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.

Structure determination of proteins and peptides in solution: simulation, chirality and NMR studies

The study of protein fold is a central problem in life science, leading in the last years to several attempts for improving our knowledge of the protein structures. In this thesis this challenging problem is tackled by means of molecular dynamics, chirality and NMR studies. In the last decades, many algorithms were designed for the protein secondary structure assignment, which reveals the local protein shape adopted by segments of amino acids. In this regard, the use of local chirality for the protein secondary structure assignment was demonstreted, trying to correlate as well the propensity of a given amino acid for a particular secondary structure. The protein fold can be studied also by Nuclear Magnetic Resonance (NMR) investigations, finding the average structure adopted from a protein. In this context, the effect of Residual Dipolar Couplings (RDCs) in the structure refinement was shown, revealing a strong improvement of structure resolution. A wide extent of this thesis is devoted to the study of avian prion protein. Prion protein is the main responsible of a vast class of neurodegenerative diseases, known as Bovine Spongiform Encephalopathy (BSE), present in mammals, but not in avian species and it is caused from the conversion of cellular prion protein to the pathogenic misfolded isoform, accumulating in the brain in form of amiloyd plaques. In particular, the N-terminal region, namely the initial part of the protein, is quite different between mammal and avian species but both of them contain multimeric sequences called Repeats, octameric in mammals and hexameric in avians. However, such repeat regions show differences in the contained amino acids, in particular only avian hexarepeats contain tyrosine residues. The chirality analysis of avian prion protein configurations obtained from molecular dynamics reveals a high stiffness of the avian protein, which tends to preserve its regular secondary structure. This is due to the presence of prolines, histidines and especially tyrosines, which form a hydrogen bond network in the hexarepeat region, only possible in the avian protein, and thus probably hampering the aggregation.

Kinematic description of the rupture from strong motion data: strategies for a robust inversion

We present a non linear technique to invert strong motion records with the aim of obtaining the final slip and rupture velocity distributions on the fault plane. In this thesis, the ground motion simulation is obtained evaluating the representation integral in the frequency. The Green’s tractions are computed using the discrete wave-number integration technique that provides the full wave-field in a 1D layered propagation medium. The representation integral is computed through a finite elements technique, based on a Delaunay’s triangulation on the fault plane. The rupture velocity is defined on a coarser regular grid and rupture times are computed by integration of the eikonal equation. For the inversion, the slip distribution is parameterized by 2D overlapping Gaussian functions, which can easily relate the spectrum of the possible solutions with the minimum resolvable wavelength, related to source-station distribution and data processing. The inverse problem is solved by a two-step procedure aimed at separating the computation of the rupture velocity from the evaluation of the slip distribution, the latter being a linear problem, when the rupture velocity is fixed. The non-linear step is solved by optimization of an L2 misfit function between synthetic and real seismograms, and solution is searched by the use of the Neighbourhood Algorithm. The conjugate gradient method is used to solve the linear step instead. The developed methodology has been applied to the M7.2, Iwate Nairiku Miyagi, Japan, earthquake. The estimated magnitude seismic moment is 2.6326 dyne∙cm that corresponds to a moment magnitude MW 6.9 while the mean the rupture velocity is 2.0 km/s. A large slip patch extends from the hypocenter to the southern shallow part of the fault plane. A second relatively large slip patch is found in the northern shallow part. Finally, we gave a quantitative estimation of errors associates with the parameters.

Strong semiclassical gravity in the universe and the laboratory

Three published papers are resumed in this thesis. Different aspects of the semiclassical theory of gravity are discussed. In chapter 1 we find a new perturbative (yet analytical) solution to the unsolved problem of the metric junction between two Friedmann-Robertson-Walker using Israel's formalism. The case of an expanding radiation core inside an expanding or collapsing dust exterior is treated. This model can be useful in the "landscape" cosmology in string theory or for treating new gravastar configurations. In chapter 2 we investigate the possible use of the Kodama vector field as a substitute for the Killing vector field. In particular we find the response function of an Unruh detector following an (accelerated) Kodama trajectory. The detector has finite extension and backreaction is considered. In chapter 3 we study the possible creation of microscopic black holes at LHC in the brane world model. It is found that the black hole tidal charge has a fundamental role in preventing the formation of the horizon.