Turbulence models in the atmospheric boundary layer under convective conditions

In this work a modelization of the turbulence in the atmospheric boundary layer, under convective condition, is made. For this aim, the equations that describe the atmospheric motion are expressed through Reynolds averages and, then, they need closures. This work consists in modifying the TKE-l closure used in the BOLAM (Bologna Limited Area Model) forecast model. In particular, the single column model extracted from BOLAM is used, which is modified to obtain other three different closure schemes: a non-local term is added to the flux- gradient relations used to close the second order moments present in the evolution equation of the turbulent kinetic energy, so that the flux-gradient relations become more suitable for simulating an unstable boundary layer. Furthermore, a comparison among the results obtained from the single column model, the ones obtained from the three new schemes and the observations provided by the known case in literature ”GABLS2” is made.

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.

String inflationary models with non-monotonic slow-roll and detectable tensor modes

The first chapter of this work has the aim to provide a brief overview of the history of our Universe, in the context of string theory and considering inflation as its possible application to cosmological problems. We then discuss type IIB string compactifications, introducing the study of the inflaton, a scalar field candidated to describe the inflation theory. The Large Volume Scenario (LVS) is studied in the second chapter paying particular attention to the stabilisation of the Kähler moduli which are four-dimensional gravitationally coupled scalar fields which parameterise the size of the extra dimensions. Moduli stabilisation is the process through which these particles acquire a mass and can become promising inflaton candidates. The third chapter is devoted to the study of Fibre Inflation which is an interesting inflationary model derived within the context of LVS compactifications. The fourth chapter tries to extend the zone of slow-roll of the scalar potential by taking larger values of the field φ. Everything is done with the purpose of studying in detail deviations of the cosmological observables, which can better reproduce current experimental data. Finally, we present a slight modification of Fibre Inflation based on a different compactification manifold. This new model produces larger tensor modes with a spectral index in good agreement with the date released in February 2015 by the Planck satellite.

Localization and mobility-edges in non-interacting fermionic models with disorder

Nel corso degli ultimi decenni la fisica sperimentale ha raggiunto notevoli traguardi nel campo della manipolazione di sistemi di atomi freddi, riaccendendo l'interesse della ricerca su sistemi a lungo studiati teoricamente, ma fino a poco tempo fa impossibili da realizzare sperimentalmente. Questa riaccesa attenzione ha permesso di sfruttare le moderne capacità di calcolo per studiare sistemi quantistici che ancora risultano di difficile realizzazione. In questo contesto si inserisce il rinnovato interesse per i sistemi quantistici monodimensionali caratterizzati dalla presenza di potenziale disordinato. Questi presentano proprietà di trasporto particolari e sotto particolari condizioni sono oggetto di una transizione di localizzazione. La maggior parte degli studi in questo campo rivolgono la loro attenzione a sistemi di particelle fermioniche interagenti. In questo lavoro di tesi analizziamo, invece, sistemi quantistici fermionici non interagenti, mettendo in luce quanto già noto e proponendo strumenti di analisi derivati dallo studio dei sistemi interagenti. In particolare, proponiamo un'analisi statistica dei livelli energetici e poniamo le basi per futuri studi a riguardo.

Renormalization group flows between non-unitary conformal models

Recentemente sono stati valutati come fisicamente consistenti diversi modelli non-hermitiani sia in meccanica quantistica che in teoria dei campi. La classe dei modelli pseudo-hermitiani, infatti, si adatta ad essere usata per la descrizione di sistemi fisici dal momento che, attraverso un opportuno operatore metrico, risulta possibile ristabilire una struttura hermitiana ed unitaria. I sistemi PT-simmetrici, poi, sono una categoria particolarmente studiata in letteratura. Gli esempi riportati sembrano suggerire che anche le cosiddette teorie conformi non-unitarie appartengano alla categoria dei modelli PT-simmetrici, e possano pertanto adattarsi alla descrizione di fenomeni fisici. In particolare, si tenta qui la costruzione di determinate lagrangiane Ginzburg-Landau per alcuni modelli minimali non-unitari, sulla base delle identificazioni esistenti per quanto riguarda i modelli minimali unitari. Infine, si suggerisce di estendere il dominio del noto teorema c alla classe delle teorie di campo PT-simmetriche, e si propongono alcune linee per una possibile dimostrazione dell'ipotizzato teorema c_{eff}.

X-ray analysis of local mid-infrared selected Compton-thick AGN candidates

Cosmic X-ray background synthesis models (Gilli 2007) require a significant fraction of obscured AGN, some of which are expected to be heavily obscured (Compton-thick), but the number density of observationally found obscured sources is still an open issue (Vignali 2010, 2014). This thesis work takes advantage of recent NuSTAR data and is based on a multiwavelength research approach. Gruppioni et al. 2016 compared the AGN bolometric luminosity, for a sample of local 12 micron Seyfert galaxies, derived from the SED decomposition to the same quantity obtained by the 2-10 keV luminosity (IPAC-NED). A difference up to two orders of magnitude resulted between these quantities for some sources. Thus, the intrinsic X-ray luminosity obtained correcting for the obscuration may be underestimated. In this thesis we have tested this hypothesis by re-analysing the X-ray spectra of three of the sources (UGC05101, NGC1194 and NGC3079), for which observations from NuSTAR and Chandra and/or XMM-Newton were available. This is meant to extend our analysis to energies above 10 keV and thus estimate the AGN column density as reliable as possible. For spectral fitting we made use of both the commonly used XSPEC package and the two very recent MYtorus and BNtorus physical models. The available wide bandpass allowed us to achieve new and more solid insights into the X-ray spectral properties of these sources. The measured absorption column densities are highly suggestive of heavy obscuration. Once corrected the X-ray AGN luminosity for the obscuration estimated through our spectral analysis, we compared the L(X) values in the 2-10 keV band with those derived from the MIR band, by means of the relation by Gandhi, 2009. As expected, the values derived from this relation are in good agreement with those we measured, indicating that the column densities were underestimated in the previous literature works.

Distributed non-cooperative robust economic predictive control for dynamically coupled linear systems.

In this thesis, a tube-based Distributed Economic Predictive Control (DEPC) scheme is presented for a group of dynamically coupled linear subsystems. These subsystems are components of a large scale system and control inputs are computed based on optimizing a local economic objective. Each subsystem is interacting with its neighbors by sending its future reference trajectory, at each sampling time. It solves a local optimization problem in parallel, based on the received future reference trajectories of the other subsystems. To ensure recursive feasibility and a performance bound, each subsystem is constrained to not deviate too much from its communicated reference trajectory. This difference between the plan trajectory and the communicated one is interpreted as a disturbance on the local level. Then, to ensure the satisfaction of both state and input constraints, they are tightened by considering explicitly the effect of these local disturbances. The proposed approach averages over all possible disturbances, handles tightened state and input constraints, while satisfies the compatibility constraints to guarantee that the actual trajectory lies within a certain bound in the neighborhood of the reference one. Each subsystem is optimizing a local arbitrary economic objective function in parallel while considering a local terminal constraint to guarantee recursive feasibility. In this framework, economic performance guarantees for a tube-based distributed predictive control (DPC) scheme are developed rigorously. It is presented that the closed-loop nominal subsystem has a robust average performance bound locally which is no worse than that of a local robust steady state. Since a robust algorithm is applying on the states of the real (with disturbances) subsystems, this bound can be interpreted as an average performance result for the real closed-loop system. To this end, we present our outcomes on local and global performance, illustrated by a numerical example.

Multi-scalar critical theories: first steps for a non perturbative functional renormalization group analysis

In this work the fundamental ideas to study properties of QFTs with the functional Renormalization Group are presented and some examples illustrated. First the Wetterich equation for the effective average action and its flow in the local potential approximation (LPA) for a single scalar field is derived. This case is considered to illustrate some techniques used to solve the RG fixed point equation and study the properties of the critical theories in D dimensions. In particular the shooting methods for the ODE equation for the fixed point potential as well as the approach which studies a polynomial truncation with a finite number of couplings, which is convenient to study the critical exponents. We then study novel cases related to multi field scalar theories, deriving the flow equations for the LPA truncation, both without assuming any global symmetry and also specialising to cases with a given symmetry, using truncations based on polynomials of the symmetry invariants. This is used to study possible non perturbative solutions of critical theories which are extensions of known perturbative results, obtained in the epsilon expansion below the upper critical dimension.

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.

Determination of local density of states in amorphous oxide semiconductors with Kelvin Probe Force Microscopy

Amorphous semiconductors are important materials as they can be deposited by physical deposition techniques on large areas and even on plastic substrates. Therefore, they are crucial for transistors in large active matrices for imaging and transparent wearable electronics. The most widely applied candidate for amorphous thin film transistors production is Indium Gallium Zinc Oxide (IGZO). It is attracting much interest because of its optical transparency, facile processing by sputtering deposition and notable improved charge carrier mobility with respect to hydrogenated amorphous silicon a-Si:H. Degradation of the device and long-term performance issues have been observed if IGZO thin film transistors are subjected to electrical stress, leading to a modification of IGZO channel properties and subthreshold slope. Therefore, it is of great interest to have a reliable and precise method to study the conduction band tail, and the density of states in amorphous semiconductors. The aim of this thesis is to develop a local technique using Kelvin Probe Force Microscopy to study the evolution of IGZO DOS properties. The work is divided into three main parts. First, solutions to the non-linear Poisson-Boltzmann equation of a metal-insulator-semiconductor junction describing the charge accumulation and its relation to DOS properties are elaborated. Second macroscopic techniques such as capacitance voltage (CV) measurements and photocurrent spectroscopy are applied to obtain a non-local estimate of band-tail DOS properties in thin film transistor samples. The third part of my my thesis is dedicated to the KPFM measurements. By fitting the data to the developed numerical model, important parameters describing the amorphous conduction band tail are obtained. The results are in excellent agreement with the macroscopic characterizations. KPFM result is comparable also with non-local optoelectronic characterizations, such as photocurrent spectroscopy.

Local and nonlocal integro-differential reaction-diffusion models for protein dynamics in Alzheimer's disease

In this work, integro-differential reaction-diffusion models are presented for the description of the temporal and spatial evolution of the concentrations of Abeta and tau proteins involved in Alzheimer's disease. Initially, a local model is analysed: this is obtained by coupling with an interaction term two heterodimer models, modified by adding diffusion and Holling functional terms of the second type. We then move on to the presentation of three nonlocal models, which differ according to the type of the growth (exponential, logistic or Gompertzian) considered for healthy proteins. In these models integral terms are introduced to consider the interaction between proteins that are located at different spatial points possibly far apart. For each of the models introduced, the determination of equilibrium points with their stability and a study of the clearance inequalities are carried out. In addition, since the integrals introduced imply a spatial nonlocality in the models exhibited, some general features of nonlocal models are presented. Afterwards, with the aim of developing simulations, it is decided to transfer the nonlocal models to a brain graph called connectome. Therefore, after setting out the construction of such a graph, we move on to the description of Laplacian and convolution operations on a graph. Taking advantage of all these elements, we finally move on to the translation of the continuous models described above into discrete models on the connectome. To conclude, the results of some simulations concerning the discrete models just derived are presented.