Mathematical models for cellular aggregation: the chemotactic instability and clustering formation

In this thesis we present a mathematical formulation of the interaction between microorganisms such as bacteria or amoebae and chemicals, often produced by the organisms themselves. This interaction is called chemotaxis and leads to cellular aggregation. We derive some models to describe chemotaxis. The first is the pioneristic Keller-Segel parabolic-parabolic model and it is derived by two different frameworks: a macroscopic perspective and a microscopic perspective, in which we start with a stochastic differential equation and we perform a mean-field approximation. This parabolic model may be generalized by the introduction of a degenerate diffusion parameter, which depends on the density itself via a power law. Then we derive a model for chemotaxis based on Cattaneo's law of heat propagation with finite speed, which is a hyperbolic model. The last model proposed here is a hydrodynamic model, which takes into account the inertia of the system by a friction force. In the limit of strong friction, the model reduces to the parabolic model, whereas in the limit of weak friction, we recover a hyperbolic model. Finally, we analyze the instability condition, which is the condition that leads to aggregation, and we describe the different kinds of aggregates we may obtain: the parabolic models lead to clusters or peaks whereas the hyperbolic models lead to the formation of network patterns or filaments. Moreover, we discuss the analogy between bacterial colonies and self gravitating systems by comparing the chemotactic collapse and the gravitational collapse (Jeans instability).

Equazioni stocastiche backward nel mercato delle emissioni

In questa tesi viene esposto il modello EU ETS (European Union Emission Trading Scheme) per la riduzione delle emissoni di gas serra, il quale viene formalizzato matematicamente da un sistema di FBSDE (Forward Backward Stochastic Differential Equation). Da questo sistema si ricava un'equazione differenziale non lineare con condizione al tempo finale non continua che viene studiata attraverso la teoria delle soluzioni viscosità. Inoltre il modello viene implementato numericamente per ottenere alcune simulazioni dei processi coinvolti.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

Dispersive wave solutions of the klein-gordon equation in cosmology

L'equazione di Klein-Gordon descrive una ampia varietà di fenomeni fisici come la propagazione delle onde in Meccanica dei Continui ed il comportamento delle particelle spinless in Meccanica Quantistica Relativistica. Recentemente, la forma dissipativa di questa equazione si è rivelata essere una legge di evoluzione fondamentale in alcuni modelli cosmologici, in particolare nell'ambito dei cosiddetti modelli di k-inflazione in presenza di campi tachionici. L'obiettivo di questo lavoro consiste nell'analizzare gli effetti del parametro dissipativo sulla dispersione nelle soluzioni dell'equazione d'onda. Saranno inoltre studiati alcuni tipici problemi al contorno di particolare interesse cosmologico per mezzo di grafici corrispondenti alle soluzioni fondamentali (Funzioni di Green).

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.

Geometric properties of 2-dimensional minimal surfaces in a sub-Riemannian manifold which models the Visual Cortex

In this paper we study the notion of degree forsubmanifolds embedded in an equiregular sub-Riemannian manifold and we provide the definition of their associated area functional. In this setting we prove that the Hausdorff dimension of a submanifold coincides with its degree, as stated by Gromov. Using these general definitions we compute the first variation for surfaces embedded in low dimensional manifolds and we obtain the partial differential equation associated to minimal surfaces. These minimal surfaces have several applications in the neurogeometry of the visual cortex.

Efficiency limits for silicon/perovskite tandem solar cells: a theoretical model

The primary goal of this work is related to the extension of an analytic electro-optical model. It will be used to describe single-junction crystalline silicon solar cells and a silicon/perovskite tandem solar cell in the presence of light-trapping in order to calculate efficiency limits for such a device. In particular, our tandem system is composed by crystalline silicon and a perovskite structure material: metilammoniumleadtriiodide (MALI). Perovskite are among the most convenient materials for photovoltaics thanks to their reduced cost and increasing efficiencies. Solar cell efficiencies of devices using these materials increased from 3.8% in 2009 to a certified 20.1% in 2014 making this the fastest-advancing solar technology to date. Moreover, texturization increases the amount of light which can be absorbed through an active layer. Using Green’s formalism it is possible to calculate the photogeneration rate of a single-layer structure with Lambertian light trapping analytically. In this work we go further: we study the optical coupling between the two cells in our tandem system in order to calculate the photogeneration rate of the whole structure. We also model the electronic part of such a device by considering the perovskite top cell as an ideal diode and solving the drift-diffusion equation with appropriate boundary conditions for the silicon bottom cell. We have a four terminal structure, so our tandem system is totally unconstrained. Then we calculate the efficiency limits of our tandem including several recombination mechanisms such as Auger, SRH and surface recombination. We focus also on the dependence of the results on the band gap of the perovskite and we calculare an optimal band gap to optimize the tandem efficiency. The whole work has been continuously supported by a numerical validation of out analytic model against Silvaco ATLAS which solves drift-diffusion equations using a finite elements method. Our goal is to develop a simpler and cheaper, but accurate model to study such devices.