Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Study of the thermal effects induced by magnetic resonance on endocardial leads: numerical models and experimental validation

Magnetic resonance imaging (MRI) is today precluded to patients bearing active implantable medical devices AIMDs). The great advantages related to this diagnostic modality, together with the increasing number of people benefiting from implantable devices, in particular pacemakers(PM)and carioverter/defibrillators (ICD), is prompting the scientific community the study the possibility to extend MRI also to implanted patients. The MRI induced specific absorption rate (SAR) and the consequent heating of biological tissues is one of the major concerns that makes patients bearing metallic structures contraindicated for MRI scans. To date, both in-vivo and in-vitro studies have demonstrated the potentially dangerous temperature increase caused by the radiofrequency (RF) field generated during MRI procedures in the tissues surrounding thin metallic implants. On the other side, the technical evolution of MRI scanners and of AIMDs together with published data on the lack of adverse events have reopened the interest in this field and suggest that, under given conditions, MRI can be safely performed also in implanted patients. With a better understanding of the hazards of performing MRI scans on implanted patients as well as the development of MRI safe devices, we may soon enter an era where the ability of this imaging modality may be more widely used to assist in the appropriate diagnosis of patients with devices. In this study both experimental measures and numerical analysis were performed. Aim of the study is to systematically investigate the effects of the MRI RF filed on implantable devices and to identify the elements that play a major role in the induced heating. Furthermore, we aimed at developing a realistic numerical model able to simulate the interactions between an RF coil for MRI and biological tissues implanted with a PM, and to predict the induced SAR as a function of the particular path of the PM lead. The methods developed and validated during the PhD program led to the design of an experimental framework for the accurate measure of PM lead heating induced by MRI systems. In addition, numerical models based on Finite-Differences Time-Domain (FDTD) simulations were validated to obtain a general tool for investigating the large number of parameters and factors involved in this complex phenomenon. The results obtained demonstrated that the MRI induced heating on metallic implants is a real risk that represents a contraindication in extending MRI scans also to patient bearing a PM, an ICD, or other thin metallic objects. On the other side, both experimental data and numerical results show that, under particular conditions, MRI procedures might be consider reasonably safe also for an implanted patient. The complexity and the large number of variables involved, make difficult to define a unique set of such conditions: when the benefits of a MRI investigation cannot be obtained using other imaging techniques, the possibility to perform the scan should not be immediately excluded, but some considerations are always needed.

Early Warning For Large Earthquakes: Observations, Models and Real-Time Data Analysis

This thesis is a collection of works focused on the topic of Earthquake Early Warning, with a special attention to large magnitude events. The topic is addressed from different points of view and the structure of the thesis reflects the variety of the aspects which have been analyzed. The first part is dedicated to the giant, 2011 Tohoku-Oki earthquake. The main features of the rupture process are first discussed. The earthquake is then used as a case study to test the feasibility Early Warning methodologies for very large events. Limitations of the standard approaches for large events arise in this chapter. The difficulties are related to the real-time magnitude estimate from the first few seconds of recorded signal. An evolutionary strategy for the real-time magnitude estimate is proposed and applied to the single Tohoku-Oki earthquake. In the second part of the thesis a larger number of earthquakes is analyzed, including small, moderate and large events. Starting from the measurement of two Early Warning parameters, the behavior of small and large earthquakes in the initial portion of recorded signals is investigated. The aim is to understand whether small and large earthquakes can be distinguished from the initial stage of their rupture process. A physical model and a plausible interpretation to justify the observations are proposed. The third part of the thesis is focused on practical, real-time approaches for the rapid identification of the potentially damaged zone during a seismic event. Two different approaches for the rapid prediction of the damage area are proposed and tested. The first one is a threshold-based method which uses traditional seismic data. Then an innovative approach using continuous, GPS data is explored. Both strategies improve the prediction of large scale effects of strong earthquakes.

Advanced modelling of time domain electromagnetic data with updated hydrogeological interpretations

Several countries have acquired, over the past decades, large amounts of area covering Airborne Electromagnetic data. Contribution of airborne geophysics has dramatically increased for both groundwater resource mapping and management proving how those systems are appropriate for large-scale and efficient groundwater surveying. We start with processing and inversion of two AEM dataset from two different systems collected over the Spiritwood Valley Aquifer area, Manitoba, Canada respectively, the AeroTEM III (commissioned by the Geological Survey of Canada in 2010) and the “Full waveform VTEM” dataset, collected and tested over the same survey area, during the fall 2011. We demonstrate that in the presence of multiple datasets, either AEM and ground data, due processing, inversion, post-processing, data integration and data calibration is the proper approach capable of providing reliable and consistent resistivity models. Our approach can be of interest to many end users, ranging from Geological Surveys, Universities to Private Companies, which are often proprietary of large geophysical databases to be interpreted for geological and\or hydrogeological purposes. In this study we deeply investigate the role of integration of several complimentary types of geophysical data collected over the same survey area. We show that data integration can improve inversions, reduce ambiguity and deliver high resolution results. We further attempt to use the final, most reliable output resistivity models as a solid basis for building a knowledge-driven 3D geological voxel-based model. A voxel approach allows a quantitative understanding of the hydrogeological setting of the area, and it can be further used to estimate the aquifers volumes (i.e. potential amount of groundwater resources) as well as hydrogeological flow model prediction. In addition, we investigated the impact of an AEM dataset towards hydrogeological mapping and 3D hydrogeological modeling, comparing it to having only a ground based TEM dataset and\or to having only boreholes data.

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.