Non-Linear Pricing in Imperfectly Competitive Markets

This thesis is dedicated to the analysis of non-linear pricing in oligopoly. Non-linear pricing is a fairly predominant practice in most real markets, mostly characterized by some amount of competition. The sophistication of pricing practices has increased in the latest decades due to the technological advances that have allowed companies to gather more and more data on consumers preferences. The first essay of the thesis highlights the main characteristics of oligopolistic non-linear pricing. Non-linear pricing is a special case of price discrimination. The theory of price discrimination has to be modified in presence of oligopoly: in particular, a crucial role is played by the competitive externality that implies that product differentiation is closely related to the possibility of discriminating. The essay reviews the theory of competitive non-linear pricing by starting from its foundations, mechanism design under common agency. The different approaches to model non-linear pricing are then reviewed. In particular, the difference between price and quantity competition is highlighted. Finally, the close link between non-linear pricing and the recent developments in the theory of vertical differentiation is explored. The second essay shows how the effects of non-linear pricing are determined by the relationship between the demand and the technological structure of the market. The chapter focuses on a model in which firms supply a homogeneous product in two different sizes. Information about consumers' reservation prices is incomplete and the production technology is characterized by size economies. The model provides insights on the size of the products that one finds in the market. Four equilibrium regions are identified depending on the relative intensity of size economies with respect to consumers' evaluation of the good. Regions for which the product is supplied in a single unit or in several different sizes or in only a very large one. Both the private and social desirability of non-linear pricing varies across different equilibrium regions. The third essay considers the broadband internet market. Non discriminatory issues seem the core of the recent debate on the opportunity or not of regulating the internet. One of the main questions posed is whether the telecom companies, owning the networks constituting the internet, should be allowed to offer quality-contingent contracts to content providers. The aim of this essay is to analyze the issue through a stylized two-sided market model of the web that highlights the effects of such a discrimination over quality, prices and participation to the internet of providers and final users. An overall welfare comparison is proposed, concluding that the final effects of regulation crucially depend on both the technology and preferences of agents.

Application-oriented Mixed Integer Non-Linear Programming

In the most recent years there is a renovate interest for Mixed Integer Non-Linear Programming (MINLP) problems. This can be explained for different reasons: (i) the performance of solvers handling non-linear constraints was largely improved; (ii) the awareness that most of the applications from the real-world can be modeled as an MINLP problem; (iii) the challenging nature of this very general class of problems. It is well-known that MINLP problems are NP-hard because they are the generalization of MILP problems, which are NP-hard themselves. However, MINLPs are, in general, also hard to solve in practice. We address to non-convex MINLPs, i.e. having non-convex continuous relaxations: the presence of non-convexities in the model makes these problems usually even harder to solve. The aim of this Ph.D. thesis is to give a flavor of different possible approaches that one can study to attack MINLP problems with non-convexities, with a special attention to real-world problems. In Part 1 of the thesis we introduce the problem and present three special cases of general MINLPs and the most common methods used to solve them. These techniques play a fundamental role in the resolution of general MINLP problems. Then we describe algorithms addressing general MINLPs. Parts 2 and 3 contain the main contributions of the Ph.D. thesis. In particular, in Part 2 four different methods aimed at solving different classes of MINLP problems are presented. Part 3 of the thesis is devoted to real-world applications: two different problems and approaches to MINLPs are presented, namely Scheduling and Unit Commitment for Hydro-Plants and Water Network Design problems. The results show that each of these different methods has advantages and disadvantages. Thus, typically the method to be adopted to solve a real-world problem should be tailored on the characteristics, structure and size of the problem. Part 4 of the thesis consists of a brief review on tools commonly used for general MINLP problems, constituted an integral part of the development of this Ph.D. thesis (especially the use and development of open-source software). We present the main characteristics of solvers for each special case of MINLP.

Non linear application of an in-house finite elements software

Questa tesi si pone come obiettivo l'analisi delle componenti di sollecitazione statica di un serbatoio, in acciaio API 5L X52, sottoposto a carichi di flessione e pressione interna attraverso il programma agli elementi finiti PLCd4, sviluppato presso l'International Center for Numerical Methods in Engineering (CIMNE - Barcelona). Questo tipo di analisi rientra nel progetto europeo ULCF, il cui traguardo è lo studio della fatica a bassissimo numero di cicli per strutture in acciaio. Prima di osservare la struttura completa del serbatoio è stato studiato il comportamento del materiale per implementare all'interno del programma una nuova tipologia di curva che rappresentasse al meglio l'andamento delle tensioni interne. Attraverso il lavoro di preparazione alla tesi è stato inserito all'interno del programma un algoritmo per la distribuzione delle pressioni superficiali sui corpi 3D, successivamente utilizzato per l'analisi della pressione interna nel serbatoio. Sono state effettuate analisi FEM del serbatoio in diverse configurazioni di carico ove si è cercato di modellare al meglio la struttura portante relativa al caso reale di "full scale test". Dal punto di vista analitico i risultati ottenuti sono soddisfacenti in quanto rispecchiano un corretto comportamento del serbatoio in condizioni di pressioni molto elevate e confermano la bontà del programma nell'analisi computazionale.

Non-Linear Analysis and Design of Synchronous Bearingless Multiphase Permanent Magnet Machines and Drives

A two-dimensional model to analyze the distribution of magnetic fields in the airgap of a PM electrical machines is studied. A numerical algorithm for non-linear magnetic analysis of multiphase surface-mounted PM machines with semi-closed slots is developed, based on the equivalent magnetic circuit method. By using a modular structure geometry, whose the basic element can be duplicated, it allows to design whatever typology of windings distribution. In comparison to a FEA, permits a reduction in computing time and to directly changing the values of the parameters in a user interface, without re-designing the model. Output torque and radial forces acting on the moving part of the machine can be calculated. In addition, an analytical model for radial forces calculation in multiphase bearingless Surface-Mounted Permanent Magnet Synchronous Motors (SPMSM) is presented. It allows to predict amplitude and direction of the force, depending on the values of torque current, of levitation current and of rotor position. It is based on the space vectors method, letting the analysis of the machine also during transients. The calculations are conducted by developing the analytical functions in Fourier series, taking all the possible interactions between stator and rotor mmf harmonic components into account and allowing to analyze the effects of electrical and geometrical quantities of the machine, being parametrized. The model is implemented in the design of a control system for bearingless machines, as an accurate electromagnetic model integrated in a three-dimensional mechanical model, where one end of the motor shaft is constrained to simulate the presence of a mechanical bearing, while the other is free, only supported by the radial forces developed in the interactions between magnetic fields, to realize a bearingless system with three degrees of freedom. The complete model represents the design of the experimental system to be realized in the laboratory.

Quantum Integrability in Non-Linear Sigma Models related to Gauge/String Correspondences

The Thermodynamic Bethe Ansatz analysis is carried out for the extended-CP^N class of integrable 2-dimensional Non-Linear Sigma Models related to the low energy limit of the AdS_4xCP^3 type IIA superstring theory. The principal aim of this program is to obtain further non-perturbative consistency check to the S-matrix proposed to describe the scattering processes between the fundamental excitations of the theory by analyzing the structure of the Renormalization Group flow. As a noteworthy byproduct we eventually obtain a novel class of TBA models which fits in the known classification but with several important differences. The TBA framework allows the evaluation of some exact quantities related to the conformal UV limit of the model: effective central charge, conformal dimension of the perturbing operator and field content of the underlying CFT. The knowledge of this physical quantities has led to the possibility of conjecturing a perturbed CFT realization of the integrable models in terms of coset Kac-Moody CFT. The set of numerical tools and programs developed ad hoc to solve the problem at hand is also discussed in some detail with references to the code.

Initial cord blood unit volume affects mononuclear cell and CD34+ cell-processing efficiency in a non-linear fashion

Umbilical cord blood (UCB) is a source of hematopoietic stem cells that initially was used exclusively for the hematopoietic reconstitution of pediatric patients. It is now suggested for use for adults as well, a fact that increases the pressure to obtain units with high cellularity. Therefore, the optimization of UCB processing is a priority.

An integrative transcranial magnetic stimulation mapping technique using non-linear curve fitting

The aim of this study is to develop a new simple method for analyzing one-dimensional transcranial magnetic stimulation (TMS) mapping studies in humans. Motor evoked potentials (MEP) were recorded from the abductor pollicis brevis (APB) muscle during stimulation at nine different positions on the scalp along a line passing through the APB hot spot and the vertex. Non-linear curve fitting according to the Levenberg-Marquardt algorithm was performed on the averaged amplitude values obtained at all points to find the best-fitting symmetrical and asymmetrical peak functions. Several peak functions could be fitted to the experimental data. Across all subjects, a symmetric, bell-shaped curve, the complementary error function (erfc) gave the best results. This function is characterized by three parameters giving its amplitude, position, and width. None of the mathematical functions tested with less or more than three parameters fitted better. The amplitude and position parameters of the erfc were highly correlated with the amplitude at the hot spot and with the location of the center of gravity of the TMS curve. In conclusion, non-linear curve fitting is an accurate method for the mathematical characterization of one-dimensional TMS curves. This is the first method that provides information on amplitude, position and width simultaneously.

An insulin infusion advisory system for type 1 diabetes patients based on non-linear model predictive control methods

In this paper, an Insulin Infusion Advisory System (IIAS) for Type 1 diabetes patients, which use insulin pumps for the Continuous Subcutaneous Insulin Infusion (CSII) is presented. The purpose of the system is to estimate the appropriate insulin infusion rates. The system is based on a Non-Linear Model Predictive Controller (NMPC) which uses a hybrid model. The model comprises a Compartmental Model (CM), which simulates the absorption of the glucose to the blood due to meal intakes, and a Neural Network (NN), which simulates the glucose-insulin kinetics. The NN is a Recurrent NN (RNN) trained with the Real Time Recurrent Learning (RTRL) algorithm. The output of the model consists of short term glucose predictions and provides input to the NMPC, in order for the latter to estimate the optimum insulin infusion rates. For the development and the evaluation of the IIAS, data generated from a Mathematical Model (MM) of a Type 1 diabetes patient have been used. The proposed control strategy is evaluated at multiple meal disturbances, various noise levels and additional time delays. The results indicate that the implemented IIAS is capable of handling multiple meals, which correspond to realistic meal profiles, large noise levels and time delays.

A meta-analysis of cambium phenology and growth: linear and non-linear patterns in conifers of the northern hemisphere

Background and Aims Ongoing global warming has been implicated in shifting phenological patterns such as the timing and duration of the growing season across a wide variety of ecosystems. Linear models are routinely used to extrapolate these observed shifts in phenology into the future and to estimate changes in associated ecosystem properties such as net primary productivity. Yet, in nature, linear relationships may be special cases. Biological processes frequently follow more complex, non-linear patterns according to limiting factors that generate shifts and discontinuities, or contain thresholds beyond which responses change abruptly. This study investigates to what extent cambium phenology is associated with xylem growth and differentiation across conifer species of the northern hemisphere. Methods Xylem cell production is compared with the periods of cambial activity and cell differentiation assessed on a weekly time scale on histological sections of cambium and wood tissue collected from the stems of nine species in Canada and Europe over 1–9 years per site from 1998 to 2011. Key Results The dynamics of xylogenesis were surprisingly homogeneous among conifer species, although dispersions from the average were obviously observed. Within the range analysed, the relationships between the phenological timings were linear, with several slopes showing values close to or not statistically different from 1. The relationships between the phenological timings and cell production were distinctly non-linear, and involved an exponential pattern. Conclusions The trees adjust their phenological timings according to linear patterns. Thus, shifts of one phenological phase are associated with synchronous and comparable shifts of the successive phases. However, small increases in the duration of xylogenesis could correspond to a substantial increase in cell production. The findings suggest that the length of the growing season and the resulting amount of growth could respond differently to changes in environmental conditions.