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

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

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.

3D probability tomography: theoretical developments and applications to high-resolution geophysical prospecting

The theory of the 3D multipole probability tomography method (3D GPT) to image source poles, dipoles, quadrupoles and octopoles, of a geophysical vector or scalar field dataset is developed. A geophysical dataset is assumed to be the response of an aggregation of poles, dipoles, quadrupoles and octopoles. These physical sources are used to reconstruct without a priori assumptions the most probable position and shape of the true geophysical buried sources, by determining the location of their centres and critical points of their boundaries, as corners, wedges and vertices. This theory, then, is adapted to the geoelectrical, gravity and self potential methods. A few synthetic examples using simple geometries and three field examples are discussed in order to demonstrate the notably enhanced resolution power of the new approach. At first, the application to a field example related to a dipole–dipole geoelectrical survey carried out in the archaeological park of Pompei is presented. The survey was finalised to recognize remains of the ancient Roman urban network including roads, squares and buildings, which were buried under the thick pyroclastic cover fallen during the 79 AD Vesuvius eruption. The revealed anomaly structures are ascribed to wellpreserved remnants of some aligned walls of Roman edifices, buried and partially destroyed by the 79 AD Vesuvius pyroclastic fall. Then, a field example related to a gravity survey carried out in the volcanic area of Mount Etna (Sicily, Italy) is presented, aimed at imaging as accurately as possible the differential mass density structure within the first few km of depth inside the volcanic apparatus. An assemblage of vertical prismatic blocks appears to be the most probable gravity model of the Etna apparatus within the first 5 km of depth below sea level. Finally, an experimental SP dataset collected in the Mt. Somma-Vesuvius volcanic district (Naples, Italy) is elaborated in order to define location and shape of the sources of two SP anomalies of opposite sign detected in the northwestern sector of the surveyed area. The modelled sources are interpreted as the polarization state induced by an intense hydrothermal convective flow mechanism within the volcanic apparatus, from the free surface down to about 3 km of depth b.s.l..

Sistemi riconfigurabili a basso consumo per applicazioni di monitoraggio distribuito

The term Ambient Intelligence (AmI) refers to a vision on the future of the information society where smart, electronic environment are sensitive and responsive to the presence of people and their activities (Context awareness). In an ambient intelligence world, devices work in concert to support people in carrying out their everyday life activities, tasks and rituals in an easy, natural way using information and intelligence that is hidden in the network connecting these devices. This promotes the creation of pervasive environments improving the quality of life of the occupants and enhancing the human experience. AmI stems from the convergence of three key technologies: ubiquitous computing, ubiquitous communication and natural interfaces. Ambient intelligent systems are heterogeneous and require an excellent cooperation between several hardware/software technologies and disciplines, including signal processing, networking and protocols, embedded systems, information management, and distributed algorithms. Since a large amount of fixed and mobile sensors embedded is deployed into the environment, the Wireless Sensor Networks is one of the most relevant enabling technologies for AmI. WSN are complex systems made up of a number of sensor nodes which can be deployed in a target area to sense physical phenomena and communicate with other nodes and base stations. These simple devices typically embed a low power computational unit (microcontrollers, FPGAs etc.), a wireless communication unit, one or more sensors and a some form of energy supply (either batteries or energy scavenger modules). WNS promises of revolutionizing the interactions between the real physical worlds and human beings. Low-cost, low-computational power, low energy consumption and small size are characteristics that must be taken into consideration when designing and dealing with WSNs. To fully exploit the potential of distributed sensing approaches, a set of challengesmust be addressed. Sensor nodes are inherently resource-constrained systems with very low power consumption and small size requirements which enables than to reduce the interference on the physical phenomena sensed and to allow easy and low-cost deployment. They have limited processing speed,storage capacity and communication bandwidth that must be efficiently used to increase the degree of local ”understanding” of the observed phenomena. A particular case of sensor nodes are video sensors. This topic holds strong interest for a wide range of contexts such as military, security, robotics and most recently consumer applications. Vision sensors are extremely effective for medium to long-range sensing because vision provides rich information to human operators. However, image sensors generate a huge amount of data, whichmust be heavily processed before it is transmitted due to the scarce bandwidth capability of radio interfaces. In particular, in video-surveillance, it has been shown that source-side compression is mandatory due to limited bandwidth and delay constraints. Moreover, there is an ample opportunity for performing higher-level processing functions, such as object recognition that has the potential to drastically reduce the required bandwidth (e.g. by transmitting compressed images only when something ‘interesting‘ is detected). The energy cost of image processing must however be carefully minimized. Imaging could play and plays an important role in sensing devices for ambient intelligence. Computer vision can for instance be used for recognising persons and objects and recognising behaviour such as illness and rioting. Having a wireless camera as a camera mote opens the way for distributed scene analysis. More eyes see more than one and a camera system that can observe a scene from multiple directions would be able to overcome occlusion problems and could describe objects in their true 3D appearance. In real-time, these approaches are a recently opened field of research. In this thesis we pay attention to the realities of hardware/software technologies and the design needed to realize systems for distributed monitoring, attempting to propose solutions on open issues and filling the gap between AmI scenarios and hardware reality. The physical implementation of an individual wireless node is constrained by three important metrics which are outlined below. Despite that the design of the sensor network and its sensor nodes is strictly application dependent, a number of constraints should almost always be considered. Among them: • Small form factor to reduce nodes intrusiveness. • Low power consumption to reduce battery size and to extend nodes lifetime. • Low cost for a widespread diffusion. These limitations typically result in the adoption of low power, low cost devices such as low powermicrocontrollers with few kilobytes of RAMand tenth of kilobytes of program memory with whomonly simple data processing algorithms can be implemented. However the overall computational power of the WNS can be very large since the network presents a high degree of parallelism that can be exploited through the adoption of ad-hoc techniques. Furthermore through the fusion of information from the dense mesh of sensors even complex phenomena can be monitored. In this dissertation we present our results in building several AmI applications suitable for a WSN implementation. The work can be divided into two main areas:Low Power Video Sensor Node and Video Processing Alghoritm and Multimodal Surveillance . Low Power Video Sensor Nodes and Video Processing Alghoritms In comparison to scalar sensors, such as temperature, pressure, humidity, velocity, and acceleration sensors, vision sensors generate much higher bandwidth data due to the two-dimensional nature of their pixel array. We have tackled all the constraints listed above and have proposed solutions to overcome the current WSNlimits for Video sensor node. We have designed and developed wireless video sensor nodes focusing on the small size and the flexibility of reuse in different applications. The video nodes target a different design point: the portability (on-board power supply, wireless communication), a scanty power budget (500mW),while still providing a prominent level of intelligence, namely sophisticated classification algorithmand high level of reconfigurability. We developed two different video sensor node: The device architecture of the first one is based on a low-cost low-power FPGA+microcontroller system-on-chip. The second one is based on ARM9 processor. Both systems designed within the above mentioned power envelope could operate in a continuous fashion with Li-Polymer battery pack and solar panel. Novel low power low cost video sensor nodes which, in contrast to sensors that just watch the world, are capable of comprehending the perceived information in order to interpret it locally, are presented. Featuring such intelligence, these nodes would be able to cope with such tasks as recognition of unattended bags in airports, persons carrying potentially dangerous objects, etc.,which normally require a human operator. Vision algorithms for object detection, acquisition like human detection with Support Vector Machine (SVM) classification and abandoned/removed object detection are implemented, described and illustrated on real world data. Multimodal surveillance: In several setup the use of wired video cameras may not be possible. For this reason building an energy efficient wireless vision network for monitoring and surveillance is one of the major efforts in the sensor network community. Energy efficiency for wireless smart camera networks is one of the major efforts in distributed monitoring and surveillance community. For this reason, building an energy efficient wireless vision network for monitoring and surveillance is one of the major efforts in the sensor network community. The Pyroelectric Infra-Red (PIR) sensors have been used to extend the lifetime of a solar-powered video sensor node by providing an energy level dependent trigger to the video camera and the wireless module. Such approach has shown to be able to extend node lifetime and possibly result in continuous operation of the node.Being low-cost, passive (thus low-power) and presenting a limited form factor, PIR sensors are well suited for WSN applications. Moreover techniques to have aggressive power management policies are essential for achieving long-termoperating on standalone distributed cameras needed to improve the power consumption. We have used an adaptive controller like Model Predictive Control (MPC) to help the system to improve the performances outperforming naive power management policies.

Fluid dynamic analysis and modelling of industrial chemical equipment

The research is aimed at contributing to the identification of reliable fully predictive Computational Fluid Dynamics (CFD) methods for the numerical simulation of equipment typically adopted in the chemical and process industries. The apparatuses selected for the investigation, specifically membrane modules, stirred vessels and fluidized beds, were characterized by a different and often complex fluid dynamic behaviour and in some cases the momentum transfer phenomena were coupled with mass transfer or multiphase interactions. Firs of all, a novel modelling approach based on CFD for the prediction of the gas separation process in membrane modules for hydrogen purification is developed. The reliability of the gas velocity field calculated numerically is assessed by comparison of the predictions with experimental velocity data collected by Particle Image Velocimetry, while the applicability of the model to properly predict the separation process under a wide range of operating conditions is assessed through a strict comparison with permeation experimental data. Then, the effect of numerical issues on the RANS-based predictions of single phase stirred tanks is analysed. The homogenisation process of a scalar tracer is also investigated and simulation results are compared to original passive tracer homogenisation curves determined with Planar Laser Induced Fluorescence. The capability of a CFD approach based on the solution of RANS equations is also investigated for describing the fluid dynamic characteristics of the dispersion of organics in water. Finally, an Eulerian-Eulerian fluid-dynamic model is used to simulate mono-disperse suspensions of Geldart A Group particles fluidized by a Newtonian incompressible fluid as well as binary segregating fluidized beds of particles differing in size and density. The results obtained under a number of different operating conditions are compared with literature experimental data and the effect of numerical uncertainties on axial segregation is also discussed.

Cosmological perturbations in generalized theories of gravity

The first part of the thesis concerns the study of inflation in the context of a theory of gravity called "Induced Gravity" in which the gravitational coupling varies in time according to the dynamics of the very same scalar field (the "inflaton") driving inflation, while taking on the value measured today since the end of inflation. Through the analytical and numerical analysis of scalar and tensor cosmological perturbations we show that the model leads to consistent predictions for a broad variety of symmetry-breaking inflaton's potentials, once that a dimensionless parameter entering into the action is properly constrained. We also discuss the average expansion of the Universe after inflation (when the inflaton undergoes coherent oscillations about the minimum of its potential) and determine the effective equation of state. Finally, we analyze the resonant and perturbative decay of the inflaton during (p)reheating. The second part is devoted to the study of a proposal for a quantum theory of gravity dubbed "Horava-Lifshitz (HL) Gravity" which relies on power-counting renormalizability while explicitly breaking Lorentz invariance. We test a pair of variants of the theory ("projectable" and "non-projectable") on a cosmological background and with the inclusion of scalar field matter. By inspecting the quadratic action for the linear scalar cosmological perturbations we determine the actual number of propagating degrees of freedom and realize that the theory, being endowed with less symmetries than General Relativity, does admit an extra gravitational degree of freedom which is potentially unstable. More specifically, we conclude that in the case of projectable HL Gravity the extra mode is either a ghost or a tachyon, whereas in the case of non-projectable HL Gravity the extra mode can be made well-behaved for suitable choices of a pair of free dimensionless parameters and, moreover, turns out to decouple from the low-energy Physics.

The relation between geometry and matter in classical and quantum gravity and cosmology

The present thesis is divided into two main research areas: Classical Cosmology and (Loop) Quantum Gravity. The first part concerns cosmological models with one phantom and one scalar field, that provide the `super-accelerated' scenario not excluded by observations, thus exploring alternatives to the standard LambdaCDM scenario. The second part concerns the spinfoam approach to (Loop) Quantum Gravity, which is an attempt to provide a `sum-over-histories' formulation of gravitational quantum transition amplitudes. The research here presented focuses on the face amplitude of a generic spinfoam model for Quantum Gravity.

Refined Gelfand models for some finite complex reflection groups

In 'Involutory reflection groups and their models' (F. Caselli, 2010), a uniform Gelfand model is constructed for all complex reflection groups G(r,p,n) satisfying GCD(p,n)=1,2 and for all their quotients modulo a scalar subgroup. The present work provides a refinement for this model. The final decomposition obtained is compatible with the Robinson-Schensted generalized correspondence.

Classical limit of the Nelson model

Since the development of quantum mechanics it has been natural to analyze the connection between classical and quantum mechanical descriptions of physical systems. In particular one should expect that in some sense when quantum mechanical effects becomes negligible the system will behave like it is dictated by classical mechanics. One famous relation between classical and quantum theory is due to Ehrenfest. This result was later developed and put on firm mathematical foundations by Hepp. He proved that matrix elements of bounded functions of quantum observables between suitable coherents states (that depend on Planck's constant h) converge to classical values evolving according to the expected classical equations when h goes to zero. His results were later generalized by Ginibre and Velo to bosonic systems with infinite degrees of freedom and scattering theory. In this thesis we study the classical limit of Nelson model, that describes non relativistic particles, whose evolution is dictated by Schrödinger equation, interacting with a scalar relativistic field, whose evolution is dictated by Klein-Gordon equation, by means of a Yukawa-type potential. The classical limit is a mean field and weak coupling limit. We proved that the transition amplitude of a creation or annihilation operator, between suitable coherent states, converges in the classical limit to the solution of the system of differential equations that describes the classical evolution of the theory. The quantum evolution operator converges to the evolution operator of fluctuations around the classical solution. Transition amplitudes of normal ordered products of creation and annihilation operators between coherent states converge to suitable products of the classical solutions. Transition amplitudes of normal ordered products of creation and annihilation operators between fixed particle states converge to an average of products of classical solutions, corresponding to different initial conditions.

Hydrodynamical simulations of galaxy clusters in dark energy cosmologies

In this work we investigate the influence of dark energy on structure formation, within five different cosmological models, namely a concordance $\Lambda$CDM model, two models with dynamical dark energy, viewed as a quintessence scalar field (using a RP and a SUGRA potential form) and two extended quintessence models (EQp and EQn) where the quintessence scalar field interacts non-minimally with gravity (scalar-tensor theories). We adopted for all models the normalization of the matter power spectrum $\sigma_{8}$ to match the CMB data. For each model, we perform hydrodynamical simulations in a cosmological box of $(300 \ {\rm{Mpc}} \ h^{-1})^{3}$ including baryons and allowing for cooling and star formation. We find that, in models with dynamical dark energy, the evolving cosmological background leads to different star formation rates and different formation histories of galaxy clusters, but the baryon physics is not affected in a relevant way. We investigate several proxies for the cluster mass function based on X-ray observables like temperature, luminosity, $M_{gas}$, and $Y_{X}$. We confirm that the overall baryon fraction is almost independent of the dark energy models within few percentage points. The same is true for the gas fraction. This evidence reinforces the use of galaxy clusters as cosmological probe of the matter and energy content of the Universe. We also study the $c-M$ relation in the different cosmological scenarios, using both dark matter only and hydrodynamical simulations. We find that the normalization of the $c-M$ relation is directly linked to $\sigma_{8}$ and the evolution of the density perturbations for $\Lambda$CDM, RP and SUGRA, while for EQp and EQn it depends also on the evolution of the linear density contrast. These differences in the $c-M$ relation provide another way to use galaxy clusters to constrain the underlying cosmology.

Scenari finanziari e portafogli ottimi: modelli di previsione e strategie per l'asset allocation tattica

Le scelte di asset allocation costituiscono un problema ricorrente per ogni investitore. Quest’ultimo è continuamente impegnato a combinare diverse asset class per giungere ad un investimento coerente con le proprie preferenze. L’esigenza di supportare gli asset manager nello svolgimento delle proprie mansioni ha alimentato nel tempo una vasta letteratura che ha proposto numerose strategie e modelli di portfolio construction. Questa tesi tenta di fornire una rassegna di alcuni modelli innovativi di previsione e di alcune strategie nell’ambito dell’asset allocation tattica, per poi valutarne i risvolti pratici. In primis verificheremo la sussistenza di eventuali relazioni tra la dinamica di alcune variabili macroeconomiche ed i mercati finanziari. Lo scopo è quello di individuare un modello econometrico capace di orientare le strategie dei gestori nella costruzione dei propri portafogli di investimento. L’analisi prende in considerazione il mercato americano, durante un periodo caratterizzato da rapide trasformazioni economiche e da un’elevata volatilità dei prezzi azionari. In secondo luogo verrà esaminata la validità delle strategie di trading momentum e contrarian nei mercati futures, in particolare quelli dell’Eurozona, che ben si prestano all’implementazione delle stesse, grazie all’assenza di vincoli sulle operazioni di shorting ed ai ridotti costi di transazione. Dall’indagine emerge che entrambe le anomalie si presentano con carattere di stabilità. I rendimenti anomali permangono anche qualora vengano utilizzati i tradizionali modelli di asset pricing, quali il CAPM, il modello di Fama e French e quello di Carhart. Infine, utilizzando l’approccio EGARCH-M, verranno formulate previsioni sulla volatilità dei rendimenti dei titoli appartenenti al Dow Jones. Quest’ultime saranno poi utilizzate come input per determinare le views da inserire nel modello di Black e Litterman. I risultati ottenuti, evidenziano, per diversi valori dello scalare tau, extra rendimenti medi del new combined vector superiori al vettore degli extra rendimenti di equilibrio di mercato, seppur con livelli più elevati di rischio.