Experimental and Numerical Analysis of Gas Forced Convection through Microtubes and Micro Heat Exchangers

The last decade has witnessed very fast development in microfabrication technologies. The increasing industrial applications of microfluidic systems call for more intensive and systematic knowledge on this newly emerging field. Especially for gaseous flow and heat transfer at microscale, the applicability of conventional theories developed at macro scale is not yet completely validated; this is mainly due to scarce experimental data available in literature for gas flows. The objective of this thesis is to investigate these unclear elements by analyzing forced convection for gaseous flows through microtubes and micro heat exchangers. Experimental tests have been performed with microtubes having various inner diameters, namely 750 m, 510 m and 170 m, over a wide range of Reynolds number covering the laminar region, the transitional zone and also the onset region of the turbulent regime. The results show that conventional theory is able to predict the flow friction factor when flow compressibility does not appear and the effect of fluid temperature-dependent properties is insignificant. A double-layered microchannel heat exchanger has been designed in order to study experimentally the efficiency of a gas-to-gas micro heat exchanger. This microdevice contains 133 parallel microchannels machined into polished PEEK plates for both the hot side and the cold side. The microchannels are 200 µm high, 200 µm wide and 39.8 mm long. The design of the micro device has been made in order to be able to test different materials as partition foil with flexible thickness. Experimental tests have been carried out for five different partition foils, with various mass flow rates and flow configurations. The experimental results indicate that the thermal performance of the countercurrent and cross flow micro heat exchanger can be strongly influenced by axial conduction in the partition foil separating the hot gas flow and cold gas flow.

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.

Fast and accurate numerical solutions in some problems of particle and radiation transport: synthetic acceleration for the method of short characteristics, Doppler-broadened scattering kernel, remote sensing of the cryosphere

The aim of this work is to present various aspects of numerical simulation of particle and radiation transport for industrial and environmental protection applications, to enable the analysis of complex physical processes in a fast, reliable, and efficient way. In the first part we deal with speed-up of numerical simulation of neutron transport for nuclear reactor core analysis. The convergence properties of the source iteration scheme of the Method of Characteristics applied to be heterogeneous structured geometries has been enhanced by means of Boundary Projection Acceleration, enabling the study of 2D and 3D geometries with transport theory without spatial homogenization. The computational performances have been verified with the C5G7 2D and 3D benchmarks, showing a sensible reduction of iterations and CPU time. The second part is devoted to the study of temperature-dependent elastic scattering of neutrons for heavy isotopes near to the thermal zone. A numerical computation of the Doppler convolution of the elastic scattering kernel based on the gas model is presented, for a general energy dependent cross section and scattering law in the center of mass system. The range of integration has been optimized employing a numerical cutoff, allowing a faster numerical evaluation of the convolution integral. Legendre moments of the transfer kernel are subsequently obtained by direct quadrature and a numerical analysis of the convergence is presented. In the third part we focus our attention to remote sensing applications of radiative transfer employed to investigate the Earth's cryosphere. The photon transport equation is applied to simulate reflectivity of glaciers varying the age of the layer of snow or ice, its thickness, the presence or not other underlying layers, the degree of dust included in the snow, creating a framework able to decipher spectral signals collected by orbiting detectors.

New analytical LC-mass spectrometry methodologies for the quali-quantitative determination of natural substances and drugs in complex matrices

This thesis reports an integrated analytical and physicochemical approach for the study of natural substances and new drugs based on mass spectrometry techniques combined with liquid chromatography. In particular, Chapter 1 concerns the study of Berberine a natural substance with pharmacological activity for the treatment of hepatobiliary and intestinal diseases. The first part focused on the relationships between physicochemical properties, pharmacokinetics and metabolism of Berberine and its metabolites. For this purpose a sensitive HPLC-ES-MS/MS method have been developed, validated and used to determine these compounds during their physicochemical properties studies and plasma levels of berberine and its metabolites including berberrubine(M1), demethylenberberine(M3), and jatrorrhizine(M4) in humans. Data show that M1, could have an efficient intestinal absorption by passive diffusion due to a keto-enol tautomerism confirmed by NMR studies and its higher plasma concentration. In the second part of Chapter 1, a comparison between M1 and BBR in vivo biodistribution in rat has been studied. In Chapter 2 a new HPLC-ES-MS/MS method for the simultaneous determination and quantification of glucosinolates, as glucoraphanin, glucoerucin and sinigrin, and isothiocyanates, as sulforaphane and erucin, has developed and validated. This method has been used for the analysis of functional foods enriched with vegetable extracts. Chapter 3 focused on a physicochemical study of the interaction between the bile acid sequestrants used in the treatment of hypercholesterolemia including colesevelam and cholestyramine with obeticolic acid (OCA), potent agonist of nuclear receptor farnesoid X (FXR). In particular, a new experimental model for the determination of equilibrium binding isotherm was developed. Chapter 4 focused on methodological aspects of new hard ionization coupled with liquid chromatography (Direct-EI-UHPLC-MS) not yet commercially available and potentially useful for qualitative analysis and for “transparent” molecules to soft ionization techniques. This method was applied to the analysis of several steroid derivatives.

Some issues concerning the dynamic response and damage of composite laminates subjected to low velocity impact

Abstract. This thesis presents a discussion on a few specific topics regarding the low velocity impact behaviour of laminated composites. These topics were chosen because of their significance as well as the relatively limited attention received so far by the scientific community. The first issue considered is the comparison between the effects induced by a low velocity impact and by a quasi-static indentation experimental test. An analysis of both test conditions is presented, based on the results of experiments carried out on carbon fibre laminates and on numerical computations by a finite element model. It is shown that both quasi-static and dynamic tests led to qualitatively similar failure patterns; three characteristic contact force thresholds, corresponding to the main steps of damage progression, were identified and found to be equal for impact and indentation. On the other hand, an equal energy absorption resulted in a larger delaminated area in quasi-static than in dynamic tests, while the maximum displacement of the impactor (or indentor) was higher in the case of impact, suggesting a probably more severe fibre damage than in indentation. Secondly, the effect of different specimen dimensions and boundary conditions on its impact response was examined. Experimental testing showed that the relationships of delaminated area with two significant impact parameters, the absorbed energy and the maximum contact force, did not depend on the in-plane dimensions and on the support condition of the coupons. The possibility of predicting, by means of a simplified numerical computation, the occurrence of delaminations during a specific impact event is also discussed. A study about the compressive behaviour of impact damaged laminates is also presented. Unlike most of the contributions available about this subject, the results of compression after impact tests on thin laminates are described in which the global specimen buckling was not prevented. Two different quasi-isotropic stacking sequences, as well as two specimen geometries, were considered. It is shown that in the case of rectangular coupons the lay-up can significantly affect the damage induced by impact. Different buckling shapes were observed in laminates with different stacking sequences, in agreement with the results of numerical analysis. In addition, the experiments showed that impact damage can alter the buckling mode of the laminates in certain situations, whereas it did not affect the compressive strength in every case, depending on the buckling shape. Some considerations about the significance of the test method employed are also proposed. Finally, a comprehensive study is presented regarding the influence of pre-existing in-plane loads on the impact response of laminates. Impact events in several conditions, including both tensile and compressive preloads, both uniaxial and biaxial, were analysed by means of numerical finite element simulations; the case of laminates impacted in postbuckling conditions was also considered. The study focused on how the effect of preload varies with the span-to-thickness ratio of the specimen, which was found to be a key parameter. It is shown that a tensile preload has the strongest effect on the peak stresses at low span-to-thickness ratios, leading to a reduction of the minimum impact energy required to initiate damage, whereas this effect tends to disappear as the span-to-thickness ratio increases. On the other hand, a compression preload exhibits the most detrimental effects at medium span-to-thickness ratios, at which the laminate compressive strength and the critical instability load are close to each other, while the influence of preload can be negligible for thin plates or even beneficial for very thick plates. The possibility to obtain a better explanation of the experimental results described in the literature, in view of the present findings, is highlighted. Throughout the thesis the capabilities and limitations of the finite element model, which was implemented in an in-house program, are discussed. The program did not include any damage model of the material. It is shown that, although this kind of analysis can yield accurate results as long as damage has little effect on the overall mechanical properties of a laminate, it can be helpful in explaining some phenomena and also in distinguishing between what can be modelled without taking into account the material degradation and what requires an appropriate simulation of damage. Sommario. Questa tesi presenta una discussione su alcune tematiche specifiche riguardanti il comportamento dei compositi laminati soggetti ad impatto a bassa velocità. Tali tematiche sono state scelte per la loro importanza, oltre che per l’attenzione relativamente limitata ricevuta finora dalla comunità scientifica. La prima delle problematiche considerate è il confronto fra gli effetti prodotti da una prova sperimentale di impatto a bassa velocità e da una prova di indentazione quasi statica. Viene presentata un’analisi di entrambe le condizioni di prova, basata sui risultati di esperimenti condotti su laminati in fibra di carbonio e su calcoli numerici svolti con un modello ad elementi finiti. È mostrato che sia le prove quasi statiche sia quelle dinamiche portano a un danneggiamento con caratteristiche qualitativamente simili; tre valori di soglia caratteristici della forza di contatto, corrispondenti alle fasi principali di progressione del danno, sono stati individuati e stimati uguali per impatto e indentazione. D’altro canto lo stesso assorbimento di energia ha portato ad un’area delaminata maggiore nelle prove statiche rispetto a quelle dinamiche, mentre il massimo spostamento dell’impattatore (o indentatore) è risultato maggiore nel caso dell’impatto, indicando la probabilità di un danneggiamento delle fibre più severo rispetto al caso dell’indentazione. In secondo luogo è stato esaminato l’effetto di diverse dimensioni del provino e diverse condizioni al contorno sulla sua risposta all’impatto. Le prove sperimentali hanno mostrato che le relazioni fra l’area delaminata e due parametri di impatto significativi, l’energia assorbita e la massima forza di contatto, non dipendono dalle dimensioni nel piano dei provini e dalle loro condizioni di supporto. Viene anche discussa la possibilità di prevedere, per mezzo di un calcolo numerico semplificato, il verificarsi di delaminazioni durante un determinato caso di impatto. È presentato anche uno studio sul comportamento a compressione di laminati danneggiati da impatto. Diversamente della maggior parte della letteratura disponibile su questo argomento, vengono qui descritti i risultati di prove di compressione dopo impatto su laminati sottili durante le quali l’instabilità elastica globale dei provini non è stata impedita. Sono state considerate due differenti sequenze di laminazione quasi isotrope, oltre a due geometrie per i provini. Viene mostrato come nel caso di provini rettangolari la sequenza di laminazione possa influenzare sensibilmente il danno prodotto dall’impatto. Due diversi tipi di deformate in condizioni di instabilità sono stati osservati per laminati con diversa laminazione, in accordo con i risultati dell’analisi numerica. Gli esperimenti hanno mostrato inoltre che in certe situazioni il danno da impatto può alterare la deformata che il laminato assume in seguito ad instabilità; d’altra parte tale danno non ha sempre influenzato la resistenza a compressione, a seconda della deformata. Vengono proposte anche alcune considerazioni sulla significatività del metodo di prova utilizzato. Infine viene presentato uno studio esaustivo riguardo all’influenza di carichi membranali preesistenti sulla risposta all’impatto dei laminati. Sono stati analizzati con simulazioni numeriche ad elementi finiti casi di impatto in diverse condizioni di precarico, sia di trazione sia di compressione, sia monoassiali sia biassiali; è stato preso in considerazione anche il caso di laminati impattati in condizioni di postbuckling. Lo studio si è concentrato in particolare sulla dipendenza degli effetti del precarico dal rapporto larghezza-spessore del provino, che si è rivelato un parametro fondamentale. Viene illustrato che un precarico di trazione ha l’effetto più marcato sulle massime tensioni per bassi rapporti larghezza-spessore, portando ad una riduzione della minima energia di impatto necessaria per innescare il danneggiamento, mentre questo effetto tende a scomparire all’aumentare di tale rapporto. Il precarico di compressione evidenzia invece gli effetti più deleteri a rapporti larghezza-spessore intermedi, ai quali la resistenza a compressione del laminato e il suo carico critico di instabilità sono paragonabili, mentre l’influenza del precarico può essere trascurabile per piastre sottili o addirittura benefica per piastre molto spesse. Viene evidenziata la possibilità di trovare una spiegazione più soddisfacente dei risultati sperimentali riportati in letteratura, alla luce del presente contributo. Nel corso della tesi vengono anche discussi le potenzialità ed i limiti del modello ad elementi finiti utilizzato, che è stato implementato in un programma scritto in proprio. Il programma non comprende alcuna modellazione del danneggiamento del materiale. Viene però spiegato come, nonostante questo tipo di analisi possa portare a risultati accurati soltanto finché il danno ha scarsi effetti sulle proprietà meccaniche d’insieme del laminato, esso possa essere utile per spiegare alcuni fenomeni, oltre che per distinguere fra ciò che si può riprodurre senza tenere conto del degrado del materiale e ciò che invece richiede una simulazione adeguata del danneggiamento.

Trattamenti ad aria calda per la decontaminazione superficiale delle uova in guscio

In order to improve the animal welfare, the Council Directive 1999/74/EC (defining minimum standards for the welfare of laying hens) will ban conventional cage systems since 2012, in favour of enriched cages or floor systems. As a consequence an increased risk of bacterial contamination of eggshell is expected (EFSA, 2005). Furthermore egg-associated salmonellosis is an important public health problem throughout the world (Roberts et al., 1994). In this regard the introduction of efficient measures to reduce eggshell contamination by S. Enteritidis or other bacterial pathogens, and thus to prevent any potential or additional food safety risk for Human health, may be envisaged. The hot air pasteurization can be a viable alternative for the decontamination of the surface of the egg shell. Few studies have been performed on the decontamination power of this technique on table eggs (Hou et al, 1996; James et al., 2002). The aim of this study was to develop innovative techniques to remove surface contamination of shell eggs by hot air under natural or forced convection. Initially two simplified finite element models describing the thermal interaction between the air and egg were developed, respectively for the natural and forced convection. The numerical models were validated using an egg simulant equipped by type-K thermocouple (Chromel/Alumel). Once validated, the models allowed the selection of a thermal cycle with an inner temperature always lower than 55°C. Subsequently a specific apparatus composed by two hot air generators, one cold air generator and rolling cylinder support, was built to physically condition the eggs. The decontamination power of the thermal treatments was evaluated on shell eggs experimentally inoculated with either Salmonella Enteritidis, Escherichia coli, Listeria monocytogenes and on shell eggs containing only the indigenous microflora. The applicability of treatments was further evaluated by comparing quality traits of treated and not treated eggs immediately after the treatment and after 28 days of storage at 20°C. The results showed that the treatment characterized by two shots of hot air at 350°C for 8 sec, spaced by a cooling interval of 32 (forced convection), reduce the bacterial population of more than 90% (Salmonella enteritidis and Listeria monocytogenes). No statistically significant results were obtained comparing E. coli treated and not treated eggs as well as indigenous microflora treated and not treated eggs. A reduction of 2.6 log was observed on Salmonella enteritidis load of eggs immediately after the treatment in oven at 200°C for 200 minutes (natural convection). Furthermore no detrimental effects on quality traits of treated eggs were recorded. These results support the hot air techniques for the surface decontamination of table eggs as an effective industrial process.

Methodological improvement of 3D fluoroscopic analysis for the robust quantification of 3D kinematics of human joints

3D video-fluoroscopy is an accurate but cumbersome technique to estimate natural or prosthetic human joint kinematics. This dissertation proposes innovative methodologies to improve the 3D fluoroscopic analysis reliability and usability. Being based on direct radiographic imaging of the joint, and avoiding soft tissue artefact that limits the accuracy of skin marker based techniques, the fluoroscopic analysis has a potential accuracy of the order of mm/deg or better. It can provide fundamental informations for clinical and methodological applications, but, notwithstanding the number of methodological protocols proposed in the literature, time consuming user interaction is exploited to obtain consistent results. The user-dependency prevented a reliable quantification of the actual accuracy and precision of the methods, and, consequently, slowed down the translation to the clinical practice. The objective of the present work was to speed up this process introducing methodological improvements in the analysis. In the thesis, the fluoroscopic analysis was characterized in depth, in order to evaluate its pros and cons, and to provide reliable solutions to overcome its limitations. To this aim, an analytical approach was followed. The major sources of error were isolated with in-silico preliminary studies as: (a) geometric distortion and calibration errors, (b) 2D images and 3D models resolutions, (c) incorrect contour extraction, (d) bone model symmetries, (e) optimization algorithm limitations, (f) user errors. The effect of each criticality was quantified, and verified with an in-vivo preliminary study on the elbow joint. The dominant source of error was identified in the limited extent of the convergence domain for the local optimization algorithms, which forced the user to manually specify the starting pose for the estimating process. To solve this problem, two different approaches were followed: to increase the optimal pose convergence basin, the local approach used sequential alignments of the 6 degrees of freedom in order of sensitivity, or a geometrical feature-based estimation of the initial conditions for the optimization; the global approach used an unsupervised memetic algorithm to optimally explore the search domain. The performances of the technique were evaluated with a series of in-silico studies and validated in-vitro with a phantom based comparison with a radiostereometric gold-standard. The accuracy of the method is joint-dependent, and for the intact knee joint, the new unsupervised algorithm guaranteed a maximum error lower than 0.5 mm for in-plane translations, 10 mm for out-of-plane translation, and of 3 deg for rotations in a mono-planar setup; and lower than 0.5 mm for translations and 1 deg for rotations in a bi-planar setups. The bi-planar setup is best suited when accurate results are needed, such as for methodological research studies. The mono-planar analysis may be enough for clinical application when the analysis time and cost may be an issue. A further reduction of the user interaction was obtained for prosthetic joints kinematics. A mixed region-growing and level-set segmentation method was proposed and halved the analysis time, delegating the computational burden to the machine. In-silico and in-vivo studies demonstrated that the reliability of the new semiautomatic method was comparable to a user defined manual gold-standard. The improved fluoroscopic analysis was finally applied to a first in-vivo methodological study on the foot kinematics. Preliminary evaluations showed that the presented methodology represents a feasible gold-standard for the validation of skin marker based foot kinematics protocols.

La narrazione spettacolare. Nuove forme dello storytelling: dai testi narrativi al teatro.

Il lavoro di tesi parte da un presupposto di osservazione empirica. Dopo aver rilevato la ricorrenza da parte di registi teatrali del panorama internazionale all’adattamento di testi non drammatici, ma narrativi per la scena, si è deciso di indagare come la natura narrativa dei testi di partenza si adatti, permanga o muti nel passaggio dal medium narrativo a quello spettacolare. La tesi si suddivide in tre parti. Nella parte intitolata “Della metodologia” (un capitolo), viene illustrato il metodo adottato per affrontare l’analisi degli spettacoli teatrali. Facendo riferimento alla disciplina semiotica teatrale, si è definito l’oggetto empirico di studio come testo spettacolare/performance text. La seconda parte della tesi, “Della comparazione dei modelli comunicativi”, (due capitoli), procede nella definizione: 1) dell’elemento teorico da indagare nei testi spettacolari, ovvero, la “narratività”; 2) dei modelli comunicativi della narrazione e dello spettacolo teatrale e delle loro intersezioni o differenze. Nella terza parte della tesi, “Della critica”, (due capitoli), vengono analizzate alcune delle opere del regista Jurij Ljubimov (Russia), Eimuntas Nekrošius (Lituania), Alvis Hermanis (Lettonia). La scelta è ricaduta sulle opere di questi registi in base a una considerazione: 1) culturale: si è deliberatamente circoscritta la sfera di indagine alla produzione teatrale russa e post-sovietica; 2) estetica: è stato osservato che la linea registica inaugurata da Jurij Ljubimov va permeando l’attività registica di registi più giovani come Nekrošius e Hermanis; 3) statistica: Ljubimov, Nekrošius, Hermanis hanno scelto di mettere in scena testi non drammatici con una elevata frequenza. La tesi è corredata da un’ampia appendice iconografica. Per l’analisi dei testi spettacolari si è fatto riferimento alla visione degli spettacoli in presa diretta in Italia e all’estero.

Numerical and experimental analysis of 3D printed smart structures and systems

Three dimensional (3D) printers of continuous fiber reinforced composites, such as MarkTwo (MT) by Markforged, can be used to manufacture such structures. To date, research works devoted to the study and application of flexible elements and CMs realized with MT printer are only a few and very recent. A good numerical and/or analytical tool for the mechanical behavior analysis of the new composites is still missing. In addition, there is still a gap in obtaining the material properties used (e.g. elastic modulus) as it is usually unknown and sensitive to printing parameters used (e.g. infill density), making the numerical simulation inaccurate. Consequently, the aim of this thesis is to present several work developed. The first is a preliminary investigation on the tensile and flexural response of Straight Beam Flexures (SBF) realized with MT printer and featuring different interlayer fiber volume-fraction and orientation, as well as different laminate position within the sample. The second is to develop a numerical analysis within the Carrera' s Unified Formulation (CUF) framework, based on component-wise (CW) approach, including a novel preprocessing tool that has been developed to account all regions printed in an easy and time efficient way. Among its benefits, the CUF-CW approach enables building an accurate database for collecting first natural frequencies modes results, then predicting Young' s modulus based on an inverse problem formulation. To validate the tool, the numerical results are compared to the experimental natural frequencies evaluated using a digital image correlation method. Further, we take the CUF-CW model and use static condensation to analyze smart structures which can be decomposed into a large number of similar components. Third, the potentiality of MT in combination with topology optimization and compliant joints design (CJD) is investigated for the realization of automated machinery mechanisms subjected to inertial loads.

Fluidodinamica biomedica computazionale del flusso sanguigno in presenza di affezioni strumentali e/o patologiche

La tesi di Dottorato studia il flusso sanguigno tramite un codice agli elementi finiti (COMSOL Multiphysics). Nell’arteria è presente un catetere Doppler (in posizione concentrica o decentrata rispetto all’asse di simmetria) o di stenosi di varia forma ed estensione. Le arterie sono solidi cilindrici rigidi, elastici o iperelastici. Le arterie hanno diametri di 6 mm, 5 mm, 4 mm e 2 mm. Il flusso ematico è in regime laminare stazionario e transitorio, ed il sangue è un fluido non-Newtoniano di Casson, modificato secondo la formulazione di Gonzales & Moraga. Le analisi numeriche sono realizzate in domini tridimensionali e bidimensionali, in quest’ultimo caso analizzando l’interazione fluido-strutturale. Nei casi tridimensionali, le arterie (simulazioni fluidodinamiche) sono infinitamente rigide: ricavato il campo di pressione si procede quindi all’analisi strutturale, per determinare le variazioni di sezione e la permanenza del disturbo sul flusso. La portata sanguigna è determinata nei casi tridimensionali con catetere individuando tre valori (massimo, minimo e medio); mentre per i casi 2D e tridimensionali con arterie stenotiche la legge di pressione riproduce l’impulso ematico. La mesh è triangolare (2D) o tetraedrica (3D), infittita alla parete ed a valle dell’ostacolo, per catturare le ricircolazioni. Alla tesi sono allegate due appendici, che studiano con codici CFD la trasmissione del calore in microcanali e l’ evaporazione di gocce d’acqua in sistemi non confinati. La fluidodinamica nei microcanali è analoga all’emodinamica nei capillari. Il metodo Euleriano-Lagrangiano (simulazioni dell’evaporazione) schematizza la natura mista del sangue. La parte inerente ai microcanali analizza il transitorio a seguito dell’applicazione di un flusso termico variabile nel tempo, variando velocità in ingresso e dimensioni del microcanale. L’indagine sull’evaporazione di gocce è un’analisi parametrica in 3D, che esamina il peso del singolo parametro (temperatura esterna, diametro iniziale, umidità relativa, velocità iniziale, coefficiente di diffusione) per individuare quello che influenza maggiormente il fenomeno.

Essays in Financial Econometrics

The first paper sheds light on the informational content of high frequency data and daily data. I assess the economic value of the two family models comparing their performance in forecasting asset volatility through the Value at Risk metric. In running the comparison this paper introduces two key assumptions: jumps in prices and leverage effect in volatility dynamics. Findings suggest that high frequency data models do not exhibit a superior performance over daily data models. In the second paper, building on Majewski et al. (2015), I propose an affine-discrete time model, labeled VARG-J, which is characterized by a multifactor volatility specification. In the VARG-J model volatility experiences periods of extreme movements through a jump factor modeled as an Autoregressive Gamma Zero process. The estimation under historical measure is done by quasi-maximum likelihood and the Extended Kalman Filter. This strategy allows to filter out both volatility factors introducing a measurement equation that relates the Realized Volatility to latent volatility. The risk premia parameters are calibrated using call options written on S&P500 Index. The results clearly illustrate the important contribution of the jump factor in the pricing performance of options and the economic significance of the volatility jump risk premia. In the third paper, I analyze whether there is empirical evidence of contagion at the bank level, measuring the direction and the size of contagion transmission between European markets. In order to understand and quantify the contagion transmission on banking market, I estimate the econometric model by Aït-Sahalia et al. (2015) in which contagion is defined as the within and between countries transmission of shocks and asset returns are directly modeled as a Hawkes jump diffusion process. The empirical analysis indicates that there is a clear evidence of contagion from Greece to European countries as well as self-contagion in all countries.

Magnetohydrodynamic Effects On Mixed Convection Flows In Channels And Ducts

This work focuses on magnetohydrodynamic (MHD) mixed convection flow of electrically conducting fluids enclosed in simple 1D and 2D geometries in steady periodic regime. In particular, in Chapter one a short overview is given about the history of MHD, with reference to papers available in literature, and a listing of some of its most common technological applications, whereas Chapter two deals with the analytical formulation of the MHD problem, starting from the fluid dynamic and energy equations and adding the effects of an external imposed magnetic field using the Ohm's law and the definition of the Lorentz force. Moreover a description of the various kinds of boundary conditions is given, with particular emphasis given to their practical realization. Chapter three, four and five describe the solution procedure of mixed convective flows with MHD effects. In all cases a uniform parallel magnetic field is supposed to be present in the whole fluid domain transverse with respect to the velocity field. The steady-periodic regime will be analyzed, where the periodicity is induced by wall temperature boundary conditions, which vary in time with a sinusoidal law. Local balance equations of momentum, energy and charge will be solved analytically and numerically using as parameters either geometrical ratios or material properties. In particular, in Chapter three the solution method for the mixed convective flow in a 1D vertical parallel channel with MHD effects is illustrated. The influence of a transverse magnetic field will be studied in the steady periodic regime induced by an oscillating wall temperature. Analytical and numerical solutions will be provided in terms of velocity and temperature profiles, wall friction factors and average heat fluxes for several values of the governing parameters. In Chapter four the 2D problem of the mixed convective flow in a vertical round pipe with MHD effects is analyzed. Again, a transverse magnetic field influences the steady periodic regime induced by the oscillating wall temperature of the wall. A numerical solution is presented, obtained using a finite element approach, and as a result velocity and temperature profiles, wall friction factors and average heat fluxes are derived for several values of the Hartmann and Prandtl numbers. In Chapter five the 2D problem of the mixed convective flow in a vertical rectangular duct with MHD effects is discussed. As seen in the previous chapters, a transverse magnetic field influences the steady periodic regime induced by the oscillating wall temperature of the four walls. The numerical solution obtained using a finite element approach is presented, and a collection of results, including velocity and temperature profiles, wall friction factors and average heat fluxes, is provided for several values of, among other parameters, the duct aspect ratio. A comparison with analytical solutions is also provided, as a proof of the validity of the numerical method. Chapter six is the concluding chapter, where some reflections on the MHD effects on mixed convection flow will be made, in agreement with the experience and the results gathered in the analyses presented in the previous chapters. In the appendices special auxiliary functions and FORTRAN program listings are reported, to support the formulations used in the solution chapters.

SPHERA, a new Italian convection-permitting regional reanalysis: improving heavy-rainfall representation and describing hail-prone environments

Extreme weather events related to deep convection are high-impact critical phenomena whose reliable numerical simulation is still challenging. High-resolution (convection-permitting) modeling setups allow to switch off physical parameterizations accountable for substantial errors in convection representation. A new convection-permitting reanalysis over Italy (SPHERA) has been produced at ARPAE to enhance the representation and understanding of extreme weather situations. SPHERA is obtained through a dynamical downscaling of the global reanalysis ERA5 using the non-hydrostatic model COSMO at 2.2 km grid spacing over 1995-2020. This thesis aims to verify the expectations placed on SPHERA by analyzing two weather phenomena that are particularly challenging to simulate: heavy rainfall and hail. A quantitative statistical analysis over Italy during 2003-2017 for daily and hourly precipitation is presented to compare the performance of SPHERA with its driver ERA5 considering the national network of rain gauges as reference. Furthermore, two extreme precipitation events are deeply investigated. SPHERA shows a quantitative added skill over ERA5 for moderate to severe and rapid accumulations in terms of adherence to the observations, higher detailing of the spatial fields, and more precise temporal matching. These results prompted the use of SPHERA for the investigation of hailstorms, for which the combination of multiple information is crucial to reduce the substantial uncertainties permeating their understanding. A proxy for hail is developed by combining hail-favoring environmental numerical predictors with observations of ESWD hail reports and satellite overshooting top detections. The procedure is applied to the extended summer season (April-October) of 2016-2018 over the whole SPHERA spatial domain. The results indicate maximum hail likelihood over pre-Alpine regions and the northern Adriatic sea around 15 UTC in June-July, in agreement with recent European hail climatologies. The method demonstrates enhanced performance in case of severe hail occurrences and the ability to separate between ambient signatures depending on hail severity.

Exploring New Material and Analytical Method for Characterization and Conservation of Artifacts

In this dissertation, we focus on developing new green bio-based gel systems and evaluating both the cleaning efficiency and the release of residues on the treated surface, different micro or no destructive techniques, such as optical microscopy, TGA, FTIR spectroscopy, HS-SPME and micro-Spatially Offset Raman spectroscopy (micro-SORS) were tested, proposing advanced analytical protocols. In the first part, a ternary PHB-DMC/BD gel system composed by biodiesel, dimethyl carbonate and poly-3 hydroxybutyrate was developed for cleaning of wax-based coatings applied on indoor bronze. The evaluation of the cleaning efficacy of the gel was carried out on a standard bronze sample which covered a layer of beeswax by restores of Opificio delle Pietre Dure in Florence, and a real case precious indoor bronze sculpture Pulpito della Passione attributed to Donatello. Results obtained by FTIR analysis showed an efficient removal of the wax coating. In the second part, two new kinds of combined gels based on electrospun tissues (PVA and nylon) and PHB-GVL gel were developed for removal of dammar varnish from painting. The electrospun tissue combined gels exhibited good mechanical property, and showed good efficient in cleaning over normal gel. In the third part, green deep eutectic solvent which consists urea and choline chloride was proposed to produce the rigid gel with agar for the removal of proteinaceous coating from oil painting. Rabbit glue and whole egg decorated oil painting mock-ups were selected for evaluating its cleaning efficiency, results obtained by ATR analysis showed the DES-agar gel has good cleaning performance. Furthermore, we proposed micro-SORS as a valuable alternative non-destructive method to explore the DES diffusion on painting mock-up. As a result, the micro-SORS was successful applied for monitoring the liquid diffusion behavior in painting sub-layer, providing a great and useful instrument for noninvasive residues detection in the conservation field.