Mimicking the one-dimensional marginal distributions of stochastic diffusions

In the large maturity limit, we compute explicitly the Local Volatility surface for Heston, through Dupire’s formula, with Fourier pricing of the respective derivatives of the call price. Than we verify that the prices of European call options produced by the Heston model, concide with those given by the local volatility model where the Local Volatility is computed as said above.

Organic matter deposition/resuspension in a one-dimensional physical-biogeochemical model. A modelling study

The shallow water configuration of the gulf of Trieste allows the propagation of the stress due to wind and waves along the whole water column down to the bottom. When the stress overcomes a particular threshold it produces resuspension processes of the benthic detritus. The benthic sediments in the North Adriatic are rich of organic matter, transported here by many rivers. This biological active particulate, when remaining in the water, can be transported in all the Adriatic basin by the basin-wide circulation. In this work is presented a first implementation of a resuspension/deposition submodel in the oceanographic coupled physical-biogeochemical 1-dimensional numerical model POM-BFM. At first has been considered the only climatological wind stress forcing, next has been introduced, on the surface, an annual cycle of wave motion and finally have been imposed some exceptional wave event in different periods of the year. The results show a strong relationship between the efficiency of the resuspension process and the stratification of the water column. During summer the strong stratification can contained a great quantity of suspended matter near to the bottom, while during winter even a low concentration of particulate can reach the surface and remains into the water for several months without settling and influencing the biogeochemical system. Looking at the biologic effects, the organic particulate, injected in the water column, allow a sudden growth of the pelagic bacteria which competes with the phytoplankton for nutrients strongly inhibiting its growth. This happen especially during summer when the suspended benthic detritus concentration is greater.

Analisys of gas permeability in perfluorosufonated polymeric membranes for CO2 separation

The present thesis focuses on the permebility analisys of Aquivion® 980 Perfluoro sulfonic acid (PFSA) polymer with particular reference to the influence of the equivalent weight (gram of polymer per molSO3H) on the permeation properties. Aquivion grade tested, indeed, were characterized by a lower equivalent weight ( 870 g/molSO3H against 980 of the present material) with respect to data present in the open literature. Permeability of different gases (CO2, N2, and CH4) was tested at different temperatures and different humidity, a parameter which greatly influences the gas transport in such hydrophilic material- Aquivion® swells consistently in humid conditions increasing its gas permeability of more than one order of magnitude with respect to values prevailing in dry conditions. Present data confirm such behavior being the permeability of all gases and vapors tested substantially increased in presence of water. Interestingly the increase in permeability results be similar for all the gases inspected, hence such enhanced permeation capability is not associated to a selectivity loss that happens in polymeric membranes. Although, the results, of CO2, are lower compared to those obtained with the different grades, with lower equivalent weight, of Aquivion, thus suggesting that an increase of this parameter is detrimental for both permeability and selectivity of the membranes with respect to CO2. This is likely related to the fact that a lower content of SO3H groups makes it difficult to have an interconnected water domain inside the membranes. A modeling approach was considered to describe the experimental data and to give a better insight into the observed behavior, unfortunately, it resulted not sensitive enough to catch the differences between the gas permeability in PSFAs with high and low equivalent weight. The latter were indeed usually contained within 10-20% which results to be the in the same range of model precision when used in a predictive way.

Characterization of in-gap electronic states in two-dimensional single crystal PEA2PbBr4 perovskite for X-ray detection

Hybrid Organic-Inorganic Halide Perovskites (HOIPs) include a large class of materials described with the general formula ABX3, where A is an organic cation, B an inorganic cation and X an halide anion. HOIPs show excellent optoelectronic characteristics such as tunable band gap, high adsorption coefficient and great mobility life-time. A subclass of these materials, the so-called two- dimensional (2D) layered HOIPs, have emerged as potential alternatives to traditional 3D analogs to enhance the stability and increase performance of perovskite devices, with particular regard in the area of ionizing radiation detectors, where these materials have reached truly remarkable milestones. One of the key challenges for future development of efficient and stable 2D perovskite X-ray detector is a complete understanding of the nature of defects that lead to the formation of deep states. Deep states act as non-radiative recombination centers for charge carriers and are one of the factors that most hinder the development of efficient 2D HOIPs-based X-ray detectors. In this work, deep states in PEA2PbBr4 were studied through Photo-Induced Current Transient Spectroscopy (PICTS), a highly sensitive spectroscopic technique capable of detecting the presence of deep states in highly resistive ohmic materials, and characterizing their activation energy, capture cross section and, under stringent conditions, the concentration of these states. The evolution of deep states in PEA 2 PbBr 4 was evaluated after exposure of the material to high doses of ionizing radiation and during aging (one year). The data obtained allowed us to evaluate the contribution of ion migration in PEA2PbBr4. This work represents an important starting point for a better understanding of transport and recombination phenomena in 2D perovskites. To date, the PICTS technique applied to 2D perovskites has not yet been reported in the scientific literature.

On the recurrence of random walks in Lévy random environments

This thesis investigates one-dimensional random walks in random environment whose transition probabilities might have an infinite variance. The ergodicity of the dynamical system ''from the point of view of the particle'' is proved under the assumptions of transitivity and existence of an absolutely continuous steady state on the space of the environments. We show that, if the average of the local drift over the environments is summable and null, then the RWRE is recurrent. We provide an example satisfying all the hypotheses.