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.

Language and Embodiment: sensory-motor and linguistic-social experience. Evidence on sentence comprehension

In this work I address the study of language comprehension in an “embodied” framework. Firstly I show behavioral evidence supporting the idea that language modulates the motor system in a specific way, both at a proximal level (sensibility to the effectors) and at the distal level (sensibility to the goal of the action in which the single motor acts are inserted). I will present two studies in which the method is basically the same: we manipulated the linguistic stimuli (the kind of sentence: hand action vs. foot action vs. mouth action) and the effector by which participants had to respond (hand vs. foot vs. mouth; dominant hand vs. non-dominant hand). Response times analyses showed a specific modulation depending on the kind of sentence: participants were facilitated in the task execution (sentence sensibility judgment) when the effector they had to use to respond was the same to which the sentences referred. Namely, during language comprehension a pre-activation of the motor system seems to take place. This activation is analogous (even if less intense) to the one detectable when we practically execute the action described by the sentence. Beyond this effector specific modulation, we also found an effect of the goal suggested by the sentence. That is, the hand effector was pre-activated not only by hand-action-related sentences, but also by sentences describing mouth actions, consistently with the fact that to execute an action on an object with the mouth we firstly have to bring it to the mouth with the hand. After reviewing the evidence on simulation specificity directly referring to the body (for instance, the kind of the effector activated by the language), I focus on the specific properties of the object to which the words refer, particularly on the weight. In this case the hypothesis to test was if both lifting movement perception and lifting movement execution are modulated by language comprehension. We used behavioral and kinematics methods, and we manipulated the linguistic stimuli (the kind of sentence: the lifting of heavy objects vs. the lifting of light objects). To study the movement perception we measured the correlations between the weight of the objects lifted by an actor (heavy objects vs. light objects) and the esteems provided by the participants. To study the movement execution we measured kinematics parameters variance (velocity, acceleration, time to the first peak of velocity) during the actual lifting of objects (heavy objects vs. light objects). Both kinds of measures revealed that language had a specific effect on the motor system, both at a perceptive and at a motoric level. Finally, I address the issue of the abstract words. Different studies in the “embodied” framework tried to explain the meaning of abstract words The limit of these works is that they account only for subsets of phenomena, so results are difficult to generalize. We tried to circumvent this problem by contrasting transitive verbs (abstract and concrete) and nouns (abstract and concrete) in different combinations. The behavioral study was conducted both with German and Italian participants, as the two languages are syntactically different. We found that response times were faster for both the compatible pairs (concrete verb + concrete noun; abstract verb + abstract noun) than for the mixed ones. Interestingly, for the mixed combinations analyses showed a modulation due to the specific language (German vs. Italian): when the concrete word precedes the abstract one responses were faster, regardless of the word grammatical class. Results are discussed in the framework of current views on abstract words. They highlight the important role of developmental and social aspects of language use, and confirm theories assigning a crucial role to both sensorimotor and linguistic experience for abstract words.

Studio di ausili tecnologici compensativi di supporto all'iter di apprendimento matematico secondario e universitario degli studenti con dislessia

Data coming out from various researches carried out over the last years in Italy on the problem of school dispersion in secondary school show that difficulty in studying mathematics is one of the most frequent reasons of discomfort reported by students. Nevertheless, it is definitely unrealistic to think we can do without such knowledge in today society: mathematics is largely taught in secondary school and it is not confined within technical-scientific courses only. It is reasonable to say that, although students may choose academic courses that are, apparently, far away from mathematics, all students will have to come to terms, sooner or later in their life, with this subject. Among the reasons of discomfort given by the study of mathematics, some mention the very nature of this subject and in particular the complex symbolic language through which it is expressed. In fact, mathematics is a multimodal system composed by oral and written verbal texts, symbol expressions, such as formulae and equations, figures and graphs. For this, the study of mathematics represents a real challenge to those who suffer from dyslexia: this is a constitutional condition limiting people performances in relation to the activities of reading and writing and, in particular, to the study of mathematical contents. Here the difficulties in working with verbal and symbolic codes entail, in turn, difficulties in the comprehension of texts from which to deduce operations that, once combined together, would lead to the problem final solution. Information technologies may support this learning disorder effectively. However, these tools have some implementation limits, restricting their use in the study of scientific subjects. Vocal synthesis word processors are currently used to compensate difficulties in reading within the area of classical studies, but they are not used within the area of mathematics. This is because the vocal synthesis (or we should say the screen reader supporting it) is not able to interpret all that is not textual, such as symbols, images and graphs. The DISMATH software, which is the subject of this project, would allow dyslexic users to read technical-scientific documents with the help of a vocal synthesis, to understand the spatial structure of formulae and matrixes, to write documents with a technical-scientific content in a format that is compatible with main scientific editors. The system uses LaTex, a text mathematic language, as mediation system. It is set up as LaTex editor, whose graphic interface, in line with main commercial products, offers some additional specific functions with the capability to support the needs of users who are not able to manage verbal and symbolic codes on their own. LaTex is translated in real time into a standard symbolic language and it is read by vocal synthesis in natural language, in order to increase, through the bimodal representation, the ability to process information. The understanding of the mathematic formula through its reading is made possible by the deconstruction of the formula itself and its “tree” representation, so allowing to identify the logical elements composing it. Users, even without knowing LaTex language, are able to write whatever scientific document they need: in fact the symbolic elements are recalled by proper menus and automatically translated by the software managing the correct syntax. The final aim of the project, therefore, is to implement an editor enabling dyslexic people (but not only them) to manage mathematic formulae effectively, through the integration of different software tools, so allowing a better teacher/learner interaction too.