A mathematical model of the early visual system and border completion via subriemannian Hamiltonian geodesics

In this thesis, we aim to discuss a simple mathematical model for the edge detection mechanism and the boundary completion problem in the human brain in a differential geometry framework. We describe the columnar structure of the primary visual cortex as the fiber bundle R2 × S1, the orientation bundle, and by introducing a first vector field on it, explain the edge detection process. Edges are detected through a lift from the domain in R2 into the manifold R2 × S1 and are horizontal to a completely non-integrable distribution. Therefore, we can construct a subriemannian structure on the manifold R2 × S1, through which we retrieve perceived smooth contours as subriemannian geodesics, solutions to Hamilton’s equations. To do so, in the first chapter, we illustrate the functioning of the most fundamental structures of the early visual system in the brain, from the retina to the primary visual cortex. We proceed with introducing the necessary concepts of differential and subriemannian geometry in chapters two and three. We finally implement our model in chapter four, where we conclude, comparing our results with the experimental findings of Heyes, Fields, and Hess on the existence of an association field.

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.

Algoritmi esatti per il Job Shop Scheduling: approcci Mathematical Programming

In questa tesi ci occuperemo di fornire un modello MIP di base e di alcune sue varianti, realizzate allo scopo di comprenderne il comportamento ed eventualmente migliorarne l’efficienza. Le diverse varianti sono state costruite agendo in particolar modo sulla definizione di alcuni vincoli, oppure sui bound delle variabili, oppure ancora nell’obbligare il risolutore a focalizzarsi su determinate decisioni o specifiche variabili. Sono stati testati alcuni dei problemi tipici presenti in letteratura e i diversi risultati sono stati opportunamente valutati e confrontati. Tra i riferimenti per tale confronto sono stati considerati anche i risultati ottenibili tramite un modello Constraint Programming, che notoriamente produce risultati apprezzabili in ambito di schedulazione. Un ulteriore scopo della tesi è, infatti, comparare i due approcci Mathematical Programming e Constraint Programming, identificandone quindi i pregi e gli svantaggi e provandone la trasferibilità al modello raffrontato.

Mathematical Modeling to Investigate Antiarrhythmic Drug Side Effects: Rate-Dependence Role in Ionic Currents and Action Potentials Shape in the O’Hara Model

Sudden cardiac death due to ventricular arrhythmia is one of the leading causes of mortality in the world. In the last decades, it has proven that anti-arrhythmic drugs, which prolong the refractory period by means of prolongation of the cardiac action potential duration (APD), play a good role in preventing of relevant human arrhythmias. However, it has long been observed that the “class III antiarrhythmic effect” diminish at faster heart rates and that this phenomenon represent a big weakness, since it is the precise situation when arrhythmias are most prone to occur. It is well known that mathematical modeling is a useful tool for investigating cardiac cell behavior. In the last 60 years, a multitude of cardiac models has been created; from the pioneering work of Hodgkin and Huxley (1952), who first described the ionic currents of the squid giant axon quantitatively, mathematical modeling has made great strides. The O’Hara model, that I employed in this research work, is one of the modern computational models of ventricular myocyte, a new generation began in 1991 with ventricular cell model by Noble et al. Successful of these models is that you can generate novel predictions, suggest experiments and provide a quantitative understanding of underlying mechanism. Obviously, the drawback is that they remain simple models, they don’t represent the real system. The overall goal of this research is to give an additional tool, through mathematical modeling, to understand the behavior of the main ionic currents involved during the action potential (AP), especially underlining the differences between slower and faster heart rates. In particular to evaluate the rate-dependence role on the action potential duration, to implement a new method for interpreting ionic currents behavior after a perturbation effect and to verify the validity of the work proposed by Antonio Zaza using an injected current as a perturbing effect.

A mathematical introduction to Kerr black holes

Lo scopo della tesi è descrivere i buchi neri di Kerr. Dopo aver introdotto tutti gli strumenti matematici necessari quali tensori, vettori di Killing e geodetiche, enunceremo la metrica di Kerr, il teorema no-hair e il frame-dragging. In seguito, a partire dalla metrica di Kerr, calcoleremo e descriveremo le ergosfere, gli orizzonti degli eventi e il moto dei fotoni nel piano equatoriale.

Keller-Segel system, chemotaxis and applications to a mathematical model for Alzheimer's disease

In questa tesi viene presentato il modello di Keller-Segel per la chemiotassi, un sistema di tipo parabolico-ellittico che appare nella descrizione di molti fenomeni in ambito biologico e medico. Viene mostrata l'esistenza globale della soluzione debole del modello, per dati iniziali sufficientemente piccoli in dimensione N>2. La scelta di dati iniziali abbastanza grandi invece può causare il blow-up della soluzione e viene mostrato sotto quali condizioni questo si verifica. Infine il modello della chemiotassi è stato applicato per descrivere una fase della malattia di Alzheimer ed è stata effettuata un'analisi di stabilità del sistema.