Quantum simulation of (1+1)D QED via a Zn lattice Gauge theory

La simulazione di un sistema quantistico complesso rappresenta ancora oggi una sfida estremamente impegnativa a causa degli elevati costi computazionali. La dimensione dello spazio di Hilbert cresce solitamente in modo esponenziale all'aumentare della taglia, rendendo di fatto impossibile una implementazione esatta anche sui più potenti calcolatori. Nel tentativo di superare queste difficoltà, sono stati sviluppati metodi stocastici classici, i quali tuttavia non garantiscono precisione per sistemi fermionici fortemente interagenti o teorie di campo in regimi di densità finita. Di qui, la necessità di un nuovo metodo di simulazione, ovvero la simulazione quantistica. L'idea di base è molto semplice: utilizzare un sistema completamente controllabile, chiamato simulatore quantistico, per analizzarne un altro meno accessibile. Seguendo tale idea, in questo lavoro di tesi si è utilizzata una teoria di gauge discreta con simmetria Zn per una simulazione dell'elettrodinamica quantistica in (1+1)D, studiando alcuni fenomeni di attivo interesse di ricerca, come il diagramma di fase o la dinamica di string-breaking, che generalmente non sono accessibili mediante simulazioni classiche. Si propone un diagramma di fase del modello caratterizzato dalla presenza di una fase confinata, in cui emergono eccitazioni mesoniche ed antimesoniche, cioè stati legati particella-antiparticella, ed una fase deconfinata.

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.

Testing of subgrid scale (SGS) models for large-eddy simulation (LES) of turbulent channel flow

Sub-grid scale (SGS) models are required in order to model the influence of the unresolved small scales on the resolved scales in large-eddy simulations (LES), the flow at the smallest scales of turbulence. In the following work two SGS models are presented and deeply analyzed in terms of accuracy through several LESs with different spatial resolutions, i.e. grid spacings. The first part of this thesis focuses on the basic theory of turbulence, the governing equations of fluid dynamics and their adaptation to LES. Furthermore, two important SGS models are presented: one is the Dynamic eddy-viscosity model (DEVM), developed by \cite{germano1991dynamic}, while the other is the Explicit Algebraic SGS model (EASSM), by \cite{marstorp2009explicit}. In addition, some details about the implementation of the EASSM in a Pseudo-Spectral Navier-Stokes code \cite{chevalier2007simson} are presented. The performance of the two aforementioned models will be investigated in the following chapters, by means of LES of a channel flow, with friction Reynolds numbers $Re_\tau=590$ up to $Re_\tau=5200$, with relatively coarse resolutions. Data from each simulation will be compared to baseline DNS data. Results have shown that, in contrast to the DEVM, the EASSM has promising potentials for flow predictions at high friction Reynolds numbers: the higher the friction Reynolds number is the better the EASSM will behave and the worse the performances of the DEVM will be. The better performance of the EASSM is contributed to the ability to capture flow anisotropy at the small scales through a correct formulation for the SGS stresses. Moreover, a considerable reduction in the required computational resources can be achieved using the EASSM compared to DEVM. Therefore, the EASSM combines accuracy and computational efficiency, implying that it has a clear potential for industrial CFD usage.