A model for diffusive and displacive phase transitions in steels

Heat treatment of steels is a process of fundamental importance in tailoring the properties of a material to the desired application; developing a model able to describe such process would allow to predict the microstructure obtained from the treatment and the consequent mechanical properties of the material. A steel, during a heat treatment, can undergo two different kinds of phase transitions [p.t.]: diffusive (second order p.t.) and displacive (first order p.t.); in this thesis, an attempt to describe both in a thermodynamically consistent framework is made; a phase field, diffuse interface model accounting for the coupling between thermal, chemical and mechanical effects is developed, and a way to overcome the difficulties arising from the treatment of the non-local effects (gradient terms) is proposed. The governing equations are the balance of linear momentum equation, the Cahn-Hilliard equation and the balance of internal energy equation. The model is completed with a suitable description of the free energy, from which constitutive relations are drawn. The equations are then cast in a variational form and different numerical techniques are used to deal with the principal features of the model: time-dependency, non-linearity and presence of high order spatial derivatives. Simulations are performed using DOLFIN, a C++ library for the automated solution of partial differential equations by means of the finite element method; results are shown for different test-cases. The analysis is reduced to a two dimensional setting, which is simpler than a three dimensional one, but still meaningful.

Generalized Differential Quadrature Finite Element Method applied to Advanced Structural Mechanics

Over the years the Differential Quadrature (DQ) method has distinguished because of its high accuracy, straightforward implementation and general ap- plication to a variety of problems. There has been an increase in this topic by several researchers who experienced significant development in the last years. DQ is essentially a generalization of the popular Gaussian Quadrature (GQ) used for numerical integration functions. GQ approximates a finite in- tegral as a weighted sum of integrand values at selected points in a problem domain whereas DQ approximate the derivatives of a smooth function at a point as a weighted sum of function values at selected nodes. A direct appli- cation of this elegant methodology is to solve ordinary and partial differential equations. Furthermore in recent years the DQ formulation has been gener- alized in the weighting coefficients computations to let the approach to be more flexible and accurate. As a result it has been indicated as Generalized Differential Quadrature (GDQ) method. However the applicability of GDQ in its original form is still limited. It has been proven to fail for problems with strong material discontinuities as well as problems involving singularities and irregularities. On the other hand the very well-known Finite Element (FE) method could overcome these issues because it subdivides the computational domain into a certain number of elements in which the solution is calculated. Recently, some researchers have been studying a numerical technique which could use the advantages of the GDQ method and the advantages of FE method. This methodology has got different names among each research group, it will be indicated here as Generalized Differential Quadrature Finite Element Method (GDQFEM).

Quantum integrability as a new method for exact results on N=2 supersymmetric gauge theories and black holes

In this thesis I show a triple new connection we found between quantum integrability, N=2 supersymmetric gauge theories and black holes perturbation theory. I use the approach of the ODE/IM correspondence between Ordinary Differential Equations (ODE) and Integrable Models (IM), first to connect basic integrability functions - the Baxter’s Q, T and Y functions - to the gauge theory periods. This fundamental identification allows several new results for both theories, for example: an exact non linear integral equation (Thermodynamic Bethe Ansatz, TBA) for the gauge periods; an interpretation of the integrability functional relations as new exact R-symmetry relations for the periods; new formulas for the local integrals of motion in terms of gauge periods. This I develop in all details at least for the SU(2) gauge theory with Nf=0,1,2 matter flavours. Still through to the ODE/IM correspondence, I connect the mathematically precise definition of quasinormal modes of black holes (having an important role in gravitational waves’ obervations) with quantization conditions on the Q, Y functions. In this way I also give a mathematical explanation of the recently found connection between quasinormal modes and N=2 supersymmetric gauge theories. Moreover, it follows a new simple and effective method to numerically compute the quasinormal modes - the TBA - which I compare with other standard methods. The spacetimes for which I show these in all details are in the simplest Nf=0 case the D3 brane in the Nf=1,2 case a generalization of extremal Reissner-Nordström (charged) black holes. Then I begin treating also the Nf=3,4 theories and argue on how our integrability-gauge-gravity correspondence can generalize to other types of black holes in either asymptotically flat (Nf=3) or Anti-de-Sitter (Nf=4) spacetime. Finally I begin to show the extension to a 4-fold correspondence with also Conformal Field Theory (CFT), through the renowned AdS/CFT correspondence.

On the Wick product and Wong-Zakai approximations.

This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.