Comportamento dinamico fuori del piano di pareti murarie: influenza della deformabilità degli impalcati

The aim of this study was to investigate the influence of the diaphragm flexibility on the behavior of out-of-plane walls in masonry buildings. Simplified models have been developed to perform kinematic and dynamic analyses in order to compare the response of walls with different restraint conditions. Kinematic non linear analyses of assemblages of rigid blocks have been performed to obtain the acceleration-displacement curves for walls with different restraint conditions at the top. A simplified 2DOF model has been developed to analyse the dynamic response of the wall with an elastic spring at the top, following the Housner rigid behaviour hypothesis. The dissipation of energy is concentrated at every impact at the base of the wall and is modelled through the introduction of the coefficient of restitution. The sets of equations of the possible configurations of the wall, depending on the different positions of the centre of rotation at the base and at the intermediate hinge have been obtained. An algorithm for the numerical integration of the sets of the equations of motion in the time domain has been developed. Dynamic analyses of a set of walls with Gaussian impulses and recorded accelerograms inputs have been performed in order to compare the response of the simply supported wall with the one of the wall with elastic spring at the top. The influence of diaphragm stiffness Kd has been investigated determining the variation of maximum displacement demand with the value of Kd. A more regular trend has been obtained for the Gaussian input than for the recorded accelerograms.

Analytical methods for evaluating the quality and the genuineness of olive oils

This Ph.D. thesis focuses on the investigation of some chemical and sensorial analytical parameters linked to the quality and purity of different categories of oils obtained by olives: extra virgin olive oils, both those that are sold in the large retail trade (supermarkets and discounts) and those directly collected at some Italian mills, and lower-quality oils (refined, lampante and “repaso”). Concurrently with the adoption of traditional and well-known analytical procedures such as gas chromatography and high-performance liquid chromatography, I carried out a set-up of innovative, fast and environmentally-friend methods. For example, I developed some analytical approaches based on Fourier transform medium infrared spectroscopy (FT-MIR) and time domain reflectometry (TDR), coupled with a robust chemometric elaboration of the results. I investigated some other freshness and quality markers that are not included in official parameters (in Italian and European regulations): the adoption of such a full chemical and sensorial analytical plan allowed me to obtain interesting information about the degree of quality of the EVOOs, mostly within the Italian market. Here the range of quality of EVOOs resulted very wide, in terms of sensory attributes, price classes and chemical parameters. Thanks to the collaboration with other Italian and foreign research groups, I carried out several applicative studies, especially focusing on the shelf-life of oils obtained by olives and on the effects of thermal stresses on the quality of the products. I also studied some innovative technological treatments, such as the clarification by using inert gases, as an alternative to the traditional filtration. Moreover, during a three-and-a-half months research stay at the University of Applied Sciences in Zurich, I also carried out a study related to the application of statistical methods for the elaboration of sensory results, obtained thanks to the official Swiss Panel and to some consumer tests.

High-Speed Laser Processing of Thin Single and Multi-Layer Films

Theoretical models are developed for the continuous-wave and pulsed laser incision and cut of thin single and multi-layer films. A one-dimensional steady-state model establishes the theoretical foundations of the problem by combining a power-balance integral with heat flow in the direction of laser motion. In this approach, classical modelling methods for laser processing are extended by introducing multi-layer optical absorption and thermal properties. The calculation domain is consequently divided in correspondence with the progressive removal of individual layers. A second, time-domain numerical model for the short-pulse laser ablation of metals accounts for changes in optical and thermal properties during a single laser pulse. With sufficient fluence, the target surface is heated towards its critical temperature and homogeneous boiling or "phase explosion" takes place. Improvements are seen over previous works with the more accurate calculation of optical absorption and shielding of the incident beam by the ablation products. A third, general time-domain numerical laser processing model combines ablation depth and energy absorption data from the short-pulse model with two-dimensional heat flow in an arbitrary multi-layer structure. Layer removal is the result of both progressive short-pulse ablation and classical vaporisation due to long-term heating of the sample. At low velocity, pulsed laser exposure of multi-layer films comprising aluminium-plastic and aluminium-paper are found to be characterised by short-pulse ablation of the metallic layer and vaporisation or degradation of the others due to thermal conduction from the former. At high velocity, all layers of the two films are ultimately removed by vaporisation or degradation as the average beam power is increased to achieve a complete cut. The transition velocity between the two characteristic removal types is shown to be a function of the pulse repetition rate. An experimental investigation validates the simulation results and provides new laser processing data for some typical packaging materials.

The Dynamics of Passive Torsional Fatigue Test Rigs: Innovative Applications of Universal Joints

The dynamics of a passive back-to-back test rig have been characterised, leading to a multi-coordinate approach for the analysis of arbitrary test configurations. Universal joints have been introduced into a typical pre-loaded back-to-back system in order to produce an oscillating torsional moment in a test specimen. Two different arrangements have been investigated using a frequency-based sub-structuring approach: the receptance method. A numerical model has been developed in accordance with this theory, allowing interconnection of systems with two-coordinates and closed multi-loop schemes. The model calculates the receptance functions and modal and deflected shapes of a general system. Closed form expressions of the following individual elements have been developed: a servomotor, damped continuous shaft and a universal joint. Numerical results for specific cases have been compared with published data in literature and experimental measurements undertaken in the present work. Due to the complexity of the universal joint and its oscillating dynamic effects, a more detailed analysis of this component has been developed. Two models have been presented. The first represents the joint as two inertias connected by a massless cross-piece. The second, derived by the dynamic analysis of a spherical four-link mechanism, considers the contribution of the floating element and its gyroscopic effects. An investigation into non-linear behaviour has led to a time domain model that utilises the Runge-Kutta fourth order method for resolution of the dynamic equations. It has been demonstrated that the torsional receptances of a universal joint, derived using the simple model, result in representation of the joint as an equivalent variable inertia. In order to verify the model, a test rig has been built and experimental validation undertaken. The variable inertia of a universal joint has lead to a novel application of the component as a passive device for the balancing of inertia variations in slider-crank mechanisms.

Dynamic analysis of the motorcycle chattering behaviour by means of symbolic multibody modelling

Aim of this research is the development and validation of a comprehensive multibody motorcycle model featuring rigid-ring tires, taking into account both slope and roughness of road surfaces. A novel parametrization for the general kinematics of the motorcycle is proposed, using a mixed reference-point and relative-coordinates approach. The resulting description, developed in terms of dependent coordinates, makes it possible to efficiently include rigid-ring kinematics as well as road elevation and slope. The equations of motion for the multibody system are derived symbolically and the constraint equations arising from the dependent-coordinate formulation are handled using a projection technique. Therefore the resulting system of equations can be integrated in time domain using a standard ODE algorithm. The model is validated with respect to maneuvers experimentally measured on the race track, showing consistent results and excellent computational efficiency. More in detail, it is also capable of reproducing the chatter vibration of racing motorcycles. The chatter phenomenon, appearing during high speed cornering maneuvers, consists of a self-excited vertical oscillation of both the front and rear unsprung masses in the range of frequency between 17 and 22 Hz. A critical maneuver is numerically simulated, and a self-excited vibration appears, consistent with the experimentally measured chatter vibration. Finally, the driving mechanism for the self-excitation is highlighted and a physical interpretation is proposed.

Essays in Financial Econometrics

The first paper sheds light on the informational content of high frequency data and daily data. I assess the economic value of the two family models comparing their performance in forecasting asset volatility through the Value at Risk metric. In running the comparison this paper introduces two key assumptions: jumps in prices and leverage effect in volatility dynamics. Findings suggest that high frequency data models do not exhibit a superior performance over daily data models. In the second paper, building on Majewski et al. (2015), I propose an affine-discrete time model, labeled VARG-J, which is characterized by a multifactor volatility specification. In the VARG-J model volatility experiences periods of extreme movements through a jump factor modeled as an Autoregressive Gamma Zero process. The estimation under historical measure is done by quasi-maximum likelihood and the Extended Kalman Filter. This strategy allows to filter out both volatility factors introducing a measurement equation that relates the Realized Volatility to latent volatility. The risk premia parameters are calibrated using call options written on S&P500 Index. The results clearly illustrate the important contribution of the jump factor in the pricing performance of options and the economic significance of the volatility jump risk premia. In the third paper, I analyze whether there is empirical evidence of contagion at the bank level, measuring the direction and the size of contagion transmission between European markets. In order to understand and quantify the contagion transmission on banking market, I estimate the econometric model by Aït-Sahalia et al. (2015) in which contagion is defined as the within and between countries transmission of shocks and asset returns are directly modeled as a Hawkes jump diffusion process. The empirical analysis indicates that there is a clear evidence of contagion from Greece to European countries as well as self-contagion in all countries.

Propagation modelling and resource allocation in mobile radio communications

Over the past years, ray tracing (RT) models popularity has been increasing. From the nineties, RT has been used for field prediction in environment such as indoor and urban environments. Nevertheless, with the advent of new technologies, the channel model has become decidedly more dynamic and to perform RT simulations at each discrete time instant become computationally expensive. In this thesis, a new dynamic ray tracing (DRT) approach is presented in which from a single ray tracing simulation at an initial time t0, through analytical formulas we are able to track the motion of the interaction points. The benefits that this approach bring are that Doppler frequencies and channel prediction can be derived at every time instant, without recurring to multiple RT runs and therefore shortening the computation time. DRT performance was studied on two case studies and the results shows the accuracy and the computational gain that derives from this approach. Another issue that has been addressed in this thesis is the licensed band exhaustion of some frequency bands. To deal with this problem, a novel unselfish spectrum leasing scheme in cognitive radio networks (CRNs) is proposed that offers an energy-efficient solution minimizing the environmental impact of the network. In addition, a network management architecture is introduced and resource allocation is proposed as a constrained sum energy efficiency maximization problem. System simulations demonstrate an increment in the energy efficiency of the primary users’ network compared with previously proposed algorithms.

Dynamic identification of structures: experimental assessment of modal parameteres through methods in frequency domain, in time-frequency domain and model updating

Among the experimental methods commonly used to define the behaviour of a full scale system, dynamic tests are the most complete and efficient procedures. A dynamic test is an experimental process, which would define a set of characteristic parameters of the dynamic behaviour of the system, such as natural frequencies of the structure, mode shapes and the corresponding modal damping values associated. An assessment of these modal characteristics can be used both to verify the theoretical assumptions of the project, to monitor the performance of the structural system during its operational use. The thesis is structured in the following chapters: The first introductive chapter recalls some basic notions of dynamics of structure, focusing the discussion on the problem of systems with multiply degrees of freedom (MDOF), which can represent a generic real system under study, when it is excited with harmonic force or in free vibration. The second chapter is entirely centred on to the problem of dynamic identification process of a structure, if it is subjected to an experimental test in forced vibrations. It first describes the construction of FRF through classical FFT of the recorded signal. A different method, also in the frequency domain, is subsequently introduced; it allows accurately to compute the FRF using the geometric characteristics of the ellipse that represents the direct input-output comparison. The two methods are compared and then the attention is focused on some advantages of the proposed methodology. The third chapter focuses on the study of real structures when they are subjected to experimental test, where the force is not known, like in an ambient or impact test. In this analysis we decided to use the CWT, which allows a simultaneous investigation in the time and frequency domain of a generic signal x(t). The CWT is first introduced to process free oscillations, with excellent results both in terms of frequencies, dampings and vibration modes. The application in the case of ambient vibrations defines accurate modal parameters of the system, although on the damping some important observations should be made. The fourth chapter is still on the problem of post processing data acquired after a vibration test, but this time through the application of discrete wavelet transform (DWT). In the first part the results obtained by the DWT are compared with those obtained by the application of CWT. Particular attention is given to the use of DWT as a tool for filtering the recorded signal, in fact in case of ambient vibrations the signals are often affected by the presence of a significant level of noise. The fifth chapter focuses on another important aspect of the identification process: the model updating. In this chapter, starting from the modal parameters obtained from some environmental vibration tests, performed by the University of Porto in 2008 and the University of Sheffild on the Humber Bridge in England, a FE model of the bridge is defined, in order to define what type of model is able to capture more accurately the real dynamic behaviour of the bridge. The sixth chapter outlines the necessary conclusions of the presented research. They concern the application of a method in the frequency domain in order to evaluate the modal parameters of a structure and its advantages, the advantages in applying a procedure based on the use of wavelet transforms in the process of identification in tests with unknown input and finally the problem of 3D modeling of systems with many degrees of freedom and with different types of uncertainty.

Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.