Quantum information and quantum communication theory in relation to black hole idealized mechanical models

Oggigiorno il concetto di informazione è diventato cruciale in fisica, pertanto, siccome la migliore teoria che abbiamo per compiere predizioni riguardo l'universo è la meccanica quantistica, assume una particolare importanza lo sviluppo di una versione quantistica della teoria dell'informazione. Questa centralità è confermata dal fatto che i buchi neri hanno entropia. Per questo motivo, in questo lavoro sono presentati elementi di teoria dell'informazione quantistica e della comunicazione quantistica e alcuni sono illustrati riferendosi a modelli quantistici altamente idealizzati della meccanica di buco nero. In particolare, nel primo capitolo sono forniti tutti gli strumenti quanto-meccanici per la teoria dell'informazione e della comunicazione quantistica. Successivamente, viene affrontata la teoria dell'informazione quantistica e viene trovato il limite di Bekenstein alla quantità di informazione chiudibile entro una qualunque regione spaziale. Tale questione viene trattata utilizzando un modello quantistico idealizzato della meccanica di buco nero supportato dalla termodinamica. Nell'ultimo capitolo, viene esaminato il problema di trovare un tasso raggiungibile per la comunicazione quantistica facendo nuovamente uso di un modello quantistico idealizzato di un buco nero, al fine di illustrare elementi della teoria. Infine, un breve sommario della fisica dei buchi neri è fornito in appendice.

Substructuring approache in state space models for dynamic system parameters identification

In the recent decade, the request for structural health monitoring expertise increased exponentially in the United States. The aging issues that most of the transportation structures are experiencing can put in serious jeopardy the economic system of a region as well as of a country. At the same time, the monitoring of structures is a central topic of discussion in Europe, where the preservation of historical buildings has been addressed over the last four centuries. More recently, various concerns arose about security performance of civil structures after tragic events such the 9/11 or the 2011 Japan earthquake: engineers looks for a design able to resist exceptional loadings due to earthquakes, hurricanes and terrorist attacks. After events of such a kind, the assessment of the remaining life of the structure is at least as important as the initial performance design. Consequently, it appears very clear that the introduction of reliable and accessible damage assessment techniques is crucial for the localization of issues and for a correct and immediate rehabilitation. The System Identification is a branch of the more general Control Theory. In Civil Engineering, this field addresses the techniques needed to find mechanical characteristics as the stiffness or the mass starting from the signals captured by sensors. The objective of the Dynamic Structural Identification (DSI) is to define, starting from experimental measurements, the modal fundamental parameters of a generic structure in order to characterize, via a mathematical model, the dynamic behavior. The knowledge of these parameters is helpful in the Model Updating procedure, that permits to define corrected theoretical models through experimental validation. The main aim of this technique is to minimize the differences between the theoretical model results and in situ measurements of dynamic data. Therefore, the new model becomes a very effective control practice when it comes to rehabilitation of structures or damage assessment. The instrumentation of a whole structure is an unfeasible procedure sometimes because of the high cost involved or, sometimes, because it’s not possible to physically reach each point of the structure. Therefore, numerous scholars have been trying to address this problem. In general two are the main involved methods. Since the limited number of sensors, in a first case, it’s possible to gather time histories only for some locations, then to move the instruments to another location and replay the procedure. Otherwise, if the number of sensors is enough and the structure does not present a complicate geometry, it’s usually sufficient to detect only the principal first modes. This two problems are well presented in the works of Balsamo [1] for the application to a simple system and Jun [2] for the analysis of system with a limited number of sensors. Once the system identification has been carried, it is possible to access the actual system characteristics. A frequent practice is to create an updated FEM model and assess whether the structure fulfills or not the requested functions. Once again the objective of this work is to present a general methodology to analyze big structure using a limited number of instrumentation and at the same time, obtaining the most information about an identified structure without recalling methodologies of difficult interpretation. A general framework of the state space identification procedure via OKID/ERA algorithm is developed and implemented in Matlab. Then, some simple examples are proposed to highlight the principal characteristics and advantage of this methodology. A new algebraic manipulation for a prolific use of substructuring results is developed and implemented.

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.

Implementation of a non ground meta interpreter for defeasible logic

Human reasoning is a fascinating and complex cognitive process that can be applied in different research areas such as philosophy, psychology, laws and financial. Unfortunately, developing supporting software (to those different areas) able to cope such as complex reasoning it’s difficult and requires a suitable logic abstract formalism. In this thesis we aim to develop a program, that has the job to evaluate a theory (a set of rules) w.r.t. a Goal, and provide some results such as “The Goal is derivable from the KB5 (of the theory)”. In order to achieve this goal we need to analyse different logics and choose the one that best meets our needs. In logic, usually, we try to determine if a given conclusion is logically implied by a set of assumptions T (theory). However, when we deal with programming logic we need an efficient algorithm in order to find such implications. In this work we use a logic rather similar to human logic. Indeed, human reasoning requires an extension of the first order logic able to reach a conclusion depending on not definitely true6 premises belonging to a incomplete set of knowledge. Thus, we implemented a defeasible logic7 framework able to manipulate defeasible rules. Defeasible logic is a non-monotonic logic designed for efficient defeasible reasoning by Nute (see Chapter 2). Those kind of applications are useful in laws area especially if they offer an implementation of an argumentation framework that provides a formal modelling of game. Roughly speaking, let the theory is the set of laws, a keyclaim is the conclusion that one of the party wants to prove (and the other one wants to defeat) and adding dynamic assertion of rules, namely, facts putted forward by the parties, then, we can play an argumentative challenge between two players and decide if the conclusion is provable or not depending on the different strategies performed by the players. Implementing a game model requires one more meta-interpreter able to evaluate the defeasible logic framework; indeed, according to Göedel theorem (see on page 127), we cannot evaluate the meaning of a language using the tools provided by the language itself, but we need a meta-language able to manipulate the object language8. Thus, rather than a simple meta-interpreter, we propose a Meta-level containing different Meta-evaluators. The former has been explained above, the second one is needed to perform the game model, and the last one will be used to change game execution and tree derivation strategies.