Geometric and Combinatorial Aspects of NonEquilibrium Statistical Mechanics

Non-Equilibrium Statistical Mechanics is a broad subject. Grossly speaking, it deals with systems which have not yet relaxed to an equilibrium state, or else with systems which are in a steady non-equilibrium state, or with more general situations. They are characterized by external forcing and internal fluxes, resulting in a net production of entropy which quantifies dissipation and the extent by which, by the Second Law of Thermodynamics, time-reversal invariance is broken. In this thesis we discuss some of the mathematical structures involved with generic discrete-state-space non-equilibrium systems, that we depict with networks in all analogous to electrical networks. We define suitable observables and derive their linear regime relationships, we discuss a duality between external and internal observables that reverses the role of the system and of the environment, we show that network observables serve as constraints for a derivation of the minimum entropy production principle. We dwell on deep combinatorial aspects regarding linear response determinants, which are related to spanning tree polynomials in graph theory, and we give a geometrical interpretation of observables in terms of Wilson loops of a connection and gauge degrees of freedom. We specialize the formalism to continuous-time Markov chains, we give a physical interpretation for observables in terms of locally detailed balanced rates, we prove many variants of the fluctuation theorem, and show that a well-known expression for the entropy production due to Schnakenberg descends from considerations of gauge invariance, where the gauge symmetry is related to the freedom in the choice of a prior probability distribution. As an additional topic of geometrical flavor related to continuous-time Markov chains, we discuss the Fisher-Rao geometry of nonequilibrium decay modes, showing that the Fisher matrix contains information about many aspects of non-equilibrium behavior, including non-equilibrium phase transitions and superposition of modes. We establish a sort of statistical equivalence principle and discuss the behavior of the Fisher matrix under time-reversal. To conclude, we propose that geometry and combinatorics might greatly increase our understanding of nonequilibrium phenomena.

New perspectives in statistical mechanics and high-dimensional inference

The main purpose of this thesis is to go beyond two usual assumptions that accompany theoretical analysis in spin-glasses and inference: the i.i.d. (independently and identically distributed) hypothesis on the noise elements and the finite rank regime. The first one appears since the early birth of spin-glasses. The second one instead concerns the inference viewpoint. Disordered systems and Bayesian inference have a well-established relation, evidenced by their continuous cross-fertilization. The thesis makes use of techniques coming both from the rigorous mathematical machinery of spin-glasses, such as the interpolation scheme, and from Statistical Physics, such as the replica method. The first chapter contains an introduction to the Sherrington-Kirkpatrick and spiked Wigner models. The first is a mean field spin-glass where the couplings are i.i.d. Gaussian random variables. The second instead amounts to establish the information theoretical limits in the reconstruction of a fixed low rank matrix, the “spike”, blurred by additive Gaussian noise. In chapters 2 and 3 the i.i.d. hypothesis on the noise is broken by assuming a noise with inhomogeneous variance profile. In spin-glasses this leads to multi-species models. The inferential counterpart is called spatial coupling. All the previous models are usually studied in the Bayes-optimal setting, where everything is known about the generating process of the data. In chapter 4 instead we study the spiked Wigner model where the prior on the signal to reconstruct is ignored. In chapter 5 we analyze the statistical limits of a spiked Wigner model where the noise is no longer Gaussian, but drawn from a random matrix ensemble, which makes its elements dependent. The thesis ends with chapter 6, where the challenging problem of high-rank probabilistic matrix factorization is tackled. Here we introduce a new procedure called "decimation" and we show that it is theoretically to perform matrix factorization through it.

Statistical mechanics formalism and methods for the analysis of real networks

This thesis provides a thoroughly theoretical background in network theory and shows novel applications to real problems and data. In the first chapter a general introduction to network ensembles is given, and the relations with “standard” equilibrium statistical mechanics are described. Moreover, an entropy measure is considered to analyze statistical properties of the integrated PPI-signalling-mRNA expression networks in different cases. In the second chapter multilayer networks are introduced to evaluate and quantify the correlations between real interdependent networks. Multiplex networks describing citation-collaboration interactions and patterns in colorectal cancer are presented. The last chapter is completely dedicated to control theory and its relation with network theory. We characterise how the structural controllability of a network is affected by the fraction of low in-degree and low out-degree nodes. Finally, we present a novel approach to the controllability of multiplex networks

Predictability in Social Science, The statistical mechanics approach.

The subject of this work concerns the study of the immigration phenomenon, with emphasis on the aspects related to the integration of an immigrant population in a hosting one. Aim of this work is to show the forecasting ability of a recent finding where the behavior of integration quantifiers was analyzed and investigated with a mathematical model of statistical physics origins (a generalization of the monomer dimer model). After providing a detailed literature review of the model, we show that not only such a model is able to identify the social mechanism that drives a particular integration process, but it also provides correct forecast. The research reported here proves that the proposed model of integration and its forecast framework are simple and effective tools to reduce uncertainties about how integration phenomena emerge and how they are likely to develop in response to increased migration levels in the future.

Probabilistic approaches in civil engineering: generation of random fields and structural identification with genetic algorithms

The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

Rigorous results in Spin Glasses and Monomer-Dimer systems

In this work I reported recent results in the field of Statistical Mechanics of Equilibrium, and in particular in Spin Glass models and Monomer Dimer models . We start giving the mathematical background and the general formalism for Spin (Disordered) Models with some of their applications to physical and mathematical problems. Next we move on general aspects of the theory of spin glasses, in particular to the Sherrington-Kirkpatrick model which is of fundamental interest for the work. In Chapter 3, we introduce the Multi-species Sherrington-Kirkpatrick model (MSK), we prove the existence of the thermodynamical limit and the Guerra's Bound for the quenched pressure together with a detailed analysis of the annealed and the replica symmetric regime. The result is a multidimensional generalization of the Parisi's theory. Finally we brie y illustrate the strategy of the Panchenko's proof of the lower bound. In Chapter 4 we discuss the Aizenmann-Contucci and the Ghirlanda-Guerra identities for a wide class of Spin Glass models. As an example of application, we discuss the role of these identities in the proof of the lower bound. In Chapter 5 we introduce the basic mathematical formalism of Monomer Dimer models. We introduce a Gaussian representation of the partition function that will be fundamental in the rest of the work. In Chapter 6, we introduce an interacting Monomer-Dimer model. Its exact solution is derived and a detailed study of its analytical properties and related physical quantities is performed. In Chapter 7, we introduce a quenched randomness in the Monomer Dimer model and show that, under suitable conditions the pressure is a self averaging quantity. The main result is that, if we consider randomness only in the monomer activity, the model is exactly solvable.

EoR in alternative cosmological scenarios

The aim of this Thesis is to investigate the possibility that the observations related to the epoch of reionization can probe not only the evolution of the IGM state, but also the cosmological background in which this process occurs. In fact, the history of the IGM ionization is indeed affected by the evolution of the sources of ionizing photons that, under the assumption of a structure formation paradigm determined by the hierarchic growth of the matter uctuations, results strongly dependent on the characteristics of the background universe. For the purpose of our investigation, we have analysed the reionization history in innovative cosmological frameworks, still in agreement with the recent observational tests related to the SNIa and the CMB probes, comparing our results with the reionization scenario predicted by the commonly used LCDM cosmology. In particular, in this Thesis we have considered two different alternative universes. The first one is a at universe dominated at late epochs by a dynamic dark energy component, characterized by an equation of state evolving in time. The second cosmological framework we have assumed is a LCDM characterized by a primordial overdensity field having a non-Gaussian probability distribution. The reionization scenario have been investigated, in this Thesis, through semi-analytic approaches based on the hierarichic growth of the matter uctuations and on suitable assumptions concerning the ionization and the recombination of the IGM. We make predictions for the evolution and the distribution of the HII regions, and for the global features of reionization, that can be constrained by future observations. Finally, we brie y discuss the possible future prospects of this Thesis work.

An equilibrium approach to modelling social interaction

The aim of this work is to put forward a statistical mechanics theory of social interaction, generalizing econometric discrete choice models. After showing the formal equivalence linking econometric multinomial logit models to equilibrium statical mechanics, a multi- population generalization of the Curie-Weiss model for ferromagnets is considered as a starting point in developing a model capable of describing sudden shifts in aggregate human behaviour. Existence of the thermodynamic limit for the model is shown by an asymptotic sub-additivity method and factorization of correlation functions is proved almost everywhere. The exact solution for the model is provided in the thermodynamical limit by nding converging upper and lower bounds for the system's pressure, and the solution is used to prove an analytic result regarding the number of possible equilibrium states of a two-population system. The work stresses the importance of linking regimes predicted by the model to real phenomena, and to this end it proposes two possible procedures to estimate the model's parameters starting from micro-level data. These are applied to three case studies based on census type data: though these studies are found to be ultimately inconclusive on an empirical level, considerations are drawn that encourage further refinements of the chosen modelling approach, to be considered in future work.

L'efficienza degli indici azionari: un'analisi empirica

La studio dell’efficienza di un indice azionario ha accresciuto la propria importanza nell’industria dell’asset management a seguito della diffusione dell’utilizzo di benchmark e investimenti indicizzati. Il presente lavoro valuta il livello di efficienza dei principali indici del mercato azionario statunitense, dell’Area Euro e italiano. Lo studio empirico ricorre a quattro misure di efficienza: il GRS, un test small-sample multivariato fondato sul CAPM; il test large sample di Wald, implementato tramite una simulazione bootstrap; il test GMM, che è stato applicato in una cornice non-gaussiana attraverso una simulazione block bootstrap; la misura di efficienza relativa di Kandel e Stambaugh. I risultati empirici forniscono una prova evidente della superiore efficienza degli indici equiponderati. Questa conclusione è interpretata sulla base della letteratura scientifica esistente, analizzando le diverse cause di ordine teorico ed empirico che sono state proposte.

Rainfall spatial predictions: a two-part model and its assessment

Spatial prediction of hourly rainfall via radar calibration is addressed. The change of support problem (COSP), arising when the spatial supports of different data sources do not coincide, is faced in a non-Gaussian setting; in fact, hourly rainfall in Emilia-Romagna region, in Italy, is characterized by abundance of zero values and right-skeweness of the distribution of positive amounts. Rain gauge direct measurements on sparsely distributed locations and hourly cumulated radar grids are provided by the ARPA-SIMC Emilia-Romagna. We propose a three-stage Bayesian hierarchical model for radar calibration, exploiting rain gauges as reference measure. Rain probability and amounts are modeled via linear relationships with radar in the log scale; spatial correlated Gaussian effects capture the residual information. We employ a probit link for rainfall probability and Gamma distribution for rainfall positive amounts; the two steps are joined via a two-part semicontinuous model. Three model specifications differently addressing COSP are presented; in particular, a stochastic weighting of all radar pixels, driven by a latent Gaussian process defined on the grid, is employed. Estimation is performed via MCMC procedures implemented in C, linked to R software. Communication and evaluation of probabilistic, point and interval predictions is investigated. A non-randomized PIT histogram is proposed for correctly assessing calibration and coverage of two-part semicontinuous models. Predictions obtained with the different model specifications are evaluated via graphical tools (Reliability Plot, Sharpness Histogram, PIT Histogram, Brier Score Plot and Quantile Decomposition Plot), proper scoring rules (Brier Score, Continuous Rank Probability Score) and consistent scoring functions (Root Mean Square Error and Mean Absolute Error addressing the predictive mean and median, respectively). Calibration is reached and the inclusion of neighbouring information slightly improves predictions. All specifications outperform a benchmark model with incorrelated effects, confirming the relevance of spatial correlation for modeling rainfall probability and accumulation.

Advanced Mission Synthesis Algorithms for Vibration-based Accelerated Life-testing

In the field of vibration qualification testing, with the popular Random Control mode of shakers, the specimen is excited by random vibrations typically set in the form of a Power Spectral Density (PSD). The corresponding signals are stationary and Gaussian, i.e. featuring a normal distribution. Conversely, real-life excitations are frequently non-Gaussian, exhibiting high peaks and/or burst signals and/or deterministic harmonic components. The so-called kurtosis is a parameter often used to statistically describe the occurrence and significance of high peak values in a random process. Since the similarity between test input profiles and real-life excitations is fundamental for qualification test reliability, some methods of kurtosis-control can be implemented to synthesize realistic (non-Gaussian) input signals. Durability tests are performed to check the resistance of a component to vibration-based fatigue damage. A procedure to synthesize test excitations which starts from measured data and preserves both the damage potential and the characteristics of the reference signals is desirable. The Fatigue Damage Spectrum (FDS) is generally used to quantify the fatigue damage potential associated with the excitation. The signal synthesized for accelerated durability tests (i.e. with a limited duration) must feature the same FDS as the reference vibration computed for the component’s expected lifetime. Current standard procedures are efficient in synthesizing signals in the form of a PSD, but prove inaccurate if reference data are non-Gaussian. This work presents novel algorithms for the synthesis of accelerated durability test profiles with prescribed FDS and a non-Gaussian distribution. An experimental campaign is conducted to validate the algorithms, by testing their accuracy, robustness, and practical effectiveness. Moreover, an original procedure is proposed for the estimation of the fatigue damage potential, aiming to minimize the computational time. The research is thus supposed to improve both the effectiveness and the efficiency of excitation profile synthesis for accelerated durability tests.

Relationships between running economy and mechanics in middle-distance runners

Running economy (RE), i.e. the oxygen consumption at a given submaximal speed, is an important determinant of endurance running performance. So far, investigators have widely attempted to individuate the factors affecting RE in competitive athletes, focusing mainly on the relationships between RE and running biomechanics. However, the current results are inconsistent and a clear mechanical profile of an economic runner has not been yet established. The present work aimed to better understand how the running technique influences RE in sub-elite middle-distance runners by investigating the biomechanical parameters acting on RE and the underlying mechanisms. Special emphasis was given to accounting for intra-individual variability in RE at different speeds and to assessing track running rather than treadmill running. In Study One, a factor analysis was used to reduce the 30 considered mechanical parameters to few global descriptors of the running mechanics. Then, a biomechanical comparison between economic and non economic runners and a multiple regression analysis (with RE as criterion variable and mechanical indices as independent variables) were performed. It was found that a better RE was associated to higher knee and ankle flexion in the support phase, and that the combination of seven individuated mechanical measures explains ∼72% of the variability in RE. In Study Two, a mathematical model predicting RE a priori from the rate of force production, originally developed and used in the field of comparative biology, was adapted and tested in competitive athletes. The model showed a very good fit (R2=0.86). In conclusion, the results of this dissertation suggest that the very complex interrelationships among the mechanical parameters affecting RE may be successfully dealt with through multivariate statistical analyses and the application of theoretical mathematical models. Thanks to these results, coaches are provided with useful tools to assess the biomechanical profile of their athletes. Thus, individual weaknesses in the running technique may be identified and removed, with the ultimate goal to improve RE.

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Statistical properties of Radio Halos and the re-acceleration model

Galaxy clusters occupy a special position in the cosmic hierarchy as they are the largest bound structures in the Universe. There is now general agreement on a hierarchical picture for the formation of cosmic structures, in which galaxy clusters are supposed to form by accretion of matter and merging between smaller units. During merger events, shocks are driven by the gravity of the dark matter in the diffuse barionic component, which is heated up to the observed temperature. Radio and hard-X ray observations have discovered non-thermal components mixed with the thermal Intra Cluster Medium (ICM) and this is of great importance as it calls for a “revision” of the physics of the ICM. The bulk of present information comes from the radio observations which discovered an increasing number of Mpcsized emissions from the ICM, Radio Halos (at the cluster center) and Radio Relics (at the cluster periphery). These sources are due to synchrotron emission from ultra relativistic electrons diffusing through µG turbulent magnetic fields. Radio Halos are the most spectacular evidence of non-thermal components in the ICM and understanding the origin and evolution of these sources represents one of the most challenging goal of the theory of the ICM. Cluster mergers are the most energetic events in the Universe and a fraction of the energy dissipated during these mergers could be channelled into the amplification of the magnetic fields and into the acceleration of high energy particles via shocks and turbulence driven by these mergers. Present observations of Radio Halos (and possibly of hard X-rays) can be best interpreted in terms of the reacceleration scenario in which MHD turbulence injected during these cluster mergers re-accelerates high energy particles in the ICM. The physics involved in this scenario is very complex and model details are difficult to test, however this model clearly predicts some simple properties of Radio Halos (and resulting IC emission in the hard X-ray band) which are almost independent of the details of the adopted physics. In particular in the re-acceleration scenario MHD turbulence is injected and dissipated during cluster mergers and thus Radio Halos (and also the resulting hard X-ray IC emission) should be transient phenomena (with a typical lifetime <» 1 Gyr) associated with dynamically disturbed clusters. The physics of the re-acceleration scenario should produce an unavoidable cut-off in the spectrum of the re-accelerated electrons, which is due to the balance between turbulent acceleration and radiative losses. The energy at which this cut-off occurs, and thus the maximum frequency at which synchrotron radiation is produced, depends essentially on the efficiency of the acceleration mechanism so that observations at high frequencies are expected to catch only the most efficient phenomena while, in principle, low frequency radio surveys may found these phenomena much common in the Universe. These basic properties should leave an important imprint in the statistical properties of Radio Halos (and of non-thermal phenomena in general) which, however, have not been addressed yet by present modellings. The main focus of this PhD thesis is to calculate, for the first time, the expected statistics of Radio Halos in the context of the re-acceleration scenario. In particular, we shall address the following main questions: • Is it possible to model “self-consistently” the evolution of these sources together with that of the parent clusters? • How the occurrence of Radio Halos is expected to change with cluster mass and to evolve with redshift? How the efficiency to catch Radio Halos in galaxy clusters changes with the observing radio frequency? • How many Radio Halos are expected to form in the Universe? At which redshift is expected the bulk of these sources? • Is it possible to reproduce in the re-acceleration scenario the observed occurrence and number of Radio Halos in the Universe and the observed correlations between thermal and non-thermal properties of galaxy clusters? • Is it possible to constrain the magnetic field intensity and profile in galaxy clusters and the energetic of turbulence in the ICM from the comparison between model expectations and observations? Several astrophysical ingredients are necessary to model the evolution and statistical properties of Radio Halos in the context of re-acceleration model and to address the points given above. For these reason we deserve some space in this PhD thesis to review the important aspects of the physics of the ICM which are of interest to catch our goals. In Chapt. 1 we discuss the physics of galaxy clusters, and in particular, the clusters formation process; in Chapt. 2 we review the main observational properties of non-thermal components in the ICM; and in Chapt. 3 we focus on the physics of magnetic field and of particle acceleration in galaxy clusters. As a relevant application, the theory of Alfv´enic particle acceleration is applied in Chapt. 4 where we report the most important results from calculations we have done in the framework of the re-acceleration scenario. In this Chapter we show that a fraction of the energy of fluid turbulence driven in the ICM by the cluster mergers can be channelled into the injection of Alfv´en waves at small scales and that these waves can efficiently re-accelerate particles and trigger Radio Halos and hard X-ray emission. The main part of this PhD work, the calculation of the statistical properties of Radio Halos and non-thermal phenomena as expected in the context of the re-acceleration model and their comparison with observations, is presented in Chapts.5, 6, 7 and 8. In Chapt.5 we present a first approach to semi-analytical calculations of statistical properties of giant Radio Halos. The main goal of this Chapter is to model cluster formation, the injection of turbulence in the ICM and the resulting particle acceleration process. We adopt the semi–analytic extended Press & Schechter (PS) theory to follow the formation of a large synthetic population of galaxy clusters and assume that during a merger a fraction of the PdV work done by the infalling subclusters in passing through the most massive one is injected in the form of magnetosonic waves. Then the processes of stochastic acceleration of the relativistic electrons by these waves and the properties of the ensuing synchrotron (Radio Halos) and inverse Compton (IC, hard X-ray) emission of merging clusters are computed under the assumption of a constant rms average magnetic field strength in emitting volume. The main finding of these calculations is that giant Radio Halos are naturally expected only in the more massive clusters, and that the expected fraction of clusters with Radio Halos is consistent with the observed one. In Chapt. 6 we extend the previous calculations by including a scaling of the magnetic field strength with cluster mass. The inclusion of this scaling allows us to derive the expected correlations between the synchrotron radio power of Radio Halos and the X-ray properties (T, LX) and mass of the hosting clusters. For the first time, we show that these correlations, calculated in the context of the re-acceleration model, are consistent with the observed ones for typical µG strengths of the average B intensity in massive clusters. The calculations presented in this Chapter allow us to derive the evolution of the probability to form Radio Halos as a function of the cluster mass and redshift. The most relevant finding presented in this Chapter is that the luminosity functions of giant Radio Halos at 1.4 GHz are expected to peak around a radio power » 1024 W/Hz and to flatten (or cut-off) at lower radio powers because of the decrease of the electron re-acceleration efficiency in smaller galaxy clusters. In Chapt. 6 we also derive the expected number counts of Radio Halos and compare them with available observations: we claim that » 100 Radio Halos in the Universe can be observed at 1.4 GHz with deep surveys, while more than 1000 Radio Halos are expected to be discovered in the next future by LOFAR at 150 MHz. This is the first (and so far unique) model expectation for the number counts of Radio Halos at lower frequency and allows to design future radio surveys. Based on the results of Chapt. 6, in Chapt.7 we present a work in progress on a “revision” of the occurrence of Radio Halos. We combine past results from the NVSS radio survey (z » 0.05 − 0.2) with our ongoing GMRT Radio Halos Pointed Observations of 50 X-ray luminous galaxy clusters (at z » 0.2−0.4) and discuss the possibility to test our model expectations with the number counts of Radio Halos at z » 0.05 − 0.4. The most relevant limitation in the calculations presented in Chapt. 5 and 6 is the assumption of an “averaged” size of Radio Halos independently of their radio luminosity and of the mass of the parent clusters. This assumption cannot be released in the context of the PS formalism used to describe the formation process of clusters, while a more detailed analysis of the physics of cluster mergers and of the injection process of turbulence in the ICM would require an approach based on numerical (possible MHD) simulations of a very large volume of the Universe which is however well beyond the aim of this PhD thesis. On the other hand, in Chapt.8 we report our discovery of novel correlations between the size (RH) of Radio Halos and their radio power and between RH and the cluster mass within the Radio Halo region, MH. In particular this last “geometrical” MH − RH correlation allows us to “observationally” overcome the limitation of the “average” size of Radio Halos. Thus in this Chapter, by making use of this “geometrical” correlation and of a simplified form of the re-acceleration model based on the results of Chapt. 5 and 6 we are able to discuss expected correlations between the synchrotron power and the thermal cluster quantities relative to the radio emitting region. This is a new powerful tool of investigation and we show that all the observed correlations (PR − RH, PR − MH, PR − T, PR − LX, . . . ) now become well understood in the context of the re-acceleration model. In addition, we find that observationally the size of Radio Halos scales non-linearly with the virial radius of the parent cluster, and this immediately means that the fraction of the cluster volume which is radio emitting increases with cluster mass and thus that the non-thermal component in clusters is not self-similar.

Parameters and algorithms to evaluate cardiac mechanics by conductance catheter

This work is structured as follows: In Section 1 we discuss the clinical problem of heart failure. In particular, we present the phenomenon known as ventricular mechanical dyssynchrony: its impact on cardiac function, the therapy for its treatment and the methods for its quantification. Specifically, we describe the conductance catheter and its use for the measurement of dyssynchrony. At the end of the Section 1, we propose a new set of indexes to quantify the dyssynchrony that are studied and validated thereafter. In Section 2 we describe the studies carried out in this work: we report the experimental protocols, we present and discuss the results obtained. Finally, we report the overall conclusions drawn from this work and we try to envisage future works and possible clinical applications of our results. Ancillary studies that were carried out during this work mainly to investigate several aspects of cardiac resynchronization therapy (CRT) are mentioned in Appendix. -------- Ventricular mechanical dyssynchrony plays a regulating role already in normal physiology but is especially important in pathological conditions, such as hypertrophy, ischemia, infarction, or heart failure (Chapter 1,2.). Several prospective randomized controlled trials supported the clinical efficacy and safety of cardiac resynchronization therapy (CRT) in patients with moderate or severe heart failure and ventricular dyssynchrony. CRT resynchronizes ventricular contraction by simultaneous pacing of both left and right ventricle (biventricular pacing) (Chapter 1.). Currently, the conductance catheter method has been used extensively to assess global systolic and diastolic ventricular function and, more recently, the ability of this instrument to pick-up multiple segmental volume signals has been used to quantify mechanical ventricular dyssynchrony. Specifically, novel indexes based on volume signals acquired with the conductance catheter were introduced to quantify dyssynchrony (Chapter 3,4.). Present work was aimed to describe the characteristics of the conductancevolume signals, to investigate the performance of the indexes of ventricular dyssynchrony described in literature and to introduce and validate improved dyssynchrony indexes. Morevoer, using the conductance catheter method and the new indexes, the clinical problem of the ventricular pacing site optimization was addressed and the measurement protocol to adopt for hemodynamic tests on cardiac pacing was investigated. In accordance to the aims of the work, in addition to the classical time-domain parameters, a new set of indexes has been extracted, based on coherent averaging procedure and on spectral and cross-spectral analysis (Chapter 4.). Our analyses were carried out on patients with indications for electrophysiologic study or device implantation (Chapter 5.). For the first time, besides patients with heart failure, indexes of mechanical dyssynchrony based on conductance catheter were extracted and studied in a population of patients with preserved ventricular function, providing information on the normal range of such a kind of values. By performing a frequency domain analysis and by applying an optimized coherent averaging procedure (Chapter 6.a.), we were able to describe some characteristics of the conductance-volume signals (Chapter 6.b.). We unmasked the presence of considerable beat-to-beat variations in dyssynchrony that seemed more frequent in patients with ventricular dysfunction and to play a role in discriminating patients. These non-recurrent mechanical ventricular non-uniformities are probably the expression of the substantial beat-to-beat hemodynamic variations, often associated with heart failure and due to cardiopulmonary interaction and conduction disturbances. We investigated how the coherent averaging procedure may affect or refine the conductance based indexes; in addition, we proposed and tested a new set of indexes which quantify the non-periodic components of the volume signals. Using the new set of indexes we studied the acute effects of the CRT and the right ventricular pacing, in patients with heart failure and patients with preserved ventricular function. In the overall population we observed a correlation between the hemodynamic changes induced by the pacing and the indexes of dyssynchrony, and this may have practical implications for hemodynamic-guided device implantation. The optimal ventricular pacing site for patients with conventional indications for pacing remains controversial. The majority of them do not meet current clinical indications for CRT pacing. Thus, we carried out an analysis to compare the impact of several ventricular pacing sites on global and regional ventricular function and dyssynchrony (Chapter 6.c.). We observed that right ventricular pacing worsens cardiac function in patients with and without ventricular dysfunction unless the pacing site is optimized. CRT preserves left ventricular function in patients with normal ejection fraction and improves function in patients with poor ejection fraction despite no clinical indication for CRT. Moreover, the analysis of the results obtained using new indexes of regional dyssynchrony, suggests that pacing site may influence overall global ventricular function depending on its relative effects on regional function and synchrony. Another clinical problem that has been investigated in this work is the optimal right ventricular lead location for CRT (Chapter 6.d.). Similarly to the previous analysis, using novel parameters describing local synchrony and efficiency, we tested the hypothesis and we demonstrated that biventricular pacing with alternative right ventricular pacing sites produces acute improvement of ventricular systolic function and improves mechanical synchrony when compared to standard right ventricular pacing. Although no specific right ventricular location was shown to be superior during CRT, the right ventricular pacing site that produced the optimal acute hemodynamic response varied between patients. Acute hemodynamic effects of cardiac pacing are conventionally evaluated after stabilization episodes. The applied duration of stabilization periods in most cardiac pacing studies varied considerably. With an ad hoc protocol (Chapter 6.e.) and indexes of mechanical dyssynchrony derived by conductance catheter we demonstrated that the usage of stabilization periods during evaluation of cardiac pacing may mask early changes in systolic and diastolic intra-ventricular dyssynchrony. In fact, at the onset of ventricular pacing, the main dyssynchrony and ventricular performance changes occur within a 10s time span, initiated by the changes in ventricular mechanical dyssynchrony induced by aberrant conduction and followed by a partial or even complete recovery. It was already demonstrated in normal animals that ventricular mechanical dyssynchrony may act as a physiologic modulator of cardiac performance together with heart rate, contractile state, preload and afterload. The present observation, which shows the compensatory mechanism of mechanical dyssynchrony, suggests that ventricular dyssynchrony may be regarded as an intrinsic cardiac property, with baseline dyssynchrony at increased level in heart failure patients. To make available an independent system for cardiac output estimation, in order to confirm the results obtained with conductance volume method, we developed and validated a novel technique to apply the Modelflow method (a method that derives an aortic flow waveform from arterial pressure by simulation of a non-linear three-element aortic input impedance model, Wesseling et al. 1993) to the left ventricular pressure signal, instead of the arterial pressure used in the classical approach (Chapter 7.). The results confirmed that in patients without valve abnormalities, undergoing conductance catheter evaluations, the continuous monitoring of cardiac output using the intra-ventricular pressure signal is reliable. Thus, cardiac output can be monitored quantitatively and continuously with a simple and low-cost method. During this work, additional studies were carried out to investigate several areas of uncertainty of CRT. The results of these studies are briefly presented in Appendix: the long-term survival in patients treated with CRT in clinical practice, the effects of CRT in patients with mild symptoms of heart failure and in very old patients, the limited thoracotomy as a second choice alternative to transvenous implant for CRT delivery, the evolution and prognostic significance of diastolic filling pattern in CRT, the selection of candidates to CRT with echocardiographic criteria and the prediction of response to the therapy.