A moment symbolic representation of Lévy processes with applications

By using a symbolic method, known in the literature as the classical umbral calculus, a symbolic representation of Lévy processes is given and a new family of time-space harmonic polynomials with respect to such processes, which includes and generalizes the exponential complete Bell polynomials, is introduced. The usefulness of time-space harmonic polynomials with respect to Lévy processes is that it is a martingale the stochastic process obtained by replacing the indeterminate x of the polynomials with a Lévy process, whereas the Lévy process does not necessarily have this property. Therefore to find such polynomials could be particularly meaningful for applications. This new family includes Hermite polynomials, time-space harmonic with respect to Brownian motion, Poisson-Charlier polynomials with respect to Poisson processes, Laguerre and actuarial polynomials with respect to Gamma processes , Meixner polynomials of the first kind with respect to Pascal processes, Euler, Bernoulli, Krawtchuk, and pseudo-Narumi polynomials with respect to suitable random walks. The role played by cumulants is stressed and brought to the light, either in the symbolic representation of Lévy processes and their infinite divisibility property, either in the generalization, via umbral Kailath-Segall formula, of the well-known formulae giving elementary symmetric polynomials in terms of power sum symmetric polynomials. The expression of the family of time-space harmonic polynomials here introduced has some connections with the so-called moment representation of various families of multivariate polynomials. Such moment representation has been studied here for the first time in connection with the time-space harmonic property with respect to suitable symbolic multivariate Lévy processes. In particular, multivariate Hermite polynomials and their properties have been studied in connection with a symbolic version of the multivariate Brownian motion, while multivariate Bernoulli and Euler polynomials are represented as powers of multivariate polynomials which are time-space harmonic with respect to suitable multivariate Lévy processes.

Dynamic analysis of the motorcycle chattering behaviour by means of symbolic multibody modelling

Aim of this research is the development and validation of a comprehensive multibody motorcycle model featuring rigid-ring tires, taking into account both slope and roughness of road surfaces. A novel parametrization for the general kinematics of the motorcycle is proposed, using a mixed reference-point and relative-coordinates approach. The resulting description, developed in terms of dependent coordinates, makes it possible to efficiently include rigid-ring kinematics as well as road elevation and slope. The equations of motion for the multibody system are derived symbolically and the constraint equations arising from the dependent-coordinate formulation are handled using a projection technique. Therefore the resulting system of equations can be integrated in time domain using a standard ODE algorithm. The model is validated with respect to maneuvers experimentally measured on the race track, showing consistent results and excellent computational efficiency. More in detail, it is also capable of reproducing the chatter vibration of racing motorcycles. The chatter phenomenon, appearing during high speed cornering maneuvers, consists of a self-excited vertical oscillation of both the front and rear unsprung masses in the range of frequency between 17 and 22 Hz. A critical maneuver is numerically simulated, and a self-excited vibration appears, consistent with the experimentally measured chatter vibration. Finally, the driving mechanism for the self-excitation is highlighted and a physical interpretation is proposed.

Symbolic Dynamics Analysis: a new methodology for foetal heart rate variability analysis

Cardiotocography (CTG) is a widespread foetal diagnostic methods. However, it lacks of objectivity and reproducibility since its dependence on observer's expertise. To overcome these limitations, more objective methods for CTG interpretation have been proposed. In particular, many developed techniques aim to assess the foetal heart rate variability (FHRV). Among them, some methodologies from nonlinear systems theory have been applied to the study of FHRV. All the techniques have proved to be helpful in specific cases. Nevertheless, none of them is more reliable than the others. Therefore, an in-depth study is necessary. The aim of this work is to deepen the FHRV analysis through the Symbolic Dynamics Analysis (SDA), a nonlinear technique already successfully employed for HRV analysis. Thanks to its simplicity of interpretation, it could be a useful tool for clinicians. We performed a literature study involving about 200 references on HRV and FHRV analysis; approximately 100 works were focused on non-linear techniques. Then, in order to compare linear and non-linear methods, we carried out a multiparametric study. 580 antepartum recordings of healthy fetuses were examined. Signals were processed using an updated software for CTG analysis and a new developed software for generating simulated CTG traces. Finally, statistical tests and regression analyses were carried out for estimating relationships among extracted indexes and other clinical information. Results confirm that none of the employed techniques is more reliable than the others. Moreover, in agreement with the literature, each analysis should take into account two relevant parameters, the foetal status and the week of gestation. Regarding the SDA, results show its promising capabilities in FHRV analysis. It allows recognizing foetal status, gestation week and global variability of FHR signals, even better than other methods. Nevertheless, further studies, which should involve even pathological cases, are necessary to establish its reliability.