Iterative regularization methods for ill-posed problems

This Ph.D thesis focuses on iterative regularization methods for regularizing linear and nonlinear ill-posed problems. Regarding linear problems, three new stopping rules for the Conjugate Gradient method applied to the normal equations are proposed and tested in many numerical simulations, including some tomographic images reconstruction problems. Regarding nonlinear problems, convergence and convergence rate results are provided for a Newton-type method with a modified version of Landweber iteration as an inner iteration in a Banach space setting.

Model reduction of stochastic groundwater flow and transport processes

This work presents a comprehensive methodology for the reduction of analytical or numerical stochastic models characterized by uncertain input parameters or boundary conditions. The technique, based on the Polynomial Chaos Expansion (PCE) theory, represents a versatile solution to solve direct or inverse problems related to propagation of uncertainty. The potentiality of the methodology is assessed investigating different applicative contexts related to groundwater flow and transport scenarios, such as global sensitivity analysis, risk analysis and model calibration. This is achieved by implementing a numerical code, developed in the MATLAB environment, presented here in its main features and tested with literature examples. The procedure has been conceived under flexibility and efficiency criteria in order to ensure its adaptability to different fields of engineering; it has been applied to different case studies related to flow and transport in porous media. Each application is associated with innovative elements such as (i) new analytical formulations describing motion and displacement of non-Newtonian fluids in porous media, (ii) application of global sensitivity analysis to a high-complexity numerical model inspired by a real case of risk of radionuclide migration in the subsurface environment, and (iii) development of a novel sensitivity-based strategy for parameter calibration and experiment design in laboratory scale tracer transport.

Bayesian space-time data fusion for real-time forecasting and map uncertainty

Environmental computer models are deterministic models devoted to predict several environmental phenomena such as air pollution or meteorological events. Numerical model output is given in terms of averages over grid cells, usually at high spatial and temporal resolution. However, these outputs are often biased with unknown calibration and not equipped with any information about the associated uncertainty. Conversely, data collected at monitoring stations is more accurate since they essentially provide the true levels. Due the leading role played by numerical models, it now important to compare model output with observations. Statistical methods developed to combine numerical model output and station data are usually referred to as data fusion. In this work, we first combine ozone monitoring data with ozone predictions from the Eta-CMAQ air quality model in order to forecast real-time current 8-hour average ozone level defined as the average of the previous four hours, current hour, and predictions for the next three hours. We propose a Bayesian downscaler model based on first differences with a flexible coefficient structure and an efficient computational strategy to fit model parameters. Model validation for the eastern United States shows consequential improvement of our fully inferential approach compared with the current real-time forecasting system. Furthermore, we consider the introduction of temperature data from a weather forecast model into the downscaler, showing improved real-time ozone predictions. Finally, we introduce a hierarchical model to obtain spatially varying uncertainty associated with numerical model output. We show how we can learn about such uncertainty through suitable stochastic data fusion modeling using some external validation data. We illustrate our Bayesian model by providing the uncertainty map associated with a temperature output over the northeastern United States.

Decomposition Methods and Network Design Problems

Decomposition based approaches are recalled from primal and dual point of view. The possibility of building partially disaggregated reduced master problems is investigated. This extends the idea of aggregated-versus-disaggregated formulation to a gradual choice of alternative level of aggregation. Partial aggregation is applied to the linear multicommodity minimum cost flow problem. The possibility of having only partially aggregated bundles opens a wide range of alternatives with different trade-offs between the number of iterations and the required computation for solving it. This trade-off is explored for several sets of instances and the results are compared with the ones obtained by directly solving the natural node-arc formulation. An iterative solution process to the route assignment problem is proposed, based on the well-known Frank Wolfe algorithm. In order to provide a first feasible solution to the Frank Wolfe algorithm, a linear multicommodity min-cost flow problem is solved to optimality by using the decomposition techniques mentioned above. Solutions of this problem are useful for network orientation and design, especially in relation with public transportation systems as the Personal Rapid Transit. A single-commodity robust network design problem is addressed. In this, an undirected graph with edge costs is given together with a discrete set of balance matrices, representing different supply/demand scenarios. The goal is to determine the minimum cost installation of capacities on the edges such that the flow exchange is feasible for every scenario. A set of new instances that are computationally hard for the natural flow formulation are solved by means of a new heuristic algorithm. Finally, an efficient decomposition-based heuristic approach for a large scale stochastic unit commitment problem is presented. The addressed real-world stochastic problem employs at its core a deterministic unit commitment planning model developed by the California Independent System Operator (ISO).

Permutation-based stochastic ordering using pairwise comparisons

The topic of this work concerns nonparametric permutation-based methods aiming to find a ranking (stochastic ordering) of a given set of groups (populations), gathering together information from multiple variables under more than one experimental designs. The problem of ranking populations arises in several fields of science from the need of comparing G>2 given groups or treatments when the main goal is to find an order while taking into account several aspects. As it can be imagined, this problem is not only of theoretical interest but it also has a recognised relevance in several fields, such as industrial experiments or behavioural sciences, and this is reflected by the vast literature on the topic, although sometimes the problem is associated with different keywords such as: "stochastic ordering", "ranking", "construction of composite indices" etc., or even "ranking probabilities" outside of the strictly-speaking statistical literature. The properties of the proposed method are empirically evaluated by means of an extensive simulation study, where several aspects of interest are let to vary within a reasonable practical range. These aspects comprise: sample size, number of variables, number of groups, and distribution of noise/error. The flexibility of the approach lies mainly in the several available choices for the test-statistic and in the different types of experimental design that can be analysed. This render the method able to be tailored to the specific problem and the to nature of the data at hand. To perform the analyses an R package called SOUP (Stochastic Ordering Using Permutations) has been written and it is available on CRAN.

Simulation of Smart Materials

The aim of this thesis is the elucidation of structure-properties relationship of molecular semiconductors for electronic devices. This involves the use of a comprehensive set of simulation techniques, ranging from quantum-mechanical to numerical stochastic methods, and also the development of ad-hoc computational tools. In more detail, the research activity regarded two main topics: the study of electronic properties and structural behaviour of liquid crystalline (LC) materials based on functionalised oligo(p-phenyleneethynylene) (OPE), and the investigation on the electric field effect associated to OFET operation on pentacene thin film stability. In this dissertation, a novel family of substituted OPE liquid crystals with applications in stimuli-responsive materials is presented. In more detail, simulations can not only provide evidence for the characterization of the liquid crystalline phases of different OPEs, but elucidate the role of charge transfer states in donor-acceptor LCs containing an endohedral metallofullerene moiety. Such systems can be regarded as promising candidates for organic photovoltaics. Furthermore, exciton dynamics simulations are performed as a way to obtain additional information about the degree of order in OPE columnar phases. Finally, ab initio and molecular mechanics simulations are used to investigate the influence of an applied electric field on pentacene reactivity and stability. The reaction path of pentacene thermal dimerization in the presence of an external electric field is investigated; the results can be related to the fatigue effect observed in OFETs, that show significant performance degradation even in the absence of external agents. In addition to this, the effect of the gate voltage on a pentacene monolayer are simulated, and the results are then compared to X-ray diffraction measurements performed for the first time on operating OFETs.

Kinematics and statics of cable-driven parallel robots by interval-analysis-based methods

In the past two decades the work of a growing portion of researchers in robotics focused on a particular group of machines, belonging to the family of parallel manipulators: the cable robots. Although these robots share several theoretical elements with the better known parallel robots, they still present completely (or partly) unsolved issues. In particular, the study of their kinematic, already a difficult subject for conventional parallel manipulators, is further complicated by the non-linear nature of cables, which can exert only efforts of pure traction. The work presented in this thesis therefore focuses on the study of the kinematics of these robots and on the development of numerical techniques able to address some of the problems related to it. Most of the work is focused on the development of an interval-analysis based procedure for the solution of the direct geometric problem of a generic cable manipulator. This technique, as well as allowing for a rapid solution of the problem, also guarantees the results obtained against rounding and elimination errors and can take into account any uncertainties in the model of the problem. The developed code has been tested with the help of a small manipulator whose realization is described in this dissertation together with the auxiliary work done during its design and simulation phases.