4 resultados para Stable Autoregressive Models

em AMS Tesi di Dottorato - Alm@DL - Università di Bologna


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The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

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Silicon-based discrete high-power devices need to be designed with optimal performance up to several thousand volts and amperes to reach power ratings ranging from few kWs to beyond the 1 GW mark. To this purpose, a key element is the improvement of the junction termination (JT) since it allows to drastically reduce surface electric field peaks which may lead to an earlier device failure. This thesis will be mostly focused on the negative bevel termination which from several years constitutes a standard processing step in bipolar production lines. A simple methodology to realize its counterpart, a planar JT with variation of the lateral doping concentration (VLD) will be also described. On the JT a thin layer of a semi insulating material is usually deposited, which acts as passivation layer reducing the interface defects and contributing to increase the device reliability. A thorough understanding of how the passivation layer properties affect the breakdown voltage and the leakage current of a fast-recovery diode is fundamental to preserve the ideal termination effect and provide a stable blocking capability. More recently, amorphous carbon, also called diamond-like carbon (DLC), has been used as a robust surface passivation material. By using a commercial TCAD tool, a detailed physical explanation of DLC electrostatic and transport properties has been provided. The proposed approach is able to predict the breakdown voltage and the leakage current of a negative beveled power diode passivated with DLC as confirmed by the successfully validation against the available experiments. In addition, the VLD JT proposed to overcome the limitation of the negative bevel architecture has been simulated showing a breakdown voltage very close to the ideal one with a much smaller area consumption. Finally, the effect of a low junction depth on the formation of current filaments has been analyzed by performing reverse-recovery simulations.

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Bone disorders have severe impact on body functions and quality life, and no satisfying therapies exist yet. The current models for bone disease study are scarcely predictive and the options existing for therapy fail for complex systems. To mimic and/or restore bone, 3D printing/bioprinting allows the creation of 3D structures with different materials compositions, properties, and designs. In this study, 3D printing/bioprinting has been explored for (i) 3D in vitro tumor models and (ii) regenerative medicine. Tumor models have been developed by investigating different bioinks (i.e., alginate, modified gelatin) enriched by hydroxyapatite nanoparticles to increase printing fidelity and increase biomimicry level, thus mimicking the organic and inorganic phase of bone. High Saos-2 cell viability was obtained, and the promotion of spheroids clusters as occurring in vivo was observed. To develop new syntethic bone grafts, two approaches have been explored. In the first, novel magnesium-phosphate scaffolds have been investigated by extrusion-based 3D printing for spinal fusion. 3D printing process and parameters have been optimized to obtain custom-shaped structures, with competent mechanical properties. The 3D printed structures have been combined to alginate porous structures created by a novel ice-templating technique, to be loaded by antibiotic drug to address infection prevention. Promising results in terms of planktonic growth inhibition was obtained. In the second strategy, marine waste precursors have been considered for the conversion in biogenic HA by using a mild-wet conversion method with different parameters. The HA/carbonate ratio conversion efficacy was analysed for each precursor (by FTIR and SEM), and the best conditions were combined to alginate to develop a composite structure. The composite paste was successfully employed in custom-modified 3D printer for the obtainment of 3D printed stable scaffolds. In conclusion, the osteomimetic materials developed in this study for bone models and synthetic grafts are promising in bone field.

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Both compressible and incompressible porous medium models are used in the literature to describe the mechanical aspects of living tissues. Using a stiff pressure law, it is possible to build a link between these two different representations. In the incompressible limit, compressible models generate free boundary problems where saturation holds in the moving domain. Our work aims at investigating the stiff pressure limit of reaction-advection-porous medium equations motivated by tumor development. Our first study concerns the analysis and numerical simulation of a model including the effect of nutrients. A coupled system of equations describes the cell density and the nutrient concentration and the derivation of the pressure equation in the stiff limit was an open problem for which the strong compactness of the pressure gradient is needed. To establish it, we use two new ideas: an L3-version of the celebrated Aronson-Bénilan estimate, and a sharp uniform L4-bound on the pressure gradient. We further investigate the sharpness of this bound through a finite difference upwind scheme, which we prove to be stable and asymptotic preserving. Our second study is centered around porous medium equations including convective effects. We are able to extend the techniques developed for the nutrient case, hence finding the complementarity relation on the limit pressure. Moreover, we provide an estimate of the convergence rate at the incompressible limit. Finally, we study a multi-species system. In particular, we account for phenotypic heterogeneity, including a structured variable into the problem. In this case, a cross-(degenerate)-diffusion system describes the evolution of the phenotypic distributions. Adapting methods recently developed in the context of two-species systems, we prove existence of weak solutions and we pass to the incompressible limit. Furthermore, we prove new regularity results on the total pressure, which is related to the total density by a power law of state.