Stochastic models and dynamic measures for the characterization of bistable circuits

During the last few years, a great deal of interest has risen concerning the applications of stochastic methods to several biochemical and biological phenomena. Phenomena like gene expression, cellular memory, bet-hedging strategy in bacterial growth and many others, cannot be described by continuous stochastic models due to their intrinsic discreteness and randomness. In this thesis I have used the Chemical Master Equation (CME) technique to modelize some feedback cycles and analyzing their properties, including experimental data. In the first part of this work, the effect of stochastic stability is discussed on a toy model of the genetic switch that triggers the cellular division, which malfunctioning is known to be one of the hallmarks of cancer. The second system I have worked on is the so-called futile cycle, a closed cycle of two enzymatic reactions that adds and removes a chemical compound, called phosphate group, to a specific substrate. I have thus investigated how adding noise to the enzyme (that is usually in the order of few hundred molecules) modifies the probability of observing a specific number of phosphorylated substrate molecules, and confirmed theoretical predictions with numerical simulations. In the third part the results of the study of a chain of multiple phosphorylation-dephosphorylation cycles will be presented. We will discuss an approximation method for the exact solution in the bidimensional case and the relationship that this method has with the thermodynamic properties of the system, which is an open system far from equilibrium.In the last section the agreement between the theoretical prediction of the total protein quantity in a mouse cells population and the observed quantity will be shown, measured via fluorescence microscopy.

Detection and Modeling of Boundary Layer Height

This thesis tackles the problem of the automated detection of the atmospheric boundary layer (BL) height, h, from aerosol lidar/ceilometer observations. A new method, the Bayesian Selective Method (BSM), is presented. It implements a Bayesian statistical inference procedure which combines in an statistically optimal way different sources of information. Firstly atmospheric stratification boundaries are located from discontinuities in the ceilometer back-scattered signal. The BSM then identifies the discontinuity edge that has the highest probability to effectively mark the BL height. Information from the contemporaneus physical boundary layer model simulations and a climatological dataset of BL height evolution are combined in the assimilation framework to assist this choice. The BSM algorithm has been tested for four months of continuous ceilometer measurements collected during the BASE:ALFA project and is shown to realistically diagnose the BL depth evolution in many different weather conditions. Then the BASE:ALFA dataset is used to investigate the boundary layer structure in stable conditions. Functions from the Obukhov similarity theory are used as regression curves to fit observed velocity and temperature profiles in the lower half of the stable boundary layer. Surface fluxes of heat and momentum are best-fitting parameters in this exercise and are compared with what measured by a sonic anemometer. The comparison shows remarkable discrepancies, more evident in cases for which the bulk Richardson number turns out to be quite large. This analysis supports earlier results, that surface turbulent fluxes are not the appropriate scaling parameters for profiles of mean quantities in very stable conditions. One of the practical consequences is that boundary layer height diagnostic formulations which mainly rely on surface fluxes are in disagreement to what obtained by inspecting co-located radiosounding profiles.

Early Warning For Large Earthquakes: Observations, Models and Real-Time Data Analysis

This thesis is a collection of works focused on the topic of Earthquake Early Warning, with a special attention to large magnitude events. The topic is addressed from different points of view and the structure of the thesis reflects the variety of the aspects which have been analyzed. The first part is dedicated to the giant, 2011 Tohoku-Oki earthquake. The main features of the rupture process are first discussed. The earthquake is then used as a case study to test the feasibility Early Warning methodologies for very large events. Limitations of the standard approaches for large events arise in this chapter. The difficulties are related to the real-time magnitude estimate from the first few seconds of recorded signal. An evolutionary strategy for the real-time magnitude estimate is proposed and applied to the single Tohoku-Oki earthquake. In the second part of the thesis a larger number of earthquakes is analyzed, including small, moderate and large events. Starting from the measurement of two Early Warning parameters, the behavior of small and large earthquakes in the initial portion of recorded signals is investigated. The aim is to understand whether small and large earthquakes can be distinguished from the initial stage of their rupture process. A physical model and a plausible interpretation to justify the observations are proposed. The third part of the thesis is focused on practical, real-time approaches for the rapid identification of the potentially damaged zone during a seismic event. Two different approaches for the rapid prediction of the damage area are proposed and tested. The first one is a threshold-based method which uses traditional seismic data. Then an innovative approach using continuous, GPS data is explored. Both strategies improve the prediction of large scale effects of strong earthquakes.

Many-Core Architectures: Hardware-Software Optimization and Modeling Techniques

During the last few decades an unprecedented technological growth has been at the center of the embedded systems design paramount, with Moore’s Law being the leading factor of this trend. Today in fact an ever increasing number of cores can be integrated on the same die, marking the transition from state-of-the-art multi-core chips to the new many-core design paradigm. Despite the extraordinarily high computing power, the complexity of many-core chips opens the door to several challenges. As a result of the increased silicon density of modern Systems-on-a-Chip (SoC), the design space exploration needed to find the best design has exploded and hardware designers are in fact facing the problem of a huge design space. Virtual Platforms have always been used to enable hardware-software co-design, but today they are facing with the huge complexity of both hardware and software systems. In this thesis two different research works on Virtual Platforms are presented: the first one is intended for the hardware developer, to easily allow complex cycle accurate simulations of many-core SoCs. The second work exploits the parallel computing power of off-the-shelf General Purpose Graphics Processing Units (GPGPUs), with the goal of an increased simulation speed. The term Virtualization can be used in the context of many-core systems not only to refer to the aforementioned hardware emulation tools (Virtual Platforms), but also for two other main purposes: 1) to help the programmer to achieve the maximum possible performance of an application, by hiding the complexity of the underlying hardware. 2) to efficiently exploit the high parallel hardware of many-core chips in environments with multiple active Virtual Machines. This thesis is focused on virtualization techniques with the goal to mitigate, and overtake when possible, some of the challenges introduced by the many-core design paradigm.

Models and Algorihtm for the Optimization of Real-World Routing and Logistics Problems

Logistics involves planning, managing, and organizing the flows of goods from the point of origin to the point of destination in order to meet some requirements. Logistics and transportation aspects are very important and represent a relevant costs for producing and shipping companies, but also for public administration and private citizens. The optimization of resources and the improvement in the organization of operations is crucial for all branches of logistics, from the operation management to the transportation. As we will have the chance to see in this work, optimization techniques, models, and algorithms represent important methods to solve the always new and more complex problems arising in different segments of logistics. Many operation management and transportation problems are related to the optimization class of problems called Vehicle Routing Problems (VRPs). In this work, we consider several real-world deterministic and stochastic problems that are included in the wide class of the VRPs, and we solve them by means of exact and heuristic methods. We treat three classes of real-world routing and logistics problems. We deal with one of the most important tactical problems that arises in the managing of the bike sharing systems, that is the Bike sharing Rebalancing Problem (BRP). We propose models and algorithms for real-world earthwork optimization problems. We describe the 3DP process and we highlight several optimization issues in 3DP. Among those, we define the problem related to the tool path definition in the 3DP process, the 3D Routing Problem (3DRP), which is a generalization of the arc routing problem. We present an ILP model and several heuristic algorithms to solve the 3DRP.

Molecular simulations and modeling of pharmaceutically relevant RNA-processing enzymes

The two-metal-ion architecture is a structural feature found in a variety of RNA processing metalloenzymes or ribozymes (RNA-based enzymes), which control the biogenesis and the metabolism of vital RNAs, including non-coding RNAs (ncRNAs). Notably, such ncRNAs are emerging as key players for the regulation of cellular homeostasis, and their altered expression has been often linked to the development of severe human pathologies, from cancer to mental disorders. Accordingly, understanding the biological processing of ncRNAs is foundational for the development of novel therapeutic strategies and tools. Here, we use state-of the-art molecular simulations, complemented with X-ray crystallography and biochemical experiments, to characterize the RNA processing cycle as catalyzed by two two-metal-ion enzymes: the group II intron ribozymes and the RNase H1. We show that multiple and diverse cations are strategically recruited at and timely released from the enzymes’ active site during catalysis. Such a controlled cations’ trafficking leads to the recursive formation and disruption of an extended two-metal ion architecture that is functional for RNA-hydrolysis – from substrate recruitment to product release. Importantly, we found that these cations’ binding sites are conserved among other RNA-processing machineries, including the human spliceosome and CRISPR-Cas systems, suggesting that an evolutionarily-converged catalytic strategy is adopted by these enzymes to process RNA molecules. Thus, our findings corroborate and sensibly extend the current knowledge of two-metal-ion enzymes, and support the design of novel drugs targeting RNA-processing metalloenzymes or ribozymes as well as the rational engineering of novel programmable gene-therapy tools.

Models and Simulations of Diamond-like Carbon for large-area high voltage power diodes

Silicon-based discrete high-power devices need to be designed with optimal performance up to several thousand volts and amperes to reach power ratings ranging from few kWs to beyond the 1 GW mark. To this purpose, a key element is the improvement of the junction termination (JT) since it allows to drastically reduce surface electric field peaks which may lead to an earlier device failure. This thesis will be mostly focused on the negative bevel termination which from several years constitutes a standard processing step in bipolar production lines. A simple methodology to realize its counterpart, a planar JT with variation of the lateral doping concentration (VLD) will be also described. On the JT a thin layer of a semi insulating material is usually deposited, which acts as passivation layer reducing the interface defects and contributing to increase the device reliability. A thorough understanding of how the passivation layer properties affect the breakdown voltage and the leakage current of a fast-recovery diode is fundamental to preserve the ideal termination effect and provide a stable blocking capability. More recently, amorphous carbon, also called diamond-like carbon (DLC), has been used as a robust surface passivation material. By using a commercial TCAD tool, a detailed physical explanation of DLC electrostatic and transport properties has been provided. The proposed approach is able to predict the breakdown voltage and the leakage current of a negative beveled power diode passivated with DLC as confirmed by the successfully validation against the available experiments. In addition, the VLD JT proposed to overcome the limitation of the negative bevel architecture has been simulated showing a breakdown voltage very close to the ideal one with a much smaller area consumption. Finally, the effect of a low junction depth on the formation of current filaments has been analyzed by performing reverse-recovery simulations.

Big data analytics and modeling for Human Mobility

The fast development of Information Communication Technologies (ICT) offers new opportunities to realize future smart cities. To understand, manage and forecast the city's behavior, it is necessary the analysis of different kinds of data from the most varied dataset acquisition systems. The aim of this research activity in the framework of Data Science and Complex Systems Physics is to provide stakeholders with new knowledge tools to improve the sustainability of mobility demand in future cities. Under this perspective, the governance of mobility demand generated by large tourist flows is becoming a vital issue for the quality of life in Italian cities' historical centers, which will worsen in the next future due to the continuous globalization process. Another critical theme is sustainable mobility, which aims to reduce private transportation means in the cities and improve multimodal mobility. We analyze the statistical properties of urban mobility of Venice, Rimini, and Bologna by using different datasets provided by companies and local authorities. We develop algorithms and tools for cartography extraction, trips reconstruction, multimodality classification, and mobility simulation. We show the existence of characteristic mobility paths and statistical properties depending on transport means and user's kinds. Finally, we use our results to model and simulate the overall behavior of the cars moving in the Emilia Romagna Region and the pedestrians moving in Venice with software able to replicate in silico the demand for mobility and its dynamic.

Price manipulation: theoretical models and empirical investigation

Understanding why market manipulation is conducted, under which conditions it is the most profitable and investigating the magnitude of these practices are crucial questions for financial regulators. Closing price manipulation induced by derivatives’ expiration is the primary subject of this thesis. The first chapter provides a mathematical framework in continuous time to study the incentive to manipulate a set of securities induced by a derivative position. An agent holding a European-type contingent claim, depending on the price of a basket of underlying securities, is considered. The agent can affect the price of the underlying securities by trading on each of them before expiration. The elements of novelty are at least twofold: (1) a multi-asset market is considered; (2) the problem is solved by means of both classic optimisation and stochastic control techniques. Both linear and option payoffs are considered. In the second chapter an empirical investigation is conducted on the existence of expiration day effects on the UK equity market. Intraday data on FTSE 350 stocks over a six-year period from 2015-2020 are used. The results show that the expiration of index derivatives is associated with a rise in both trading activity and volatility, together with significant price distortions. The expiration of single stock options appears to have little to no impact on the underlying securities. The last chapter examines the existence of patterns in line with closing price manipulation of UK stocks on option expiration days. The main contributions are threefold: (1) this is one of the few empirical studies on manipulation induced by the options market; (2) proprietary equity orderbook and transaction data sets are used to define manipulation proxies, providing a more detailed analysis; (3) the behaviour of proprietary trading firms is studied. Despite the industry concerns, no evidence is found of this type of manipulative behaviour.

3D Printing and bioprinting of osteomimetic materials for 3D in vitro models and tissue repair applications

Bone disorders have severe impact on body functions and quality life, and no satisfying therapies exist yet. The current models for bone disease study are scarcely predictive and the options existing for therapy fail for complex systems. To mimic and/or restore bone, 3D printing/bioprinting allows the creation of 3D structures with different materials compositions, properties, and designs. In this study, 3D printing/bioprinting has been explored for (i) 3D in vitro tumor models and (ii) regenerative medicine. Tumor models have been developed by investigating different bioinks (i.e., alginate, modified gelatin) enriched by hydroxyapatite nanoparticles to increase printing fidelity and increase biomimicry level, thus mimicking the organic and inorganic phase of bone. High Saos-2 cell viability was obtained, and the promotion of spheroids clusters as occurring in vivo was observed. To develop new syntethic bone grafts, two approaches have been explored. In the first, novel magnesium-phosphate scaffolds have been investigated by extrusion-based 3D printing for spinal fusion. 3D printing process and parameters have been optimized to obtain custom-shaped structures, with competent mechanical properties. The 3D printed structures have been combined to alginate porous structures created by a novel ice-templating technique, to be loaded by antibiotic drug to address infection prevention. Promising results in terms of planktonic growth inhibition was obtained. In the second strategy, marine waste precursors have been considered for the conversion in biogenic HA by using a mild-wet conversion method with different parameters. The HA/carbonate ratio conversion efficacy was analysed for each precursor (by FTIR and SEM), and the best conditions were combined to alginate to develop a composite structure. The composite paste was successfully employed in custom-modified 3D printer for the obtainment of 3D printed stable scaffolds. In conclusion, the osteomimetic materials developed in this study for bone models and synthetic grafts are promising in bone field.

Diffusive models and chaos indicators for non-linear betatron motion in circular hadron accelerators

Understanding the complex dynamics of beam-halo formation and evolution in circular particle accelerators is crucial for the design of current and future rings, particularly those utilizing superconducting magnets such as the CERN Large Hadron Collider (LHC), its luminosity upgrade HL-LHC, and the proposed Future Circular Hadron Collider (FCC-hh). A recent diffusive framework, which describes the evolution of the beam distribution by means of a Fokker-Planck equation, with diffusion coefficient derived from the Nekhoroshev theorem, has been proposed to describe the long-term behaviour of beam dynamics and particle losses. In this thesis, we discuss the theoretical foundations of this framework, and propose the implementation of an original measurement protocol based on collimator scans in view of measuring the Nekhoroshev-like diffusive coefficient by means of beam loss data. The available LHC collimator scan data, unfortunately collected without the proposed measurement protocol, have been successfully analysed using the proposed framework. This approach is also applied to datasets from detailed measurements of the impact on the beam losses of so-called long-range beam-beam compensators also at the LHC. Furthermore, dynamic indicators have been studied as a tool for exploring the phase-space properties of realistic accelerator lattices in single-particle tracking simulations. By first examining the classification performance of known and new indicators in detecting the chaotic character of initial conditions for a modulated Hénon map and then applying this knowledge to study the properties of realistic accelerator lattices, we tried to identify a connection between the presence of chaotic regions in the phase space and Nekhoroshev-like diffusive behaviour, providing new tools to the accelerator physics community.

Models and algorithms for real-world optimization problems

This thesis deals with efficient solution of optimization problems of practical interest. The first part of the thesis deals with bin packing problems. The bin packing problem (BPP) is one of the oldest and most fundamental combinatorial optimiza- tion problems. The bin packing problem and its generalizations arise often in real-world ap- plications, from manufacturing industry, logistics and transportation of goods, and scheduling. After an introductory chapter, I will present two applications of two of the most natural extensions of the bin packing: Chapter 2 will be dedicated to an application of bin packing in two dimension to a problem of scheduling a set of computational tasks on a computer cluster, while Chapter 3 deals with the generalization of BPP in three dimensions that arise frequently in logistic and transportation, often com- plemented with additional constraints on the placement of items and characteristics of the solution, like, for example, guarantees on the stability of the items, to avoid potential damage to the transported goods, on the distribution of the total weight of the bins, and on compatibility with loading and unloading operations. The second part of the thesis, and in particular Chapter 4 considers the Trans- mission Expansion Problem (TEP), where an electrical transmission grid must be expanded so as to satisfy future energy demand at the minimum cost, while main- taining some guarantees of robustness to potential line failures. These problems are gaining importance in a world where a shift towards renewable energy can impose a significant geographical reallocation of generation capacities, resulting in the ne- cessity of expanding current power transmission grids.

Quantitative susceptibility mapping as biomarker of neurodegeneration: methodological models and clinical applications

Quantitative Susceptibility Mapping (QSM) is an advanced magnetic resonance technique that can quantify in vivo biomarkers of pathology, such as alteration in iron and myelin concentration. It allows for the comparison of magnetic susceptibility properties within and between different subject groups. In this thesis, QSM acquisition and processing pipeline are discussed, together with clinical and methodological applications of QSM to neurodegeneration. In designing the studies, significant emphasis was placed on results reproducibility and interpretability. The first project focuses on the investigation of cortical regions in amyotrophic lateral sclerosis. By examining various histogram susceptibility properties, a pattern of increased iron content was revealed in patients with amyotrophic lateral sclerosis compared to controls and other neurodegenerative disorders. Moreover, there was a correlation between susceptibility and upper motor neuron impairment, particularly in patients experiencing rapid disease progression. Similarly, in the second application, QSM was used to examine cortical and sub-cortical areas in individuals with myotonic dystrophy type 1. The thalamus and brainstem were identified as structures of interest, with relevant correlations with clinical and laboratory data such as neurological evaluation and sleep records. In the third project, a robust pipeline for assessing radiomic susceptibility-based features reliability was implemented within a cohort of patients with multiple sclerosis and healthy controls. Lastly, a deep learning super-resolution model was applied to QSM images of healthy controls. The employed model demonstrated excellent generalization abilities and outperformed traditional up-sampling methods, without requiring a customized re-training. Across the three disorders investigated, it was evident that QSM is capable of distinguishing between patient groups and healthy controls while establishing correlations between imaging measurements and clinical data. These studies lay the foundation for future research, with the ultimate goal of achieving earlier and less invasive diagnoses of neurodegenerative disorders within the context of personalized medicine.

Models and methods for damage and quantitative risk assessment of Natech scenarios

Natural events are a widely recognized hazard for industrial sites where relevant quantities of hazardous substances are handled, due to the possible generation of cascading events resulting in severe technological accidents (Natech scenarios). Natural events may damage storage and process equipment containing hazardous substances, that may be released leading to major accident scenarios called Natech events. The need to assess the risk associated with Natech scenarios is growing and methodologies were developed to allow the quantification of Natech risk, considering both point sources and linear sources as pipelines. A key element of these procedures is the use of vulnerability models providing an estimation of the damage probability of equipment or pipeline segment as a result of the impact of the natural event. Therefore, the first aim of the PhD project was to outline the state of the art of vulnerability models for equipment and pipelines subject to natural events such as floods, earthquakes, and wind. Moreover, the present PhD project also aimed at the development of new vulnerability models in order to fill some gaps in literature. In particular, a vulnerability model for vertical equipment subject to wind and to flood were developed. Finally, in order to improve the calculation of Natech risk for linear sources an original methodology was developed for Natech quantitative risk assessment methodology for pipelines subject to earthquakes. Overall, the results obtained are a step forward in the quantitative risk assessment of Natech accidents. The tools developed open the way to the inclusion of new equipment in the analysis of Natech events, and the methodology for the assessment of linear risk sources as pipelines provides an important tool for a more accurate and comprehensive assessment of Natech risk.

Earthquake forecasting and seismic hazard analysis: some insights on the testing phase and the modeling

This thesis is divided in three chapters. In the first chapter we analyse the results of the world forecasting experiment run by the Collaboratory for the Study of Earthquake Predictability (CSEP). We take the opportunity of this experiment to contribute to the definition of a more robust and reliable statistical procedure to evaluate earthquake forecasting models. We first present the models and the target earthquakes to be forecast. Then we explain the consistency and comparison tests that are used in CSEP experiments to evaluate the performance of the models. Introducing a methodology to create ensemble forecasting models, we show that models, when properly combined, are almost always better performing that any single model. In the second chapter we discuss in depth one of the basic features of PSHA: the declustering of the seismicity rates. We first introduce the Cornell-McGuire method for PSHA and we present the different motivations that stand behind the need of declustering seismic catalogs. Using a theorem of the modern probability (Le Cam's theorem) we show that the declustering is not necessary to obtain a Poissonian behaviour of the exceedances that is usually considered fundamental to transform exceedance rates in exceedance probabilities in the PSHA framework. We present a method to correct PSHA for declustering, building a more realistic PSHA. In the last chapter we explore the methods that are commonly used to take into account the epistemic uncertainty in PSHA. The most widely used method is the logic tree that stands at the basis of the most advanced seismic hazard maps. We illustrate the probabilistic structure of the logic tree, and then we show that this structure is not adequate to describe the epistemic uncertainty. We then propose a new probabilistic framework based on the ensemble modelling that properly accounts for epistemic uncertainties in PSHA.