Combinatorial and Robust Optimisation Models and Algorithms for Railway Applications

This thesis deals with an investigation of combinatorial and robust optimisation models to solve railway problems. Railway applications represent a challenging area for operations research. In fact, most problems in this context can be modelled as combinatorial optimisation problems, in which the number of feasible solutions is finite. Yet, despite the astonishing success in the field of combinatorial optimisation, the current state of algorithmic research faces severe difficulties with highly-complex and data-intensive applications such as those dealing with optimisation issues in large-scale transportation networks. One of the main issues concerns imperfect information. The idea of Robust Optimisation, as a way to represent and handle mathematically systems with not precisely known data, dates back to 1970s. Unfortunately, none of those techniques proved to be successfully applicable in one of the most complex and largest in scale (transportation) settings: that of railway systems. Railway optimisation deals with planning and scheduling problems over several time horizons. Disturbances are inevitable and severely affect the planning process. Here we focus on two compelling aspects of planning: robust planning and online (real-time) planning.

Mitochondrial Genomics: structure, inheritance and phylogenetic utility of the Mitochondrial genome in Bivalvia and Insecta

This PhD Thesis is the result of my research activity in the last three years. My main research interest was centered on the evolution of mitochondrial genome (mtDNA), and on its usefulness as a phylogeographic and phylogenetic marker at different taxonomic levels in different taxa of Metazoa. From a methodological standpoint, my main effort was dedicated to the sequencing of complete mitochondrial genomes, and the approach to whole-genome sequencing was based on the application of Long-PCR and shotgun sequences. Moreover, this research project is a part of a bigger sequencing project of mtDNAs in many different Metazoans’ taxa, and I mostly dedicated myself to sequence and analyze mtDNAs in selected taxa of bivalves and hexapods (Insecta). Sequences of bivalve mtDNAs are particularly limited, and my study contributed to extend the sampling. Moreover, I used the bivalve Musculista senhousia as model taxon to investigate the molecular mechanisms and the evolutionary significance of their aberrant mode of mitochondrial inheritance (Doubly Uniparental Inheritance, see below). In Insects, I focused my attention on the Genus Bacillus (Insecta Phasmida). A detailed phylogenetic analysis was performed in order to assess phylogenetic relationships within the genus, and to investigate the placement of Phasmida in the phylogenetic tree of Insecta. The main goal of this part of my study was to add to the taxonomic coverage of sequenced mtDNAs in basal insects, which were only partially analyzed.

Partial discharge in power distribution electrical systems: pulse propagation models and detection optimization

Investigation on impulsive signals, originated from Partial Discharge (PD) phenomena, represents an effective tool for preventing electric failures in High Voltage (HV) and Medium Voltage (MV) systems. The determination of both sensors and instruments bandwidths is the key to achieve meaningful measurements, that is to say, obtaining the maximum Signal-To-Noise Ratio (SNR). The optimum bandwidth depends on the characteristics of the system under test, which can be often represented as a transmission line characterized by signal attenuation and dispersion phenomena. It is therefore necessary to develop both models and techniques which can characterize accurately the PD propagation mechanisms in each system and work out the frequency characteristics of the PD pulses at detection point, in order to design proper sensors able to carry out PD measurement on-line with maximum SNR. Analytical models will be devised in order to predict PD propagation in MV apparatuses. Furthermore, simulation tools will be used where complex geometries make analytical models to be unfeasible. In particular, PD propagation in MV cables, transformers and switchgears will be investigated, taking into account both irradiated and conducted signals associated to PD events, in order to design proper sensors.

Multi-level models and infrastructures for simulating biological system development

The hierarchical organisation of biological systems plays a crucial role in the pattern formation of gene expression resulting from the morphogenetic processes, where autonomous internal dynamics of cells, as well as cell-to-cell interactions through membranes, are responsible for the emergent peculiar structures of the individual phenotype. Being able to reproduce the systems dynamics at different levels of such a hierarchy might be very useful for studying such a complex phenomenon of self-organisation. The idea is to model the phenomenon in terms of a large and dynamic network of compartments, where the interplay between inter-compartment and intra-compartment events determines the emergent behaviour resulting in the formation of spatial patterns. According to these premises the thesis proposes a review of the different approaches already developed in modelling developmental biology problems, as well as the main models and infrastructures available in literature for modelling biological systems, analysing their capabilities in tackling multi-compartment / multi-level models. The thesis then introduces a practical framework, MS-BioNET, for modelling and simulating these scenarios exploiting the potential of multi-level dynamics. This is based on (i) a computational model featuring networks of compartments and an enhanced model of chemical reaction addressing molecule transfer, (ii) a logic-oriented language to flexibly specify complex simulation scenarios, and (iii) a simulation engine based on the many-species/many-channels optimised version of Gillespie’s direct method. The thesis finally proposes the adoption of the agent-based model as an approach capable of capture multi-level dynamics. To overcome the problem of parameter tuning in the model, the simulators are supplied with a module for parameter optimisation. The task is defined as an optimisation problem over the parameter space in which the objective function to be minimised is the distance between the output of the simulator and a target one. The problem is tackled with a metaheuristic algorithm. As an example of application of the MS-BioNET framework and of the agent-based model, a model of the first stages of Drosophila Melanogaster development is realised. The model goal is to generate the early spatial pattern of gap gene expression. The correctness of the models is shown comparing the simulation results with real data of gene expression with spatial and temporal resolution, acquired in free on-line sources.

Development of advanced tools and methods for the assessment and management of risk due to atypical major accident scenarios

Proper hazard identification has become progressively more difficult to achieve, as witnessed by several major accidents that took place in Europe, such as the Ammonium Nitrate explosion at Toulouse (2001) and the vapour cloud explosion at Buncefield (2005), whose accident scenarios were not considered by their site safety case. Furthermore, the rapid renewal in the industrial technology has brought about the need to upgrade hazard identification methodologies. Accident scenarios of emerging technologies, which are not still properly identified, may remain unidentified until they take place for the first time. The consideration of atypical scenarios deviating from normal expectations of unwanted events or worst case reference scenarios is thus extremely challenging. A specific method named Dynamic Procedure for Atypical Scenarios Identification (DyPASI) was developed as a complementary tool to bow-tie identification techniques. The main aim of the methodology is to provide an easier but comprehensive hazard identification of the industrial process analysed, by systematizing information from early signals of risk related to past events, near misses and inherent studies. DyPASI was validated on the two examples of new and emerging technologies: Liquefied Natural Gas regasification and Carbon Capture and Storage. The study broadened the knowledge on the related emerging risks and, at the same time, demonstrated that DyPASI is a valuable tool to obtain a complete and updated overview of potential hazards. Moreover, in order to tackle underlying accident causes of atypical events, three methods for the development of early warning indicators were assessed: the Resilience-based Early Warning Indicator (REWI) method, the Dual Assurance method and the Emerging Risk Key Performance Indicator method. REWI was found to be the most complementary and effective of the three, demonstrating that its synergy with DyPASI would be an adequate strategy to improve hazard identification methodologies towards the capture of atypical accident scenarios.

Techniques and Methods for a multi-scale analysis of neuromuscular fatigue

This thesis proposes an integrated holistic approach to the study of neuromuscular fatigue in order to encompass all the causes and all the consequences underlying the phenomenon. Starting from the metabolic processes occurring at the cellular level, the reader is guided toward the physiological changes at the motorneuron and motor unit level and from this to the more general biomechanical alterations. In Chapter 1 a list of the various definitions for fatigue spanning several contexts has been reported. In Chapter 2, the electrophysiological changes in terms of motor unit behavior and descending neural drive to the muscle have been studied extensively as well as the biomechanical adaptations induced. In Chapter 3 a study based on the observation of temporal features extracted from sEMG signals has been reported leading to the need of a more robust and reliable indicator during fatiguing tasks. Therefore, in Chapter 4, a novel bi-dimensional parameter is proposed. The study on sEMG-based indicators opened a scenario also on neurophysiological mechanisms underlying fatigue. For this purpose, in Chapter 5, a protocol designed for the analysis of motor unit-related parameters during prolonged fatiguing contractions is presented. In particular, two methodologies have been applied to multichannel sEMG recordings of isometric contractions of the Tibialis Anterior muscle: the state-of-the-art technique for sEMG decomposition and a coherence analysis on MU spike trains. The importance of a multi-scale approach has been finally highlighted in the context of the evaluation of cycling performance, where fatigue is one of the limiting factors. In particular, the last chapter of this thesis can be considered as a paradigm: physiological, metabolic, environmental, psychological and biomechanical factors influence the performance of a cyclist and only when all of these are kept together in a novel integrative way it is possible to derive a clear model and make correct assessments.

Chiroptical properties of bioactive molecules: sensitivity to conformation and solvation

Chiroptical spectroscopies play a fundamental role in pharmaceutical analysis for the stereochemical characterisation of bioactive molecules, due to the close relationship between chirality and optical activity and the increasing evidence of stereoselectivity in the pharmacological and toxicological profiles of chiral drugs. The correlation between chiroptical properties and absolute stereochemistry, however, requires the development of accurate and reliable theoretical models. The present thesis will report the application of theoretical chiroptical spectroscopies in the field of drug analysis, with particular emphasis on the huge influence of conformational flexibility and solvation on chiroptical properties and on the main computational strategies available to describe their effects by means of electronic circular dichroism (ECD) spectroscopy and time-dependent density functional theory (TD-DFT) calculations. The combination of experimental chiroptical spectroscopies with state-of-the-art computational methods proved to be very efficient at predicting the absolute configuration of a wide range of bioactive molecules (fluorinated 2-arylpropionic acids, β-lactam derivatives, difenoconazole, fenoterol, mycoleptones, austdiol). The results obtained for the investigated systems showed that great care must be taken in describing the molecular system in the most accurate fashion, since chiroptical properties are very sensitive to small electronic and conformational perturbations. In the future, the improvement of theoretical models and methods, such as ab initio molecular dynamics, will benefit pharmaceutical analysis in the investigation of non-trivial effects on the chiroptical properties of solvated systems and in the characterisation of the stereochemistry of complex chiral drugs.

Local Trigonometric Methods for Time Series Smoothing.

The thesis is concerned with local trigonometric regression methods. The aim was to develop a method for extraction of cyclical components in time series. The main results of the thesis are the following. First, a generalization of the filter proposed by Christiano and Fitzgerald is furnished for the smoothing of ARIMA(p,d,q) process. Second, a local trigonometric filter is built, with its statistical properties. Third, they are discussed the convergence properties of trigonometric estimators, and the problem of choosing the order of the model. A large scale simulation experiment has been designed in order to assess the performance of the proposed models and methods. The results show that local trigonometric regression may be a useful tool for periodic time series analysis.

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

Matrix Designs and Methods for Secure and Efficient Compressed Sensing

The idea of balancing the resources spent in the acquisition and encoding of natural signals strictly to their intrinsic information content has interested nearly a decade of research under the name of compressed sensing. In this doctoral dissertation we develop some extensions and improvements upon this technique's foundations, by modifying the random sensing matrices on which the signals of interest are projected to achieve different objectives. Firstly, we propose two methods for the adaptation of sensing matrix ensembles to the second-order moments of natural signals. These techniques leverage the maximisation of different proxies for the quantity of information acquired by compressed sensing, and are efficiently applied in the encoding of electrocardiographic tracks with minimum-complexity digital hardware. Secondly, we focus on the possibility of using compressed sensing as a method to provide a partial, yet cryptanalysis-resistant form of encryption; in this context, we show how a random matrix generation strategy with a controlled amount of perturbations can be used to distinguish between multiple user classes with different quality of access to the encrypted information content. Finally, we explore the application of compressed sensing in the design of a multispectral imager, by implementing an optical scheme that entails a coded aperture array and Fabry-Pérot spectral filters. The signal recoveries obtained by processing real-world measurements show promising results, that leave room for an improvement of the sensing matrix calibration problem in the devised imager.

Analytics and Methods for Logistic System Design and Operations Management

Analytics is the technology working with the manipulation of data to produce information able to change the world we live every day. Analytics have been largely used within the last decade to cluster people’s behaviour to predict their preferences of items to buy, music to listen, movies to watch and even electoral preference. The most advanced companies succeded in controlling people’s behaviour using analytics. Despite the evidence of the super-power of analytics, they are rarely applied to the big data collected within supply chain systems (i.e. distribution network, storage systems and production plants). This PhD thesis explores the fourth research paradigm (i.e. the generation of knowledge from data) applied to supply chain system design and operations management. An ontology defining the entities and the metrics of supply chain systems is used to design data structures for data collection in supply chain systems. The consistency of this data is provided by mathematical demonstrations inspired by the factory physics theory. The availability, quantity and quality of the data within these data structures define different decision patterns. Ten decision patterns are identified, and validated on-field, to address ten different class of design and control problems in the field of supply chain systems research.

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.

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.

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.