Statistical Physics and Modeling of Human Mobility

In this thesis, we extend some ideas of statistical physics to describe the properties of human mobility. By using a database containing GPS measures of individual paths (position, velocity and covered space at a spatial scale of 2 Km or a time scale of 30 sec), which includes the 2% of the private vehicles in Italy, we succeed in determining some statistical empirical laws pointing out "universal" characteristics of human mobility. Developing simple stochastic models suggesting possible explanations of the empirical observations, we are able to indicate what are the key quantities and cognitive features that are ruling individuals' mobility. To understand the features of individual dynamics, we have studied different aspects of urban mobility from a physical point of view. We discuss the implications of the Benford's law emerging from the distribution of times elapsed between successive trips. We observe how the daily travel-time budget is related with many aspects of the urban environment, and describe how the daily mobility budget is then spent. We link the scaling properties of individual mobility networks to the inhomogeneous average durations of the activities that are performed, and those of the networks describing people's common use of space with the fractional dimension of the urban territory. We study entropy measures of individual mobility patterns, showing that they carry almost the same information of the related mobility networks, but are also influenced by a hierarchy among the activities performed. We discover that Wardrop's principles are violated as drivers have only incomplete information on traffic state and therefore rely on knowledge on the average travel-times. We propose an assimilation model to solve the intrinsic scattering of GPS data on the street network, permitting the real-time reconstruction of traffic state at a urban scale.

Predictability in Social Science, The statistical mechanics approach.

The subject of this work concerns the study of the immigration phenomenon, with emphasis on the aspects related to the integration of an immigrant population in a hosting one. Aim of this work is to show the forecasting ability of a recent finding where the behavior of integration quantifiers was analyzed and investigated with a mathematical model of statistical physics origins (a generalization of the monomer dimer model). After providing a detailed literature review of the model, we show that not only such a model is able to identify the social mechanism that drives a particular integration process, but it also provides correct forecast. The research reported here proves that the proposed model of integration and its forecast framework are simple and effective tools to reduce uncertainties about how integration phenomena emerge and how they are likely to develop in response to increased migration levels in the future.

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.

Statistical properties of Radio Halos and the re-acceleration model

Galaxy clusters occupy a special position in the cosmic hierarchy as they are the largest bound structures in the Universe. There is now general agreement on a hierarchical picture for the formation of cosmic structures, in which galaxy clusters are supposed to form by accretion of matter and merging between smaller units. During merger events, shocks are driven by the gravity of the dark matter in the diffuse barionic component, which is heated up to the observed temperature. Radio and hard-X ray observations have discovered non-thermal components mixed with the thermal Intra Cluster Medium (ICM) and this is of great importance as it calls for a “revision” of the physics of the ICM. The bulk of present information comes from the radio observations which discovered an increasing number of Mpcsized emissions from the ICM, Radio Halos (at the cluster center) and Radio Relics (at the cluster periphery). These sources are due to synchrotron emission from ultra relativistic electrons diffusing through µG turbulent magnetic fields. Radio Halos are the most spectacular evidence of non-thermal components in the ICM and understanding the origin and evolution of these sources represents one of the most challenging goal of the theory of the ICM. Cluster mergers are the most energetic events in the Universe and a fraction of the energy dissipated during these mergers could be channelled into the amplification of the magnetic fields and into the acceleration of high energy particles via shocks and turbulence driven by these mergers. Present observations of Radio Halos (and possibly of hard X-rays) can be best interpreted in terms of the reacceleration scenario in which MHD turbulence injected during these cluster mergers re-accelerates high energy particles in the ICM. The physics involved in this scenario is very complex and model details are difficult to test, however this model clearly predicts some simple properties of Radio Halos (and resulting IC emission in the hard X-ray band) which are almost independent of the details of the adopted physics. In particular in the re-acceleration scenario MHD turbulence is injected and dissipated during cluster mergers and thus Radio Halos (and also the resulting hard X-ray IC emission) should be transient phenomena (with a typical lifetime <» 1 Gyr) associated with dynamically disturbed clusters. The physics of the re-acceleration scenario should produce an unavoidable cut-off in the spectrum of the re-accelerated electrons, which is due to the balance between turbulent acceleration and radiative losses. The energy at which this cut-off occurs, and thus the maximum frequency at which synchrotron radiation is produced, depends essentially on the efficiency of the acceleration mechanism so that observations at high frequencies are expected to catch only the most efficient phenomena while, in principle, low frequency radio surveys may found these phenomena much common in the Universe. These basic properties should leave an important imprint in the statistical properties of Radio Halos (and of non-thermal phenomena in general) which, however, have not been addressed yet by present modellings. The main focus of this PhD thesis is to calculate, for the first time, the expected statistics of Radio Halos in the context of the re-acceleration scenario. In particular, we shall address the following main questions: • Is it possible to model “self-consistently” the evolution of these sources together with that of the parent clusters? • How the occurrence of Radio Halos is expected to change with cluster mass and to evolve with redshift? How the efficiency to catch Radio Halos in galaxy clusters changes with the observing radio frequency? • How many Radio Halos are expected to form in the Universe? At which redshift is expected the bulk of these sources? • Is it possible to reproduce in the re-acceleration scenario the observed occurrence and number of Radio Halos in the Universe and the observed correlations between thermal and non-thermal properties of galaxy clusters? • Is it possible to constrain the magnetic field intensity and profile in galaxy clusters and the energetic of turbulence in the ICM from the comparison between model expectations and observations? Several astrophysical ingredients are necessary to model the evolution and statistical properties of Radio Halos in the context of re-acceleration model and to address the points given above. For these reason we deserve some space in this PhD thesis to review the important aspects of the physics of the ICM which are of interest to catch our goals. In Chapt. 1 we discuss the physics of galaxy clusters, and in particular, the clusters formation process; in Chapt. 2 we review the main observational properties of non-thermal components in the ICM; and in Chapt. 3 we focus on the physics of magnetic field and of particle acceleration in galaxy clusters. As a relevant application, the theory of Alfv´enic particle acceleration is applied in Chapt. 4 where we report the most important results from calculations we have done in the framework of the re-acceleration scenario. In this Chapter we show that a fraction of the energy of fluid turbulence driven in the ICM by the cluster mergers can be channelled into the injection of Alfv´en waves at small scales and that these waves can efficiently re-accelerate particles and trigger Radio Halos and hard X-ray emission. The main part of this PhD work, the calculation of the statistical properties of Radio Halos and non-thermal phenomena as expected in the context of the re-acceleration model and their comparison with observations, is presented in Chapts.5, 6, 7 and 8. In Chapt.5 we present a first approach to semi-analytical calculations of statistical properties of giant Radio Halos. The main goal of this Chapter is to model cluster formation, the injection of turbulence in the ICM and the resulting particle acceleration process. We adopt the semi–analytic extended Press & Schechter (PS) theory to follow the formation of a large synthetic population of galaxy clusters and assume that during a merger a fraction of the PdV work done by the infalling subclusters in passing through the most massive one is injected in the form of magnetosonic waves. Then the processes of stochastic acceleration of the relativistic electrons by these waves and the properties of the ensuing synchrotron (Radio Halos) and inverse Compton (IC, hard X-ray) emission of merging clusters are computed under the assumption of a constant rms average magnetic field strength in emitting volume. The main finding of these calculations is that giant Radio Halos are naturally expected only in the more massive clusters, and that the expected fraction of clusters with Radio Halos is consistent with the observed one. In Chapt. 6 we extend the previous calculations by including a scaling of the magnetic field strength with cluster mass. The inclusion of this scaling allows us to derive the expected correlations between the synchrotron radio power of Radio Halos and the X-ray properties (T, LX) and mass of the hosting clusters. For the first time, we show that these correlations, calculated in the context of the re-acceleration model, are consistent with the observed ones for typical µG strengths of the average B intensity in massive clusters. The calculations presented in this Chapter allow us to derive the evolution of the probability to form Radio Halos as a function of the cluster mass and redshift. The most relevant finding presented in this Chapter is that the luminosity functions of giant Radio Halos at 1.4 GHz are expected to peak around a radio power » 1024 W/Hz and to flatten (or cut-off) at lower radio powers because of the decrease of the electron re-acceleration efficiency in smaller galaxy clusters. In Chapt. 6 we also derive the expected number counts of Radio Halos and compare them with available observations: we claim that » 100 Radio Halos in the Universe can be observed at 1.4 GHz with deep surveys, while more than 1000 Radio Halos are expected to be discovered in the next future by LOFAR at 150 MHz. This is the first (and so far unique) model expectation for the number counts of Radio Halos at lower frequency and allows to design future radio surveys. Based on the results of Chapt. 6, in Chapt.7 we present a work in progress on a “revision” of the occurrence of Radio Halos. We combine past results from the NVSS radio survey (z » 0.05 − 0.2) with our ongoing GMRT Radio Halos Pointed Observations of 50 X-ray luminous galaxy clusters (at z » 0.2−0.4) and discuss the possibility to test our model expectations with the number counts of Radio Halos at z » 0.05 − 0.4. The most relevant limitation in the calculations presented in Chapt. 5 and 6 is the assumption of an “averaged” size of Radio Halos independently of their radio luminosity and of the mass of the parent clusters. This assumption cannot be released in the context of the PS formalism used to describe the formation process of clusters, while a more detailed analysis of the physics of cluster mergers and of the injection process of turbulence in the ICM would require an approach based on numerical (possible MHD) simulations of a very large volume of the Universe which is however well beyond the aim of this PhD thesis. On the other hand, in Chapt.8 we report our discovery of novel correlations between the size (RH) of Radio Halos and their radio power and between RH and the cluster mass within the Radio Halo region, MH. In particular this last “geometrical” MH − RH correlation allows us to “observationally” overcome the limitation of the “average” size of Radio Halos. Thus in this Chapter, by making use of this “geometrical” correlation and of a simplified form of the re-acceleration model based on the results of Chapt. 5 and 6 we are able to discuss expected correlations between the synchrotron power and the thermal cluster quantities relative to the radio emitting region. This is a new powerful tool of investigation and we show that all the observed correlations (PR − RH, PR − MH, PR − T, PR − LX, . . . ) now become well understood in the context of the re-acceleration model. In addition, we find that observationally the size of Radio Halos scales non-linearly with the virial radius of the parent cluster, and this immediately means that the fraction of the cluster volume which is radio emitting increases with cluster mass and thus that the non-thermal component in clusters is not self-similar.

X-Ray studies of the physics of matter around super-massive black-holes in nearby Seyfert galaxies

Seyfert galaxies are the closest active galactic nuclei. As such, we can use them to test the physical properties of the entire class of objects. To investigate their general properties, I took advantage of different methods of data analysis. In particular I used three different samples of objects, that, despite frequent overlaps, have been chosen to best tackle different topics: the heterogeneous BeppoS AX sample was thought to be optimized to test the average hard X-ray (E above 10 keV) properties of nearby Seyfert galaxies; the X-CfA was thought the be optimized to compare the properties of low-luminosity sources to the ones of higher luminosity and, thus, it was also used to test the emission mechanism models; finally, the XMM–Newton sample was extracted from the X-CfA sample so as to ensure a truly unbiased and well defined sample of objects to define the average properties of Seyfert galaxies. Taking advantage of the broad-band coverage of the BeppoS AX MECS and PDS instruments (between ~2-100 keV), I infer the average X-ray spectral propertiesof nearby Seyfert galaxies and in particular the photon index (~1.8), the high-energy cut-off (~290 keV), and the relative amount of cold reflection (~1.0). Moreover the unified scheme for active galactic nuclei was positively tested. The distribution of isotropic indicators used here (photon index, relative amount of reflection, high-energy cut-off and narrow FeK energy centroid) are similar in type I and type II objects while the absorbing column and the iron line equivalent width significantly differ between the two classes of sources with type II objects displaying larger absorbing columns. Taking advantage of the XMM–Newton and X–CfA samples I also deduced from measurements that 30 to 50% of type II Seyfert galaxies are Compton thick. Confirming previous results, the narrow FeK line is consistent, in Seyfert 2 galaxies, with being produced in the same matter responsible for the observed obscuration. These results support the basic picture of the unified model. Moreover, the presence of a X-ray Baldwin effect in type I sources has been measured using for the first time the 20-100 keV luminosity (EW proportional to L(20-100)^(−0.22±0.05)). This finding suggests that the torus covering factor may be a function of source luminosity, thereby suggesting a refinement of the baseline version of the unifed model itself. Using the BeppoSAX sample, it has been also recorded a possible correlation between the photon index and the amount of cold reflection in both type I and II sources. At a first glance this confirms the thermal Comptonization as the most likely origin of the high energy emission for the active galactic nuclei. This relation, in fact, naturally emerges supposing that the accretion disk penetrates, depending to the accretion rate, the central corona at different depths (Merloni et al. 2006): the higher accreting systems hosting disks down to the last stable orbit while the lower accreting systems hosting truncated disks. On the contrary, the study of the well defined X–C f A sample of Seyfert galaxies has proved that the intrinsic X-ray luminosity of nearby Seyfert galaxies can span values between 10^(38−43) erg s^−1, i.e. covering a huge range of accretion rates. The less efficient systems have been supposed to host ADAF systems without accretion disk. However, the study of the X–CfA sample has also proved the existence of correlations between optical emission lines and X-ray luminosity in the entire range of L_(X) covered by the sample. These relations are similar to the ones obtained if high-L objects are considered. Thus the emission mechanism must be similar in luminous and weak systems. A possible scenario to reconcile these somehow opposite indications is assuming that the ADAF and the two phase mechanism co-exist with different relative importance moving from low-to-high accretion systems (as suggested by the Gamma vs. R relation). The present data require that no abrupt transition between the two regimes is present. As mentioned above, the possible presence of an accretion disk has been tested using samples of nearby Seyfert galaxies. Here, to deeply investigate the flow patterns close to super-massive black-holes, three case study objects for which enough counts statistics is available have been analysed using deep X-ray observations taken with XMM–Newton. The obtained results have shown that the accretion flow can significantly differ between the objects when it is analyzed with the appropriate detail. For instance the accretion disk is well established down to the last stable orbit in a Kerr system for IRAS 13197-1627 where strong light bending effect have been measured. The accretion disk seems to be formed spiraling in the inner ~10-30 gravitational radii in NGC 3783 where time dependent and recursive modulation have been measured both in the continuum emission and in the broad emission line component. Finally, the accretion disk seems to be only weakly detectable in rk 509, with its weak broad emission line component. Finally, blueshifted resonant absorption lines have been detected in all three objects. This seems to demonstrate that, around super-massive black-holes, there is matter which is not confined in the accretion disk and moves along the line of sight with velocities as large as v~0.01-0.4c (whre c is the speed of light). Wether this matter forms winds or blobs is still matter of debate together with the assessment of the real statistical significance of the measured absorption lines. Nonetheless, if confirmed, these phenomena are of outstanding interest because they offer new potential probes for the dynamics of the innermost regions of accretion flows, to tackle the formation of ejecta/jets and to place constraints on the rate of kinetic energy injected by AGNs into the ISM and IGM. Future high energy missions (such as the planned Simbol-X and IXO) will likely allow an exciting step forward in our understanding of the flow dynamics around black holes and the formation of the highest velocity outflows.

Statistical analysis and simulation techniques in wall-bounded turbulence

The present work is devoted to the assessment of the energy fluxes physics in the space of scales and physical space of wall-turbulent flows. The generalized Kolmogorov equation will be applied to DNS data of a turbulent channel flow in order to describe the energy fluxes paths from production to dissipation in the augmented space of wall-turbulent flows. This multidimensional description will be shown to be crucial to understand the formation and sustainment of the turbulent fluctuations fed by the energy fluxes coming from the near-wall production region. An unexpected behavior of the energy fluxes comes out from this analysis consisting of spiral-like paths in the combined physical/scale space where the controversial reverse energy cascade plays a central role. The observed behavior conflicts with the classical notion of the Richardson/Kolmogorov energy cascade and may have strong repercussions on both theoretical and modeling approaches to wall-turbulence. To this aim a new relation stating the leading physical processes governing the energy transfer in wall-turbulence is suggested and shown able to capture most of the rich dynamics of the shear dominated region of the flow. Two dynamical processes are identified as driving mechanisms for the fluxes, one in the near wall region and a second one further away from the wall. The former, stronger one is related to the dynamics involved in the near-wall turbulence regeneration cycle. The second suggests an outer self-sustaining mechanism which is asymptotically expected to take place in the log-layer and could explain the debated mixed inner/outer scaling of the near-wall statistics. The same approach is applied for the first time to a filtered velocity field. A generalized Kolmogorov equation specialized for filtered velocity field is derived and discussed. The results will show what effects the subgrid scales have on the resolved motion in both physical and scale space, singling out the prominent role of the filter length compared to the cross-over scale between production dominated scales and inertial range, lc, and the reverse energy cascade region lb. The systematic characterization of the resolved and subgrid physics as function of the filter scale and of the wall-distance will be shown instrumental for a correct use of LES models in the simulation of wall turbulent flows. Taking inspiration from the new relation for the energy transfer in wall turbulence, a new class of LES models will be also proposed. Finally, the generalized Kolmogorov equation specialized for filtered velocity fields will be shown to be an helpful statistical tool for the assessment of LES models and for the development of new ones. As example, some classical purely dissipative eddy viscosity models are analyzed via an a priori procedure.