Parameter estimation in a growth model for a biological population

The motivating problem concerns the estimation of the growth curve of solitary corals that follow the nonlinear Von Bertalanffy Growth Function (VBGF). The most common parameterization of the VBGF for corals is based on two parameters: the ultimate length L∞ and the growth rate k. One aim was to find a more reliable method for estimating these parameters, which can capture the influence of environmental covariates. The main issue with current methods is that they force the linearization of VBGF and neglect intra-individual variability. The idea was to use the hierarchical nonlinear model which has the appealing features of taking into account the influence of collection sites, possible intra-site measurement correlation and variance heterogeneity, and that can handle the influence of environmental factors and all the reliable information that might influence coral growth. This method was used on two databases of different solitary corals i.e. Balanophyllia europaea and Leptopsammia pruvoti, collected in six different sites in different environmental conditions, which introduced a decisive improvement in the results. Nevertheless, the theory of the energy balance in growth ascertains the linear correlation of the two parameters and the independence of the ultimate length L∞ from the influence of environmental covariates, so a further aim of the thesis was to propose a new parameterization based on the ultimate length and parameter c which explicitly describes the part of growth ascribable to site-specific conditions such as environmental factors. We explored the possibility of estimating these parameters characterizing the VBGF new parameterization via the nonlinear hierarchical model. Again there was a general improvement with respect to traditional methods. The results of the two parameterizations were similar, although a very slight improvement was observed in the new one. This is, nevertheless, more suitable from a theoretical point of view when considering environmental covariates.

Non-Linear Pricing in Imperfectly Competitive Markets

This thesis is dedicated to the analysis of non-linear pricing in oligopoly. Non-linear pricing is a fairly predominant practice in most real markets, mostly characterized by some amount of competition. The sophistication of pricing practices has increased in the latest decades due to the technological advances that have allowed companies to gather more and more data on consumers preferences. The first essay of the thesis highlights the main characteristics of oligopolistic non-linear pricing. Non-linear pricing is a special case of price discrimination. The theory of price discrimination has to be modified in presence of oligopoly: in particular, a crucial role is played by the competitive externality that implies that product differentiation is closely related to the possibility of discriminating. The essay reviews the theory of competitive non-linear pricing by starting from its foundations, mechanism design under common agency. The different approaches to model non-linear pricing are then reviewed. In particular, the difference between price and quantity competition is highlighted. Finally, the close link between non-linear pricing and the recent developments in the theory of vertical differentiation is explored. The second essay shows how the effects of non-linear pricing are determined by the relationship between the demand and the technological structure of the market. The chapter focuses on a model in which firms supply a homogeneous product in two different sizes. Information about consumers' reservation prices is incomplete and the production technology is characterized by size economies. The model provides insights on the size of the products that one finds in the market. Four equilibrium regions are identified depending on the relative intensity of size economies with respect to consumers' evaluation of the good. Regions for which the product is supplied in a single unit or in several different sizes or in only a very large one. Both the private and social desirability of non-linear pricing varies across different equilibrium regions. The third essay considers the broadband internet market. Non discriminatory issues seem the core of the recent debate on the opportunity or not of regulating the internet. One of the main questions posed is whether the telecom companies, owning the networks constituting the internet, should be allowed to offer quality-contingent contracts to content providers. The aim of this essay is to analyze the issue through a stylized two-sided market model of the web that highlights the effects of such a discrimination over quality, prices and participation to the internet of providers and final users. An overall welfare comparison is proposed, concluding that the final effects of regulation crucially depend on both the technology and preferences of agents.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

Non-Linear Analysis and Design of Synchronous Bearingless Multiphase Permanent Magnet Machines and Drives

A two-dimensional model to analyze the distribution of magnetic fields in the airgap of a PM electrical machines is studied. A numerical algorithm for non-linear magnetic analysis of multiphase surface-mounted PM machines with semi-closed slots is developed, based on the equivalent magnetic circuit method. By using a modular structure geometry, whose the basic element can be duplicated, it allows to design whatever typology of windings distribution. In comparison to a FEA, permits a reduction in computing time and to directly changing the values of the parameters in a user interface, without re-designing the model. Output torque and radial forces acting on the moving part of the machine can be calculated. In addition, an analytical model for radial forces calculation in multiphase bearingless Surface-Mounted Permanent Magnet Synchronous Motors (SPMSM) is presented. It allows to predict amplitude and direction of the force, depending on the values of torque current, of levitation current and of rotor position. It is based on the space vectors method, letting the analysis of the machine also during transients. The calculations are conducted by developing the analytical functions in Fourier series, taking all the possible interactions between stator and rotor mmf harmonic components into account and allowing to analyze the effects of electrical and geometrical quantities of the machine, being parametrized. The model is implemented in the design of a control system for bearingless machines, as an accurate electromagnetic model integrated in a three-dimensional mechanical model, where one end of the motor shaft is constrained to simulate the presence of a mechanical bearing, while the other is free, only supported by the radial forces developed in the interactions between magnetic fields, to realize a bearingless system with three degrees of freedom. The complete model represents the design of the experimental system to be realized in the laboratory.

Quantum Integrability in Non-Linear Sigma Models related to Gauge/String Correspondences

The Thermodynamic Bethe Ansatz analysis is carried out for the extended-CP^N class of integrable 2-dimensional Non-Linear Sigma Models related to the low energy limit of the AdS_4xCP^3 type IIA superstring theory. The principal aim of this program is to obtain further non-perturbative consistency check to the S-matrix proposed to describe the scattering processes between the fundamental excitations of the theory by analyzing the structure of the Renormalization Group flow. As a noteworthy byproduct we eventually obtain a novel class of TBA models which fits in the known classification but with several important differences. The TBA framework allows the evaluation of some exact quantities related to the conformal UV limit of the model: effective central charge, conformal dimension of the perturbing operator and field content of the underlying CFT. The knowledge of this physical quantities has led to the possibility of conjecturing a perturbed CFT realization of the integrable models in terms of coset Kac-Moody CFT. The set of numerical tools and programs developed ad hoc to solve the problem at hand is also discussed in some detail with references to the code.

NLGA based Active Control in Aerospace: fault tolerability, disturbance rejection, and parameter estimation

A new control scheme has been presented in this thesis. Based on the NonLinear Geometric Approach, the proposed Active Control System represents a new way to see the reconfigurable controllers for aerospace applications. The presence of the Diagnosis module (providing the estimation of generic signals which, based on the case, can be faults, disturbances or system parameters), mean feature of the depicted Active Control System, is a characteristic shared by three well known control systems: the Active Fault Tolerant Controls, the Indirect Adaptive Controls and the Active Disturbance Rejection Controls. The standard NonLinear Geometric Approach (NLGA) has been accurately investigated and than improved to extend its applicability to more complex models. The standard NLGA procedure has been modified to take account of feasible and estimable sets of unknown signals. Furthermore the application of the Singular Perturbations approximation has led to the solution of Detection and Isolation problems in scenarios too complex to be solved by the standard NLGA. Also the estimation process has been improved, where multiple redundant measuremtent are available, by the introduction of a new algorithm, here called "Least Squares - Sliding Mode". It guarantees optimality, in the sense of the least squares, and finite estimation time, in the sense of the sliding mode. The Active Control System concept has been formalized in two controller: a nonlinear backstepping controller and a nonlinear composite controller. Particularly interesting is the integration, in the controller design, of the estimations coming from the Diagnosis module. Stability proofs are provided for both the control schemes. Finally, different applications in aerospace have been provided to show the applicability and the effectiveness of the proposed NLGA-based Active Control System.

Diffusive models and chaos indicators for non-linear betatron motion in circular hadron accelerators

Understanding the complex dynamics of beam-halo formation and evolution in circular particle accelerators is crucial for the design of current and future rings, particularly those utilizing superconducting magnets such as the CERN Large Hadron Collider (LHC), its luminosity upgrade HL-LHC, and the proposed Future Circular Hadron Collider (FCC-hh). A recent diffusive framework, which describes the evolution of the beam distribution by means of a Fokker-Planck equation, with diffusion coefficient derived from the Nekhoroshev theorem, has been proposed to describe the long-term behaviour of beam dynamics and particle losses. In this thesis, we discuss the theoretical foundations of this framework, and propose the implementation of an original measurement protocol based on collimator scans in view of measuring the Nekhoroshev-like diffusive coefficient by means of beam loss data. The available LHC collimator scan data, unfortunately collected without the proposed measurement protocol, have been successfully analysed using the proposed framework. This approach is also applied to datasets from detailed measurements of the impact on the beam losses of so-called long-range beam-beam compensators also at the LHC. Furthermore, dynamic indicators have been studied as a tool for exploring the phase-space properties of realistic accelerator lattices in single-particle tracking simulations. By first examining the classification performance of known and new indicators in detecting the chaotic character of initial conditions for a modulated Hénon map and then applying this knowledge to study the properties of realistic accelerator lattices, we tried to identify a connection between the presence of chaotic regions in the phase space and Nekhoroshev-like diffusive behaviour, providing new tools to the accelerator physics community.

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.

Improved ground motion intensity measures for reliability-based demand analysis of structures

In Performance-Based Earthquake Engineering (PBEE), evaluating the seismic performance (or seismic risk) of a structure at a designed site has gained major attention, especially in the past decade. One of the objectives in PBEE is to quantify the seismic reliability of a structure (due to the future random earthquakes) at a site. For that purpose, Probabilistic Seismic Demand Analysis (PSDA) is utilized as a tool to estimate the Mean Annual Frequency (MAF) of exceeding a specified value of a structural Engineering Demand Parameter (EDP). This dissertation focuses mainly on applying an average of a certain number of spectral acceleration ordinates in a certain interval of periods, Sa,avg (T1,…,Tn), as scalar ground motion Intensity Measure (IM) when assessing the seismic performance of inelastic structures. Since the interval of periods where computing Sa,avg is related to the more or less influence of higher vibration modes on the inelastic response, it is appropriate to speak about improved IMs. The results using these improved IMs are compared with a conventional elastic-based scalar IMs (e.g., pseudo spectral acceleration, Sa ( T(¹)), or peak ground acceleration, PGA) and the advanced inelastic-based scalar IM (i.e., inelastic spectral displacement, Sdi). The advantages of applying improved IMs are: (i ) "computability" of the seismic hazard according to traditional Probabilistic Seismic Hazard Analysis (PSHA), because ground motion prediction models are already available for Sa (Ti), and hence it is possibile to employ existing models to assess hazard in terms of Sa,avg, and (ii ) "efficiency" or smaller variability of structural response, which was minimized to assess the optimal range to compute Sa,avg. More work is needed to assess also "sufficiency" and "scaling robustness" desirable properties, which are disregarded in this dissertation. However, for ordinary records (i.e., with no pulse like effects), using the improved IMs is found to be more accurate than using the elastic- and inelastic-based IMs. For structural demands that are dominated by the first mode of vibration, using Sa,avg can be negligible relative to the conventionally-used Sa (T(¹)) and the advanced Sdi. For structural demands with sign.cant higher-mode contribution, an improved scalar IM that incorporates higher modes needs to be utilized. In order to fully understand the influence of the IM on the seismis risk, a simplified closed-form expression for the probability of exceeding a limit state capacity was chosen as a reliability measure under seismic excitations and implemented for Reinforced Concrete (RC) frame structures. This closed-form expression is partuclarly useful for seismic assessment and design of structures, taking into account the uncertainty in the generic variables, structural "demand" and "capacity" as well as the uncertainty in seismic excitations. The assumed framework employs nonlinear Incremental Dynamic Analysis (IDA) procedures in order to estimate variability in the response of the structure (demand) to seismic excitations, conditioned to IM. The estimation of the seismic risk using the simplified closed-form expression is affected by IM, because the final seismic risk is not constant, but with the same order of magnitude. Possible reasons concern the non-linear model assumed, or the insufficiency of the selected IM. Since it is impossibile to state what is the "real" probability of exceeding a limit state looking the total risk, the only way is represented by the optimization of the desirable properties of an IM.

Sulla progettazione in zona sismica di strutture dotate di dissipatori fluido-viscosi: proposta di una metodologia

CHAPTER 1:FLUID-VISCOUS DAMPERS In this chapter the fluid-viscous dampers are introduced. The first section is focused on the technical characteristics of these devices, their mechanical behavior and the latest evolution of the technology whose they are equipped. In the second section we report the definitions and the guide lines about the design of these devices included in some international codes. In the third section the results of some experimental tests carried out by some authors on the response of these devices to external forces are discussed. On this purpose we report some technical schedules that are usually enclosed to the devices now available on the international market. In the third section we show also some analytic models proposed by various authors, which are able to describe efficiently the physical behavior of the fluid-viscous dampers. In the last section we propose some cases of application of these devices on existing structures and on new-construction structures. We show also some cases in which these devices have been revealed good for aims that lies outside the reduction of seismic actions on the structures. CHAPTER 2:DESIGN METHODS PROPOSED IN LITERATURE In this chapter the more widespread design methods proposed in literature for structures equipped by fluid-viscous dampers are introduced. In the first part the response of sdf systems in the case of harmonic external force is studied, in the last part the response in the case of random external force is discussed. In the first section the equations of motion in the case of an elastic-linear sdf system equipped with a non-linear fluid-viscous damper undergoing a harmonic force are introduced. This differential problem is analytically quite complex and it’s not possible to be solved in a closed form. Therefore some authors have proposed approximate solution methods. The more widespread methods are based on equivalence principles between a non-linear device and an equivalent linear one. Operating in this way it is possible to define an equivalent damping ratio and the problem becomes linear; the solution of the equivalent problem is well-known. In the following section two techniques of linearization, proposed by some authors in literature, are described: the first technique is based on the equivalence of the energy dissipated by the two devices and the second one is based on the equivalence of power consumption. After that we compare these two techniques by studying the response of a sdf system undergoing a harmonic force. By introducing the equivalent damping ratio we can write the equation of motion of the non-linear differential problem in an implicit form, by dividing, as usual, for the mass of the system. In this way, we get a reduction of the number of variables, by introducing the natural frequency of the system. The equation of motion written in this form has two important properties: the response is linear dependent on the amplitude of the external force and the response is dependent on the ratio of the frequency of the external harmonic force and the natural frequency of the system only, and not on their single values. All these considerations, in the last section, are extended to the case of a random external force. CHAPTER 3: DESIGN METHOD PROPOSED In this chapter the theoretical basis of the design method proposed are introduced. The need to propose a new design method for structures equipped with fluid-viscous dampers arises from the observation that the methods reported in literature are always iterative, because the response affects some parameters included in the equation of motion (such as the equivalent damping ratio). In the first section the dimensionless parameterε is introduced. This parameter has been obtained from the definition of equivalent damping ratio. The implicit form of the equation of motion is written by introducing the parameter ε, instead of the equivalent damping ratio. This new implicit equation of motions has not any terms affected by the response, so that once ε is known the response can be evaluated directly. In the second section it is discussed how the parameter ε affects some characteristics of the response: drift, velocity and base shear. All the results described till this point have been obtained by keeping the non-linearity of the behavior of the dampers. In order to get a linear formulation of the problem, that is possible to solve by using the well-known methods of the dynamics of structures, as we did before for the iterative methods by introducing the equivalent damping ratio, it is shown how the equivalent damping ratio can be evaluated from knowing the value of ε. Operating in this way, once the parameter ε is known, it is quite easy to estimate the equivalent damping ratio and to proceed with a classic linear analysis. In the last section it is shown how the parameter ε could be taken as reference for the evaluation of the convenience of using non-linear dampers instead of linear ones on the basis of the type of external force and the characteristics of the system. CHAPTER 4: MULTI-DEGREE OF FREEDOM SYSTEMS In this chapter the design methods of a elastic-linear mdf system equipped with non-linear fluidviscous dampers are introduced. It has already been shown that, in the sdf systems, the response of the structure can be evaluated through the estimation of the equivalent damping ratio (ξsd) assuming the behavior of the structure elastic-linear. We would to mention that some adjusting coefficients, to be applied to the equivalent damping ratio in order to consider the actual behavior of the structure (that is non-linear), have already been proposed in literature; such coefficients are usually expressed in terms of ductility, but their treatment is over the aims of this thesis and we does not go into further. The method usually proposed in literature is based on energy equivalence: even though this procedure has solid theoretical basis, it must necessary include some iterative process, because the expression of the equivalent damping ratio contains a term of the response. This procedure has been introduced primarily by Ramirez, Constantinou et al. in 2000. This procedure is reported in the first section and it is defined “Iterative Method”. Following the guide lines about sdf systems reported in the previous chapters, it is introduced a procedure for the assessment of the parameter ε in the case of mdf systems. Operating in this way the evaluation of the equivalent damping ratio (ξsd) can be done directly without implementing iterative processes. This procedure is defined “Direct Method” and it is reported in the second section. In the third section the two methods are analyzed by studying 4 cases of two moment-resisting steel frames undergoing real accelerogramms: the response of the system calculated by using the two methods is compared with the numerical response obtained from the software called SAP2000-NL, CSI product. In the last section a procedure to create spectra of the equivalent damping ratio, affected by the parameter ε and the natural period of the system for a fixed value of exponent α, starting from the elasticresponse spectra provided by any international code, is introduced.

Modelli non lineari statici e dinamici su dati microeconomici: analisi delle condizioni finanziarie delle famiglie italiane

The thesis studies the economic and financial conditions of Italian households, by using microeconomic data of the Survey on Household Income and Wealth (SHIW) over the period 1998-2006. It develops along two lines of enquiry. First it studies the determinants of households holdings of assets and liabilities and estimates their correlation degree. After a review of the literature, it estimates two non-linear multivariate models on the interactions between assets and liabilities with repeated cross-sections. Second, it analyses households financial difficulties. It defines a quantitative measure of financial distress and tests, by means of non-linear dynamic probit models, whether the probability of experiencing financial difficulties is persistent over time. Chapter 1 provides a critical review of the theoretical and empirical literature on the estimation of assets and liabilities holdings, on their interactions and on households net wealth. The review stresses the fact that a large part of the literature explain households debt holdings as a function, among others, of net wealth, an assumption that runs into possible endogeneity problems. Chapter 2 defines two non-linear multivariate models to study the interactions between assets and liabilities held by Italian households. Estimation refers to a pooling of cross-sections of SHIW. The first model is a bivariate tobit that estimates factors affecting assets and liabilities and their degree of correlation with results coherent with theoretical expectations. To tackle the presence of non normality and heteroskedasticity in the error term, generating non consistent tobit estimators, semi-parametric estimates are provided that confirm the results of the tobit model. The second model is a quadrivariate probit on three different assets (safe, risky and real) and total liabilities; the results show the expected patterns of interdependence suggested by theoretical considerations. Chapter 3 reviews the methodologies for estimating non-linear dynamic panel data models, drawing attention to the problems to be dealt with to obtain consistent estimators. Specific attention is given to the initial condition problem raised by the inclusion of the lagged dependent variable in the set of explanatory variables. The advantage of using dynamic panel data models lies in the fact that they allow to simultaneously account for true state dependence, via the lagged variable, and unobserved heterogeneity via individual effects specification. Chapter 4 applies the models reviewed in Chapter 3 to analyse financial difficulties of Italian households, by using information on net wealth as provided in the panel component of the SHIW. The aim is to test whether households persistently experience financial difficulties over time. A thorough discussion is provided of the alternative approaches proposed by the literature (subjective/qualitative indicators versus quantitative indexes) to identify households in financial distress. Households in financial difficulties are identified as those holding amounts of net wealth lower than the value corresponding to the first quartile of net wealth distribution. Estimation is conducted via four different methods: the pooled probit model, the random effects probit model with exogenous initial conditions, the Heckman model and the recently developed Wooldridge model. Results obtained from all estimators accept the null hypothesis of true state dependence and show that, according with the literature, less sophisticated models, namely the pooled and exogenous models, over-estimate such persistence.

A Unitary Approach to Information and Estimation Theory in Digital Communication Systems

This thesis presents the outcomes of a Ph.D. course in telecommunications engineering. It is focused on the optimization of the physical layer of digital communication systems and it provides innovations for both multi- and single-carrier systems. For the former type we have first addressed the problem of the capacity in presence of several nuisances. Moreover, we have extended the concept of Single Frequency Network to the satellite scenario, and then we have introduced a novel concept in subcarrier data mapping, resulting in a very low PAPR of the OFDM signal. For single carrier systems we have proposed a method to optimize constellation design in presence of a strong distortion, such as the non linear distortion provided by satellites' on board high power amplifier, then we developed a method to calculate the bit/symbol error rate related to a given constellation, achieving an improved accuracy with respect to the traditional Union Bound with no additional complexity. Finally we have designed a low complexity SNR estimator, which saves one-half of multiplication with respect to the ML estimator, and it has similar estimation accuracy.

Refined Estimation of Earthquake Source Parameters: Methods, Applications and Scaling Relationships

The objective of this work of thesis is the refined estimations of source parameters. To such a purpose we used two different approaches, one in the frequency domain and the other in the time domain. In frequency domain, we analyzed the P- and S-wave displacement spectra to estimate spectral parameters, that is corner frequencies and low frequency spectral amplitudes. We used a parametric modeling approach which is combined with a multi-step, non-linear inversion strategy and includes the correction for attenuation and site effects. The iterative multi-step procedure was applied to about 700 microearthquakes in the moment range 1011-1014 N•m and recorded at the dense, wide-dynamic range, seismic networks operating in Southern Apennines (Italy). The analysis of the source parameters is often complicated when we are not able to model the propagation accurately. In this case the empirical Green function approach is a very useful tool to study the seismic source properties. In fact the Empirical Green Functions (EGFs) consent to represent the contribution of propagation and site effects to signal without using approximate velocity models. An EGF is a recorded three-component set of time-histories of a small earthquake whose source mechanism and propagation path are similar to those of the master event. Thus, in time domain, the deconvolution method of Vallée (2004) was applied to calculate the source time functions (RSTFs) and to accurately estimate source size and rupture velocity. This technique was applied to 1) large event, that is Mw=6.3 2009 L’Aquila mainshock (Central Italy), 2) moderate events, that is cluster of earthquakes of 2009 L’Aquila sequence with moment magnitude ranging between 3 and 5.6, 3) small event, i.e. Mw=2.9 Laviano mainshock (Southern Italy).

Inferences on earthquake kinematic properties from data inversion: two different approaches

During my PhD, starting from the original formulations proposed by Bertrand et al., 2000 and Emolo & Zollo 2005, I developed inversion methods and applied then at different earthquakes. In particular large efforts have been devoted to the study of the model resolution and to the estimation of the model parameter errors. To study the source kinematic characteristics of the Christchurch earthquake we performed a joint inversion of strong-motion, GPS and InSAR data using a non-linear inversion method. Considering the complexity highlighted by superficial deformation data, we adopted a fault model consisting of two partially overlapping segments, with dimensions 15x11 and 7x7 km2, having different faulting styles. This two-fault model allows to better reconstruct the complex shape of the superficial deformation data. The total seismic moment resulting from the joint inversion is 3.0x1025 dyne.cm (Mw = 6.2) with an average rupture velocity of 2.0 km/s. Errors associated with the kinematic model have been estimated of around 20-30 %. The 2009 Aquila sequence was characterized by an intense aftershocks sequence that lasted several months. In this study we applied an inversion method that assumes as data the apparent Source Time Functions (aSTFs), to a Mw 4.0 aftershock of the Aquila sequence. The estimation of aSTFs was obtained using the deconvolution method proposed by Vallée et al., 2004. The inversion results show a heterogeneous slip distribution, characterized by two main slip patches located NW of the hypocenter, and a variable rupture velocity distribution (mean value of 2.5 km/s), showing a rupture front acceleration in between the two high slip zones. Errors of about 20% characterize the final estimated parameters.

On the Wick product and Wong-Zakai approximations.

This thesis is a compilation of 6 papers that the author has written together with Alberto Lanconelli (chapters 3, 5 and 8) and Hyun-Jung Kim (ch 7). The logic thread that link all these chapters together is the interest to analyze and approximate the solutions of certain stochastic differential equations using the so called Wick product as the basic tool. In the first chapter we present arguably the most important achievement of this thesis; namely the generalization to multiple dimensions of a Wick-Wong-Zakai approximation theorem proposed by Hu and Oksendal. By exploiting the relationship between the Wick product and the Malliavin derivative we propose an original reduction method which allows us to approximate semi-linear systems of stochastic differential equations of the Itô type. Furthermore in chapter 4 we present a non-trivial extension of the aforementioned results to the case in which the system of stochastic differential equations are driven by a multi-dimensional fraction Brownian motion with Hurst parameter bigger than 1/2. In chapter 5 we employ our approach and present a “short time” approximation for the solution of the Zakai equation from non-linear filtering theory and provide an estimation of the speed of convergence. In chapters 6 and 7 we study some properties of the unique mild solution for the Stochastic Heat Equation driven by spatial white noise of the Wick-Skorohod type. In particular by means of our reduction method we obtain an alternative derivation of the Feynman-Kac representation for the solution, we find its optimal Hölder regularity in time and space and present a Feynman-Kac-type closed form for its spatial derivative. Chapter 8 treats a somewhat different topic; in particular we investigate some probabilistic aspects of the unique global strong solution of a two dimensional system of semi-linear stochastic differential equations describing a predator-prey model perturbed by Gaussian noise.