Lateral tires characterization: testing, analytical models and applications for aeronautic purpose

The lateral characteristics of tires in terms of lateral forces as a function of sideslip angle is a focal point in the prediction of ground loads and ground handling aircraft behavior. However, tests to validate such coefficients are not mandatory to obtain Aircraft Type Certification and so they are not available for ATR tires. Anyway, some analytical values are implemented in ATR calculation codes (Flight Qualities in-house numerical code and Loads in-house numerical code). Hence, the goal of my work is to further investigate and validate lateral tires characteristics by means of: exploitation and re-parameterization of existing test on NLG tires, implementation of easy-handle model based on DFDR parameters to compute sideslip angles, application of this model to compute lateral loads on existing flight tests and incident cases, analysis of results. The last part of this work is dedicated to the preliminary study of a methodology to perform a test to retrieve lateral tire loads during ground turning with minimum requirements in terms of aircraft test instrumentation. This represents the basis for future works.

Numerical and semi-analytical models of sliding masses: application to the 1783 Scilla tsunamigenic landslide

The Scilla rock avalanche occurred on 6 February 1783 along the coast of the Calabria region (southern Italy), close to the Messina Strait. It was triggered by a mainshock of the Terremoto delle Calabrie seismic sequence, and it induced a tsunami wave responsible for more than 1500 casualties along the neighboring Marina Grande beach. The main goal of this work is the application of semi-analtycal and numerical models to simulate this event. The first one is a MATLAB code expressly created for this work that solves the equations of motion for sliding particles on a two-dimensional surface through a fourth-order Runge-Kutta method. The second one is a code developed by the Tsunami Research Team of the Department of Physics and Astronomy (DIFA) of the Bologna University that describes a slide as a chain of blocks able to interact while sliding down over a slope and adopts a Lagrangian point of view. A wide description of landslide phenomena and in particular of landslides induced by earthquakes and with tsunamigenic potential is proposed in the first part of the work. Subsequently, the physical and mathematical background is presented; in particular, a detailed study on derivatives discratization is provided. Later on, a description of the dynamics of a point-mass sliding on a surface is proposed together with several applications of numerical and analytical models over ideal topographies. In the last part, the dynamics of points sliding on a surface and interacting with each other is proposed. Similarly, different application on an ideal topography are shown. Finally, the applications on the 1783 Scilla event are shown and discussed.

Forward implied volatility expansions in LSV models

In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Statistical mechanics of polymer models: rigorous results and applications

Monomer-dimer models are amongst the models in statistical mechanics which found application in many areas of science, ranging from biology to social sciences. This model describes a many-body system in which monoatomic and diatomic particles subject to hard-core interactions get deposited on a graph. In our work we provide an extension of this model to higher-order particles. The aim of our work is threefold: first we study the thermodynamic properties of the newly introduced model. We solve analytically some regular cases and find that, differently from the original, our extension admits phase transitions. Then we tackle the inverse problem, both from an analytical and numerical perspective. Finally we propose an application to aggregation phenomena in virtual messaging services.

Updating of Finite Element Models using static and dynamic optical strains with application to damage assessment

In the recent years, vibration-based structural damage identification has been subject of significant research in structural engineering. The basic idea of vibration-based methods is that damage induces mechanical properties changes that cause anomalies in the dynamic response of the structure, which measures allow to localize damage and its extension. Vibration measured data, such as frequencies and mode shapes, can be used in the Finite Element Model Updating in order to adjust structural parameters sensible at damage (e.g. Young’s Modulus). The novel aspect of this thesis is the introduction into the objective function of accurate measures of strains mode shapes, evaluated through FBG sensors. After a review of the relevant literature, the case of study, i.e. an irregular prestressed concrete beam destined for roofing of industrial structures, will be presented. The mathematical model was built through FE models, studying static and dynamic behaviour of the element. Another analytical model was developed, based on the ‘Ritz method’, in order to investigate the possible interaction between the RC beam and the steel supporting table used for testing. Experimental data, recorded through the contemporary use of different measurement techniques (optical fibers, accelerometers, LVDTs) were compared whit theoretical data, allowing to detect the best model, for which have been outlined the settings for the updating procedure.

Models for the assessment of resilience in water distribution networks

The following thesis work focuses on the use and implementation of advanced models for measuring the resilience of water distribution networks. In particular, the functions implemented in GRA Tool, a software developed by the University of Exeter (UK), and the functions of the Toolkit of Epanet 2.2 were investigated. The study of the resilience and failure, obtained through GRA Tool and the development of the methodology based on the combined use of EPANET 2.2 and MATLAB software, was tested in a first phase, on a small-sized literature water distribution network, so that the variability of the results could be perceived more clearly and with greater immediacy, and then, on a more complex network, that of Modena. In the specific, it has been decided to go to recreate a mode of failure deferred in time, one proposed by the software GRA Tool, that is failure to the pipes, to make a comparison between the two methodologies. The analysis of hydraulic efficiency was conducted using a synthetic and global network performance index, i.e., Resilience index, introduced by Todini in the years 2000-2016. In fact, this index, being one of the parameters with which to evaluate the overall state of "hydraulic well-being" of a network, has the advantage of being able to act as a criterion for selecting any improvements to be made on the network itself. Furthermore, during these analyzes, was shown the analytical development undergone over time by the formula of the Resilience Index. The final intent of this thesis work was to understand by what means to improve the resilience of the system in question, as the introduction of the scenario linked to the rupture of the pipelines was designed to be able to identify the most problematic branches, i.e., those that in the event of a failure it would entail greater damage to the network, including lowering the Resilience Index.

Analytic models of self-gravitating rotating gaseous tori with central black hole

In this thesis project, I present stationary models of rotating fluids with toroidal distributions that can be used to represent the active galactic nuclei (AGN) central obscurers, i.e. molecular tori (Combes et al., 2019), as well as geometrically thick accretion discs, like ADAF discs (Narayan and Yi, 1995) or Polish doughnuts (Abramowicz, 2005). In particular, I study stationary rotating systems with a more general baroclinic distribution (with a vertical gradient of the angular velocity), which are often more realistic and less studied, due to their complexity, than the barotropic ones (with cylindrical rotation), which are easier to construct. In the thesis, I compute analytically the main intrinsic and projected properties of the power-law tori based on the potential-density pairs of Ciotti and Bertin (2005). I study the density distribution and the resulting gravitational potential for different values of α, in the range 2 < α < 5. For the same models, I compute the surface density of the systems when seen face-on and edge-on. I then apply the stationary Euler equations to obtain rotational velocity and temperature distributions of the self-gravitating models in the absence of an external gravitational potential. In the thesis I also consider the power-law tori with the presence of a central black hole in addition to the gas self-gravity, and solving analytically the stationary Euler equations, I compute how the properties of the system are modified by the black hole and how they vary as a function of the black hole mass. Finally, applying the Solberg-Høiland criterion, I show that these baroclinic stationary models are linearly stable in the absence of the black hole. In the presence of the black hole I derive the analytical condition for stability, which depends on α and on the black hole mass. I also study the stability of the tori in the hypothesis that they are weakly magnetized, finding that they are always unstable to this instability.

Diagnosing criticality in symmetric and chiral clock models

Quantum clock models are statistical mechanical spin models which may be regarded as a sort of bridge between the one-dimensional quantum Ising model and the one-dimensional quantum XY model. This thesis aims to provide an exhaustive review of these models using both analytical and numerical techniques. We present some important duality transformations which allow us to recast clock models into different forms, involving for example parafermions and lattice gauge theories. Thus, the notion of topological order enters into the game opening new scenarios for possible applications, like topological quantum computing. The second part of this thesis is devoted to the numerical analysis of clock models. We explore their phase diagram under different setups, with and without chirality, starting with a transverse field and then adding a longitudinal field as well. The most important observables we take into account for diagnosing criticality are the energy gap, the magnetisation, the entanglement entropy and the correlation functions.