Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

Data driven regularization models of non-linear ill-posed inverse problems in imaging

Imaging technologies are widely used in application fields such as natural sciences, engineering, medicine, and life sciences. A broad class of imaging problems reduces to solve ill-posed inverse problems (IPs). Traditional strategies to solve these ill-posed IPs rely on variational regularization methods, which are based on minimization of suitable energies, and make use of knowledge about the image formation model (forward operator) and prior knowledge on the solution, but lack in incorporating knowledge directly from data. On the other hand, the more recent learned approaches can easily learn the intricate statistics of images depending on a large set of data, but do not have a systematic method for incorporating prior knowledge about the image formation model. The main purpose of this thesis is to discuss data-driven image reconstruction methods which combine the benefits of these two different reconstruction strategies for the solution of highly nonlinear ill-posed inverse problems. Mathematical formulation and numerical approaches for image IPs, including linear as well as strongly nonlinear problems are described. More specifically we address the Electrical impedance Tomography (EIT) reconstruction problem by unrolling the regularized Gauss-Newton method and integrating the regularization learned by a data-adaptive neural network. Furthermore we investigate the solution of non-linear ill-posed IPs introducing a deep-PnP framework that integrates the graph convolutional denoiser into the proximal Gauss-Newton method with a practical application to the EIT, a recently introduced promising imaging technique. Efficient algorithms are then applied to the solution of the limited electrods problem in EIT, combining compressive sensing techniques and deep learning strategies. Finally, a transformer-based neural network architecture is adapted to restore the noisy solution of the Computed Tomography problem recovered using the filtered back-projection method.

Model predictive flight control systems for rotorcraft UAS

Constraints are widely present in the flight control problems: actuators saturations or flight envelope limitations are only some examples of that. The ability of Model Predictive Control (MPC) of dealing with the constraints joined with the increased computational power of modern calculators makes this approach attractive also for fast dynamics systems such as agile air vehicles. This PhD thesis presents the results, achieved at the Aerospace Engineering Department of the University of Bologna in collaboration with the Dutch National Aerospace Laboratories (NLR), concerning the development of a model predictive control system for small scale rotorcraft UAS. Several different predictive architectures have been evaluated and tested by means of simulation, as a result of this analysis the most promising one has been used to implement three different control systems: a Stability and Control Augmentation System, a trajectory tracking and a path following system. The systems have been compared with a corresponding baseline controller and showed several advantages in terms of performance, stability and robustness.

Development of a numerical platform for the modeling and optimal control of liquid metal flows

The main purpose of this work is to develop a numerical platform for the turbulence modeling and optimal control of liquid metal flows. Thanks to their interesting thermal properties, liquid metals are widely studied as coolants for heat transfer applications in the nuclear context. However, due to their low Prandtl numbers, the standard turbulence models commonly used for coolants as air or water are inadequate. Advanced turbulence models able to capture the anisotropy in the flow and heat transfer are then necessary. In this thesis, a new anisotropic four-parameter turbulence model is presented and validated. The proposed model is based on explicit algebraic models and solves four additional transport equations for dynamical and thermal turbulent variables. For the validation of the model, several flow configurations are considered for different Reynolds and Prandtl numbers, namely fully developed flows in a plane channel and cylindrical pipe, and forced and mixed convection in a backward-facing step geometry. Since buoyancy effects cannot be neglected in liquid metals-cooled fast reactors, the second aim of this work is to provide mathematical and numerical tools for the simulation and optimization of liquid metals in mixed and natural convection. Optimal control problems for turbulent buoyant flows are studied and analyzed with the Lagrange multipliers method. Numerical algorithms for optimal control problems are integrated into the numerical platform and several simulations are performed to show the robustness, consistency, and feasibility of the method.

Analytics and Methods for Logistic System Design and Operations Management

Analytics is the technology working with the manipulation of data to produce information able to change the world we live every day. Analytics have been largely used within the last decade to cluster people’s behaviour to predict their preferences of items to buy, music to listen, movies to watch and even electoral preference. The most advanced companies succeded in controlling people’s behaviour using analytics. Despite the evidence of the super-power of analytics, they are rarely applied to the big data collected within supply chain systems (i.e. distribution network, storage systems and production plants). This PhD thesis explores the fourth research paradigm (i.e. the generation of knowledge from data) applied to supply chain system design and operations management. An ontology defining the entities and the metrics of supply chain systems is used to design data structures for data collection in supply chain systems. The consistency of this data is provided by mathematical demonstrations inspired by the factory physics theory. The availability, quantity and quality of the data within these data structures define different decision patterns. Ten decision patterns are identified, and validated on-field, to address ten different class of design and control problems in the field of supply chain systems research.

Maximum principle, mean value operators and quasi boundedness in non-euclidean settings

This work deals with some classes of linear second order partial differential operators with non-negative characteristic form and underlying non- Euclidean structures. These structures are determined by families of locally Lipschitz-continuous vector fields in RN, generating metric spaces of Carnot- Carath´eodory type. The Carnot-Carath´eodory metric related to a family {Xj}j=1,...,m is the control distance obtained by minimizing the time needed to go from two points along piecewise trajectories of vector fields. We are mainly interested in the causes in which a Sobolev-type inequality holds with respect to the X-gradient, and/or the X-control distance is Doubling with respect to the Lebesgue measure in RN. This study is divided into three parts (each corresponding to a chapter), and the subject of each one is a class of operators that includes the class of the subsequent one. In the first chapter, after recalling “X-ellipticity” and related concepts introduced by Kogoj and Lanconelli in [KL00], we show a Maximum Principle for linear second order differential operators for which we only assume a Sobolev-type inequality together with a lower terms summability. Adding some crucial hypotheses on measure and on vector fields (Doubling property and Poincar´e inequality), we will be able to obtain some Liouville-type results. This chapter is based on the paper [GL03] by Guti´errez and Lanconelli. In the second chapter we treat some ultraparabolic equations on Lie groups. In this case RN is the support of a Lie group, and moreover we require that vector fields satisfy left invariance. After recalling some results of Cinti [Cin07] about this class of operators and associated potential theory, we prove a scalar convexity for mean-value operators of L-subharmonic functions, where L is our differential operator. In the third chapter we prove a necessary and sufficient condition of regularity, for boundary points, for Dirichlet problem on an open subset of RN related to sub-Laplacian. On a Carnot group we give the essential background for this type of operator, and introduce the notion of “quasi-boundedness”. Then we show the strict relationship between this notion, the fundamental solution of the given operator, and the regularity of the boundary points.

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.

Seizure prediction and control in epilepsy

The first part of my thesis presents an overview of the different approaches used in the past two decades in the attempt to forecast epileptic seizure on the basis of intracranial and scalp EEG. Past research could reveal some value of linear and nonlinear algorithms to detect EEG features changing over different phases of the epileptic cycle. However, their exact value for seizure prediction, in terms of sensitivity and specificity, is still discussed and has to be evaluated. In particular, the monitored EEG features may fluctuate with the vigilance state and lead to false alarms. Recently, such a dependency on vigilance states has been reported for some seizure prediction methods, suggesting a reduced reliability. An additional factor limiting application and validation of most seizure-prediction techniques is their computational load. For the first time, the reliability of permutation entropy [PE] was verified in seizure prediction on scalp EEG data, contemporarily controlling for its dependency on different vigilance states. PE was recently introduced as an extremely fast and robust complexity measure for chaotic time series and thus suitable for online application even in portable systems. The capability of PE to distinguish between preictal and interictal state has been demonstrated using Receiver Operating Characteristics (ROC) analysis. Correlation analysis was used to assess dependency of PE on vigilance states. Scalp EEG-Data from two right temporal epileptic lobe (RTLE) patients and from one patient with right frontal lobe epilepsy were analysed. The last patient was included only in the correlation analysis, since no datasets including seizures have been available for him. The ROC analysis showed a good separability of interictal and preictal phases for both RTLE patients, suggesting that PE could be sensitive to EEG modifications, not visible on visual inspection, that might occur well in advance respect to the EEG and clinical onset of seizures. However, the simultaneous assessment of the changes in vigilance showed that: a) all seizures occurred in association with the transition of vigilance states; b) PE was sensitive in detecting different vigilance states, independently of seizure occurrences. Due to the limitations of the datasets, these results cannot rule out the capability of PE to detect preictal states. However, the good separability between pre- and interictal phases might depend exclusively on the coincidence of epileptic seizure onset with a transition from a state of low vigilance to a state of increased vigilance. The finding of a dependency of PE on vigilance state is an original finding, not reported in literature, and suggesting the possibility to classify vigilance states by means of PE in an authomatic and objectic way. The second part of my thesis provides the description of a novel behavioral task based on motor imagery skills, firstly introduced (Bruzzo et al. 2007), in order to study mental simulation of biological and non-biological movement in paranoid schizophrenics (PS). Immediately after the presentation of a real movement, participants had to imagine or re-enact the very same movement. By key release and key press respectively, participants had to indicate when they started and ended the mental simulation or the re-enactment, making it feasible to measure the duration of the simulated or re-enacted movements. The proportional error between duration of the re-enacted/simulated movement and the template movement were compared between different conditions, as well as between PS and healthy subjects. Results revealed a double dissociation between the mechanisms of mental simulation involved in biological and non-biologial movement simulation. While for PS were found large errors for simulation of biological movements, while being more acurate than healthy subjects during simulation of non-biological movements. Healthy subjects showed the opposite relationship, making errors during simulation of non-biological movements, but being most accurate during simulation of non-biological movements. However, the good timing precision during re-enactment of the movements in all conditions and in both groups of participants suggests that perception, memory and attention, as well as motor control processes were not affected. Based upon a long history of literature reporting the existence of psychotic episodes in epileptic patients, a longitudinal study, using a slightly modified behavioral paradigm, was carried out with two RTLE patients, one patient with idiopathic generalized epilepsy and one patient with extratemporal lobe epilepsy. Results provide strong evidence for a possibility to predict upcoming seizures in RTLE patients behaviorally. In the last part of the thesis it has been validated a behavioural strategy based on neurobiofeedback training, to voluntarily control seizures and to reduce there frequency. Three epileptic patients were included in this study. The biofeedback was based on monitoring of slow cortical potentials (SCPs) extracted online from scalp EEG. Patients were trained to produce positive shifts of SCPs. After a training phase patients were monitored for 6 months in order to validate the ability of the learned strategy to reduce seizure frequency. Two of the three refractory epileptic patients recruited for this study showed improvements in self-management and reduction of ictal episodes, even six months after the last training session.

Decomposition and reformulation of integer linear programming problems

This thesis deals with an investigation of Decomposition and Reformulation to solve Integer Linear Programming Problems. This method is often a very successful approach computationally, producing high-quality solutions for well-structured combinatorial optimization problems like vehicle routing, cutting stock, p-median and generalized assignment . However, until now the method has always been tailored to the specific problem under investigation. The principal innovation of this thesis is to develop a new framework able to apply this concept to a generic MIP problem. The new approach is thus capable of auto-decomposition and autoreformulation of the input problem applicable as a resolving black box algorithm and works as a complement and alternative to the normal resolving techniques. The idea of Decomposing and Reformulating (usually called in literature Dantzig and Wolfe Decomposition DWD) is, given a MIP, to convexify one (or more) subset(s) of constraints (slaves) and working on the partially convexified polyhedron(s) obtained. For a given MIP several decompositions can be defined depending from what sets of constraints we want to convexify. In this thesis we mainly reformulate MIPs using two sets of variables: the original variables and the extended variables (representing the exponential extreme points). The master constraints consist of the original constraints not included in any slaves plus the convexity constraint(s) and the linking constraints(ensuring that each original variable can be viewed as linear combination of extreme points of the slaves). The solution procedure consists of iteratively solving the reformulated MIP (master) and checking (pricing) if a variable of reduced costs exists, and in which case adding it to the master and solving it again (columns generation), or otherwise stopping the procedure. The advantage of using DWD is that the reformulated relaxation gives bounds stronger than the original LP relaxation, in addition it can be incorporated in a Branch and bound scheme (Branch and Price) in order to solve the problem to optimality. If the computational time for the pricing problem is reasonable this leads in practice to a stronger speed up in the solution time, specially when the convex hull of the slaves is easy to compute, usually because of its special structure.

The impact of R&D in firm value across Europe

In this thesis the impact of R&D expenditures on firm market value and stock returns is examined. This is performed in a sample of European listed firms for the period 2000-2009. I apply different linear and GMM econometric estimations for testing the impact of R&D on market prices and construct country portfolios based on firms’ R&D expenditure to market capitalization ratio for studying the effect of R&D on stock returns. The results confirm that more innovative firms have a better market valuation,investors consider R&D as an asset that produces long-term benefits for corporations. The impact of R&D on firm value differs across countries. It is significantly modulated by the financial and legal environment where firms operate. Other firm and industry characteristics seem to play a determinant role when investors value R&D. First, only larger firms with lower financial leverage that operate in highly innovative sectors decide to disclose their R&D investment. Second, the markets assign a premium to small firms, which operate in hi-tech sectors compared to larger enterprises for low-tech industries. On the other hand, I provide empirical evidence indicating that generally highly R&D-intensive firms may enhance mispricing problems related to firm valuation. As R&D contributes to the estimation of future stock returns, portfolios that comprise high R&D-intensive stocks may earn significant excess returns compared to the less innovative after controlling for size and book-to-market risk. Further, the most innovative firms are generally more risky in terms of stock volatility but not systematically more risky than low-tech firms. Firms that operate in Continental Europe suffer more mispricing compared to Anglo-Saxon peers but the former are less volatile, other things being equal. The sectors where firms operate are determinant even for the impact of R&D on stock returns; this effect is much stronger in hi-tech industries.