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.

Refined Estimation of Earthquake Source Parameters: Methods, Applications and Scaling Relationships

The objective of this work of thesis is the refined estimations of source parameters. To such a purpose we used two different approaches, one in the frequency domain and the other in the time domain. In frequency domain, we analyzed the P- and S-wave displacement spectra to estimate spectral parameters, that is corner frequencies and low frequency spectral amplitudes. We used a parametric modeling approach which is combined with a multi-step, non-linear inversion strategy and includes the correction for attenuation and site effects. The iterative multi-step procedure was applied to about 700 microearthquakes in the moment range 1011-1014 N•m and recorded at the dense, wide-dynamic range, seismic networks operating in Southern Apennines (Italy). The analysis of the source parameters is often complicated when we are not able to model the propagation accurately. In this case the empirical Green function approach is a very useful tool to study the seismic source properties. In fact the Empirical Green Functions (EGFs) consent to represent the contribution of propagation and site effects to signal without using approximate velocity models. An EGF is a recorded three-component set of time-histories of a small earthquake whose source mechanism and propagation path are similar to those of the master event. Thus, in time domain, the deconvolution method of Vallée (2004) was applied to calculate the source time functions (RSTFs) and to accurately estimate source size and rupture velocity. This technique was applied to 1) large event, that is Mw=6.3 2009 L’Aquila mainshock (Central Italy), 2) moderate events, that is cluster of earthquakes of 2009 L’Aquila sequence with moment magnitude ranging between 3 and 5.6, 3) small event, i.e. Mw=2.9 Laviano mainshock (Southern Italy).

A Semantic-based Framework for Digital Survey of Architectural Heritage

The research aims at developing a framework for semantic-based digital survey of architectural heritage. Rooted in knowledge-based modeling which extracts mathematical constraints of geometry from architectural treatises, as-built information of architecture obtained from image-based modeling is integrated with the ideal model in BIM platform. The knowledge-based modeling transforms the geometry and parametric relation of architectural components from 2D printings to 3D digital models, and create large amount variations based on shape grammar in real time thanks to parametric modeling. It also provides prior knowledge for semantically segmenting unorganized survey data. The emergence of SfM (Structure from Motion) provides access to reconstruct large complex architectural scenes with high flexibility, low cost and full automation, but low reliability of metric accuracy. We solve this problem by combing photogrammetric approaches which consists of camera configuration, image enhancement, and bundle adjustment, etc. Experiments show the accuracy of image-based modeling following our workflow is comparable to that from range-based modeling. We also demonstrate positive results of our optimized approach in digital reconstruction of portico where low-texture-vault and dramatical transition of illumination bring huge difficulties in the workflow without optimization. Once the as-built model is obtained, it is integrated with the ideal model in BIM platform which allows multiple data enrichment. In spite of its promising prospect in AEC industry, BIM is developed with limited consideration of reverse-engineering from survey data. Besides representing the architectural heritage in parallel ways (ideal model and as-built model) and comparing their difference, we concern how to create as-built model in BIM software which is still an open area to be addressed. The research is supposed to be fundamental for research of architectural history, documentation and conservation of architectural heritage, and renovation of existing buildings.

Essays in Health Economics

In the first chapter we develop a theoretical model investigating food consumption and body weight with a novel assumption regarding human caloric expenditure (i.e. metabolism), in order to investigate why individuals can be rationally trapped in an excessive weight equilibrium and why they struggle to lose weight even when offered incentives for weight-loss. This assumption allows the theoretical model to have multiple equilibria and to provide an explanation for why losing weight is so difficult even in the presence of incentives, without relying on rational addiction, time-inconsistency preferences or bounded rationality. In addition to this result we are able to characterize under which circumstances a temporary incentive can create a persistent weight loss. In the second chapter we investigate the possible contributions that social norms and peer effects had on the spread of obesity. In recent literature peer effects and social norms have been characterized as important pathways for the biological and behavioral spread of body weight, along with decreased food prices and physical activity. We add to this literature by proposing a novel concept of social norm related to what we define as social distortion in weight perception. The theoretical model shows that, in equilibrium, the effect of an increase in peers' weight on i's weight is unrelated to health concerns while it is mainly associated with social concerns. Using regional data from England we prove that such social component is significant in influencing individual weight. In the last chapter we investigate the relationship between body weight and employment probability. Using a semi-parametric regression we show that men and women employment probability do not follow a linear relationship with body mass index (BMI) but rather an inverted U-shaped one, peaking at a BMI way over the clinical threshold for overweight.

Modeling the cosmological co-evolution of supermassive black holes and galaxies

In this Thesis, we investigate the cosmological co-evolution of supermassive black holes (BHs), Active Galactic Nuclei (AGN) and their hosting dark matter (DM) halos and galaxies, within the standard CDM scenario. We analyze both analytic, semi-analytic and hybrid techniques and use the most recent observational data available to constrain the assumptions underlying our models. First, we focus on very simple analytic models where the assembly of BHs is directly related to the merger history of DM haloes. For this purpose, we implement the two original analytic models of Wyithe & Loeb 2002 and Wyithe & Loeb 2003, compare their predictions to the AGN luminosity function and clustering data, and discuss possible modifications to the models that improve the match to the observation. Then we study more sophisticated semi-analytic models in which however the baryonic physics is neglected as well. Finally we improve the hybrid simulation of De Lucia & Blaizot 2007, adding new semi-analytical prescriptions to describe the BH mass accretion rate during each merger event and its conversion into radiation, and compare the derived BH scaling relations, fundamental plane and mass function, and the AGN luminosity function with observations. All our results support the following scenario: • The cosmological co-evolution of BHs, AGN and galaxies can be well described within the CDM model. • At redshifts z & 1, the evolution history of DM halo fully determines the overall properties of the BH and AGN populations. The AGN emission is triggered mainly by DM halo major mergers and, on average, AGN shine at their Eddington luminosity. • At redshifts z . 1, BH growth decouples from halo growth. Galaxy major mergers cannot constitute the only trigger to accretion episodes in this phase. • When a static hot halo has formed around a galaxy, a fraction of the hot gas continuously accretes onto the central BH, causing a low-energy “radio” activity at the galactic centre, which prevents significant gas cooling and thus limiting the mass of the central galaxies and quenching the star formation at late time. • The cold gas fraction accreted by BHs at high redshifts seems to be larger than at low redshifts.

Numerical optimization,modeling and system evaluation of a thermophotovoltaic hybrid panel

Photovoltaic (PV) solar panels generally produce electricity in the 6% to 16% efficiency range, the rest being dissipated in thermal losses. To recover this amount, hybrid photovoltaic thermal systems (PVT) have been devised. These are devices that simultaneously convert solar energy into electricity and heat. It is thus interesting to study the PVT system globally from different point of views in order to evaluate advantages and disadvantages of this technology and its possible uses. In particular in Chapter II, the development of the PVT absorber numerical optimization by a genetic algorithm has been carried out analyzing different internal channel profiles in order to find a right compromise between performance and technical and economical feasibility. Therefore in Chapter III ,thanks to a mobile structure built into the university lab, it has been compared experimentally electrical and thermal output power from PVT panels with separated photovoltaic and solar thermal productions. Collecting a lot of experimental data based on different seasonal conditions (ambient temperature,irradiation, wind...),the aim of this mobile structure has been to evaluate average both thermal and electrical increasing and decreasing efficiency values obtained respect to separate productions through the year. In Chapter IV , new PVT and solar thermal equation based models in steady state conditions have been developed by software Dymola that uses Modelica language. This permits ,in a simplified way respect to previous system modelling softwares, to model and evaluate different concepts about PVT panel regarding its structure before prototyping and measuring it. Chapter V concerns instead the definition of PVT boundary conditions into a HVAC system . This was made trough year simulations by software Polysun in order to finally assess the best solar assisted integrated structure thanks to F_save(solar saving energy)factor. Finally, Chapter VI presents the conclusion and the perspectives of this PhD work.

Modeling of Electric Hybrid Vehicles based on Innovative Energy Storage Technologies for Super Sports Cars Applications

Today, the contribution of the transportation sector on greenhouse gases is evident. The fast consumption of fossil fuels and its impact on the environment has given a strong impetus to the development of vehicles with better fuel economy. Hybrid electric vehicles fit into this context with different targets, starting from the reduction of emissions and fuel consumption, but also for performance and comfort enhancement. Vehicles exist with various missions; super sport cars usually aim to reach peak performance and to guarantee a great driving experience to the driver, but great attention must also be paid to fuel consumption. According to the vehicle mission, hybrid vehicles can differ in the powertrain configuration and the choice of the energy storage system. Lamborghini has recently invested in the development of hybrid super sport cars, due to performance and comfort reasons, with the possibility to reduce fuel consumption. This research activity has been conducted as a joint collaboration between the University of Bologna and the sportscar manufacturer, to analyze the impact of innovative energy storage solutions on the hybrid vehicle performance. Capacitors have been studied and modeled to analyze the pros and cons of such solution with respect to batteries. To this aim, a full simulation environment has been developed and validated to provide a concept design tool capable of precise results and able to foresee the longitudinal performance on regulated emission cycles and real driving conditions, with a focus on fuel consumption. In addition, the target of the research activity is to deepen the study of hybrid electric super sports cars in the concept development phase, focusing on defining the control strategies and the energy storage system’s technology that best suits the needs of the vehicles. This dissertation covers the key steps that have been carried out in the research project.

Mixed-domain simulation and hybrid wafer-level packaging of RF-MEMS devices for wireless applications

In questa tesi verranno trattati sia il problema della creazione di un ambiente di simulazione a domini fisici misti per dispositivi RF-MEMS, che la definizione di un processo di fabbricazione ad-hoc per il packaging e l’integrazione degli stessi. Riguardo al primo argomento, sarà mostrato nel dettaglio lo sviluppo di una libreria di modelli MEMS all’interno dell’ambiente di simulazione per circuiti integrati Cadence c . L’approccio scelto per la definizione del comportamento elettromeccanico dei MEMS è basato sul concetto di modellazione compatta (compact modeling). Questo significa che il comportamento fisico di ogni componente elementare della libreria è descritto per mezzo di un insieme limitato di punti (nodi) di interconnessione verso il mondo esterno. La libreria comprende componenti elementari, come travi flessibili, piatti rigidi sospesi e punti di ancoraggio, la cui opportuna interconnessione porta alla realizzazione di interi dispositivi (come interruttori e capacità variabili) da simulare in Cadence c . Tutti i modelli MEMS sono implementati per mezzo del linguaggio VerilogA c di tipo HDL (Hardware Description Language) che è supportato dal simulatore circuitale Spectre c . Sia il linguaggio VerilogA c che il simulatore Spectre c sono disponibili in ambiente Cadence c . L’ambiente di simulazione multidominio (ovvero elettromeccanico) così ottenuto permette di interfacciare i dispositivi MEMS con le librerie di componenti CMOS standard e di conseguenza la simulazione di blocchi funzionali misti RF-MEMS/CMOS. Come esempio, un VCO (Voltage Controlled Oscillator) in cui l’LC-tank è realizzato in tecnologia MEMS mentre la parte attiva con transistor MOS di libreria sarà simulato in Spectre c . Inoltre, nelle pagine successive verrà mostrata una soluzione tecnologica per la fabbricazione di un substrato protettivo (package) da applicare a dispositivi RF-MEMS basata su vie di interconnessione elettrica attraverso un wafer di Silicio. La soluzione di packaging prescelta rende possibili alcune tecniche per l’integrazione ibrida delle parti RF-MEMS e CMOS (hybrid packaging). Verranno inoltre messe in luce questioni riguardanti gli effetti parassiti (accoppiamenti capacitivi ed induttivi) introdotti dal package che influenzano le prestazioni RF dei dispositivi MEMS incapsulati. Nel dettaglio, tutti i gradi di libertà del processo tecnologico per l’ottenimento del package saranno ottimizzati per mezzo di un simulatore elettromagnetico (Ansoft HFSSTM) al fine di ridurre gli effetti parassiti introdotti dal substrato protettivo. Inoltre, risultati sperimentali raccolti da misure di strutture di test incapsulate verranno mostrati per validare, da un lato, il simulatore Ansoft HFSSTM e per dimostrate, dall’altro, la fattibilit`a della soluzione di packaging proposta. Aldilà dell’apparente debole legame tra i due argomenti sopra menzionati è possibile identificare un unico obiettivo. Da un lato questo è da ricercarsi nello sviluppo di un ambiente di simulazione unificato all’interno del quale il comportamento elettromeccanico dei dispositivi RF-MEMS possa essere studiato ed analizzato. All’interno di tale ambiente, l’influenza del package sul comportamento elettromagnetico degli RF-MEMS può essere tenuta in conto per mezzo di modelli a parametri concentrati (lumped elements) estratti da misure sperimentali e simulazioni agli Elementi Finiti (FEM) della parte di package. Infine, la possibilità offerta dall’ambiente Cadence c relativamente alla simulazione di dipositivi RF-MEMS interfacciati alla parte CMOS rende possibile l’analisi di blocchi funzionali ibridi RF-MEMS/CMOS completi.

Characterization and modeling of the barrier properties in nanostructured systems

The object of the present study is the process of gas transport in nano-sized materials, i.e. systems having structural elements of the order of nanometers. The aim of this work is to advance the understanding of the gas transport mechanism in such materials, for which traditional models are not often suitable, by providing a correct interpretation of the relationship between diffusive phenomena and structural features. This result would allow the development new materials with permeation properties tailored on the specific application, especially in packaging systems. The methods used to achieve this goal were a detailed experimental characterization and different simulation methods. The experimental campaign regarded the determination of oxygen permeability and diffusivity in different sets of organic-inorganic hybrid coatings prepared via sol-gel technique. The polymeric samples coated with these hybrid layers experienced a remarkable enhancement of the barrier properties, which was explained by the strong interconnection at the nano-scale between the organic moiety and silica domains. An analogous characterization was performed on microfibrillated cellulose films, which presented remarkable barrier effect toward oxygen when it is dry, while in the presence of water the performance significantly drops. The very low value of water diffusivity at low activities is also an interesting characteristic which deals with its structural properties. Two different approaches of simulation were then considered: the diffusion of oxygen through polymer-layered silicates was modeled on a continuum scale with a CFD software, while the properties of n-alkanthiolate self assembled monolayers on gold were analyzed from a molecular point of view by means of a molecular dynamics algorithm. Modeling transport properties in layered nanocomposites, resulting from the ordered dispersion of impermeable flakes in a 2-D matrix, allowed the calculation of the enhancement of barrier effect in relation with platelets structural parameters leading to derive a new expression. On this basis, randomly distributed systems were simulated and the results were analyzed to evaluate the different contributions to the overall effect. The study of more realistic three-dimensional geometries revealed a prefect correspondence with the 2-D approximation. A completely different approach was applied to simulate the effect of temperature on the oxygen transport through self assembled monolayers; the structural information obtained from equilibrium MD simulations showed that raising the temperature, makes the monolayer less ordered and consequently less crystalline. This disorder produces a decrease in the barrier free energy and it lowers the overall resistance to oxygen diffusion, making the monolayer more permeable to small molecules.

Modeling hydrothermal system: deriving observables and hydrothermal instability in volcanic and non-volcanic setting

Hydrothermal fluids are a fundamental resource for understanding and monitoring volcanic and non-volcanic systems. This thesis is focused on the study of hydrothermal system through numerical modeling with the geothermal simulator TOUGH2. Several simulations are presented, and geophysical and geochemical observables, arising from fluids circulation, are analyzed in detail throughout the thesis. In a volcanic setting, fluids feeding fumaroles and hot spring may play a key role in the hazard evaluation. The evolution of the fluids circulation is caused by a strong interaction between magmatic and hydrothermal systems. A simultaneous analysis of different geophysical and geochemical observables is a sound approach for interpreting monitored data and to infer a consistent conceptual model. Analyzed observables are ground displacement, gravity changes, electrical conductivity, amount, composition and temperature of the emitted gases at surface, and extent of degassing area. Results highlight the different temporal response of the considered observables, as well as the different radial pattern of variation. However, magnitude, temporal response and radial pattern of these signals depend not only on the evolution of fluid circulation, but a main role is played by the considered rock properties. Numerical simulations highlight differences that arise from the assumption of different permeabilities, for both homogeneous and heterogeneous systems. Rock properties affect hydrothermal fluid circulation, controlling both the range of variation and the temporal evolution of the observable signals. Low temperature fumaroles and low discharge rate may be affected by atmospheric conditions. Detailed parametric simulations were performed, aimed to understand the effects of system properties, such as permeability and gas reservoir overpressure, on diffuse degassing when air temperature and barometric pressure changes are applied to the ground surface. Hydrothermal circulation, however, is not only a characteristic of volcanic system. Hot fluids may be involved in several mankind problems, such as studies on geothermal engineering, nuclear waste propagation in porous medium, and Geological Carbon Sequestration (GCS). The current concept for large-scale GCS is the direct injection of supercritical carbon dioxide into deep geological formations which typically contain brine. Upward displacement of such brine from deep reservoirs driven by pressure increases resulting from carbon dioxide injection may occur through abandoned wells, permeable faults or permeable channels. Brine intrusion into aquifers may degrade groundwater resources. Numerical results show that pressure rise drives dense water up to the conduits, and does not necessarily result in continuous flow. Rather, overpressure leads to new hydrostatic equilibrium if fluids are initially density stratified. If warm and salty fluid does not cool passing through the conduit, an oscillatory solution is then possible. Parameter studies delineate steady-state (static) and oscillatory solutions.

Hybrid constraint programming and metaheuristic methods for large scale optimization problems

This work presents hybrid Constraint Programming (CP) and metaheuristic methods for the solution of Large Scale Optimization Problems; it aims at integrating concepts and mechanisms from the metaheuristic methods to a CP-based tree search environment in order to exploit the advantages of both approaches. The modeling and solution of large scale combinatorial optimization problem is a topic which has arisen the interest of many researcherers in the Operations Research field; combinatorial optimization problems are widely spread in everyday life and the need of solving difficult problems is more and more urgent. Metaheuristic techniques have been developed in the last decades to effectively handle the approximate solution of combinatorial optimization problems; we will examine metaheuristics in detail, focusing on the common aspects of different techniques. Each metaheuristic approach possesses its own peculiarities in designing and guiding the solution process; our work aims at recognizing components which can be extracted from metaheuristic methods and re-used in different contexts. In particular we focus on the possibility of porting metaheuristic elements to constraint programming based environments, as constraint programming is able to deal with feasibility issues of optimization problems in a very effective manner. Moreover, CP offers a general paradigm which allows to easily model any type of problem and solve it with a problem-independent framework, differently from local search and metaheuristic methods which are highly problem specific. In this work we describe the implementation of the Local Branching framework, originally developed for Mixed Integer Programming, in a CP-based environment. Constraint programming specific features are used to ease the search process, still mantaining an absolute generality of the approach. We also propose a search strategy called Sliced Neighborhood Search, SNS, that iteratively explores slices of large neighborhoods of an incumbent solution by performing CP-based tree search and encloses concepts from metaheuristic techniques. SNS can be used as a stand alone search strategy, but it can alternatively be embedded in existing strategies as intensification and diversification mechanism. In particular we show its integration within the CP-based local branching. We provide an extensive experimental evaluation of the proposed approaches on instances of the Asymmetric Traveling Salesman Problem and of the Asymmetric Traveling Salesman Problem with Time Windows. The proposed approaches achieve good results on practical size problem, thus demonstrating the benefit of integrating metaheuristic concepts in CP-based frameworks.

Kinematics of the Sicily and Calabria Subduction System from Elastic Block Modeling of GPS Data

We use data from about 700 GPS stations in the EuroMediterranen region to investigate the present-day behavior of the the Calabrian subduction zone within the Mediterranean-scale plates kinematics and to perform local scale studies about the strain accumulation on active structures. We focus attenction on the Messina Straits and Crati Valley faults where GPS data show extentional velocity gradients of ∼3 mm/yr and ∼2 mm/yr, respectively. We use dislocation model and a non-linear constrained optimization algorithm to invert for fault geometric parameters and slip-rates and evaluate the associated uncertainties adopting a bootstrap approach. Our analysis suggest the presence of two partially locked normal faults. To investigate the impact of elastic strain contributes from other nearby active faults onto the observed velocity gradient we use a block modeling approach. Our models show that the inferred slip-rates on the two analyzed structures are strongly impacted by the assumed locking width of the Calabrian subduction thrust. In order to frame the observed local deformation features within the present- day central Mediterranean kinematics we realyze a statistical analysis testing the indipendent motion (w.r.t. the African and Eurasias plates) of the Adriatic, Cal- abrian and Sicilian blocks. Our preferred model confirms a microplate like behaviour for all the investigated blocks. Within these kinematic boundary conditions we fur- ther investigate the Calabrian Slab interface geometry using a combined approach of block modeling and χ2ν statistic. Almost no information is obtained using only the horizontal GPS velocities that prove to be a not sufficient dataset for a multi-parametric inversion approach. Trying to stronger constrain the slab geometry we estimate the predicted vertical velocities performing suites of forward models of elastic dislocations varying the fault locking depth. Comparison with the observed field suggest a maximum resolved locking depth of 25 km.

Optimal Supervisory Control of Hybrid Vehicles

Hybrid vehicles (HV), comprising a conventional ICE-based powertrain and a secondary energy source, to be converted into mechanical power as well, represent a well-established alternative to substantially reduce both fuel consumption and tailpipe emissions of passenger cars. Several HV architectures are either being studied or already available on market, e.g. Mechanical, Electric, Hydraulic and Pneumatic Hybrid Vehicles. Among the others, Electric (HEV) and Mechanical (HSF-HV) parallel Hybrid configurations are examined throughout this Thesis. To fully exploit the HVs potential, an optimal choice of the hybrid components to be installed must be properly designed, while an effective Supervisory Control must be adopted to coordinate the way the different power sources are managed and how they interact. Real-time controllers can be derived starting from the obtained optimal benchmark results. However, the application of these powerful instruments require a simplified and yet reliable and accurate model of the hybrid vehicle system. This can be a complex task, especially when the complexity of the system grows, i.e. a HSF-HV system assessed in this Thesis. The first task of the following dissertation is to establish the optimal modeling approach for an innovative and promising mechanical hybrid vehicle architecture. It will be shown how the chosen modeling paradigm can affect the goodness and the amount of computational effort of the solution, using an optimization technique based on Dynamic Programming. The second goal concerns the control of pollutant emissions in a parallel Diesel-HEV. The emissions level obtained under real world driving conditions is substantially higher than the usual result obtained in a homologation cycle. For this reason, an on-line control strategy capable of guaranteeing the respect of the desired emissions level, while minimizing fuel consumption and avoiding excessive battery depletion is the target of the corresponding section of the Thesis.

Modeling and simulations of nanoparticles in liquid crystalline systems

The aim of this work is to investigate, using extensive Monte Carlo computer simulations, composite materials consisting of liquid crystals doped with nanoparticles. These systems are currently of great interest as they offer the possibility of tuning the properties of liquid crystals used in displays and other devices as well as providing a way of obtaining regularly organized systems of nanoparticles exploiting the molecular organization of the liquid crystal medium. Surprisingly enough, there is however a lack of fundamental knowledge on the properties and phase behavior of these hybrid materials, making the route to their application an essentially empirical one. Here we wish to contribute to the much needed rationalization of these systems studying some basic effects induced by different nanoparticles on a liquid crystal host. We investigate in particular the effects of nanoparticle shape, size and polarity as well as of their affinity to the liquid crystal solvent on the stability of the system, monitoring phase transitions, order and molecular organizations. To do this we have proposed a coarse grained approach where nanoparticles are modelled as a suitably shaped (spherical, rod and disk like) collection of spherical Lennard-Jones beads, while the mesogens are represented with Gay-Berne particles. We find that the addition of apolar nanoparticles of different shape typically lowers the nematic–isotropic transition of a non-polar nematic, with the destabilization being greater for spherical nanoparticles. For polar mesogens we have studied the effect of solvent affinity of the nanoparticles showing that aggregation takes places for low solvation values. Interestingly, if the nanoparticles are polar the aggregates contribute to stabilizing the system, compensating the shape effect. We thus find the overall effects on stability to be a delicate balance of often contrasting contributions pointing to the relevance of simulations studies for understanding these complex systems.

Global and regional sea level variations in the recent past and future: insight from observations and modeling

This work is focused on the analysis of sea–level change (last century), based mainly on instrumental observations. During this period, individual components of sea–level change are investigated, both at global and regional scales. Some of the geophysical processes responsible for current sea-level change such as glacial isostatic adjustments and current melting terrestrial ice sources, have been modeled and compared with observations. A new value of global mean sea level change based of tide gauges observations has been independently assessed in 1.5 mm/year, using corrections for glacial isostatic adjustment obtained with different models as a criterion for the tide gauge selection. The long wavelength spatial variability of the main components of sea–level change has been investigated by means of traditional and new spectral methods. Complex non–linear trends and abrupt sea–level variations shown by tide gauges records have been addressed applying different approaches to regional case studies. The Ensemble Empirical Mode Decomposition technique has been used to analyse tide gauges records from the Adriatic Sea to ascertain the existence of cyclic sea-level variations. An Early Warning approach have been adopted to detect tipping points in sea–level records of North East Pacific and their relationship with oceanic modes. Global sea–level projections to year 2100 have been obtained by a semi-empirical approach based on the artificial neural network method. In addition, a model-based approach has been applied to the case of the Mediterranean Sea, obtaining sea-level projection to year 2050.