Virtual Compton scattering in baryon chiral perturbation theory

This thesis is concerned with the calculation of virtual Compton scattering (VCS) in manifestly Lorentz-invariant baryon chiral perturbation theory to fourth order in the momentum and quark-mass expansion. In the one-photon-exchange approximation, the VCS process is experimentally accessible in photon electro-production and has been measured at the MAMI facility in Mainz, at MIT-Bates, and at Jefferson Lab. Through VCS one gains new information on the nucleon structure beyond its static properties, such as charge, magnetic moments, or form factors. The nucleon response to an incident electromagnetic field is parameterized in terms of 2 spin-independent (scalar) and 4 spin-dependent (vector) generalized polarizabilities (GP). In analogy to classical electrodynamics the two scalar GPs represent the induced electric and magnetic dipole polarizability of a medium. For the vector GPs, a classical interpretation is less straightforward. They are derived from a multipole expansion of the VCS amplitude. This thesis describes the first calculation of all GPs within the framework of manifestly Lorentz-invariant baryon chiral perturbation theory. Because of the comparatively large number of diagrams - 100 one-loop diagrams need to be calculated - several computer programs were developed dealing with different aspects of Feynman diagram calculations. One can distinguish between two areas of development, the first concerning the algebraic manipulations of large expressions, and the second dealing with numerical instabilities in the calculation of one-loop integrals. In this thesis we describe our approach using Mathematica and FORM for algebraic tasks, and C for the numerical evaluations. We use our results for real Compton scattering to fix the two unknown low-energy constants emerging at fourth order. Furthermore, we present the results for the differential cross sections and the generalized polarizabilities of VCS off the proton.

Color/kinematic duality, double copies and scalar matrix models

In questa tesi presentiamo una descrizione autoconsistente della dualità Colore/Cinematica nelle teorie di gauge e al processo di Double Copy. Particolare attenzione viene data all'approccio alla dualità con il formalismo di cono-luce, in quanto semplifica notevolmente sia il calcolo sia l'interpretazione fisica: vengono indagati i settori duale e self-duale per poi passare al modello di Chalmers e Siegel per l'estensione alla teoria generale. Proponiamo quindi uno Scalar Matrix Model, che può essere un buon modello per generare ampiezze ottenibili da una Double Copy `inversa', e ne studiamo un'eventuale dualità a la Colore/Cinematica. Vengono illustrati alcuni casi particolari di rottura spontanea di simmetria. In appendice riportiamo un notebook di Mathematica per il calcolo di ampiezze tree level di puro gauge, utile per i calcoli necessari allo studio della dualità.

Photo- und Elektropionproduktion in chiraler effektiver Feldtheorie

In der vorliegenden Arbeit werden Photopionproduktion (PPP) und Elektropionproduktion (EPP) im Rahmen der manifest lorentzinvarianten baryonischen chiralen Störungstheorie untersucht. Dabei werden zwei verschiedene Ansätze verfolgt. Zum einen wird eine Rechnung auf Einschleifenniveau bis zur chiralen Ordnung O(q^4) mit Pionen und Nukleonen als Freiheitsgrade durchgeführt, um die Energieabhängigkeit der Reaktionen über einen möglichst großen Bereich zu beschreiben. Um die Abhängigkeit von der Photonvirtualität in der EPP zu verbessern, werden zum anderen in einer zweiten Rechnung Vektormesonen in die Theorie einbezogen. Diese Rechnung wird bis zur chiralen Ordnung O(q^3) auf Einschleifenniveau durchgeführt. rnrnVon den vier physikalischen Prozessen in PPP und EPP sind nur drei experimentell zugänglich. Untersucht werden diese Reaktionen an mehreren verschiedenen Anlagen, z.B. in Mainz, Bonn oder Saskatoon. Die dort gewonnenen Daten werden hier verwendet, um die Grenzen der chiralen Störungstheorie auszuloten. rnrnDiese Arbeit stellt die erste, vollständige, manifest lorentzinvariante Rechnung in O(q^4) für PPP und EPP, und die erste jemals durchgeführte Rechnung mit Vektormesonen als Freiheitsgrade für diesen Prozess, dar. Neben der Berechnung der physikalischen Observablen wird auch eine Partialwellenzerlegung durchgeführt und die wichtigsten Multipole untersucht. Diese lassen sich aus den gewonnenen Amplituden extrahieren und bieten eine gute Möglichkeit das Nukleon und Resonanzen zu untersuchen. rnrnUm das Matrixelement für die Prozesse berechnen zu können, wurden verschiedene Routinen für das Computeralgebrasystem Mathematica entwickelt, da die Anzahl der zu bestimmenden Diagramme sehr groß ist. Für die Multipolzerlegung werden zwei verschiedene Programme verwendet. Zum einen das bereits existierende Programm XMAID, welches für diese Arbeit entsprechend modifiziert wurde. Zum anderen wurden vergleichbare Routinen für Mathematica entwickelt. Am Ende der Analysen werden die verschiedenen Rechnungen bezüglich ihrer Anwendbarkeit auf PPP und EPP verglichen.

Valutazione della rigidezza progressiva di una sospensione posteriore motociclistica

Compilazione di un foglio di calcolo per lo studio ed il monitoraggio delle sospensioni posteriori progressive. I risultati del foglio di calcolo sono stati le curve di rigidezza progressiva e l'osservazione della loro variazione indotta dalla modifica di alcuni parametri di funzionamento; si comprende come reagisce la sospensione ad un diverso set-up.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Un modello di asset allocation strategica

La tesi affronta il problema di Finanza Matematica dell'asset allocation strategica che consiste nel processo di ripartizione ottimale delle risorse tra diverse attività finanziarie presenti su un mercato. Sulla base della teoria di Harry Markowitz, attraverso passaggi matematici rigorosi si costruisce un portafoglio che risponde a dei requisiti di efficienza in termini di rapporto rischio-rendimento. Vengono inoltre forniti esempi di applicazione elaborati attraverso il software Mathematica.

Metodi di Fourier per la valutazione dei derivati finanziari

Questa tesi affronta uno dei principali argomenti trattati dalla finanza matematica: la determinazione del prezzo dei derivati finanziari. Esistono diversi metodi per trattare questo tema, ma in particolare vengono illustrati i metodi che usano la trasformata di Fourier. Questi ultimi infatti ci permettono di sostituire il calcolo dell'attesa condizionata scontata, con il calcolo dell'integrale della trasformata di Fourier, in quanto la funzione caratteristica, cioè la trasformata di Fourier della funzione densità, è più trattabile rispetto alla funzione densità stessa. Vengono in primo luogo analizzate alcune importanti formule di valutazione e successivamente implementate, attraverso il software Mathematica. I modelli di riferimento utilizzati per l'implementazione sono il modello di Black-Scholes e il modello di Merton.

SNA--a toolbox for the stoichiometric analysis of metabolic networks

BACKGROUND: Despite recent algorithmic and conceptual progress, the stoichiometric network analysis of large metabolic models remains a computationally challenging problem. RESULTS: SNA is a interactive, high performance toolbox for analysing the possible steady state behaviour of metabolic networks by computing the generating and elementary vectors of their flux and conversions cones. It also supports analysing the steady states by linear programming. The toolbox is implemented mainly in Mathematica and returns numerically exact results. It is available under an open source license from: http://bioinformatics.org/project/?group_id=546. CONCLUSION: Thanks to its performance and modular design, SNA is demonstrably useful in analysing genome scale metabolic networks. Further, the integration into Mathematica provides a very flexible environment for the subsequent analysis and interpretation of the results.

Computer algebra for x-ray spectral reconstruction between 6 and 25 MV

A previously presented algorithm for the reconstruction of bremsstrahlung spectra from transmission data has been implemented into MATHEMATICA. Spectra vectorial algebra has been used to solve the matrix system A * F = T. The new implementation has been tested by reconstructing photon spectra from transmission data acquired in narrow beam conditions, for nominal energies of 6, 15, and 25 MV. The results were in excellent agreement with the original calculations. Our implementation has the advantage to be based on a well-tested mathematical kernel. Furthermore it offers a comfortable user interface.