Imaging of crustal scatterers using multiple seismic arrays

Array seismology is an useful tool to perform a detailed investigation of the Earth’s interior. Seismic arrays by using the coherence properties of the wavefield are able to extract directivity information and to increase the ratio of the coherent signal amplitude relative to the amplitude of incoherent noise. The Double Beam Method (DBM), developed by Krüger et al. (1993, 1996), is one of the possible applications to perform a refined seismic investigation of the crust and mantle by using seismic arrays. The DBM is based on a combination of source and receiver arrays leading to a further improvement of the signal-to-noise ratio by reducing the error in the location of coherent phases. Previous DBM works have been performed for mantle and core/mantle resolution (Krüger et al., 1993; Scherbaum et al., 1997; Krüger et al., 2001). An implementation of the DBM has been presented at 2D large-scale (Italian data-set for Mw=9.3, Sumatra earthquake) and at 3D crustal-scale as proposed by Rietbrock & Scherbaum (1999), by applying the revised version of Source Scanning Algorithm (SSA; Kao & Shan, 2004). In the 2D application, the rupture front propagation in time has been computed. In 3D application, the study area (20x20x33 km3), the data-set and the source-receiver configurations are related to the KTB-1994 seismic experiment (Jost et al., 1998). We used 60 short-period seismic stations (200-Hz sampling rate, 1-Hz sensors) arranged in 9 small arrays deployed in 2 concentric rings about 1 km (A-arrays) and 5 km (B-array) radius. The coherence values of the scattering points have been computed in the crustal volume, for a finite time-window along all array stations given the hypothesized origin time and source location. The resulting images can be seen as a (relative) joint log-likelihood of any point in the subsurface that have contributed to the full set of observed seismograms.

Portfolio optimization in the energy market

Let’s put ourselves in the shoes of an energy company. Our fleet of electricity production plants mainly includes gas, hydroelectric and waste-to-energy plants. We also sold contracts for the supply of gas and electricity. For each year we have to plan the trading of the volumes needed by the plants and customers: better to fix the price of these volumes in advance with the so-called forward contracts, instead of waiting for the delivery months, exposing ourselves to price uncertainty. Here’s the thing: trying to keep uncertainty under control in a market that has never shown such extreme scenarios as in recent years: a pandemic, a worsening climate crisis and a war that is affecting economies around the world have made the energy market more volatile than ever. How to make decisions in such uncertain contexts? There is an optimization problem: given a year, we need to choose the optimal planning of volume trading times, to meet the needs of our portfolio at the best prices, taking into account the liquidity constraints given by the market and the risk constraints imposed by the company. Algorithms are needed for the generation of market scenarios over a finite time horizon, that is, a probabilistic distribution that allows a view of all the dates between now and the end of the year of interest. Algorithms are needed to solve the optimization problem: we have proposed more than one and compared them; a very simple one, which avoids considering part of the complexity, moving on to a scenario approach and finally a reinforcement learning approach.

Troposphere Calibration Techniques for Deep Space Probe Tracking

Ground-based Earth troposphere calibration systems play an important role in planetary exploration, especially to carry out radio science experiments aimed at the estimation of planetary gravity fields. In these experiments, the main observable is the spacecraft (S/C) range rate, measured from the Doppler shift of an electromagnetic wave transmitted from ground, received by the spacecraft and coherently retransmitted back to ground. If the solar corona and interplanetary plasma noise is already removed from Doppler data, the Earth troposphere remains one of the main error sources in tracking observables. Current Earth media calibration systems at NASA’s Deep Space Network (DSN) stations are based upon a combination of weather data and multidirectional, dual frequency GPS measurements acquired at each station complex. In order to support Cassini’s cruise radio science experiments, a new generation of media calibration systems were developed, driven by the need to achieve the goal of an end-to-end Allan deviation of the radio link in the order of 3×〖10〗^(-15) at 1000 s integration time. The future ESA’s Bepi Colombo mission to Mercury carries scientific instrumentation for radio science experiments (a Ka-band transponder and a three-axis accelerometer) which, in combination with the S/C telecommunication system (a X/X/Ka transponder) will provide the most advanced tracking system ever flown on an interplanetary probe. Current error budget for MORE (Mercury Orbiter Radioscience Experiment) allows the residual uncalibrated troposphere to contribute with a value of 8×〖10〗^(-15) to the two-way Allan deviation at 1000 s integration time. The current standard ESA/ESTRACK calibration system is based on a combination of surface meteorological measurements and mathematical algorithms, capable to reconstruct the Earth troposphere path delay, leaving an uncalibrated component of about 1-2% of the total delay. In order to satisfy the stringent MORE requirements, the short time-scale variations of the Earth troposphere water vapor content must be calibrated at ESA deep space antennas (DSA) with more precise and stable instruments (microwave radiometers). In parallel to this high performance instruments, ESA ground stations should be upgraded to media calibration systems at least capable to calibrate both troposphere path delay components (dry and wet) at sub-centimetre level, in order to reduce S/C navigation uncertainties. The natural choice is to provide a continuous troposphere calibration by processing GNSS data acquired at each complex by dual frequency receivers already installed for station location purposes. The work presented here outlines the troposphere calibration technique to support both Deep Space probe navigation and radio science experiments. After an introduction to deep space tracking techniques, observables and error sources, in Chapter 2 the troposphere path delay is widely investigated, reporting the estimation techniques and the state of the art of the ESA and NASA troposphere calibrations. Chapter 3 deals with an analysis of the status and the performances of the NASA Advanced Media Calibration (AMC) system referred to the Cassini data analysis. Chapter 4 describes the current release of a developed GNSS software (S/W) to estimate the troposphere calibration to be used for ESA S/C navigation purposes. During the development phase of the S/W a test campaign has been undertaken in order to evaluate the S/W performances. A description of the campaign and the main results are reported in Chapter 5. Chapter 6 presents a preliminary analysis of microwave radiometers to be used to support radio science experiments. The analysis has been carried out considering radiometric measurements of the ESA/ESTEC instruments installed in Cabauw (NL) and compared with the requirements of MORE. Finally, Chapter 7 summarizes the results obtained and defines some key technical aspects to be evaluated and taken into account for the development phase of future instrumentation.

A Multilevel Model with Time Series Components for the Analysis of Tribal Art Prices

In the present work we perform an econometric analysis of the Tribal art market. To this aim, we use a unique and original database that includes information on Tribal art market auctions worldwide from 1998 to 2011. In Literature, art prices are modelled through the hedonic regression model, a classic fixed-effect model. The main drawback of the hedonic approach is the large number of parameters, since, in general, art data include many categorical variables. In this work, we propose a multilevel model for the analysis of Tribal art prices that takes into account the influence of time on artwork prices. In fact, it is natural to assume that time exerts an influence over the price dynamics in various ways. Nevertheless, since the set of objects change at every auction date, we do not have repeated measurements of the same items over time. Hence, the dataset does not constitute a proper panel; rather, it has a two-level structure in that items, level-1 units, are grouped in time points, level-2 units. The main theoretical contribution is the extension of classical multilevel models to cope with the case described above. In particular, we introduce a model with time dependent random effects at the second level. We propose a novel specification of the model, derive the maximum likelihood estimators and implement them through the E-M algorithm. We test the finite sample properties of the estimators and the validity of the own-written R-code by means of a simulation study. Finally, we show that the new model improves considerably the fit of the Tribal art data with respect to both the hedonic regression model and the classic multilevel model.

Fluid-structure interaction by a coupled lattice Boltzmann-finite element approach

In this thesis, a strategy to model the behavior of fluids and their interaction with deformable bodies is proposed. The fluid domain is modeled by using the lattice Boltzmann method, thus analyzing the fluid dynamics by a mesoscopic point of view. It has been proved that the solution provided by this method is equivalent to solve the Navier-Stokes equations for an incompressible flow with a second-order accuracy. Slender elastic structures idealized through beam finite elements are used. Large displacements are accounted for by using the corotational formulation. Structural dynamics is computed by using the Time Discontinuous Galerkin method. Therefore, two different solution procedures are used, one for the fluid domain and the other for the structural part, respectively. These two solvers need to communicate and to transfer each other several information, i.e. stresses, velocities, displacements. In order to guarantee a continuous, effective, and mutual exchange of information, a coupling strategy, consisting of three different algorithms, has been developed and numerically tested. In particular, the effectiveness of the three algorithms is shown in terms of interface energy artificially produced by the approximate fulfilling of compatibility and equilibrium conditions at the fluid-structure interface. The proposed coupled approach is used in order to solve different fluid-structure interaction problems, i.e. cantilever beams immersed in a viscous fluid, the impact of the hull of the ship on the marine free-surface, blood flow in a deformable vessels, and even flapping wings simulating the take-off of a butterfly. The good results achieved in each application highlight the effectiveness of the proposed methodology and of the C++ developed software to successfully approach several two-dimensional fluid-structure interaction problems.

Frequency domain analysis of stationary time series

This thesis provides a necessary and sufficient condition for asymptotic efficiency of a nonparametric estimator of the generalised autocovariance function of a Gaussian stationary random process. The generalised autocovariance function is the inverse Fourier transform of a power transformation of the spectral density, and encompasses the traditional and inverse autocovariance functions. Its nonparametric estimator is based on the inverse discrete Fourier transform of the same power transformation of the pooled periodogram. The general result is then applied to the class of Gaussian stationary ARMA processes and its implications are discussed. We illustrate that for a class of contrast functionals and spectral densities, the minimum contrast estimator of the spectral density satisfies a Yule-Walker system of equations in the generalised autocovariance estimator. Selection of the pooling parameter, which characterizes the nonparametric estimator of the generalised autocovariance, controlling its resolution, is addressed by using a multiplicative periodogram bootstrap to estimate the finite-sample distribution of the estimator. A multivariate extension of recently introduced spectral models for univariate time series is considered, and an algorithm for the coefficients of a power transformation of matrix polynomials is derived, which allows to obtain the Wold coefficients from the matrix coefficients characterizing the generalised matrix cepstral models. This algorithm also allows the definition of the matrix variance profile, providing important quantities for vector time series analysis. A nonparametric estimator based on a transformation of the smoothed periodogram is proposed for estimation of the matrix variance profile.

On the motion planning & control of nonlinear robotic systems

In the last decades, we saw a soaring interest in autonomous robots boosted not only by academia and industry, but also by the ever in- creasing demand from civil users. As a matter of fact, autonomous robots are fast spreading in all aspects of human life, we can see them clean houses, navigate through city traffic, or harvest fruits and vegetables. Almost all commercial drones already exhibit unprecedented and sophisticated skills which makes them suitable for these applications, such as obstacle avoidance, simultaneous localisation and mapping, path planning, visual-inertial odometry, and object tracking. The major limitations of such robotic platforms lie in the limited payload that can carry, in their costs, and in the limited autonomy due to finite battery capability. For this reason researchers start to develop new algorithms able to run even on resource constrained platforms both in terms of computation capabilities and limited types of endowed sensors, focusing especially on very cheap sensors and hardware. The possibility to use a limited number of sensors allowed to scale a lot the UAVs size, while the implementation of new efficient algorithms, performing the same task in lower time, allows for lower autonomy. However, the developed robots are not mature enough to completely operate autonomously without human supervision due to still too big dimensions (especially for aerial vehicles), which make these platforms unsafe for humans, and the high probability of numerical, and decision, errors that robots may make. In this perspective, this thesis aims to review and improve the current state-of-the-art solutions for autonomous navigation from a purely practical point of view. In particular, we deeply focused on the problems of robot control, trajectory planning, environments exploration, and obstacle avoidance.