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.

A comprehensive study of the 26th December 2004 Sumatra earthquake: possible implications on Earth rotation and investigations on the coseismic and postseismic stress diffusion associated with the seismic rupture

In this work a multidisciplinary study of the December 26th, 2004 Sumatra earthquake has been carried out. We have investigated both the effect of the earthquake on the Earth rotation and the stress field variations associated with the seismic event. In the first part of the work we have quantified the effects of a water mass redistribution associated with the propagation of a tsunami wave on the Earth’s pole path and on the length-of-day (LOD) and applied our modeling results to the tsunami following the 2004 giant Sumatra earthquake. We compared the result of our simulations on the instantaneous rotational axis variations with some preliminary instrumental evidences on the pole path perturbation (which has not been confirmed yet) registered just after the occurrence of the earthquake, which showed a step-like discontinuity that cannot be attributed to the effect of a seismic dislocation. Our results show that the perturbation induced by the tsunami on the instantaneous rotational pole is characterized by a step-like discontinuity, which is compatible with the observations but its magnitude turns out to be almost one hundred times smaller than the detected one. The LOD variation induced by the water mass redistribution turns out to be not significant because the total effect is smaller than current measurements uncertainties. In the second part of this work of thesis we modeled the coseismic and postseismic stress evolution following the Sumatra earthquake. By means of a semi-analytical, viscoelastic, spherical model of global postseismic deformation and a numerical finite-element approach, we performed an analysis of the stress diffusion following the earthquake in the near and far field of the mainshock source. We evaluated the stress changes due to the Sumatra earthquake by projecting the Coulomb stress over the sequence of aftershocks taken from various catalogues in a time window spanning about two years and finally analyzed the spatio-temporal pattern. The analysis performed with the semi-analytical and the finite-element modeling gives a complex picture of the stress diffusion, in the area under study, after the Sumatra earthquake. We believe that the results obtained with the analytical method suffer heavily for the restrictions imposed, on the hypocentral depths of the aftershocks, in order to obtain the convergence of the harmonic series of the stress components. On the contrary we imposed no constraints on the numerical method so we expect that the results obtained give a more realistic description of the stress variations pattern.

Conformation and Stereodynamic of Hindered Aromatic System

The preparation of conformationally hindered molecules and their study by DNMR and computational methods are my thesis’s core. In the first chapter, the conformations and the stereodynamics of symmetrically ortho-disubstituted aryl carbinols and aryl ethers are described. In the second chapter, the structures of axially chiral atropisomers of hindered biphenyl carbinols are studied. In the third chapter, the steric barriers and the -barrier of 1,8-di-aylbiphenylenes are determined. Interesting atropisomers are found in the cases of arylanthrones, arylanthraquinones and arylanthracenes and are reported in the fourth chapter. By the combined use of dynamic NMR, ECD spectroscopy and DFT computations, the conformations and the absolute configurations of 2-Naphthylalkylsulfoxides are studied in the fifth chapter. In the last chapter, a new synthetic route to ,’-arylated secondary or tertiary alcohols by lithiated O-benzyl-carbamates carrying an N-aryl substituent and DFT calculations to determinate the cyclic intermediate are reported. This work was done in the research group of Prof. Jonathan Clayden, at the University of Manchester.

Sistemi liquido cristallini complessi: simulazioni al calcolatore e studi ESR

The aim of this PhD thesis was to study at a microscopic level different liquid crystal (LC) systems, in order to determine their physical properties, resorting to two distinct methodologies, one involving computer simulations, and the other spectroscopic techniques, in particular electron spin resonance (ESR) spectroscopy. By means of the computer simulation approach we tried to demonstrate this tool effectiveness for calculating anisotropic static properties of a LC material, as well as for predicting its behaviour and features. This required the development and adoption of suitable molecular models based on a convenient intermolecular potentials reflecting the essential molecular features of the investigated system. In particular, concerning the simulation approach, we have set up models for discotic liquid crystal dimers and we have studied, by means of Monte Carlo simulations, their phase behaviour and self­-assembling properties, with respect to the simple monomer case. Each discotic dimer is described by two oblate Gay­Berne ellipsoids connected by a flexible spacer, modelled by a harmonic "spring" of three different lengths. In particular we investigated the effects of dimerization on the transition temperatures, as well as on the characteristics of molecular aggregation displayed and the relative orientational order. Moving to the experimental results, among the many experimental techniques that are typically employed to evaluate LC system distinctive features, ESR has proved to be a powerful tool in microscopic scale investigation of the properties, structure, order and dynamics of these materials. We have taken advantage of the high sensitivity of the ESR spin probe technique to investigate increasingly complex LC systems ranging from devices constituted by a polymer matrix in which LC molecules are confined in shape of nano- droplets, as well as biaxial liquid crystalline elastomers, and dimers whose monomeric units or lateral groups are constituted by rod-like mesogens (11BCB). Reflection-mode holographic-polymer dispersed liquid crystals (H-PDLCs) are devices in which LCs are confined into nanosized (50­-300 nm) droplets, arranged in layers which alternate with polymer layers, forming a diffraction grating. We have determined the configuration of the LC local director and we have derived a model of the nanodroplet organization inside the layers. Resorting also to additional information on the nanodroplet size and shape distribution provided by SEM images of the H-PDLC cross-section, the observed director configuration has been modeled as a bidimensional distribution of elongated nanodroplets whose long axis is, on the average, parallel to the layers and whose internal director configuration is a uniaxial quasi- monodomain aligned along the nanodroplet long axis. The results suggest that the molecular organization is dictated mainly by the confinement, explaining, at least in part, the need for switching voltages significantly higher and the observed faster turn-off times in H-PDLCs compared to standard PDLC devices. Liquid crystal elastomers consist in cross-linked polymers, in which mesogens represent the monomers constituting the main chain or the laterally attached side groups. They bring together three important aspects: orientational order in amorphous soft materials, responsive molecular shape and quenched topological constraints. In biaxial nematic liquid crystalline elastomers (BLCEs), two orthogonal directions, rather than the one of normal uniaxial nematic, can be controlled, greatly enhancing their potential value for applications as novel actuators. Two versions of a side-chain BLCEs were characterized: side­-on and end­-on. Many tests have been carried out on both types of LCE, the main features detected being the lack of a significant dynamical behaviour, together with a strong permanent alignment along the principal director, and the confirmation of the transition temperatures already determined by DSC measurements. The end­-on sample demonstrates a less hindered rotation of the side group mesogenic units and a greater freedom of alignment to the magnetic field, as already shown by previous NMR studies. Biaxial nematic ESR static spectra were also obtained on the basis of Molecular Dynamics generated biaxial configurations, to be compared to the experimentally determined ones, as a mean to establish a possible relation between biaxiality and the spectral features. This provides a concrete example of the advantages of combining the computer simulation and spectroscopic approaches. Finally, the dimer α,ω-bis(4'-cyanobiphenyl-4-yl)undecane (11BCB), synthesized in the "quest" for the biaxial nematic phase has been analysed. Its importance lies in the dimer significance as building blocks in the development of new materials to be employed in innovative technological applications, such as faster switching displays, resorting to the easier aligning ability of the secondary director in biaxial phases. A preliminary series of tests were performed revealing the population of mesogenic molecules as divided into two groups: one of elongated straightened conformers sharing a common director, and one of bent molecules, which display no order, being equally distributed in the three dimensions. Employing this model, the calculated values show a consistent trend, confirming at the same time the transition temperatures indicated by the DSC measurements, together with rotational diffusion tensor values that follow closely those of the constituting monomer 5CB.

Bistable elliptic equations with fractional diffusion

This work concerns the study of bounded solutions to elliptic nonlinear equations with fractional diffusion. More precisely, the aim of this thesis is to investigate some open questions related to a conjecture of De Giorgi about the one-dimensional symmetry of bounded monotone solutions in all space, at least up to dimension 8. This property on 1-D symmetry of monotone solutions for fractional equations was known in dimension n=2. The question remained open for n>2. In this work we establish new sharp energy estimates and one-dimensional symmetry property in dimension 3 for certain solutions of fractional equations. Moreover we study a particular type of solutions, called saddle-shaped solutions, which are the candidates to be global minimizers not one-dimensional in dimensions bigger or equal than 8. This is an open problem and it is expected to be true from the classical theory of minimal surfaces.

Le strategie di internazionalizzazione delle imprese distrettuali: un'analisi comparata di tre diversi sistemi locali di produzione in Emilia Romagna

Since the Nineties, the process of globalization has caused a sharp increase in the real and financial integration of the worldwide economy, reducing the obstacles to international trade and minimizing the cost of transaction. The entrance of foreign firms in the domestic market has deeply modified the competitive situation of Italian enterprises, which have been forced to change their strategies in order to cope with those of the new competitors. In this scenario, internationalization is no longer one of the different strategic options available for the firm, but it becomes a forced choice to maintain or acquire a competitive advantage sustainable over time. Internationalization strategies of SMEs, however, are hindered by the shortage of financial resources and entrepreneurial skills, therefore this kind of firms tends toward light forms of foreign expansion, like export and subcontracting. Despite this, many studies have demonstrated that the district localisation increases the firms’ productivity and innovative capacity, so their competiveness both at a domestic and international level. The majority of these empirical contributions has focused mainly on the analysis of commercial flows, confirming that district enterprises reach a superior international performance compared to their external competitors. On the contrary, only few works have tried to evaluate the existence of a district effect on the firms’ ability to invest abroad, but the obtained results are not straightforward. One of the reason of these conclusions is that the phenomena has been analysed without taking into account the differences existing between districts in terms of enterprises’ dimension, diffusion of industrial groups and, above all, the sector of productive specialization, because the technological content of production could improve the innovativeness of district firms, allowing them to adopt advanced forms of internationalisation as foreign direct investments (FDI). The aim of the thesis is to further investigate the district effect on internationalisation, trough an econometric analysis of the international strategies carried out by firms localised in three different local system of production characterised by different technological specialization.