Estimation of Quasi-Rational DSGE Models

Small-scale dynamic stochastic general equilibrium have been treated as the benchmark of much of the monetary policy literature, given their ability to explain the impact of monetary policy on output, inflation and financial markets. One cause of the empirical failure of New Keynesian models is partially due to the Rational Expectations (RE) paradigm, which entails a tight structure on the dynamics of the system. Under this hypothesis, the agents are assumed to know the data genereting process. In this paper, we propose the econometric analysis of New Keynesian DSGE models under an alternative expectations generating paradigm, which can be regarded as an intermediate position between rational expectations and learning, nameley an adapted version of the "Quasi-Rational" Expectatations (QRE) hypothesis. Given the agents' statistical model, we build a pseudo-structural form from the baseline system of Euler equations, imposing that the length of the reduced form is the same as in the `best' statistical model.

New mechanisms for modelling the motion of the human ankle complex

The relevance of human joint models was shown in the literature. In particular, the great importance of models for the joint passive motion simulation (i.e. motion under virtually unloaded conditions) was outlined. They clarify the role played by the principal anatomical structures of the articulation, enhancing the comprehension of surgical treatments, and in particular the design of total ankle replacement and ligament reconstruction. Equivalent rigid link mechanisms proved to be an efficient tool for an accurate simulation of the joint passive motion. This thesis focuses on the ankle complex (i.e. the anatomical structure composed of the tibiotalar and the subtalar joints), which has a considerable role in human locomotion. The lack of interpreting models of this articulation and the poor results of total ankle replacement arthroplasty have strongly suggested devising new mathematical models capable of reproducing the restraining function of each structure of the joint and of replicating the relative motion of the bones which constitute the joint itself. In this contest, novel equivalent mechanisms are proposed for modelling the ankle passive motion. Their geometry is based on the joint’s anatomical structures. In particular, the role of the main ligaments of the articulation is investigated under passive conditions by means of nine 5-5 fully parallel mechanisms. Based on this investigation, a one-DOF spatial mechanism is developed for modelling the passive motion of the lower leg. The model considers many passive structures constituting the articulation, overcoming the limitations of previous models which took into account few anatomical elements of the ankle complex. All the models have been identified from experimental data by means of optimization procedure. Then, the simulated motions have been compared to the experimental one, in order to show the efficiency of the approach and thus to deduce the role of each anatomical structure in the ankle kinematic behavior.

Elementi postmoderni nell'horror americano contemporaneo. Forme testuali e culturali della mutazione 1968-1998

This research argues for an analysis of textual and cultural forms in the American horror film (1968- 1998), by defining the so-called postmodern characters. The “postmodern” term will not mean a period of the history of cinema, but a series of forms and strategies recognizable in many American films. From a bipolar re-mediation and cognitive point of view, the postmodern phenomenon is been considered as a formal and epistemological re-configuration of the cultural “modern” system. The first section of the work examines theoretical problems about the “postmodern phenomenon” by defining its cultural and formal constants in different areas (epistemology, economy, mass-media): the character of convergence, fragmentation, manipulation and immersion represent the first ones, while the “excess” is the morphology of the change, by realizing the “fluctuation” of the previous consolidated system. The second section classifies the textual and cultural forms of American postmodern film, generally non-horror. The “classic narrative” structure – coherent and consequent chain of causal cues toward a conclusion – is scattered by the postmodern constant of “fragmentation”. New textual models arise, fragmenting the narrative ones into the aggregations of data without causal-temporal logics. Considering the process of “transcoding”1 and “remediation”2 between media, and the principle of “convergence” in the phenomenon, the essay aims to define these structures in postmodern film as “database forms” and “navigable space forms.” The third section applies this classification to American horror film (1968-1998). The formal constant of “excess” in the horror genre works on the paradigm of “vision”: if postmodern film shows a crisis of the “truth” in the vision, in horror movies the excess of vision becomes “hyper-vision” – that is “multiplication” of the death/blood/torture visions – and “intra-vision”, that shows the impossibility of recognizing the “real” vision from the virtual/imaginary. In this perspective, the textual and cultural forms and strategies of postmodern horror film are predominantly: the “database-accumulation” forms, where the events result from a very simple “remote cause” serving as a pretext (like in Night of the Living Dead); the “database-catalogue” forms, where the events follow one another displaying a “central” character or theme. In the first case, the catalogue syntagms are connected by “consecutive” elements, building stories linked by the actions of a single character (usually the killer), or connected by non-consecutive episodes about a general theme: examples of the first kind are built on the model of The Wizard of Gore; the second ones, on the films such as Mario Bava’s I tre volti della paura. The “navigable space” forms are defined: hyperlink a, where one universe is fluctuating between reality and dream, as in Rosemary’s Baby; hyperlink b (where two non-hierarchical universes are convergent, the first one real and the other one fictional, as in the Nightmare series); hyperlink c (where more worlds are separated but contiguous in the last sequence, as in Targets); the last form, navigable-loop, includes a textual line which suddenly stops and starts again, reflecting the pattern of a “loop” (as in Lost Highway). This essay analyses in detail the organization of “visual space” into the postmodern horror film by tracing representative patterns. It concludes by examining the “convergence”3 of technologies and cognitive structures of cinema and new media.

Modellazione multibody di veicoli ferroviari: sviluppo ed implementazione di modelli innovativi per l'analisi del contatto ruota - rotaia

The wheel - rail contact analysis plays a fundamental role in the multibody modeling of railway vehicles. A good contact model must provide an accurate description of the global contact phenomena (contact forces and torques, number and position of the contact points) and of the local contact phenomena (position and shape of the contact patch, stresses and displacements). The model has also to assure high numerical efficiency (in order to be implemented directly online within multibody models) and a good compatibility with commercial multibody software (Simpack Rail, Adams Rail). The wheel - rail contact problem has been discussed by several authors and many models can be found in the literature. The contact models can be subdivided into two different categories: the global models and the local (or differential) models. Currently, as regards the global models, the main approaches to the problem are the so - called rigid contact formulation and the semi – elastic contact description. The rigid approach considers the wheel and the rail as rigid bodies. The contact is imposed by means of constraint equations and the contact points are detected during the dynamic simulation by solving the nonlinear algebraic differential equations associated to the constrained multibody system. Indentation between the bodies is not permitted and the normal contact forces are calculated through the Lagrange multipliers. Finally the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces respectively. Also the semi - elastic approach considers the wheel and the rail as rigid bodies. However in this case no kinematic constraints are imposed and the indentation between the bodies is permitted. The contact points are detected by means of approximated procedures (based on look - up tables and simplifying hypotheses on the problem geometry). The normal contact forces are calculated as a function of the indentation while, as in the rigid approach, the Hertz’s and the Kalker’s theories allow to evaluate the shape of the contact patch and the tangential forces. Both the described multibody approaches are computationally very efficient but their generality and accuracy turn out to be often insufficient because the physical hypotheses behind these theories are too restrictive and, in many circumstances, unverified. In order to obtain a complete description of the contact phenomena, local (or differential) contact models are needed. In other words wheel and rail have to be considered elastic bodies governed by the Navier’s equations and the contact has to be described by suitable analytical contact conditions. The contact between elastic bodies has been widely studied in literature both in the general case and in the rolling case. Many procedures based on variational inequalities, FEM techniques and convex optimization have been developed. This kind of approach assures high generality and accuracy but still needs very large computational costs and memory consumption. Due to the high computational load and memory consumption, referring to the current state of the art, the integration between multibody and differential modeling is almost absent in literature especially in the railway field. However this integration is very important because only the differential modeling allows an accurate analysis of the contact problem (in terms of contact forces and torques, position and shape of the contact patch, stresses and displacements) while the multibody modeling is the standard in the study of the railway dynamics. In this thesis some innovative wheel – rail contact models developed during the Ph. D. activity will be described. Concerning the global models, two new models belonging to the semi – elastic approach will be presented; the models satisfy the following specifics: 1) the models have to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the models have to consider generic railway tracks and generic wheel and rail profiles 3) the models have to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the models have to evaluate the number and the position of the contact points and, for each point, the contact forces and torques 4) the models have to be implementable directly online within the multibody models without look - up tables 5) the models have to assure computation times comparable with those of commercial multibody software (Simpack Rail, Adams Rail) and compatible with RT and HIL applications 6) the models have to be compatible with commercial multibody software (Simpack Rail, Adams Rail). The most innovative aspect of the new global contact models regards the detection of the contact points. In particular both the models aim to reduce the algebraic problem dimension by means of suitable analytical techniques. This kind of reduction allows to obtain an high numerical efficiency that makes possible the online implementation of the new procedure and the achievement of performance comparable with those of commercial multibody software. At the same time the analytical approach assures high accuracy and generality. Concerning the local (or differential) contact models, one new model satisfying the following specifics will be presented: 1) the model has to be 3D and to consider all the six relative degrees of freedom between wheel and rail 2) the model has to consider generic railway tracks and generic wheel and rail profiles 3) the model has to assure a general and accurate handling of the multiple contact without simplifying hypotheses on the problem geometry; in particular the model has to able to calculate both the global contact variables (contact forces and torques) and the local contact variables (position and shape of the contact patch, stresses and displacements) 4) the model has to be implementable directly online within the multibody models 5) the model has to assure high numerical efficiency and a reduced memory consumption in order to achieve a good integration between multibody and differential modeling (the base for the local contact models) 6) the model has to be compatible with commercial multibody software (Simpack Rail, Adams Rail). In this case the most innovative aspects of the new local contact model regard the contact modeling (by means of suitable analytical conditions) and the implementation of the numerical algorithms needed to solve the discrete problem arising from the discretization of the original continuum problem. Moreover, during the development of the local model, the achievement of a good compromise between accuracy and efficiency turned out to be very important to obtain a good integration between multibody and differential modeling. At this point the contact models has been inserted within a 3D multibody model of a railway vehicle to obtain a complete model of the wagon. The railway vehicle chosen as benchmark is the Manchester Wagon the physical and geometrical characteristics of which are easily available in the literature. The model of the whole railway vehicle (multibody model and contact model) has been implemented in the Matlab/Simulink environment. The multibody model has been implemented in SimMechanics, a Matlab toolbox specifically designed for multibody dynamics, while, as regards the contact models, the CS – functions have been used; this particular Matlab architecture allows to efficiently connect the Matlab/Simulink and the C/C++ environment. The 3D multibody model of the same vehicle (this time equipped with a standard contact model based on the semi - elastic approach) has been then implemented also in Simpack Rail, a commercial multibody software for railway vehicles widely tested and validated. Finally numerical simulations of the vehicle dynamics have been carried out on many different railway tracks with the aim of evaluating the performances of the whole model. The comparison between the results obtained by the Matlab/ Simulink model and those obtained by the Simpack Rail model has allowed an accurate and reliable validation of the new contact models. In conclusion to this brief introduction to my Ph. D. thesis, we would like to thank Trenitalia and the Regione Toscana for the support provided during all the Ph. D. activity. Moreover we would also like to thank the INTEC GmbH, the society the develops the software Simpack Rail, with which we are currently working together to develop innovative toolboxes specifically designed for the wheel rail contact analysis.

Study of innovative methods of control in the cereal productive chain for the production of beer and spirits

Researches performed during the PhD course intended to assess innovative applications of near-infrared spectroscopy in reflectance (NIR) in the production chain of beer. The purpose is to measure by NIR the "malting quality" (MQ) parameter of barley, to monitor the malting process and to know if a certain type of barley is suitable for the production of beer and spirits. Moreover, NIR will be applied to monitor the brewing process. First of all, it was possible to check the quality of the raw materials like barley, maize and barley malt using a rapid, non-destructive and reliable method, with a low error of prediction. The more interesting result obtained at this level was that the repeatability of the NIR calibration models developed was comparable with the one of the reference method. Moreover, about malt, new kinds of validation were used in order to estimate the real predictive power of the proposed calibration models and to understand the long-term effects. Furthermore, the precision of all the calibration models developed for malt evaluation was estimated and statistically compared with the reference methods, with good results. Then, new calibration models were developed for monitoring the malting process, measuring the moisture content and other malt quality parameters during germination. Moreover it was possible to obtain by NIR an estimate of the "malting quality" (MQ) of barley and to predict whether if its germination will be rapid and uniform and if a certain type of barley is suitable for the production of beer and spirits. Finally, the NIR technique was applied to monitor the brewing process, using correlations between NIR spectra of beer and analytical parameters, and to assess beer quality. These innovative results are potentially very useful for the actors involved in the beer production chain, especially the calibration models suitable for the control of the malting process and for the assessment of the “malting quality” of barley, which need to be deepened in future studies.

Deep geometry of subduction below the Andean belt of Colombia as revealed by seismic tomography

In this study new tomographic models of Colombia were calculated. I used the seismicity recorded by the Colombian seismic network during the period 2006-2009. In this time period, the improvement of the seismic network yields more stable hypocentral results with respect to older data set and allows to compute new 3D Vp and Vp/Vs models. The final dataset consists of 10813 P- and 8614 S-arrival times associated to 1405 earthquakes. Tests with synthetic data and resolution analysis indicate that velocity models are well constrained in central, western and southwestern Colombia to a depth of 160 km; the resolution is poor in the northern Colombia and close to Venezuela due to a lack of seismic stations and seismicity. The tomographic models and the relocated seismicity indicate the existence of E-SE subducting Nazca lithosphere beneath central and southern Colombia. The North-South changes in Wadati-Benioff zone, Vp & Vp/Vs pattern and volcanism, show that the downgoing plate is segmented by slab tears E-W directed, suggesting the presence of three sectors. Earthquakes in the northernmost sector represent most of the Colombian seimicity and concentrated on 100-170 km depth interval, beneath the Eastern Cordillera. Here a massive dehydration is inferred, resulting from a delay in the eclogitization of a thickened oceanic crust in a flat-subduction geometry. In this sector a cluster of intermediate-depth seismicity (Bucaramanga Nest) is present beneath the elbow of the Eastern Cordillera, interpreted as the result of massive and highly localized dehydration phenomenon caused by a hyper-hydrous oceanic crust. The central and southern sectors, although different in Vp pattern show, conversely, a continuous, steep and more homogeneous Wadati-Benioff zone with overlying volcanic areas. Here a "normalthickened" oceanic crust is inferred, allowing for a gradual and continuous metamorphic reactions to take place with depth, enabling the fluid migration towards the mantle wedge.

Modelling, diagnostics and experimental analysis of plasma assisted processes for material treatment

This work presents results from experimental investigations of several different atmospheric pressure plasmas applications, such as Metal Inert Gas (MIG) welding and Plasma Arc Cutting (PAC) and Welding (PAW) sources, as well as Inductively Coupled Plasma (ICP) torches. The main diagnostic tool that has been used is High Speed Imaging (HSI), often assisted by Schlieren imaging to analyse non-visible phenomena. Furthermore, starting from thermo-fluid-dynamic models developed by the University of Bologna group, such plasma processes have been studied also with new advanced models, focusing for instance on the interaction between a melting metal wire and a plasma, or considering non-equilibrium phenomena for diagnostics of plasma arcs. Additionally, the experimental diagnostic tools that have been developed for industrial thermal plasmas have been used also for the characterization of innovative low temperature atmospheric pressure non equilibrium plasmas, such as dielectric barrier discharges (DBD) and Plasma Jets. These sources are controlled by few kV voltage pulses with pulse rise time of few nanoseconds to avoid the formation of a plasma arc, with interesting applications in surface functionalization of thermosensitive materials. In order to investigate also bio-medical applications of thermal plasma, a self-developed quenching device has been connected to an ICP torch. Such device has allowed inactivation of several kinds of bacteria spread on petri dishes, by keeping the substrate temperature lower than 40 degrees, which is a strict requirement in order to allow the treatment of living tissues.

Preclinical neuroblastoma models for a pharmacological study of a new MYCN oncogene inhibitor

Background. Neuroblastoma is the most deadly solid tumor of childhood. In the 25% of cases it is associated with MYCN amplification (MA), resulting in the disregulation of several genes involved in cancer progression, chemotherapy resistance and poor prognosis causing the disregulation of several genes involved in cancer progression and chemotherapy resistance and resulting in a poor prognosis. Moreover, in this contest, therapy-related p53 mutations are frequently found in relapsed cases conferring an even stronger aggressiveness. For this reason, the actual therapy requires new antitumor molecules. Therefore, rapid, accurate, and reproducible preclinical models are needed to evaluate the evolution of the different subtypes and the efficacy of new pharmacological strategies. Procedures. We report the real-time tumorigenesis of MA Neuroblastoma mouse models: transgenic TH-MYCN mice and orthotopic xenograft models with either p53wt or p53mut, by non-invasive micro PET and bioluminescent imaging, respectively. Characterization of MYCN amplification and expression was performed on every collected sample. We tested the efficacy of a new MYCN inhibitor in vitro and in vivo. Results. MicroPET in TH-MYCN mice permitted the identification of Neuroblastoma at an early stage and offered a sensitive method to follow metabolic progression of tumors. The MA orthotopic model harboring multitherapy-related p53 mutations showed a shorter latency and progression and a stronger aggressiveness respect to the p53wt model. The presence of MA and overexpression was confirmed in each model and we saw a better survival in the TH-MYCN homozigous mice treated with the inhibitor. Conclusions. The mouse models obtained show characteristics of non-invasiveness, rapidity and sensitivity that make them suitable for the in vivo preclinical study of MA-NB. In particular, our firstly reported p53mut BLI xenograft orthotopic mouse model offers the possibility to evaluate the role of multitherapy-related p53 mutations and to validate new p53 independent therapies for this highly aggressive Neuroblastoma subtype. Moreover, we have shown potential clinical suitability of an antigene strategy through its cellular and molecular activity, ability to specifically inhibit transcription and in vivo efficacy with no evidence of toxicity.

Generation and characterization of mouse models of Small cell lung cancer and Basal cell carcinoma for the preclinical evaluation of new therapies

Background. Human small cell lung cancer (SCLC) accounting for approximately 15-20% of all lung cancers, is an aggressive tumor with high propensity for early regional and distant metastases. Although the initial tumor rate response to chemotherapy is very high, SCLC relapses after approximately 4 months in ED and 12 months in LD. Basal cell carcinoma (BCC) is the most prevalent cancer in the western world, and its incidence is increasing worldwide. This type of cancer rarely metastasizes and the death rate is extraordinary low. Surgery is curative for most of the patients, but for those that develop locally advanced or metastatic BCC there is currently no effective treatment. Both types of cancer have been deeply investigated and genetic alterations, MYCN amplification (MA) among the most interesting, have been found. These could become targets of new pharmacological therapies. Procedures. We created and characterized novel BLI xenograft orthotopic mouse models of SCLC to evaluate the tumor onset and progression and the efficacy of new pharmacological strategies. We compared an in vitro model with a transgenic mouse model of BCC, to investigate and delineate the canonical HH signalling pathway and its connections with other molecular pathways. Results and conclusions. The orthotopic models showed latency and progression patterns similar to human disease. Chemotherapy treatments improved survival rates and validated the in vivo model. The presence of MA and overexpression were confirmed in each model and we tested the efficacy of a new MYCN inhibitor in vitro. Preliminar data of BCC models highlighted Hedgehog pathway role and underlined the importance of both in vitro and in vivo strategies to achieve a better understanding of the pathology and to evaluate the applicability of new therapeutic compounds

Correlations and Quantum Dynamics of 1D Fermionic Models: New Results for the Kitaev Chain with Long-Range Pairing

In the first part of the thesis, we propose an exactly-solvable one-dimensional model for fermions with long-range p-wave pairing decaying with distance as a power law. We studied the phase diagram by analyzing the critical lines, the decay of correlation functions and the scaling of the von Neumann entropy with the system size. We found two gapped regimes, where correlation functions decay (i) exponentially at short range and algebraically at long range, (ii) purely algebraically. In the latter the entanglement entropy is found to diverge logarithmically. Most interestingly, along the critical lines, long-range pairing breaks also the conformal symmetry. This can be detected via the dynamics of entanglement following a quench. In the second part of the thesis we studied the evolution in time of the entanglement entropy for the Ising model in a transverse field varying linearly in time with different velocities. We found different regimes: an adiabatic one (small velocities) when the system evolves according the instantaneous ground state; a sudden quench (large velocities) when the system is essentially frozen to its initial state; and an intermediate one, where the entropy starts growing linearly but then displays oscillations (also as a function of the velocity). Finally, we discussed the Kibble-Zurek mechanism for the transition between the paramagnetic and the ordered phase.