Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

Numerical modeling of the Alto Tiberina low angle normal fault

The aim of this Thesis is to obtain a better understanding of the mechanical behavior of the active Alto Tiberina normal fault (ATF). Integrating geological, geodetic and seismological data, we perform 2D and 3D quasi-static and dynamic mechanical models to simulate the interseismic phase and rupture dynamic of the ATF. Effects of ATF locking depth, synthetic and antithetic fault activity, lithology and realistic fault geometries are taken in account. The 2D and 3D quasi-static model results suggest that the deformation pattern inferred by GPS data is consistent with a very compliant ATF zone (from 5 to 15 km) and Gubbio fault activity. The presence of the ATF compliant zone is a first order condition to redistribute the stress in the Umbria-Marche region; the stress bipartition between hanging wall (high values) and footwall (low values) inferred by the ATF zone activity could explain the microseismicity rates that are higher in the hanging wall respect to the footwall. The interseismic stress build-up is mainly located along the Gubbio fault zone and near ATF patches with higher dip (30°dynamic models demonstrate that the magnitude expected, after that an event is simulated on the ATF, can decrease if we consider the fault plane roughness.

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.

Dynamic services in mobile ad hoc networks

The increasing diffusion of wireless-enabled portable devices is pushing toward the design of novel service scenarios, promoting temporary and opportunistic interactions in infrastructure-less environments. Mobile Ad Hoc Networks (MANET) are the general model of these higly dynamic networks that can be specialized, depending on application cases, in more specific and refined models such as Vehicular Ad Hoc Networks and Wireless Sensor Networks. Two interesting deployment cases are of increasing relevance: resource diffusion among users equipped with portable devices, such as laptops, smart phones or PDAs in crowded areas (termed dense MANET) and dissemination/indexing of monitoring information collected in Vehicular Sensor Networks. The extreme dynamicity of these scenarios calls for novel distributed protocols and services facilitating application development. To this aim we have designed middleware solutions supporting these challenging tasks. REDMAN manages, retrieves, and disseminates replicas of software resources in dense MANET; it implements novel lightweight protocols to maintain a desired replication degree despite participants mobility, and efficiently perform resource retrieval. REDMAN exploits the high-density assumption to achieve scalability and limited network overhead. Sensed data gathering and distributed indexing in Vehicular Networks raise similar issues: we propose a specific middleware support, called MobEyes, exploiting node mobility to opportunistically diffuse data summaries among neighbor vehicles. MobEyes creates a low-cost opportunistic distributed index to query the distributed storage and to determine the location of needed information. Extensive validation and testing of REDMAN and MobEyes prove the effectiveness of our original solutions in limiting communication overhead while maintaining the required accuracy of replication degree and indexing completeness, and demonstrates the feasibility of the middleware approach.

Design of wireless sensor networks for fluid dynamic applications

In fluid dynamics research, pressure measurements are of great importance to define the flow field acting on aerodynamic surfaces. In fact the experimental approach is fundamental to avoid the complexity of the mathematical models for predicting the fluid phenomena. It’s important to note that, using in-situ sensor to monitor pressure on large domains with highly unsteady flows, several problems are encountered working with the classical techniques due to the transducer cost, the intrusiveness, the time response and the operating range. An interesting approach for satisfying the previously reported sensor requirements is to implement a sensor network capable of acquiring pressure data on aerodynamic surface using a wireless communication system able to collect the pressure data with the lowest environmental–invasion level possible. In this thesis a wireless sensor network for fluid fields pressure has been designed, built and tested. To develop the system, a capacitive pressure sensor, based on polymeric membrane, and read out circuitry, based on microcontroller, have been designed, built and tested. The wireless communication has been performed using the Zensys Z-WAVE platform, and network and data management have been implemented. Finally, the full embedded system with antenna has been created. As a proof of concept, the monitoring of pressure on the top of the mainsail in a sailboat has been chosen as working example.

A new approach for the dynamic modelling of the human knee

Mathematical models of the knee joint are important tools which have both theoretical and practical applications. They are used by researchers to fully understand the stabilizing role of the components of the joint, by engineers as an aid for prosthetic design, by surgeons during the planning of an operation or during the operation itself, and by orthopedists for diagnosis and rehabilitation purposes. The principal aims of knee models are to reproduce the restraining function of each structure of the joint and to replicate the relative motion of the bones which constitute the joint itself. It is clear that the first point is functional to the second one. However, the standard procedures for the dynamic modelling of the knee tend to be more focused on the second aspect: the motion of the joint is correctly replicated, but the stabilizing role of the articular components is somehow lost. A first contribution of this dissertation is the definition of a novel approach — called sequential approach — for the dynamic modelling of the knee. The procedure makes it possible to develop more and more sophisticated models of the joint by a succession of steps, starting from a first simple model of its passive motion. The fundamental characteristic of the proposed procedure is that the results obtained at each step do not worsen those already obtained at previous steps, thus preserving the restraining function of the knee structures. The models which stem from the first two steps of the sequential approach are then presented. The result of the first step is a model of the passive motion of the knee, comprehensive of the patello-femoral joint. Kinematical and anatomical considerations lead to define a one degree of freedom rigid link mechanism, whose members represent determinate components of the joint. The result of the second step is a stiffness model of the knee. This model is obtained from the first one, by following the rules of the proposed procedure. Both models have been identified from experimental data by means of an optimization procedure. The simulated motions of the models then have been compared to the experimental ones. Both models accurately reproduce the motion of the joint under the corresponding loading conditions. Moreover, the sequential approach makes sure the results obtained at the first step are not worsened at the second step: the stiffness model can also reproduce the passive motion of the knee with the same accuracy than the previous simpler model. The procedure proved to be successful and thus promising for the definition of more complex models which could also involve the effect of muscular forces.

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.

From core rigidities to dynamic capabilities: the role of external knowledge. A multiple case study

This study focuses on the processes of change that firms undertake to overcome conditions of organizational rigidity and develop new dynamic capabilities, thanks to the contribution of external knowledge. When external contingencies highlight firms’ core rigidities, external actors can intervene in change projects, providing new competences to firms’ managers. Knowledge transfer and organizational learning processes can lead to the development of new dynamic capabilities. Existing literature does not completely explain how these processes develop and how external knowledge providers, as management consultants, influence them. Dynamic capabilities literature has become very rich in the last years; however, the models that explain how dynamic capabilities evolve are not particularly investigated. Adopting a qualitative approach, this research proposes four relevant case studies in which external actors introduce new knowledge within organizations, activating processes of change. Each case study consists of a management consulting project. Data are collected through in-depth interviews with consultants and managers. A large amount of documents supports evidences from interviews. A narrative approach is adopted to account for change processes and a synthetic approach is proposed to compare case studies along relevant dimensions. This study presents a model of capabilities evolution, supported by empirical evidence, to explain how external knowledge intervenes in capabilities evolution processes: first, external actors solve gaps between environmental demands and firms’ capabilities, changing organizational structures and routines; second, a knowledge transfer between consultants and managers leads to the creation of new ordinary capabilities; third, managers can develop new dynamic capabilities through a deliberate learning process that internalizes new tacit knowledge from consultants. After the end of the consulting project, two elements can influence the deliberate learning process: new external contingencies and changes in the perceptions about external actors.

Modeling the spatial dynamics of economic models

The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

Estimation of Quasi-Rational DSGE Models

Small-scale dynamic stochastic general equilibrium have been treated as the benchmark of much of the monetary policy literature, given their ability to explain the impact of monetary policy on output, inflation and financial markets. One cause of the empirical failure of New Keynesian models is partially due to the Rational Expectations (RE) paradigm, which entails a tight structure on the dynamics of the system. Under this hypothesis, the agents are assumed to know the data genereting process. In this paper, we propose the econometric analysis of New Keynesian DSGE models under an alternative expectations generating paradigm, which can be regarded as an intermediate position between rational expectations and learning, nameley an adapted version of the "Quasi-Rational" Expectatations (QRE) hypothesis. Given the agents' statistical model, we build a pseudo-structural form from the baseline system of Euler equations, imposing that the length of the reduced form is the same as in the `best' statistical model.

Closed-loop investigation of the dynamical properties of cardiomyocyte electrophysiology by means of Dynamic clamp and Mathematical modelling

The research field of my PhD concerns mathematical modeling and numerical simulation, applied to the cardiac electrophysiology analysis at a single cell level. This is possible thanks to the development of mathematical descriptions of single cellular components, ionic channels, pumps, exchangers and subcellular compartments. Due to the difficulties of vivo experiments on human cells, most of the measurements are acquired in vitro using animal models (e.g. guinea pig, dog, rabbit). Moreover, to study the cardiac action potential and all its features, it is necessary to acquire more specific knowledge about single ionic currents that contribute to the cardiac activity. Electrophysiological models of the heart have become very accurate in recent years giving rise to extremely complicated systems of differential equations. Although describing the behavior of cardiac cells quite well, the models are computationally demanding for numerical simulations and are very difficult to analyze from a mathematical (dynamical-systems) viewpoint. Simplified mathematical models that capture the underlying dynamics to a certain extent are therefore frequently used. The results presented in this thesis have confirmed that a close integration of computational modeling and experimental recordings in real myocytes, as performed by dynamic clamp, is a useful tool in enhancing our understanding of various components of normal cardiac electrophysiology, but also arrhythmogenic mechanisms in a pathological condition, especially when fully integrated with experimental data.

Modelling the dynamic response of rockfall protection barriers

Mountainous areas are prone to natural hazards like rockfalls. Among the many countermeasures, rockfall protection barriers represent an effective solution to mitigate the risk. They are metallic structures designed to intercept rocks falling from unstable slopes, thus dissipating the energy deriving from the impact. This study aims at providing a better understanding of the response of several rockfall barrier types, through the development of rather sophisticated three-dimensional numerical finite elements models which take into account for the highly dynamic and non-linear conditions of such events. The models are built considering the actual geometrical and mechanical properties of real systems. Particular attention is given to the connecting details between the structural components and to their interactions. The importance of the work lies in being able to support a wide experimental activity with appropriate numerical modelling. The data of several full-scale tests carried out on barrier prototypes, as well as on their structural components, are combined with results of numerical simulations. Though the models are designed with relatively simple solutions in order to obtain a low computational cost of the simulations, they are able to reproduce with great accuracy the test results, thus validating the reliability of the numerical strategy proposed for the design of these structures. The developed models have shown to be readily applied to predict the barrier performance under different possible scenarios, by varying the initial configuration of the structures and/or of the impact conditions. Furthermore, the numerical models enable to optimize the design of these structures and to evaluate the benefit of possible solutions. Finally it is shown they can be also used as a valuable supporting tool for the operators within a rockfall risk assessment procedure, to gain crucial understanding of the performance of existing barriers in working conditions.

Kinematics of local and high-z galaxies through 3D modeling of emission-line datacubes

The kinematics is a fundamental tool to infer the dynamical structure of galaxies and to understand their formation and evolution. Spectroscopic observations of gas emission lines are often used to derive rotation curves and velocity dispersions. It is however difficult to disentangle these two quantities in low spatial-resolution data because of beam smearing. In this thesis, we present 3D-Barolo, a new software to derive the gas kinematics of disk galaxies from emission-line data-cubes. The code builds tilted-ring models in the 3D observational space and compares them with the actual data-cubes. 3D-Barolo works with data at a wide range of spatial resolutions without being affected by instrumental biases. We use 3D-Barolo to derive rotation curves and velocity dispersions of several galaxies in both the local and the high-redshift Universe. We run our code on HI observations of nearby galaxies and we compare our results with 2D traditional approaches. We show that a 3D approach to the derivation of the gas kinematics has to be preferred to a 2D approach whenever a galaxy is resolved with less than about 20 elements across the disk. We moreover analyze a sample of galaxies at z~1, observed in the H-alpha line with the KMOS/VLT spectrograph. Our 3D modeling reveals that the kinematics of these high-z systems is comparable to that of local disk galaxies, with steeply-rising rotation curves followed by a flat part and H-alpha velocity dispersions of 15-40 km/s over the whole disks. This evidence suggests that disk galaxies were already fully settled about 7-8 billion years ago. In summary, 3D-Barolo is a powerful and robust tool to separate physical and instrumental effects and to derive a reliable kinematics. The analysis of large samples of galaxies at different redshifts with 3D-Barolo will provide new insights on how galaxies assemble and evolve throughout cosmic time.

Dynamic Modeling and Seasonal Performance Evaluation of Air-to-Water Heat Pump Systems

In this Thesis a series of numerical models for the evaluation of the seasonal performance of reversible air-to-water heat pump systems coupled to residential and non-residential buildings are presented. The exploitation of the energy saving potential linked to the adoption of heat pumps is a hard task for designers due to the influence on their energy performance of several factors, like the external climate variability, the heat pump modulation capacity, the system control strategy and the hydronic loop configuration. The aim of this work is to study in detail all these aspects. In the first part of this Thesis a series of models which use a temperature class approach for the prediction of the seasonal performance of reversible air source heat pumps are shown. An innovative methodology for the calculation of the seasonal performance of an air-to-water heat pump has been proposed as an extension of the procedure reported by the European standard EN 14825. This methodology can be applied not only to air-to-water single-stage heat pumps (On-off HPs) but also to multi-stage (MSHPs) and inverter-driven units (IDHPs). In the second part, dynamic simulation has been used with the aim to optimize the control systems of the heat pump and of the HVAC plant. A series of dynamic models, developed by means of TRNSYS, are presented to study the behavior of On-off HPs, MSHPs and IDHPs. The main goal of these dynamic simulations is to show the influence of the heat pump control strategies and of the lay-out of the hydronic loop used to couple the heat pump to the emitters on the seasonal performance of the system. A particular focus is given to the modeling of the energy losses linked to on-off cycling.

Powertrain Architectures and Technologies for New Emission and Fuel Consumption Standards

New powertrain design is highly influenced by CO2 and pollutant limits defined by legislations, the demand of fuel economy in for real conditions, high performances and acceptable cost. To reach the requirements coming from both end-users and legislations, several powertrain architectures and engine technologies are possible (e.g. SI or CI engines), with many new technologies, new fuels, and different degree of electrification. The benefits and costs given by the possible architectures and technology mix must be accurately evaluated by means of objective procedures and tools in order to choose among the best alternatives. This work presents a basic design methodology and a comparison at concept level of the main powertrain architectures and technologies that are currently being developed, considering technical benefits and their cost effectiveness. The analysis is carried out on the basis of studies from the technical literature, integrating missing data with evaluations performed by means of powertrain-vehicle simplified models, considering the most important powertrain architectures. Technology pathways for passenger cars up to 2025 and beyond have been defined. After that, with support of more detailed models and experimentations, the investigation has been focused on the more promising technologies to improve internal combustion engine, such as: water injection, low temperature combustions and heat recovery systems.