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.

Study of the circulation processes in the northern Adriatic sea - coastal area and Venice lagoon inlets

This work is a detailed study of hydrodynamic processes in a defined area, the littoral in front of the Venice Lagoon and its inlets, which are complex morphological areas of interconnection. A finite element hydrodynamic model of the Venice Lagoon and the Adriatic Sea has been developed in order to study the coastal current patterns and the exchanges at the inlets of the Venice Lagoon. This is the first work in this area that tries to model the interaction dynamics, running together a model for the lagoon and the Adriatic Sea. First the barotropic processes near the inlets of the Venice Lagoon have been studied. Data from more than ten tide gauges displaced in the Adriatic Sea have been used in the calibration of the simulated water levels. To validate the model results, empirical flux data measured by ADCP probes installed inside the inlets of Lido and Malamocco have been used and the exchanges through the three inlets of the Venice Lagoon have been analyzed. The comparison between modelled and measured fluxes at the inlets outlined the efficiency of the model to reproduce both tide and wind induced water exchanges between the sea and the lagoon. As a second step, also small scale processes around the inlets that connect the Venice lagoon with the Northern Adriatic Sea have been investigated by means of 3D simulations. Maps of vorticity have been produced, considering the influence of tidal flows and wind stress in the area. A sensitivity analysis has been carried out to define the importance of the advection and of the baroclinic pressure gradients in the development of vortical processes seen along the littoral close to the inlets. Finally a comparison with real data measurements, surface velocity data from HF Radar near the Venice inlets, has been performed, which allows for a better understanding of the processes and their seasonal dynamics. The results outline the predominance of wind and tidal forcing in the coastal area. Wind forcing acts mainly on the mean coastal current inducing its detachment offshore during Sirocco events and an increase of littoral currents during Bora events. The Bora action is more homogeneous on the whole coastal area whereas the Sirocco strengthens its impact in the South, near Chioggia inlet. Tidal forcing at the inlets is mainly barotropic. The sensitivity analysis shows how advection is the main physical process responsible for the persistent vortical structures present along the littoral between the Venice Lagoon inlets. The comparison with measurements from HF Radar not only permitted a validation the model results, but also a description of different patterns in specific periods of the year. The success of the 2D and the 3D simulations on the reproduction both of the SSE, inside and outside the Venice Lagoon, of the tidal flow, through the lagoon inlets, and of the small scale phenomena, occurring along the littoral, indicates that the finite element approach is the most suitable tool for the investigation of coastal processes. For the first time, as shown by the flux modeling, the physical processes that drive the interaction between the two basins were reproduced.

Parallel modeling of the electric field distribution in the brain

The term "Brain Imaging" identi�es a set of techniques to analyze the structure and/or functional behavior of the brain in normal and/or pathological situations. These techniques are largely used in the study of brain activity. In addition to clinical usage, analysis of brain activity is gaining popularity in others recent �fields, i.e. Brain Computer Interfaces (BCI) and the study of cognitive processes. In this context, usage of classical solutions (e.g. f MRI, PET-CT) could be unfeasible, due to their low temporal resolution, high cost and limited portability. For these reasons alternative low cost techniques are object of research, typically based on simple recording hardware and on intensive data elaboration process. Typical examples are ElectroEncephaloGraphy (EEG) and Electrical Impedance Tomography (EIT), where electric potential at the patient's scalp is recorded by high impedance electrodes. In EEG potentials are directly generated from neuronal activity, while in EIT by the injection of small currents at the scalp. To retrieve meaningful insights on brain activity from measurements, EIT and EEG relies on detailed knowledge of the underlying electrical properties of the body. This is obtained from numerical models of the electric �field distribution therein. The inhomogeneous and anisotropic electric properties of human tissues make accurate modeling and simulation very challenging, leading to a tradeo�ff between physical accuracy and technical feasibility, which currently severely limits the capabilities of these techniques. Moreover elaboration of data recorded requires usage of regularization techniques computationally intensive, which influences the application with heavy temporal constraints (such as BCI). This work focuses on the parallel implementation of a work-flow for EEG and EIT data processing. The resulting software is accelerated using multi-core GPUs, in order to provide solution in reasonable times and address requirements of real-time BCI systems, without over-simplifying the complexity and accuracy of the head models.

Modeling, design and experimental characterization of Micro-Electro-Mechanical-Systems for gas chromatographic applications

Design parameters, process flows, electro-thermal-fluidic simulations and experimental characterizations of Micro-Electro-Mechanical-Systems (MEMS) suited for gas-chromatographic (GC) applications are presented and thoroughly described in this thesis, whose topic belongs to the research activities the Institute for Microelectronics and Microsystems (IMM)-Bologna is involved since several years, i.e. the development of micro-systems for chemical analysis, based on silicon micro-machining techniques and able to perform analysis of complex gaseous mixtures, especially in the field of environmental monitoring. In this regard, attention has been focused on the development of micro-fabricated devices to be employed in a portable mini-GC system for the analysis of aromatic Volatile Organic Compounds (VOC) like Benzene, Toluene, Ethyl-benzene and Xylene (BTEX), i.e. chemical compounds which can significantly affect environment and human health because of their demonstrated carcinogenicity (benzene) or toxicity (toluene, xylene) even at parts per billion (ppb) concentrations. The most significant results achieved through the laboratory functional characterization of the mini-GC system have been reported, together with in-field analysis results carried out in a station of the Bologna air monitoring network and compared with those provided by a commercial GC system. The development of more advanced prototypes of micro-fabricated devices specifically suited for FAST-GC have been also presented (silicon capillary columns, Ultra-Low-Power (ULP) Metal OXide (MOX) sensor, Thermal Conductivity Detector (TCD)), together with the technological processes for their fabrication. The experimentally demonstrated very high sensitivity of ULP-MOX sensors to VOCs, coupled with the extremely low power consumption, makes the developed ULP-MOX sensor the most performing metal oxide sensor reported up to now in literature, while preliminary test results proved that the developed silicon capillary columns are capable of performances comparable to those of the best fused silica capillary columns. Finally, the development and the validation of a coupled electro-thermal Finite Element Model suited for both steady-state and transient analysis of the micro-devices has been described, and subsequently implemented with a fluidic part to investigate devices behaviour in presence of a gas flowing with certain volumetric flow rates.

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.