14 resultados para Stochastic calculus

em AMS Tesi di Dottorato - Alm@DL - Universit


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The application of Concurrency Theory to Systems Biology is in its earliest stage of progress. The metaphor of cells as computing systems by Regev and Shapiro opened the employment of concurrent languages for the modelling of biological systems. Their peculiar characteristics led to the design of many bio-inspired formalisms which achieve higher faithfulness and specificity. In this thesis we present pi@, an extremely simple and conservative extension of the pi-calculus representing a keystone in this respect, thanks to its expressiveness capabilities. The pi@ calculus is obtained by the addition of polyadic synchronisation and priority to the pi-calculus, in order to achieve compartment semantics and atomicity of complex operations respectively. In its direct application to biological modelling, the stochastic variant of the calculus, Spi@, is shown able to model consistently several phenomena such as formation of molecular complexes, hierarchical subdivision of the system into compartments, inter-compartment reactions, dynamic reorganisation of compartment structure consistent with volume variation. The pivotal role of pi@ is evidenced by its capability of encoding in a compositional way several bio-inspired formalisms, so that it represents the optimal core of a framework for the analysis and implementation of bio-inspired languages. In this respect, the encodings of BioAmbients, Brane Calculi and a variant of P Systems in pi@ are formalised. The conciseness of their translation in pi@ allows their indirect comparison by means of their encodings. Furthermore it provides a ready-to-run implementation of minimal effort whose correctness is granted by the correctness of the respective encoding functions. Further important results of general validity are stated on the expressive power of priority. Several impossibility results are described, which clearly state the superior expressiveness of prioritised languages and the problems arising in the attempt of providing their parallel implementation. To this aim, a new setting in distributed computing (the last man standing problem) is singled out and exploited to prove the impossibility of providing a purely parallel implementation of priority by means of point-to-point or broadcast communication.

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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.

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In biological world, life of cells is guaranteed by their ability to sense and to respond to a large variety of internal and external stimuli. In particular, excitable cells, like muscle or nerve cells, produce quick depolarizations in response to electrical, mechanical or chemical stimuli: this means that they can change their internal potential through a quick exchange of ions between cytoplasm and the external environment. This can be done thanks to the presence of ion channels, proteins that span the lipid bilayer and act like switches, allowing ionic current to flow opening and shutting in a stochastic way. For a particular class of ion channels, ligand-gated ion channels, the gating processes is strongly influenced by binding between receptive sites located on the channel surface and specific target molecules. These channels, inserted in biomimetic membranes and in presence of a proper electronic system for acquiring and elaborating the electrical signal, could give us the possibility of detecting and quantifying concentrations of specific molecules in complex mixtures from ionic currents across the membrane; in this thesis work, this possibility is investigated. In particular, it reports a description of experiments focused on the creation and the characterization of artificial lipid membranes, the reconstitution of ion channels and the analysis of their electrical and statistical properties. Moreover, after a chapter about the basis of the modelling of the kinetic behaviour of ligand gated ion channels, a possible approach for the estimation of the target molecule concentration, based on a statistical analysis of the ion channel open probability, is proposed. The fifth chapter contains a description of the kinetic characterisation of a ligand gated ion channel: the homomeric α2 isoform of the glycine receptor. It involved both experimental acquisitions and signal analysis. The last chapter represents the conclusions of this thesis, with some remark on the effective performance that may be achieved using ligand gated ion channels as sensing elements.

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This work presents exact, hybrid algorithms for mixed resource Allocation and Scheduling problems; in general terms, those consist into assigning over time finite capacity resources to a set of precedence connected activities. The proposed methods have broad applicability, but are mainly motivated by applications in the field of Embedded System Design. In particular, high-performance embedded computing recently witnessed the shift from single CPU platforms with application-specific accelerators to programmable Multi Processor Systems-on-Chip (MPSoCs). Those allow higher flexibility, real time performance and low energy consumption, but the programmer must be able to effectively exploit the platform parallelism. This raises interest in the development of algorithmic techniques to be embedded in CAD tools; in particular, given a specific application and platform, the objective if to perform optimal allocation of hardware resources and to compute an execution schedule. On this regard, since embedded systems tend to run the same set of applications for their entire lifetime, off-line, exact optimization approaches are particularly appealing. Quite surprisingly, the use of exact algorithms has not been well investigated so far; this is in part motivated by the complexity of integrated allocation and scheduling, setting tough challenges for ``pure'' combinatorial methods. The use of hybrid CP/OR approaches presents the opportunity to exploit mutual advantages of different methods, while compensating for their weaknesses. In this work, we consider in first instance an Allocation and Scheduling problem over the Cell BE processor by Sony, IBM and Toshiba; we propose three different solution methods, leveraging decomposition, cut generation and heuristic guided search. Next, we face Allocation and Scheduling of so-called Conditional Task Graphs, explicitly accounting for branches with outcome not known at design time; we extend the CP scheduling framework to effectively deal with the introduced stochastic elements. Finally, we address Allocation and Scheduling with uncertain, bounded execution times, via conflict based tree search; we introduce a simple and flexible time model to take into account duration variability and provide an efficient conflict detection method. The proposed approaches achieve good results on practical size problem, thus demonstrating the use of exact approaches for system design is feasible. Furthermore, the developed techniques bring significant contributions to combinatorial optimization methods.

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During the last few years, a great deal of interest has risen concerning the applications of stochastic methods to several biochemical and biological phenomena. Phenomena like gene expression, cellular memory, bet-hedging strategy in bacterial growth and many others, cannot be described by continuous stochastic models due to their intrinsic discreteness and randomness. In this thesis I have used the Chemical Master Equation (CME) technique to modelize some feedback cycles and analyzing their properties, including experimental data. In the first part of this work, the effect of stochastic stability is discussed on a toy model of the genetic switch that triggers the cellular division, which malfunctioning is known to be one of the hallmarks of cancer. The second system I have worked on is the so-called futile cycle, a closed cycle of two enzymatic reactions that adds and removes a chemical compound, called phosphate group, to a specific substrate. I have thus investigated how adding noise to the enzyme (that is usually in the order of few hundred molecules) modifies the probability of observing a specific number of phosphorylated substrate molecules, and confirmed theoretical predictions with numerical simulations. In the third part the results of the study of a chain of multiple phosphorylation-dephosphorylation cycles will be presented. We will discuss an approximation method for the exact solution in the bidimensional case and the relationship that this method has with the thermodynamic properties of the system, which is an open system far from equilibrium.In the last section the agreement between the theoretical prediction of the total protein quantity in a mouse cells population and the observed quantity will be shown, measured via fluorescence microscopy.

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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.

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This work presents a comprehensive methodology for the reduction of analytical or numerical stochastic models characterized by uncertain input parameters or boundary conditions. The technique, based on the Polynomial Chaos Expansion (PCE) theory, represents a versatile solution to solve direct or inverse problems related to propagation of uncertainty. The potentiality of the methodology is assessed investigating different applicative contexts related to groundwater flow and transport scenarios, such as global sensitivity analysis, risk analysis and model calibration. This is achieved by implementing a numerical code, developed in the MATLAB environment, presented here in its main features and tested with literature examples. The procedure has been conceived under flexibility and efficiency criteria in order to ensure its adaptability to different fields of engineering; it has been applied to different case studies related to flow and transport in porous media. Each application is associated with innovative elements such as (i) new analytical formulations describing motion and displacement of non-Newtonian fluids in porous media, (ii) application of global sensitivity analysis to a high-complexity numerical model inspired by a real case of risk of radionuclide migration in the subsurface environment, and (iii) development of a novel sensitivity-based strategy for parameter calibration and experiment design in laboratory scale tracer transport.

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The topic of this work concerns nonparametric permutation-based methods aiming to find a ranking (stochastic ordering) of a given set of groups (populations), gathering together information from multiple variables under more than one experimental designs. The problem of ranking populations arises in several fields of science from the need of comparing G>2 given groups or treatments when the main goal is to find an order while taking into account several aspects. As it can be imagined, this problem is not only of theoretical interest but it also has a recognised relevance in several fields, such as industrial experiments or behavioural sciences, and this is reflected by the vast literature on the topic, although sometimes the problem is associated with different keywords such as: "stochastic ordering", "ranking", "construction of composite indices" etc., or even "ranking probabilities" outside of the strictly-speaking statistical literature. The properties of the proposed method are empirically evaluated by means of an extensive simulation study, where several aspects of interest are let to vary within a reasonable practical range. These aspects comprise: sample size, number of variables, number of groups, and distribution of noise/error. The flexibility of the approach lies mainly in the several available choices for the test-statistic and in the different types of experimental design that can be analysed. This render the method able to be tailored to the specific problem and the to nature of the data at hand. To perform the analyses an R package called SOUP (Stochastic Ordering Using Permutations) has been written and it is available on CRAN.

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Slot and van Emde Boas Invariance Thesis states that a time (respectively, space) cost model is reasonable for a computational model C if there are mutual simulations between Turing machines and C such that the overhead is polynomial in time (respectively, linear in space). The rationale is that under the Invariance Thesis, complexity classes such as LOGSPACE, P, PSPACE, become robust, i.e. machine independent. In this dissertation, we want to find out if it possible to define a reasonable space cost model for the lambda-calculus, the paradigmatic model for functional programming languages. We start by considering an unusual evaluation mechanism for the lambda-calculus, based on Girard's Geometry of Interaction, that was conjectured to be the key ingredient to obtain a space reasonable cost model. By a fine complexity analysis of this schema, based on new variants of non-idempotent intersection types, we disprove this conjecture. Then, we change the target of our analysis. We consider a variant over Krivine's abstract machine, a standard evaluation mechanism for the call-by-name lambda-calculus, optimized for space complexity, and implemented without any pointer. A fine analysis of the execution of (a refined version of) the encoding of Turing machines into the lambda-calculus allows us to conclude that the space consumed by this machine is indeed a reasonable space cost model. In particular, for the first time we are able to measure also sub-linear space complexities. Moreover, we transfer this result to the call-by-value case. Finally, we provide also an intersection type system that characterizes compositionally this new reasonable space measure. This is done through a minimal, yet non trivial, modification of the original de Carvalho type system.

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Hypoxia is one of the most important and faster spreading threats to marine life and its occurrence has significantly increased in the last century. The effects of hypoxia on marine organisms and communities has mostly been studied in light of the intensity of the disturbance but not a lot of attention has been given to its interaction with other stressors and the timing of its appearance. In this thesis I started to explore these topics through laboratory and manipulative field experiments. I studied the interactive effects of thermal stress and hypoxia on a European native bivalve species (Cerastoderma edule; Linnaeus, 1758 ) and a non native one (Ruditapes philippinarum; Adams & Reeve, 1850) through a laboratory experiment performed in the Netherlands. The non native species displayed a greater tolerance to oxygen depletion than the native one. The first field experiment was performed in an Italian brackish coastal lagoon (Pialassa Baiona) and tested the effects of different timing regimes of hypoxia on the benthic community. It emerged that the main factor affecting the community is the duration of the hypoxia. The ability of the communities to recover after repeated hypoxic periods was explored in the second manipulative field experiment. We imposed three different timing regimes of hypoxia on sediment patches in Pialassa Baiona and we monitored the changes of both the benthic and the microbial communities after the disturbances. The preliminary analyses of the data from this last work suggest that the experimental manipulations caused limited detrimental effects on the communities. Overall this thesis work suggests that the duration of hypoxic events, their repetitive nature and the associated thermal stress are key factors in determining their effects on the communities and that management measures should point towards a reduction of the duration of the single hypoxic periods more than their frequency.

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In this thesis, I study the notion of program equivalences, i.e. proving that two programs can be used interchangeably without altering the overall observable behaviour. This definition is highly dependent on the contexts in which these programs can be used; does the context have exceptions, parallelism, etc... So proofs also need to be adapted according to the expressiveness of those contexts. This thesis presents on the pi-calculus – a concurrent programming language – under various typing constraints. Types allows us to impose different disciplines like forcing a sequential execution, or ensuring linearity, meaning an object can be used once. In each case, the bisimulation, a standard proof technique for the pi-calculus, needs to be adapted accordingly to obtain a suitable equivalence. We then test how using the modified bisimulations can be used to reason about a language with higher-order functions and references, which once translated into the pi-calculus satisfies the typing constraints.

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In the last two decades, authors have begun to expand classical stochastic frontier (SF) models in order to include also some spatial components. Indeed, firms tend to concentrate in clusters, taking advantage of positive agglomeration externalities due to cooperation, shared ideas and emulation, resulting in increased productivity levels. Until now scholars have introduced spatial dependence into SF models following two different paths: evaluating global and local spatial spillover effects related to the frontier or considering spatial cross-sectional correlation in the inefficiency and/or in the error term. In this thesis, we extend the current literature on spatial SF models introducing two novel specifications for panel data. First, besides considering productivity and input spillovers, we introduce the possibility to evaluate the specific spatial effects arising from each inefficiency determinant through their spatial lags aiming to capture also knowledge spillovers. Second, we develop a very comprehensive spatial SF model that includes both frontier and error-based spillovers in order to consider four different sources of spatial dependence (i.e. productivity and input spillovers related to the frontier function and behavioural and environmental correlation associated with the two error terms). Finally, we test the finite sample properties of the two proposed spatial SF models through simulations, and we provide two empirical applications to the Italian accommodation and agricultural sectors. From a practical perspective, policymakers, based on results from these models, can rely on precise, detailed and distinct insights on the spillover effects affecting the productive performance of neighbouring spatial units obtaining interesting and relevant suggestions for policy decisions.