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.

Numerical and experimental investigation of turbulent dissipation

Turbulent energy dissipation is presented in the theoretical context of the famous Kolmogorov theory, formulated in 1941. Some remarks and comments about this theory help the reader understand the approach to turbulence study, as well as give some basic insights to the problem. A clear distinction is made amongst dissipation, pseudo-dissipation and dissipation surrogates. Dissipation regulates how turbulent kinetic energy in a flow gets transformed into internal energy, which makes this quantity a fundamental characteristic to investigate in order to enhance our understanding of turbulence. The dissertation focuses on experimental investigation of the pseudo-dissipation. Indeed this quantity is difficult to measure as it requires the knowledge of all the possible derivatives of the three dimensional velocity field. Once considering an hot-wire technique to measure dissipation we need to deal with surrogates of dissipation, since not all the terms can be measured. The analysis of surrogates is the main topic of this work. In particular two flows, the turbulent channel and the turbulent jet, are considered. These canonic flows, introduced in a brief fashion, are often used as a benchmark for CFD solvers and experimental equipment due to their simple structure. Observations made in the canonic flows are often transferable to more complicated and interesting cases, with many industrial applications. The main tools of investigation are DNS simulations and experimental measures. DNS data are used as a benchmark for the experimental results since all the components of dissipation are known within the numerical simulation. The results of some DNS were already available at the start of this thesis, so the main work consisted in reading and processing the data. Experiments were carried out by means of hot-wire anemometry, described in detail on a theoretical and practical level. The study of DNS data of a turbulent channel at Re=298 reveals that the traditional surrogate can be improved Consequently two new surrogates are proposed and analysed, based on terms of the velocity gradient that are easy to measure experimentally. We manage to find a formulation that improves the accuracy of surrogates by an order of magnitude. For the jet flow results from a DNS at Re=1600 of a temporal jet, and results from our experimental facility CAT at Re=70000, are compared to validate the experiment. It is found that the ratio between components of the dissipation differs between DNS and experimental data. Possible errors in both sets of data are discussed, and some ways to improve the data are proposed.

Synthesis and metal complexes of C2 symmetric ligands obtained from (R)-(+)-Betti and dialdehydes for asymmetric induction reactions

The aim of this master’s research thesis was the employment of an enantiopure 1,3-aminoalcohol, the 1-(α-aminobenzyl)-2-naphthol, known as Betti base, for the synthesis of some novel compounds which show a C2 symmetry. Some of these compounds, after derivatization, were used as ligands in association with transition metals to prepare some catalysts for enantioselective catalytic reactions. Some aminoalcohol (Salan-type) derivatives of these compounds were obtained upon reduction and in some cases it was possible to obtain complexes with transition metals such as Mn, Ni, Co and Cu. Furthermore a novel 6-membered analogue bisoxazoline ligand, 2,6-bis((R)-1-Phenyl-1H-naphtho[1,2-e][1,3]oxazin-3-yl)pyridine, was obtained and from it two Cu-complexes were prepared. The metal complexes were employed in some reactions to test the asymmetric induction, which was in some cases up to discrete values.

A new insight in stress recovery tecniques and hessian reconstruction methods

Stress recovery techniques have been an active research topic in the last few years since, in 1987, Zienkiewicz and Zhu proposed a procedure called Superconvergent Patch Recovery (SPR). This procedure is a last-squares fit of stresses at super-convergent points over patches of elements and it leads to enhanced stress fields that can be used for evaluating finite element discretization errors. In subsequent years, numerous improved forms of this procedure have been proposed attempting to add equilibrium constraints to improve its performances. Later, another superconvergent technique, called Recovery by Equilibrium in Patches (REP), has been proposed. In this case the idea is to impose equilibrium in a weak form over patches and solve the resultant equations by a last-square scheme. In recent years another procedure, based on minimization of complementary energy, called Recovery by Compatibility in Patches (RCP) has been proposed in. This procedure, in many ways, can be seen as the dual form of REP as it substantially imposes compatibility in a weak form among a set of self-equilibrated stress fields. In this thesis a new insight in RCP is presented and the procedure is improved aiming at obtaining convergent second order derivatives of the stress resultants. In order to achieve this result, two different strategies and their combination have been tested. The first one is to consider larger patches in the spirit of what proposed in [4] and the second one is to perform a second recovery on the recovered stresses. Some numerical tests in plane stress conditions are presented, showing the effectiveness of these procedures. Afterwards, a new recovery technique called Last Square Displacements (LSD) is introduced. This new procedure is based on last square interpolation of nodal displacements resulting from the finite element solution. In fact, it has been observed that the major part of the error affecting stress resultants is introduced when shape functions are derived in order to obtain strains components from displacements. This procedure shows to be ultraconvergent and is extremely cost effective, as it needs in input only nodal displacements directly coming from finite element solution, avoiding any other post-processing in order to obtain stress resultants using the traditional method. Numerical tests in plane stress conditions are than presented showing that the procedure is ultraconvergent and leads to convergent first and second order derivatives of stress resultants. In the end, transverse stress profiles reconstruction using First-order Shear Deformation Theory for laminated plates and three dimensional equilibrium equations is presented. It can be seen that accuracy of this reconstruction depends on accuracy of first and second derivatives of stress resultants, which is not guaranteed by most of available low order plate finite elements. RCP and LSD procedures are than used to compute convergent first and second order derivatives of stress resultants ensuring convergence of reconstructed transverse shear and normal stress profiles respectively. Numerical tests are presented and discussed showing the effectiveness of both procedures.

Synthesis, reactivity and applications of 3,5-dimethyl-4-nitroisoxazole derivatives

3,5-dimethyl-4-nitroisoxazole derivatives are useful synthetic intermediates as the isoxazole nucleus chemically behaves as an ester, but establish better-defined interactions with chiral catalysts and lability of its N-O aromatic bond can unveil other groups such as 1,3-dicarbonyl compounds or carboxylic acids. In the present work, these features are employed in a 3,5-dimethyl-4-nitroisoxazole based synthesis of the γ-amino acid pregabalin, a medication for the treatment of epilepsy and neuropatic pain, in which this moiety is fundamental for the enantioselective formation of a chiral center by interaction with doubly-quaternized cinchona phase-transfer catalysts, whose ability of asymmetric induction will be investigated. Influence of this group in cinchona-derivatives catalysed stereoselective addition and Darzens reaction of a mono-chlorinated 3,5-dimethyl-4-nitroisoxazole and benzaldehyde will also be investigated.