Geometric and Combinatorial Aspects of NonEquilibrium Statistical Mechanics

Non-Equilibrium Statistical Mechanics is a broad subject. Grossly speaking, it deals with systems which have not yet relaxed to an equilibrium state, or else with systems which are in a steady non-equilibrium state, or with more general situations. They are characterized by external forcing and internal fluxes, resulting in a net production of entropy which quantifies dissipation and the extent by which, by the Second Law of Thermodynamics, time-reversal invariance is broken. In this thesis we discuss some of the mathematical structures involved with generic discrete-state-space non-equilibrium systems, that we depict with networks in all analogous to electrical networks. We define suitable observables and derive their linear regime relationships, we discuss a duality between external and internal observables that reverses the role of the system and of the environment, we show that network observables serve as constraints for a derivation of the minimum entropy production principle. We dwell on deep combinatorial aspects regarding linear response determinants, which are related to spanning tree polynomials in graph theory, and we give a geometrical interpretation of observables in terms of Wilson loops of a connection and gauge degrees of freedom. We specialize the formalism to continuous-time Markov chains, we give a physical interpretation for observables in terms of locally detailed balanced rates, we prove many variants of the fluctuation theorem, and show that a well-known expression for the entropy production due to Schnakenberg descends from considerations of gauge invariance, where the gauge symmetry is related to the freedom in the choice of a prior probability distribution. As an additional topic of geometrical flavor related to continuous-time Markov chains, we discuss the Fisher-Rao geometry of nonequilibrium decay modes, showing that the Fisher matrix contains information about many aspects of non-equilibrium behavior, including non-equilibrium phase transitions and superposition of modes. We establish a sort of statistical equivalence principle and discuss the behavior of the Fisher matrix under time-reversal. To conclude, we propose that geometry and combinatorics might greatly increase our understanding of nonequilibrium phenomena.

Structural analysis of combinatorial optimization problem characteristics and their resolution using hybrid approaches

Many combinatorial problems coming from the real world may not have a clear and well defined structure, typically being dirtied by side constraints, or being composed of two or more sub-problems, usually not disjoint. Such problems are not suitable to be solved with pure approaches based on a single programming paradigm, because a paradigm that can effectively face a problem characteristic may behave inefficiently when facing other characteristics. In these cases, modelling the problem using different programming techniques, trying to ”take the best” from each technique, can produce solvers that largely dominate pure approaches. We demonstrate the effectiveness of hybridization and we discuss about different hybridization techniques by analyzing two classes of problems with particular structures, exploiting Constraint Programming and Integer Linear Programming solving tools and Algorithm Portfolios and Logic Based Benders Decomposition as integration and hybridization frameworks.

Creep and damage models for the service behaviour of structural members

Deformability is often a crucial to the conception of many civil-engineering structural elements. Also, design is all the more burdensome if both long- and short-term deformability has to be considered. In this thesis, long- and short-term deformability has been studied from the material and the structural modelling point of view. Moreover, two materials have been handled: pultruded composites and concrete. A new finite element model for thin-walled beams has been introduced. As a main assumption, cross-sections rigid are considered rigid in their plane; this hypothesis replaces that of the classical beam theory of plane cross-sections in the deformed state. That also allows reducing the total number of degrees of freedom, and therefore making analysis faster compared with twodimensional finite elements. Longitudinal direction warping is left free, allowing describing phenomena such as the shear lag. The new finite-element model has been first applied to concrete thin-walled beams (such as roof high span girders or bridge girders) subject to instantaneous service loadings. Concrete in his cracked state has been considered through a smeared crack model for beams under bending. At a second stage, the FE-model has been extended to the viscoelastic field and applied to pultruded composite beams under sustained loadings. The generalized Maxwell model has been adopted. As far as materials are concerned, long-term creep tests have been carried out on pultruded specimens. Both tension and shear tests have been executed. Some specimen has been strengthened with carbon fibre plies to reduce short- and long- term deformability. Tests have been done in a climate room and specimens kept 2 years under constant load in time. As for concrete, a model for tertiary creep has been proposed. The basic idea is to couple the UMLV linear creep model with a damage model in order to describe nonlinearity. An effective strain tensor, weighting the total and the elasto-damaged strain tensors, controls damage evolution through the damage loading function. Creep strains are related to the effective stresses (defined by damage models) and so associated to the intact material.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

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).

Structure-Property Relationships and Charge Transport Modeling of Organic Molecular Materials

From the perspective of a new-generation opto-electronic technology based on organic semiconductors, a major objective is to achieve a deep and detailed knowledge of the structure-property relationships, in order to optimize the electronic, optical, and charge transport properties by tuning the chemical-physical characteristics of the compounds. The purpose of this dissertation is to contribute to such understanding, through suitable theoretical and computational studies. Precisely, the structural, electronic, optical, and charge transport characteristics of several promising organic materials recently synthesized are investigated by means of an integrated approach encompassing quantum-chemical calculations, molecular dynamics and kinetic Monte Carlo simulations. Particular care is addressed to the rationalization of optical and charge transport properties in terms of both intra- and intermolecular features. Moreover, a considerable part of this project involves the development of a home-made set of procedures and parts of software code required to assist the modeling of charge transport properties in the framework of the non-adiabatic hopping mechanism applied to organic crystalline materials. As a first part of my investigations, I mainly discuss the optical, electronic, and structural properties of several core-extended rylene derivatives, which can be regarded to as model compounds for graphene nanoribbons. Two families have been studied, consisting in bay-linked perylene bisimide oligomers and N-annulated rylenes. Beside rylene derivatives, my studies also concerned electronic and spectroscopic properties of tetracene diimides, quinoidal oligothiophenes, and oxygen doped picene. As an example of device application, I studied the structural characteristics governing the efficiency of resistive molecular memories based on a derivative of benzoquinone. Finally, as a second part of my investigations, I concentrate on the charge transport properties of perylene bisimides derivatives. Precisely, a comprehensive study of the structural and thermal effects on the charge transport of several core-twisted chlorinated and fluoro-alkylated perylene bisimide n-type semiconductors is presented.

Ab initio quantum mechanical investigation of structural and chemical-physical properties of selected minerals for minero-petrological, structural ceramic and biomaterial applications

The purpose of this thesis is the atomic-scale simulation of the crystal-chemical and physical (phonon, energetic) properties of some strategically important minerals for structural ceramics, biomedical and petrological applications. These properties affect the thermodynamic stability and rule the mineral-environment interface phenomena, with important economical, (bio)technological, petrological and environmental implications. The minerals of interest belong to the family of phyllosilicates (talc, pyrophyllite and muscovite) and apatite (OHAp), chosen for their importance in industrial and biomedical applications (structural ceramics) and petrophysics. In this thesis work we have applicated quantum mechanics methods, formulas and knowledge to the resolution of mineralogical problems ("Quantum Mineralogy”). The chosen theoretical approach is the Density Functional Theory (DFT), along with periodic boundary conditions to limit the portion of the mineral in analysis to the crystallographic cell and the hybrid functional B3LYP. The crystalline orbitals were simulated by linear combination of Gaussian functions (GTO). The dispersive forces, which are important for the structural determination of phyllosilicates and not properly con-sidered in pure DFT method, have been included by means of a semi-empirical correction. The phonon and the mechanical properties were also calculated. The equation of state, both in athermal conditions and in a wide temperature range, has been obtained by means of variations in the volume of the cell and quasi-harmonic approximation. Some thermo-chemical properties of the minerals (isochoric and isobaric thermal capacity) were calculated, because of their considerable applicative importance. For the first time three-dimensional charts related to these properties at different pressures and temperatures were provided. The hydroxylapatite has been studied from the standpoint of structural and phonon properties for its biotechnological role. In fact, biological apatite represents the inorganic phase of vertebrate hard tissues. Numerous carbonated (hydroxyl)apatite structures were modelled by QM to cover the broadest spectrum of possible biological structural variations to fulfil bioceramics applications.

Structural and biochemical studies of Sporosarcina pasteurii UreE: a nickel-chaperone involved in the urease activation process

Urease is a nickel-dependent enzyme that catalyzes hydrolysis of urea in the last step of organic nitrogen mineralization. Its active site contains a dinuclear center for Ni(II) ions that must be inserted into the apo-enzyme through the action of four accessory proteins (UreD, UreE, UreF, UreG) leading to activation of urease. UreE, acting as a metallo-chaperone, delivers Ni(II) to the preformed complex of apo-urease-UreDFG and has the capability to enhance the GTPase activity of UreG. This study, focused on characterization of UreE from Sporosarcina pasteurii (SpUreE), represents a piece of information on the structure/mobility-function relationships that control nickel binding by SpUreE and its interaction with SpUreG. A calorimetric analysis revealed the occurrence of a binding event between these proteins with positive cooperativity and a stoichiometry consistent with the formation of the (UreE)2-(UreG)2 hetero-oligomer complex. Chemical Shift Perturbations induced by the protein-protein interaction were analyzed using high-resolution NMR spectroscopy, which allowed to characterize the molecular details of the protein surface of SpUreE involved in the complex formation with SpUreG. Moreover, backbone dynamic properties of SpUreE, determined using 15N relaxation analysis, revealed a general mobility in the nanoseconds time-scale, with the fastest motions observed at the C-termini. The latter analysis made it possible for the first time to characterize of the C-terminal portions, known to contain key residues for metal ion binding, that were not observed in the crystal structure of UreE because of disorder. The residues belonging to this portion of SpUreE feature large CSPs upon addition of SpUreG, showing that their chemical environment is directly affected by protein-protein interaction. Metal ion selectivity and affinity of SpUreE for cognate Ni(II) and non cognate Zn(II) metal ions were determined, and the ability of the protein to select Ni(II) over Zn(II), in consistency with the proposed role in Ni(II) cations transport, was established.

Physical land degradation and loss of soil fertility: soil structural stability and bio-physical indicators

This study investigates the changes in soil fertility due to the different aggregate breakdown mechanisms and it analyses their relationships in different soil-plant systems, using physical aggregates behavior and organic matter (OM) changes as indicators. Three case studies were investigated: i) an organic agricultural soil, where a combined method, aimed to couple aggregate stability to nutrients loss, were tested; ii) a soil biosequence, where OM chemical characterisation and fractionation of aggregates on the basis of their physical behaviour were coupled and iii) a soils sequence in different phytoclimatic conditions, where isotopic C signature of separated aggregates was analysed. In agricultural soils the proposed combined method allows to identify that the severity of aggregate breakdown affected the quantity of nutrients lost more than nutrients availability, and that P, K and Mg were the most susceptible elements to water abrasion, while C and N were mainly susceptible to wetting. In the studied Chestnut-Douglas fir biosequence, OM chemical properties affected the relative importance of OM direct and indirect mechanisms (i.e., organic and organic-metallic cements, respectively) involved in aggregate stability and nutrient losses: under Douglas fir, high presence of carboxylate groups enhanced OM-metal interactions and stabilised aggregates; whereas under Chestnut, OM directly acted and fresh, more C-rich OM was preserved. OM direct mechanism seemed to be more efficient in C preservation in aggregates. The 13C natural abundance approach showed that, according to phytoclimatic conditions, stable macroaggregates can form both around partially decomposed OM and by organic-mineral interactions. In topsoils, aggregate resistance enhanced 13C-rich OM preservation, but in subsoils C preservation was due to other mechanisms, likely OM-mineral interactions. The proposed combined approach seems to be useful in the understanding of C and nutrients fate relates to water stresses, and in future research it could provide new insights into the complexity of soil biophysical processes.

Structural and stratigraphic control on hypogene dissolution in carbonate rocks: case studies of cave analogues and implications for karst reservoirs

The aim of this research is to improve the understanding of the factors that control the formation of karst porosity in hypogene settings and its associated patterns of void-conduit networks. Subsurface voids created by hypogene dissolution may span from few microns to decametric tubes providing interconnected conduit systems and forming highly anisotropic permeability domains in many reservoirs. Characterizing the spatial-morphological organization of hypogene karst is a challenging task that has dramatic implications for the applied industry, given that only partial data can be acquired from the subsurface by indirect techniques. Therefore, two outcropping cave analogues are examined: the Cavallone-Bove Cave in the Majella Massif (Italy), and the karst systems of the Salitre Formation (Brazil). In the latter, a peculiar example of hypogene speleogenesis associated with silicification has been studied, providing an analogue of many karstified reservoirs hosted in cherts or cherty-carbonates within mixed sedimentary sequences. The first part of the thesis is focused on the relationships between fracture patterns and flow pathways in deformed units in: 1) a fold-and-thrust setting (Majella Massif); 2) a cratonic block (Brazil). These settings represent potential playgrounds for the migration and accumulation of geofluids, where hypogene conduits may affect flow pathways, fluid storage, and reservoir properties. The results indicate that localized deformation producing cross-formational fracture zones associated with anticline hinges or fault damage zones is critical for hypogene fluid migration and karstification. The second part of the thesis deals with the multidisciplinary study of hydrothermal silicification and hypogene dissolution in Calixto Cave (Brazil). Petrophysical analyses and a geochemical characterization of silica deposits are used to unravel the spatial-morphological organization of the conduit system and its speleogenesis. The novel results obtained from this cave shed new light on the relationship between hydrothermal silicification, hypogene dissolution and the development of multistorey cave systems in layered carbonate-siliciclastic sequences.