The Feynman-Kac formula and applications to PDEs

The thesis presents a probabilistic approach to the theory of semigroups of operators, with particular attention to the Markov and Feller semigroups. The first goal of this work is the proof of the fundamental Feynman-Kac formula, which gives the solution of certain parabolic Cauchy problems, in terms of the expected value of the initial condition computed at the associated stochastic diffusion processes. The second target is the characterization of the principal eigenvalue of the generator of a semigroup with Markov transition probability function and of second order elliptic operators with real coefficients not necessarily self-adjoint. The thesis is divided into three chapters. In the first chapter we study the Brownian motion and some of its main properties, the stochastic processes, the stochastic integral and the Itô formula in order to finally arrive, in the last section, at the proof of the Feynman-Kac formula. The second chapter is devoted to the probabilistic approach to the semigroups theory and it is here that we introduce Markov and Feller semigroups. Special emphasis is given to the Feller semigroup associated with the Brownian motion. The third and last chapter is divided into two sections. In the first one we present the abstract characterization of the principal eigenvalue of the infinitesimal generator of a semigroup of operators acting on continuous functions over a compact metric space. In the second section this approach is used to study the principal eigenvalue of elliptic partial differential operators with real coefficients. At the end, in the appendix, we gather some of the technical results used in the thesis in more details. Appendix A is devoted to the Sion minimax theorem, while in appendix B we prove the Chernoff product formula for not necessarily self-adjoint operators.

Stellar mass loss from the Fornax dwarf spheroidal galaxy

Dwarf galaxies often experience gravitational interactions from more massive companions. These interactions can deform galaxies, turn star formation on or off, or give rise to mass loss phenomena. In this thesis work we propose to study, through N-body simulations, the stellar mass loss suffered by the dwarf spheroid galaxy (dSph) Fornax orbiting in the Milky Way gravitational potential. Which is a key phenomenon to explain the mass budget problem: the Fornax globular clusters together have a stellar mass comparable to that of Fornax itself. If we look at the stellar populations which they are made of and we apply the scenarios of stellar population formation we find that, originally, they must have been >= 5 times more massive. For this reason, they must have lost or ejected stars through dynamic interactions. However, as presented in Larsen et al (2012), field stars alone are not sufficient to explain this scenario. We may assume that some of those stars fell into Fornax, and later were stripped by Milky Way. In order to study this solution we built several illustrative single component simulations, with a tabulated density model using the P07ecc orbit studied from Battaglia et al (2015). To divide the single component into stellar and dark matter components we have defined a posterior the probability function P(E), where E is the initial energy distribution of the particles. By associating each particle with a fraction of stellar mass and dark matter. In this way we built stellar density profiles without repeating simulations. We applied the method to Fornax using the profile density tables obtained in Pascale et al (2018) as observational constraints and to build the model. The results confirm the results previously obtained with less flexible models by Battaglia et al (2015). They show a stellar mass loss < 4% within 1.6 kpc and negligible within 3 kpc, too small to solve the mass budget problem.

Analysis of human posterior EEG alpha frequency as a function of implicit learning of probabilistic lateralized stimuli in a visual detection task

Alpha oscillatory activity has long been associated with perceptual and cognitive processes related to attention control. The aim of this study is to explore the task-dependent role of alpha frequency in a lateralized visuo-spatial detection task. Specifically, the thesis focuses on consolidating the scientific literature's knowledge about the role of alpha frequency in perceptual accuracy, and deepening the understanding of what determines trial-by-trial fluctuations of alpha parameters and how these fluctuations influence overall task performance. The hypotheses, confirmed empirically, were that different implicit strategies are put in place based on the task context, in order to maximize performance with optimal resource distribution (namely alpha frequency, associated positively with performance): “Lateralization” of the attentive resources towards one hemifield should be associated with higher alpha frequency difference between contralateral and ipsilateral hemisphere; “Distribution” of the attentive resources across hemifields should be associated with lower alpha frequency difference between hemispheres; These strategies, used by the participants according to their brain capabilities, have proven themselves adaptive or maladaptive depending on the different tasks to which they have been set: "Distribution" of the attentive resources seemed to be the best strategy when the distribution probability between hemifields was balanced: i.e. the neutral condition task. "Lateralization" of the attentive resources seemed to be more effective when the distribution probability between hemifields was biased towards one hemifield: i.e., the biased condition task.

Automatic classification of stellar orbits in axisymmetric potentials

Within the classification of orbits in axisymmetric stellar systems, we present a new algorithm able to automatically classify the orbits according to their nature. The algorithm involves the application of the correlation integral method to the surface of section of the orbit; fitting the cumulative distribution function built with the consequents in the surface of section of the orbit, we can obtain the value of its logarithmic slope m which is directly related to the orbit’s nature: for slopes m ≈ 1 we expect the orbit to be regular, for slopes m ≈ 2 we expect it to be chaotic. With this method we have a fast and reliable way to classify orbits and, furthermore, we provide an analytical expression of the probability that an orbit is regular or chaotic given the logarithmic slope m of its correlation integral. Although this method works statistically well, the underlying algorithm can fail in some cases, misclassifying individual orbits under some peculiar circumstances. The performance of the algorithm benefits from a rich sampling of the traces of the SoS, which can be obtained with long numerical integration of orbits. Finally we note that the algorithm does not differentiate between the subtypes of regular orbits: resonantly trapped and untrapped orbits. Such distinction would be a useful feature, which we leave for future work. Since the result of the analysis is a probability linked to a Gaussian distribution, for the very definition of distribution, some orbits even if they have a certain nature are classified as belonging to the opposite class and create the probabilistic tails of the distribution. So while the method produces fair statistical results, it lacks in absolute classification precision.