Insertion of Dissipative Devices in Precast RC Structures

Viscous dampers are characterized as very effective devices applied for seismic design and retrofitting. The objective of this thesis is to apply the Five-Step Procedure ,developed by a research group in University of Bologna, for sizing the viscous dampers to be installed in an existing precast RC structure. The idea is to apply the viscous damping devices in different positions in the structure then to identify and compare the performance of all types placement position.

The Libor Market Model: from theory to calibration

This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.

Planck stars: theory and phenomenology

General Relativity (GR) is one of the greatest scientific achievements of the 20th century along with quantum theory. Despite the elegance and the accordance with experimental tests, these two theories appear to be utterly incompatible at fundamental level. Black holes provide a perfect stage to point out these difficulties. Indeed, classical GR fails to describe Nature at small radii, because nothing prevents quantum mechanics from affecting the high curvature zone, and because classical GR becomes ill-defined at r = 0 anyway. Rovelli and Haggard have recently proposed a scenario where a negative quantum pressure at the Planck scales stops and reverts the gravitational collapse, leading to an effective “bounce” and explosion, thus resolving the central singularity. This scenario, called Black Hole Fireworks, has been proposed in a semiclassical framework. The purpose of this thesis is twofold: - Compute the bouncing time by means of a pure quantum computation based on Loop Quantum Gravity; - Extend the known theory to a more realistic scenario, in which the rotation is taken into account by means of the Newman-Janis Algorithm.

Dynamical Casimir effect and the structure of vacuum in quantum field theory

Some of the most interesting phenomena that arise from the developments of the modern physics are surely vacuum fluctuations. They appear in different branches of physics, such as Quantum Field Theory, Cosmology, Condensed Matter Physics, Atomic and Molecular Physics, and also in Mathematical Physics. One of the most important of these vacuum fluctuations, sometimes called "zero-point energy", as well as one of the easiest quantum effect to detect, is the so-called Casimir effect. The purposes of this thesis are: - To propose a simple retarded approach for dynamical Casimir effect, thus a description of this vacuum effect when we have moving boundaries. - To describe the behaviour of the force acting on a boundary, due to its self-interaction with the vacuum.