective mode excitations of the system. This analysis has revealed an entirely novel feature: both S_11 (k, ω) and S_22 (k, ω) exhibit very sharp and deep (several orders of magnitude) minima in the strongly coupled liquid phase at robust characteristic frequencies of the system, which are virtually coupling independent. The FDT then demands that these anti-resonances show up as well in the imaginary part of the partial density response function χ_AB (k, ω). Our theoretical analysis, based on the Quasi-Localized Charge Approximation (QLCA), has confirmed that this is indeed the case. These anti-resonant frequencies being related to the dissipative part of the response, require a physical description of the principal source of dissipation. This has been identified as the inter-species momentum transfer, governed by drag between the microscopic current fluctuations of the two species. The description of this effect was incorporatedv in the QLCA formalism, making it possible to derive a closed analytic representation of the fluctuation spectra in the frequency domain of interest and compare them with the results of the MD simulations. Other important novel concepts, such as the idea of coupling dependent effective mass, fast vs. slow sound, the mechanism of tran- sition from short-range to long-range interaction have been identified and analyzed. Furthermore, the investigation of the dynamics has led to the first comprehensive description of the mode structures of classical binary Coulomb and Yukawa mixtures at arbitrary coupling values, which has been a longstanding problem in statistical plasma physics. Focusing on the longitudinal excitations, we describe the transition from weak coupling (where one is acquainted with the RPA result yielding only the single plasmon mode in the Coulomb case or a single acoustic mode in the Yukawa case) to strong coupling, with a doublet of modes that arise from the complex rel- ative motion between the two components, as affected by the interaction with the background
Thesis (PhD) — Boston College, 2019
Submitted to: Boston College. Graduate School of Arts and Sciences
Discipline: Physics

Negli studi clinici spesso è di interesse confrontare la sopravvivenza di pazienti appartenenti a due o più gruppi di trattamento. In alcune situazioni, la classificazione non è effettuata all’inizio del follow-up ma cambia nel tempo. Ad esempio, tutti i pazienti sono sottoposti ad un trattamento iniziale ed alcuni lo continuano mentre altri cambiano dopo un certo periodo di tempo. In questo caso il trattamento è rappresentato da una variabile binaria tempo-dipendente. Un contesto tipico è il confronto tra chemioterapia e trapianto di cellule staminali nella Leucemia Linfoblastica Acuta. In questa situazione, il metodo Kaplan-Meier non è utilizzabile in quanto affetto da immortal time bias. Due approcci non-parametrici alternativi sono stati proposti in letteratura. Andersen et al. (1983) suggeriscono di classificare i pazienti ad un tempo “landmark” che corrisponde al punto iniziale della stima della curva di sopravvivenza, includendo solo i pazienti ancora a rischio al landmark. Il secondo metodo, proposto da Simon e Makuch (1984), consiste nell’aggiornamento dinamico dei “risk sets” dei due gruppi di trattamento tempo-dipendenti. Entrambi i metodi sono stati presentati in maniera euristica e senza specificare le quantità teoriche che corrispondono agli stimatori proposti. Perciò, l’interpretazione delle curve stimate dai due metodi non è mai stata chiarita. Quando l’interesse non è rivolto alla sopravvivenza globale ma alla predizione profilo-specifica, ovvero tenendo conto delle caratteristiche individuali dei soggetti, occorre utilizzare metodi di regressione parametrici o semi-parametrici. Il modello di Cox è quello più popolare ma in presenza di effetti tempo-dipendenti e/o di covariate tempo-dipendenti non può essere utilizzato per ottenere delle curve. Tra le possibili alternative sono stati considerati il modello parametrico di Hanley e Miettinen (2009) e il modello di regressione semi-parametrico basato sul landmark di Van Houwelingen (2007). Il primo è basato sulla stima della funzione azzardo nel tempo applicando una regressione logistica ad un dataset esteso creato dalla suddivisione del tempo di sopravvivenza osservato di ciascun soggetto in un certo numero di unità di tempo e trattando il numero di eventi in ogni singolo intervallo di tempo come una variabile casuale Binomiale. Il secondo metodo scaturisce dall’idea di utilizzare il modello di Cox su molteplici partizioni del dataset ciascuna creata partendo da un tempo landmark progressivo e includendo solo i soggetti a rischio al landmark; la classificazione del trattamento per questi pazienti è fissata a quel tempo consentendo di aggiornare dinamicamente il valore delle covariate tempo-dipendenti in ciascun modello e permettendo ai coefficienti stimati di variare nel tempo. Gli scopi del presente lavoro sono la revisione e lo sviluppo di metodi per: 1) descrivere la sopravvivenza in funzione di un covariata binaria tempo-dipendente sia da una prospettiva fissa sia dinamicamente nel tempo; 2) la valutazione dell’impatto su queste quantità dei fattori prognostici, in particolare il tempo di attesa al trapianto, utilizzando dei parametri interpretabili; 3) lo sviluppo di predizioni profilo-specifiche. Nella prima parte del lavoro si intende chiarire il significato delle le quantità teoriche stimate dai metodi landmark e Simon e Makuch. In aggiunta, si presenta un approccio innovativo basato su domande controfattuali e predizione dinamica, verificando la validità dei risultati attraverso delle simulazioni. Nella seconda parte, si presentano i modelli di regressione di Hanley-Miettinen e del landmark e si mostra come utilizzarli per ottenere la stima dell’effetto del tempo i attesa al trapianto e per produrre delle predizioni profilo-specifiche su dati reali inerenti a pazienti affetti da Leucemia Linfoblastica Acuta, confrontando la performance dei modelli attraverso delle simulazioni.
In clinical studies it is often of interest to compare the survival experience of patients in two or more treatment groups. In some situations the categorization is not fixed at baseline but changes during the follow-up, where patients, for example, start from an initial treatment and either continue it or switch to an alternative one after some time (waiting time). Thus, treatment is a binary non reversible time-dependent variable. A typical problem is comparing outcomes of chemotherapy vs stem-cell transplantation in Acute Lymphoblastic Leukemia (ALL) where patients are treated initially with chemotherapy and during the follow-up they can receive bone marrow transplant. In this context, the standard Kaplan-Meier method is unreliable since it is affected by the immortal time bias. Two alternative non-parametric approaches were proposed in the literature. Andersen et al. (1983) suggests to classify patients at a landmark time which corresponds to the starting point for the estimation of the Kaplan-Meier survival curve, involving only patients still at risk at the landmark. The second, proposed by Simon and Makuch (1984), consists in dynamically updating in time the risk set of the two time-dependent treatment groups. Both methods were presented mostly relying on heuristic bases and without specifying the theoretical quantities corresponding to the proposed estimators. Thus, the interpretations of the curves estimated by the two methods was never clarified. When the focus is not on the overall survival experience but rather on profile-specific prediction, i.e. accounting for the individual characteristics of the subjects, one must resort to semi-parametric or parametric regression models. The Cox model is the most popular one but in the presence of time-varying effects and/or time-dependent covariates it cannot be used to obtain survival curves. Among the possible alternatives we considered the full parametric model by Hanley and Miettinen (2009) and the semi-parametric landmark regression model by Van Houwelingen (2007). The first is based on estimating the hazard function over time by applying a logistic regression to an expanded dataset created by splitting the observed survival time of each subject into a number of time-units and to treat the number of events in every single interval as a Binomial random variable. The second originates from the idea of fitting the Cox model to multiple subsets of data, each one created starting from a sliding landmark time point and including only the subjects at risk at the landmark; the treatment classification for these patients is frozen at that time allowing to dynamically update the time-dependent covariates in each model and to let the parameter estimates to vary in time. The aims of the dissertation are reviewing and developing methods for: 1) the description of the survival experience according to a binary time-dependent treatment indicator both from a fixed perspective and dynamically update in time; 2) the assessment of the impact on these quantities of prognostic factors, in particular the waiting time to transplant, through interpretable parameters; 3) the development of profile-specific predictions. In the first part of this work we wish to clarify the theoretical quantities estimated by the landmark and Simon-Makuch methods. In addition, we present a novel approach based on counterfactual questions and dynamic prediction, checking the validity of our findings using simulations. In the second part, we review the Hanley-Miettinen and landmark regression models and we show how to use them to properly estimate the effect of waiting time to transplant and to make profile-specific dynamic predictions on a real dataset on ALL, comparing the performance of the two models using simulations.

This thesis, which contains fourteen chapters in two parts, presents theoretical and computer simulation studies of dynamics in supercooled liquids and thermotropic liquid crystals. These two apparently diverse physical systems are unified by a startling similarity in their complex slow dynamics. Part I consists of six chapters on supercooled liquids while Part II comprises seven chapters on thermotropic liquid crystals. The fourteenth chapter provides a concluding note. Part I starts with an introduction to supercooled liquids given in chapter 1. This chapter discusses basic features of supercooled liquids and the glass transition and portrays some of the theoretical frameworks and formalisms that are widely recognized to have contributed to our present understanding. Chapter 2 introduces a new model of binary mixture in order to study dynamics across the supercooled regime. The system consists of an equimolar mixture of the Lennard-Jones spheres and the Gay-Berne ellipsoids of revolution, and thus one of its components has orientational degrees of freedom (ODOF). A decoupling between trans-lational diffusion and rotational diffusion is found to occur below a temperature where the second rank orientational correlation time starts showing a steady deviation from the Arrhenius temperature behavior. At low temperatures, the optical Kerr effect (OKE) signal derived from the system shows a short-to-intermediate time power law decay with a very weak dependence on temperature, if at all, of the power law exponent as has been observed experimentally. At the lowest temperature investigated, jump motion is found to occur in both the translational and orientational degrees of freedom. Chapter 3 studies how the binary mixture, introduced in the previous chapter, explores its underlying potential energy landscape. The study reveals correlations between the decoupling phenomena, observed almost universally in supercooled molecular liquids, and the manner of exploration of the energy landscape of the system. A significant deviation from the Debye model of rotational diffusion in the dynamics of ODOF is found to begin at a temperature at which the average inherent structure energy of the system starts falling as the temperature decreases. Further, the coupling between rotational diffusion and translational diffusion breaks down at a still lower temperature, where a change occurs in the temperature dependence of the average inherent structure energy. Chapters 4-6 describe analytical and numerical approaches to solve kinetic models of glassy dynamics for various observables. The β process is modeled as a thermally activated event in a two-level system and the a process is described as a β relaxation mediated cooperative transition in a double-well. The model resembles a landscape picture, conceived by Stillinger [Science 267, 1935 (1995)], where the a process is assumed to involve a concerted series of the β processes, the latter being identified as elementary relaxations involving transitions between contiguous basins. For suitable choice of parameter values, the model could reproduce many of the experimentally observed features of anomalous heat capacity behavior during a temperature cycle through the glass transition as described in chapter 4. The overshoot of the heat capacity during the heating scan that marks the glass transition is found to be caused by a delayed energy relaxation. Chapter 5 shows that the model can also predict a frequency dependent heat capacity that reflects the two-step relaxation behavior. The high-frequency peak in the heat capacity spectra appears with considerably larger amplitude than the low-frequency peak, the latter being due to the a relaxation. The model, when simplified with a modified description of the a process that involves an irreversible escape from a metabasin, can be solved analytically for the relaxation time. This version of the model captures salient features of the structural relaxation in glassy systems as described in chapter 6. In Part II, thermotropic liquid crystals are studied in molecular dynamics simulations using primarily the family of the Gay-Berne model systems. To start with, chapter 7 provides a brief introduction to thermotropic liquid crystals, especially from the perspective of the issues discussed in the following chapters. This chapter ends up with a detail description of the family of the Gay-Berne models. Chapter 8 demonstrates that a model system for calamitic liquid crystal (comprising rod-like molecules) could capture the short-to-intermediate time power law decay in the OKE signal near the isotropic-nematic (I-N) phase transition as observed experimentally. The single-particle second rank orientational time correlation function (OTCF) for the model liquid crystalline system is also found to sustain a power law decay regime in the isotropic phase near the I-N transition. On transit across the I-N phase boundary, two power law decay regimes, separated by a plateau, emerge giving rise to a step-like feature in the single-particle second rank OTCF. When the time evolution of the rotational non-Gaussian parameter is monitored as a diagnostic of spatially heterogeneous dynamics, a dominant peak is found to appear following a shoulder at short times, signaling the growth of pseudonematic domains. These observations are compared with those relevant ones obtained for the supercooled binary mixture, as discussed in chapter 2, in the spirit of the analogy suggested recently by Fayer and coworkers [J. Chem. Phys. 118, 9303 (2003)]. In chapter 9, orientational dynamics across the I-N transition are investigated in a variety of model systems of thermotropic liquid crystals. A model discotic system that consists of disc-like molecules as well as a lattice system have been considered in the quest of a universal short-to-intermediate time power law decay in orientational relaxation, if any. A surprisingly general power law decay at short to intermediate times in orientational relaxation is observed in all these systems. While the power law decay of the OKE signal has been recently observed experimentally in calamitic systems near the I-N phase boundary and in the nematic phase by Fayer and coworkers [J. Chem. Phys. 116, 6339 (2002), J. Phys. Chem. B 109, 6514 (2005)], the prediction for the discotic system can be tested in experiments. Chapter 10 presents the energy landscape view of phase transitions and slow dynamics in thermotropic liquid crystals by determining the inherent structures of a family of one-component Gay-Berne model systems. This study throws light on the interplay between the orientational order and the translational order in the mesophases the systems exhibit. The onset of the growth of the orientational order in the parent phase is found to induce a translational order, resulting in a smectic-like layer in the underlying inherent structures. The inherent structures, surprisingly, never seem to sustain orientational order alone if the parent nematic phase is sandwiched between the high-temperature isotropic phase and the low-temperature smectic phase. The Arrhenius temperature dependence of the orientational relaxation time breaks down near the I-N transition and this breakdown is found to occur at a temperature below which the system explores increasingly deeper potential energy minima. There exists a remarkable similarity in the manner of exploration of the potential energy landscape between the Gay-Berne systems studied here and the well known Kob-Andersen binary mixture reported previously [Nature, 393, 554 (1998)]. In search of a dynamical signature of the coupling between orientational order and translational order, anisotropic translational diffusion in the nematic phase has been investigated in the Gay-Berne model systems as described in chapter 11. The translational diffusion coefficient parallel to the director D// is found to first increase and then decrease as the temperature drops through the nematic phase. This reversal occurs where the smectic order parameter of the underlying inherent structures becomes significant for the first time. The non-monotonic temperature behavior of D// can thus be viewed from an energy landscape analysis as a dynamical signature of the coupling between orientational and translational order at the microscopic level. Such a view is likely to form the foundation of a theoretical framework to explain the anisotropic translation diffusion. Chapter 12 investigates the validity of the Debye model of rotational diffusion near the I-N phase boundary with a molecular dynamics simulation study of a Gay-Berne model system for calamitic liquid crystals. The Debye model is found to break down near the I-N phase transition. The breakdown, unlike the one observed in supercooled molecular liquids where a jump diffusion model is often invoked, is attributed to the growth of orientational pair correlation. A mode-coupling theory analysis is provided in support of the explanation. Chapter 13 presents a molecular dynamics study of a binary mixture of prolate ellipsoids of revolution with different aspect ratios interacting with each other through a generalized Gay-Berne potential. Such a study allows to investigate directly the aspect ratio dependence of the dynamical behavior. In the concluding note, chapter 14 starts with a brief summary of the outcome of the thesis and ends up with suggestion of a few relevant problems that may prove worthwhile to be addressed in future.

Pas de résumé
The local cortical network connectivity significantly deviates from a random network, giving rise to fine structure at the neuron-to-neuron level. In this study, we have investigated the effects of these fine structures on network dynamics and function. We have investigated two types of fine structure, namely, excess bidirectionality and feature specific connectivity. The study of the effects of excess bidirectionality was conducted in a conductance-based model of layer 2/3 in rodent V1. Through large scale numerical simulations, we showed that excess bidirectional connections in the inhibitory population leads to slower dynamics. Remarkably, we found that bidirectional connections between inhibitory cells are more efficacious in slowing down the dynamics than those between the excitatory cells. Additionally, bidirectional connections between inhibitory cells increases the trial-to-trial variability, while between the excitatory and inhibitory populations it reduces the variability leading to improved coding efficiency. Our results suggest that the strong reciprocal connections between excitatory and PV+ cells that have been experimentally reported can improve coding efficiency by reducing the signal-to-noise ratio. The second part of this work involved an analytical study of a model of layer 2/3 rodent V1 with binary neurons. In our study, we assumed that neurons in layer 4 were selective to stimuli orientation. Our results account for the changes in tuning properties observed during the critical period in mouse V1. Prior to the critical period, the connectivity between pyramidal neurons in the mouse V1 is non-specific. Following previous studies of spiking networks, we analytically demonstrated that with such connectivity, layer 2/3 neurons in our model develop orientation selectivity. A small fraction of strong feature specific connections between pyramidal cells have been reported in the mouse V1 after the critical period. We showed that, in spite of their small number, such connections can substantially impact the tuning of layer 2/3 cells to orientation: excitatory neurons become more selective and through non-specific global changes in their synaptic strengths, the inhibitory cells become more broadly tuned

Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico
O objetivo deste trabalho à estudar as propriedades estruturais e dinÃmicas de um sistema binÃrio clÃssico consistindo de partÃculas carregadas que estÃo confinadas em um canal bidimensional. Tal sistema à descrito na literatura como quasi-unidimensional, e esta relevÃncia apoia-se na possibilidade de aplicaÃÃes tecnolÃgicas, como tem sido mostrado recentemente na literatura cientÃfica, bem como no interesse e entendimento em propriedades da FÃsica da matÃria condensada. Apesar do carÃter teÃrico do presente estudo, diversos sistemas experimentais podem ser descritos pelo modelo aqui considerado. O resumo do conteÃdo deste trabalho à apresentado em cada capÃtulo. No capÃtulo 1, à dada uma visÃo geral do presente trabalho. O conceito da cristalizaÃÃo de Wigner à introduzido e sÃo dados exemplos de sistemas experimentais, que exibem uma fase ordenada sob circunstÃncias apropriadas. Discute-se a FÃsica dos plasmas complexos, das suspensÃes coloidais e aplicaÃÃes em sistemas biolÃgicos. Uma descriÃÃo do mÃtodo de simulaÃÃo à dada no capÃtulo 2. As transformaÃÃes de escalas sÃo introduzidas a fim de construir um modelo geral, isto Ã, nÃo dependente das caracterÃsticas particulares do sistema, mas somente das quantidades relevantes gerais. Apresenta-se a tÃcnica de simulaÃÃo por DinÃmica Molecular (DM), focalizando tambÃm a DinÃmica de Langevin. A competiÃÃo entre a interaÃÃo entre partÃcula, na forma de repulsÃo eletrostÃtica, e o confinamento externo, que à suposto parabÃlico e age somente em uma direÃÃo, gera uma estrutura de cadeias no sistema. Uma descriÃÃo do modelo, bem como a aproximaÃÃo harmÃnica utilizada para o cÃlculo dos modos normais e o cÃlculo da energia por partÃcula das vÃrias estruturas de cadeias sÃo dadas no capÃtulo 3. A configuraÃÃo do estado fundamental, as transiÃÃes estruturais de fase e modos normais para o sistema binÃrio de cadeias sÃo examinadas no capÃtulo 4. Para baixas densidades as partÃculas cristalizam-se em uma Ãnica cadeia; com o aumento da densidade uma transiÃÃo zig − zag ocorre e a Ãnica cadeia se parte em duas. Observa-se que esta transiÃÃo estrutural à caracterizada por uma quebra espontÃnea de simetria. Com o aumento da densidade, o sistema passa para quatro cadeias (caso 1) (partÃculas nÃo alinhadas na vertical), onde a transiÃÃo de duas para quatro cadeias (caso 1) ocorre com uma transiÃÃo zig − zag, em cada uma das cadeias, acompanhadas por um deslocamento ao longo da direÃÃo da cadeia. EntÃo com um aumento da densidade conduzirà a uma nova estrutura de quatro cadeias (caso 2) (partÃculas alinhadas na vertical). As propriedades dinÃmicas aqui consideradas resumem-se ao espectro de fÃnons, no qual o nÃmero de modos normais à igual ao dobro do nÃmero de partÃculas na cÃlula unitÃria. As conclusÃes e perspectivas sÃo apresentadas no capÃtulo 5.
The aim of this work is to study the structural and dynamical properties of a classical binary system of charged particles confined in a two dimensional channel. Such a system is described in the literature as quasi-unidimensional, and its relevance is supported by the possibility of technological applications, shown recently in the scientific literature, and also the interest and understanding of properties in condensed matter physics. Although the theoretical and numerical character of the present work, several experimental systems can be described by the present model. The summary of the contents of this work is presented in each chapter. In chapter 1, a general overview is given. The concept of Wigner crystallization is introduced, and examples of experimental systems, which exhibit such an ordered phase under proper conditions are given. We discuss the physics of complex plasmas, colloidal suspensions and applications in biological systems. A description of the simulation method is given in chapter 2. Scale transformations are introduced in order to construct a general model, i.e. no longer depending on particular features of the system, but only on relevant parameters of a general model. The Molecular Dynamics simulation technique (MD) is presented, focusing on the Langevin Dynamics. The competition between the inter-particle interaction, in the form of the electrostatic repulsion, and the external confinement, which is assumed to be parabolic and act only in one direction, generates a chain-like strutural pattern. A description of the model, the harmonic approach used in the analytical calculations of the normal modes spectrum, and the analytical calculation of the energy per particle of the different chain-configutations are given in chapter 3. The ground state configurations, the structural phase transitions and normal modes of the present chain-like binary system are presented in Chapter 4. In the low density regime particles crystallize in a single chain. When the density is increased a zig-zag transition occurs and the single chain splits into two chains. Such a transition is characterized by a spontaneous symmetry breaking. With the increase of the density the system changes to the four-chains configuration (case 1) (particles not aligned vertically), where the two -> four chains (case 1) transition occurs through a zig-zag transition accompanied by a shift along the chain direction. A further increase of the density will lead the system to a new ground state configuration with four chains (case 2) (particles aligned vertically). The dynamical properties are related to the phonon spectrum, in which the number of normal modes is two times the number particle in the unit cell. The conclusions and perspectives are presented in chapter 5.

Cette thèse est composée de quatre chapitres. Le premier chapitre traite de l'évaluation de produits financiers dans un modèle comportant un saut pour l'actif risque. Ce saut représente la faillite de l'entreprise correspondante. On étudie alors l'évaluation des prix d'options par indifférence d'utilité dans un cadre d'utilité exponentielle. Par des techniques de programmation dynamique on montre que le prix d'un Bond est solution d'une équation différentielle et le prix d'options dépendantes de l'actif est solution d'une équation aux dérives partielles d'Hamilton-Jacobi-Bellman. Le saut dans la dynamique de l'actif risque induit des différences avec le modèle de Merton que nous tentons de quantifier. Le second chapitre traite d'un marché comportant des sauts : les paris sur le football. Nous rappelons les différentes familles de modèles pour un match de football et introduisons un modèle complet permettant d'évaluer les prix des différents produits apparus sur ce marché ces dix dernières années. La complexité de ce modèle nous amène à étudier un modèle simplifié dont nous étudions les implications et calculons les prix obtenus que l'on compare à la réalité. On remarque que la calibration implicite obtenue génère de très bons résultats en produisant des prix très proches de la réalité. Le troisième chapitre développe le problème de fixation des prix par un teneur de marche monopolistique dans le marché des paris binaires. Ce travail est un prolongement direct au problème introduit par Levitt [Lev04]. Nous généralisons en effet son travail aux cas des paris européens et proposons une méthode pour estimer la méthode de cotation utilisée par le book-maker. Nous montrons que deux hypothèses inextricables peuvent expliquer cette fixation des prix. D'une part, l'incertitude du public sur la vraie valeur ainsi que le caractère extrêmement risque-averse du bookmaker. Le quatrième chapitre prolonge quant à lui cette approche au cas de produits financiers non binaires. Nous examinons différents modèles d'offre et de demande et en déduisons, par des techniques de programmation dynamique, des équations aux dérivées partielles dictant la formation des prix d'achat et de vente. Nous montrons finalement que l'écart entre prix d'achat et prix de vente ne dépend pas de la position du teneur de marche dans l'actif considère. Cependant le prix moyen dépend lui fortement de la quantité détenue par le teneur de marche. Une approche simplifiée est finalement proposée dans le cas multidimensionnel
This thesis is composed of four chapters. The first one deals with the pricing of financial products in a single jump model for the risky asset. This jump represents the bankrupcy of the quoted firm. We study the pricing of derivatives in the context of indifference of utility with an exponential utility. By means of dynamic programming we show that the bond price is solution of an ordinary differential equation and that stock price dependent options are solutions of an equation with partial derivatives of Hamilton-Jacobi-Bellman type generalizing the Black-Scholes one. We then try to quantify differences in the price obtained here and the one from Merton model without jump. The second chapter deals with a specific jump market : the soccer betting market. We recall the different model families for a soccer match and introduce some full model which allows to price the products recently born in this market in last ten years. Nevertheless the model complexity leads us to study a simplified model introduced by Dixon and Robinson from which we are able to derive closed formulas and simulate prices that we compare to market prices. We remark that implicit calibration gives pretty goof fit of market data. Third chapter developps the approach of Levitt [Lev04] on price formation in binary betting market held by a monopolistic market-maker operating in a one time step trading. We generalize Levitt results with european format of betting. We show that prices are distorded on the pressure of demand and offer, that phenomena introducing a market probability that allows to price products under this new measure. We identify some best model for demand and offer and market maker strategy and show that probability change is obvious in case of imperfect information about the value of the product. Fourth chapter generalizes this approach to the case of general payoffs and continuous time. The task is more complex and we just derive partial derivative equations from dynamic programming that enable us to give the bid-ask prices of the product traded by the market-maker. One result is that, in most models, bid-ask spread does not depend on the inventory held by the dealer whereas mid-quote price strongly reflects the unbalance of the dealer

Les concepts d'action et de ressource sont omniprésents en informatique. La caractéristique principale d'une action est de changer l'état actuel du système modélisé. Une action peut ainsi être l'exécution d'une instruction dans un programme, l'apprentissage d'un fait nouveau, l'acte concret d'un agent autonome, l'énoncé d'un mot ou encore une tâche planifiée. La caractéristique principale d'une ressource est de pouvoir être divisée, par exemple pour être partagée. Il peut s'agir des cases de la mémoire d'un ordinateur, d'un ensemble d'agents, des différent sens d'une expression, d'intervalles de temps ou de droits d'accès. Actions et ressources correspondent souvent aux dimensions temporelles et spatiales du système modélisé. C'est le cas par exemple de l'exécution d'une instruction sur une case de la mémoire ou d'un groupe d'agents qui coopèrent. Dans ces cas, il est possible de modéliser les actions parallèles comme étant des actions opérant sur des parties disjointes des ressources disponibles. Les logiques modales permettent de modéliser les concepts d'action et de ressource. La sémantique relationnelle d'une modalité unaire est une relation binaire permettant d'accéder à un nouvel état depuis l'état courant. Ainsi une modalité unaire correspond à une action. De même, la sémantique d'une modalité binaire est une relation ternaire permettant d'accéder à deux états. En considérant ces deux états comme des sous-états de l'état courant, une modalité binaire modélise la séparation de ressources. Dans cette thèse, nous étudions des logiques modales utilisées pour raisonner sur les actions, les ressources et la concurrence. Précisément, nous analysons la décidabilité et la complexité du problème de satisfaisabilité de ces logiques. Ces problèmes consistent à savoir si une formule donnée peut être vraie. Pour obtenir ces résultats de décidabilité et de complexité, nous proposons des procédures de décision. Ainsi, nous étudions les logiques modales avec des modalités binaires, utilisées notamment pour raisonner sur les ressources. Nous nous intéressons particulièrement à l'associativité. Alors qu'il est généralement souhaitable que la modalité binaire soit associative, puisque la séparation de ressources l'est, cette propriété rend la plupart des logiques indécidables. Nous proposons de contraindre la valuation des variables propositionnelles afin d'obtenir des logiques décidables ayant une modalité binaire associative. Mais la majeure partie de cette thèse est consacrée à des variantes de la logique dynamique propositionnelle (PDL). Cette logiques possède une infinité de modalités unaires structurée par des opérateurs comme la composition séquentielle, l'itération et le choix non déterministe. Nous étudions tout d'abord des variantes de PDL comparables aux logiques temporelle avec branchement. Nous montrons que les problèmes de satisfaisabilité de ces variantes ont la même complexité que ceux des logiques temporelles correspondantes. Nous étudions ensuite en détails des variantes de PDL ayant un opérateur de composition parallèle de programmes inspiré des logiques de ressources. Cet opérateur permet d'exprimer la séparation de ressources et une notion intéressante d'actions parallèle est obtenue par la combinaison des notions d'actions et de séparation. En particulier, il est possible de décrire dans ces logiques des situations de coopération dans lesquelles une action ne peut être exécutée que simultanément avec une autre. Enfin, la contribution principale de cette thèse est de montrer que, dans certains cas intéressants en pratique, le problème de satisfaisabilité de ces logiques a la même complexité que PDL
The concepts of action and resource are ubiquitous in computer science. The main characteristic of an action is to change the current state of the modeled system. An action may be the execution of an instruction in a program, the learning of a new fact, a concrete act of an autonomous agent, a spoken word or a planned task. The main characteristic of resources is to be divisible, for instance in order to be shared. Resources may be memory cells in a computer, performing agents, different meanings of a phrase, time intervals or access rights. Together, actions and resources often constitute the temporal and spatial dimensions of a modeled system. Consider for instance the instructions of a computer executed at memory cells or a set of cooperating agents. We observe that in these cases, an interesting modeling of concurrency arises from the combination of actions and resources: concurrent actions are actions performed simultaneously on disjoint parts of the available resources. Modal logics have been successful in modeling both concepts of actions and resources. The relational semantics of a unary modality is a binary relation which allows to access another state from the current state. Hence, unary modalities are convenient to model actions. Similarly, the relational semantics of a binary modality is a ternary relation which allows to access two states from the current state. By interpreting these two states as substates of the current state, binary modalities allow to divide states. Hence, binary modalities are convenient to model resources. In this thesis, we study modal logics used to reason about actions, resources and concurrency. Specifically, we analyze the decidability and complexity of the satisfiability problem of these logics. These problems consist in deciding whether a given formula can be true in any model. We provide decision procedures to prove the decidability and state the complexity of these problems. Namely, we study modal logics with a binary modality used to reason about resources. We are particularly interested in the associativity property of the binary modality. This property is desirable since the separation of resources is usually associative too. But the associativity of a binary modality generally makes the logic undecidable. We propose in this thesis to constrain the valuation of propositional variables to make modal logics with an associative binary modality decidable. The main part of the thesis is devoted to the study of variants of the Propositional Dynamic Logic (PDL). These logics features an infinite set of unary modalities representing actions, structured by some operators like sequential composition, iteration and non-deterministic choice. We first study branching time variants of PDL and prove that the satisfiability problems of these logics have the same complexity as the corresponding branching-time temporal logics. Then we thoroughly study extensions of PDL with an operator for parallel composition of actions called separating parallel composition and based on the semantics of binary modalities. This operator allows to reason about resources, in addition to actions. Moreover, the combination of actions and resources provides a convenient expression of concurrency. In particular, these logics can express situations of cooperation where some actions can be executed only in parallel with some other actions. Finally, our main contribution is to prove that the complexity of the satisfiability problem of a practically useful variant of PDL with separating parallel composition is the same as the satisfiability problem of plain PDL

In this thesis I present studies of a number of quantum many-body Bose systems via Quantum Monte Carlo methods. We investigated the dynamic structure factor of a hard-sphere Bose system simulated at T=0 at different densities, from the dilute to the strongly interacting regimes. By increasing the density we observed the spectrum evolves from the weakly interacting Bogoliubov to a phonon-maxon-roton dispersion, but also the emergence of a broad multi-quasiparticle component. For a system with sphere radius and density corresponding to superfluid 4He at equilibrium, we found good agreement with the spectrum in the roton region. In another work, a liquid of distinguishable 4He atoms near freezing at T=1 K was studied to compute the equation of state and static density response function. The results of this study have been used to improve the description of the superfluid-to-solid transition within the Density Functional Theory. Measurements of crystallization kinetics in supercooled liquid p-H2--o-D2 mixtures showed a slowdown with respect to the pure counterparts. In order to contribute to the interpretation of these results we simulated these metastable mixtures. We found differences in the quantum delocalization of the two isotopic molecules, which result in different effective sizes. We characterized also the differences in the local order around the molecules of each species. These results revealed that the observed slowdown is due to purely quantum effects. Finally, in a QMC study of ion Ar+ doped 4He nanodroplets at T=1 K, we computed density profiles, energies, and investigated local order around the Ar+ ion. We found stable solid structures around the ion composed of three solvation shells having the shape of platonic solids: an icosahedron, a dodecahedron, and, again, an icosahedron, with 12, 20, and 12 4He atoms, going from the inner to the outer shell respectively. These results confirmed the interpretation of experimental measurements of the abundances of Ar+@4He nanodroplets.

Ce travail est consacré à l'étude de la viscosité de cisaillement par simulation numérique de dynamique moléculaire classique à l'équilibre avec une attention particulière à l'influence des hautes pressions sur cette propriété. La viscosité est obtenue à partir des trajectoires générées par ces simulations et en appliquant la formule de Green-Kubo. Un large panel de systèmes a été étudié, allant de fluides atomiques purs à un liquide moléculaire, en passant par des mélanges binaires. En premier lieu, nous nous sommes focalisés sur les métaux alcalins. La conclusion majeure de cette étude est que la viscosité des alcalins a un comportement universel sur une large plage du diagramme de phases. Par ailleurs, sur cet intervalle, la relation universelle que nous avons proposée permet de prédire la valeur de la viscosité de n'importe quel élément avec une incertitude inférieure à 10%. La validité de la relation de Stokes-Einstein, reliant le coefficient d'autodiffusion à la viscosité, a également été vérifiée. Une étude systématique a ensuite été menée sur des mélanges modèles de type Lennard-Jones an de tester l'influence des paramètres d'interaction sur le comportement de la viscosité. Une estimation théorique basée sur le modèle de fluide effectif pur a été proposée. D'autre part, la relation de Stokes-Einstein a été étendue aux mélanges avec succès. Ces observations ont été confrontées aux cas de deux alliages réels : K-Cs et Li-Bi. Pour finir, une étude préliminaire a été entreprise sur l'eau en modélisant les interactions par deux potentiels : SPC/E, non polarisable, et BK3, polarisable. L'effet de l'introduction de la polarisabilité sur le calcul de la viscosité a été étudié. La validité des relations de Stokes-Einstein et de Stokes-Einstein-Debye, faisant intervenir la rotation de la molécule, a été évaluée à très haute pression
This work is devoted to the study of the shear viscosity by numerical simulation of equilibrium classical molecular dynamics with a particular attention to the influence of high pressures on this property. From trajectories generated by these simulations and using the Grenn-Kubo formula, the viscosity is obtained. A broad range of systems has been studied, covering from pure atomic fluids to a molecular liquid, as well as binary mixtures. First, we focused on alkali metals. The main outcome of this study is that the viscosity of these metals has a universal behavior over a wide range of phase diagram. Furthermore, over this interval, the universal relation that we have proposed permits the prediction of the viscosity value of any elements with an uncertainty lower than 10%. The validity of the Stokes-Einstein relation, connecting the self-diffusion coefficient and the viscosity, has also been verified. Then, a systematic study has been carried out on model mixtures of Lennard-Jones fluids to test the influence of interaction parameters on the viscosity behavior. A theoretical estimation based on the effective one-component fluid model has been proposed. Moreover, the Stokes-Einstein relation has been successfully extended to mixtures. These observations have been compared with two real alloys: K-Cs and Li-Bi. Lastly, a preliminary study on water has been undertaken by modeling the interactions with two models: SPC/E, non-polarizable and BK3, polarizable. The effect of the introduction of the polarizability on the viscosity has been studied. The validity of Stokes-Einstein and Stokes-Einstein-Debye, involving the rotation of the molecule, has been evaluated under very high pressure

Driven by the difficulty to predict the last financial crisis and possible distortion of predictive power of the conventional financial indicators on economic activity, this thesis provides in-sample and out-of-sample analyses whether financial volatility helps in explaining and forecasting economic activity. Several measures of financial volatility were constructed, such as: realized volatility, volatility following a Generalized Autoregressive Conditional Heteroskedasticity (GARCH) process, common long-run component of volatility estimated by Dynamic Factor Model, Principal Component Analysis and cyclical components of financial volatilities filtered out with Baxter-King filter. I find that statistically there are measures of financial volatility that help in explaining economic activity. Moreover, out-of-sample analysis suggests that the model with term-spread and volatility of financial volatility (volatility of value-weighted returns of market portfolio volatility) performs best in forecasting economic activity. The inclusion of a volatility measure reduces the noise in estimated probabilities of expansions and leads to the lowest number of uncertain periods, i.e. periods for which probability of recession is between 16.86% (percentage of recessions in the sample) and 50%, an event that in some studies is already considered as a recession. Thus, a certain financial volatility measure improves forecasts from the conventional financial indicators, especially during less volatile times. Moreover, the most parsimonious measure of volatility predicts business cycles best. On the other hand, industrial production growth seems to be barely affected by financial volatility measures, which tend to be a better predictor for the direction of the future path of the economy than the actual growth rate.

Banking crises, albeit rare, can have nefarious consequences. As such, it is relevant to understand not only what factors cause these crises, but what variables can be used in their early detection. Economic integration still requires country speci cities to be considered in macro-prudential monitoring. This project explores the dynamics of banking crises, the role of economic and stock market growth as warning variables for several European regions. Dynamic probit models are used in a panel dataset. Results show that real GDP, stock market growth and house price growth are good indicators of crisis, and separate models for regions within the Eurozone predict crisis more accurately.

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Small-angle neutron scattering measurements on a series of monodisperse linear entangled polystyrene melts in nonlinear flow through an abrupt 4:1 contraction have been made. Clear signatures of melt deformation and subsequent relaxation can be observed in the scattering patterns, which were taken along the centerline. These data are compared with the predictions of a recently derived molecular theory. Two levels of molecular theory are used: a detailed equation describing the evolution of molecular structure over all length scales relevant to the scattering data and a simplified version of the model, which is suitable for finite element computations. The velocity field for the complex melt flow is computed using the simplified model and scattering predictions are made by feeding these flow histories into the detailed model. The modeling quantitatively captures the full scattering intensity patterns over a broad range of data with independent variation of position within the contraction geometry, bulk flow rate and melt molecular weight. The study provides a strong, quantitative validation of current theoretical ideas concerning the microscopic dynamics of entangled polymers which builds upon existing comparisons with nonlinear mechanical stress data. Furthermore, we are able to confirm the appreciable length scale dependence of relaxation in polymer melts and highlight some wider implications of this phenomenon.

The thesis involves computer simulation and theoretical studies of dynamics of water under confinement and structural transformation in different complex systems. Based on the systems and phenomena of interest, the work has been classified in to three major parts: I. Dynamics of water under confinement II. Dynamics of water in presence of amphiphilic solutes III. Structural transformation in complex systems The three parts have further been divided into nine chapters. Brief chapter wise outline of the thesis is discussed below. Part I deals with the dynamics of water in confined systems. In Chapter I.1, we provide a brief introduction of water dynamics inc on fined systems. We also give a brief outline of relevant experimental and theoretical techniques used to study the water dynamics under confinement. Chapter I.2 describes a model based analytical study of dynamical correlation in confined systems. Here, we introduce a novel one dimensional Ising model to investigate the propagation and annihilation of dynamical correlations in confined systems and to understand the intriguing shortening of the orientational relaxation time that has been reported for small sized reverse micelles (RMs).In our model, the two spins located at the two end cells are oriented in the opposite directions to mimic the surface effects present in the real systems. These produce opposing polarizations which propagate from the surface to the center, thus producing bulk like condition at the center. This model can be solved analytically for short chains. For long chains, we solve the model numerically with Glauber spin flip dynamics (and also with Metropolis single-spin flip Monte Carlo algorithm).We show that the model satisfactorily reproduces many of the features observed in experiments. Due to the destructive interference among correlations that propagate from the surface to the core, one of the rotational relaxation time components decays faster than the bulk. In general, the relaxation of spins is non-exponential due to the interplay between various interactions. In the limit of strong coupling between the spins or in the limit of low temperature, the nature of the relaxation of spins undergoes a change with the emergence of homogeneous dynamics, where the decay is predominantly exponential. In Chapter I.3, layer-wise distance dependent orientation relaxation of water confined in reverse micelle s(RM)is studied using theoretical and computational tools. We use both a newly constructed spins on a ring (SOR) Ising-type model with modified Shore-Zwanzig rotational dynamics and atomistic simulations with explicit water. Our study explores the size effect of RMs and the role of intermolecular correlations, compromised by the presence of a highly polar surface, on the distance (from the surface) dependence of water relaxation. The SOR model can capture some aspects of distance dependent orientation relaxation, such as acceleration of orientation relaxation at intermediate layers. In atomistic simulations, layer-wise decomposition of hydrogen bond (H-bond) formation pattern clearly reveal that the H-bond arrangement of water at a certain distance away from the surface can remain frustrated due to interaction with the polar surface head groups. We show that this layer-wise analysis also reveals the presence of a non-monotonic, slow relaxation component which can be attributed to the frustration effect and is accentuated in small to intermediate size RMs. For larger RMs, the long-time component decreases monotonically from the interface to the interior of the RMs with slowest relaxation observed at the interface. In ChapterI.4, we present theoretical two dimensional infrared spectroscopic (2D-IR) studies of water confined within RMs of various sizes. Here we focus again mainly on the altered dynamics of confined water by performing a layer-wise decomposition of water. We aim to quantify the relative contributions to the calculated 2D-IR spectra by water molecules located in different layers. The spectra of 0-1 transition clearly show substantial elongation along the diagonal, due to in homogeneous broadening and incomplete spectral diffusion, in the surface water layer of different size of RMs studied in this work. Our study reveals that the motion of the surface water molecules is sub-diffusive, establishing the constrained nature of their dynamics. This is further supported by the two peak nature of the angular analogue of the van Hove correlation function. With increasing system size the motion of water molecules becomes more diffusive in nature and the structural diffusion is observed to be almost completed in the central layer of larger RMs. Comparisons between experiment and simulation help establishing the correspondence between the spectral decomposition available in experimental 2D-IR with the spatial decomposition of simulated 2D-IR. Simulations also allow a quantitative exploration of the relative role of water, sodium ions and sulfonate head groups in irrational dephasing. Interestingly, the negative cross correlation between forces on oxygen and hydrogen of O-H bond in bulk water significantly decreases in the surface layer of different RMs. This negative cross correlation gradually increases in the central layer with increasing size of the RMs and this is found to be partly responsible for the faster relaxation rate of water in the central layer. Part II consists of two chapters and focuses on the dynamics of water in presence of amphiphilic solutes. In Chapter II.1, we present a brief introduction of water – DMSO binary mixture and various anomalous properties of the same. In Chapter II.2, we present theoretical IR study of water dynamics in water–DMSO binary mixtures of different compositions. We show that with increasing DMSO concentration, the IR absorption peak maxima show the presence of structural transformation in similar concentration range, observed in earlier studies. Analysis of H-bonded network near hydrophilic and hydrophobic part of DMSO also suggests that average number of hydrogen bonds near the hydrophobic parts possess maxima at the same concentration range. We also show that with increasing DMSO concentration water dynamics becomes very slow. This has been supported by the diagonal elongation of the 2D-IR spectra and also the slow decay of frequency fluctuation correlation n function (FFCF) and the orientation time correlation function (OTCF). The decoupling of the OTCF establishes that water-DMSOH-bond is much stronger than that of water-water. The last part (Part III) consists of three chapters that deal with structural transformation in various complex systems. In Chapter III.1, we introduce polydisperse systems and present existing theoretical, computer simulation and experimental studies. It also contains the importance and diversity of polydisperse system in nature. In Chapter III.2, we present computer simulation study of melting of polydisperse Lennard-Jones (LJ) system with Gaussian polydispersity in size. The phase diagram reproduces the existence of an early temperature in variant terminal polydispersity (δt0.11), with no signature of re-entrant melting. The absence of re-entrant melting can be attributed to the influence of attractive part of the potential on melting. We find that at terminal polydispersity the fractional density change approaches zero that seems to arise from vanishingly small compressibility of the disordered phase. At constant temperature and volume fraction system undergoes a sharp transition from crystalline solid to disordered state with increasing polydispersity. This has been quantified by second and third order rotational invariant bond orientational orders as well as by the average inherent structure energy. The translational order parameter also indicates similar structural change The free energy calculation further supports the nature of the transition. The third order bond orientational order shows that with increasing polydispersity, local cluster favors more icosahedral-like arrangements and thus the system loses its crystalline symmetry. In Chapter III.3, we present study of phase transition and effect of confinement on it in SOR model. This system is similar to our SOR model discussed in Chapter I.3. The spins execute continuous rotation under a modified XY Hamiltonian. In order to understand the nature of phase transition in such confined spin systems we have performed extensive Monte Carlo simulations. The system size dependence of Binders cumulant, specific heat, order parameter and finite size scaling of order parameter universally suggest the existence of a phase transition. The absence of hysteresis and Scaling of Binders energy cumulant minimum confirm the continuous nature of the transition. The finite size scaling analyses give rise to the mean field nature of the transition. Plausible applications of the proposed model in modeling dipolar liquids in confined systems are also discussed. In Appendix A, we discuss a preliminary study of front propagation in a non-equilibrium system. The model system analogous to the super cooled liquid shows non-Avrami domain growth during rejuvenation. The origin of the non-Avrami nature of the domain growth and the presence of cross over are also discussed. In Appendix B, we discuss umbrella a sampling technique and WHAM analysis which is used in ChapterIII.2 to get the free energy of polydisperse LJ system.