Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Elastic Propagation in random media: applications to the imaging of volcano structures

High-frequency seismograms contain features that reflect the random inhomogeneities of the earth. In this work I use an imaging method to locate the high contrast small- scale heterogeneity respect to the background earth medium. This method was first introduced by Nishigami (1991) and than applied to different volcanic and tectonically active areas (Nishigami, 1997, Nishigami, 2000, Nishigami, 2006). The scattering imaging method is applied to two volcanic areas: Campi Flegrei and Mt. Vesuvius. Volcanic and seismological active areas are often characterized by complex velocity structures, due to the presence of rocks with different elastic properties. I introduce some modifications to the original method in order to make it suitable for small and highly complex media. In particular, for very complex media the single scattering approximation assumed by Nishigami (1991) is not applicable as the mean free path becomes short. The multiple scattering or diffusive approximation become closer to the reality. In this thesis, differently from the ordinary Nishigami’s method (Nishigami, 1991), I use the mean of the recorded coda envelope as reference curve and calculate the variations from this average envelope. In this way I implicitly do not assume any particular scattering regime for the "average" scattered radiation, whereas I consider the variations as due to waves that are singularly scattered from the strongest heterogeneities. The imaging method is applied to a relatively small area (20 x 20 km), this choice being justified by the small length of the analyzed codas of the low magnitude earthquakes. I apply the unmodified Nishigami’s method to the volcanic area of Campi Flegrei and compare the results with the other tomographies done in the same area. The scattering images, obtained with frequency waves around 18 Hz, show the presence of high scatterers in correspondence with the submerged caldera rim in the southern part of the Pozzuoli bay. Strong scattering is also found below the Solfatara crater, characterized by the presence of densely fractured, fluid-filled rocks and by a strong thermal anomaly. The modified Nishigami’s technique is applied to the Mt. Vesuvius area. Results show a low scattering area just below the central cone and a high scattering area around it. The high scattering zone seems to be due to the contrast between the high rigidity body located beneath the crater and the low rigidity materials located around it. The central low scattering area overlaps the hydrothermal reservoirs located below the central cone. An interpretation of the results in terms of geological properties of the medium is also supplied, aiming to find a correspondence of the scattering properties and the geological nature of the material. A complementary result reported in this thesis is that the strong heterogeneity of the volcanic medium create a phenomenon called "coda localization". It has been verified that the shape of the seismograms recorded from the stations located at the top of the volcanic edifice of Mt. Vesuvius is different from the shape of the seismograms recorded at the bottom. This behavior is justified by the consideration that the coda energy is not uniformly distributed within a region surrounding the source for great lapse time.

Partial discharge in power distribution electrical systems: pulse propagation models and detection optimization

Investigation on impulsive signals, originated from Partial Discharge (PD) phenomena, represents an effective tool for preventing electric failures in High Voltage (HV) and Medium Voltage (MV) systems. The determination of both sensors and instruments bandwidths is the key to achieve meaningful measurements, that is to say, obtaining the maximum Signal-To-Noise Ratio (SNR). The optimum bandwidth depends on the characteristics of the system under test, which can be often represented as a transmission line characterized by signal attenuation and dispersion phenomena. It is therefore necessary to develop both models and techniques which can characterize accurately the PD propagation mechanisms in each system and work out the frequency characteristics of the PD pulses at detection point, in order to design proper sensors able to carry out PD measurement on-line with maximum SNR. Analytical models will be devised in order to predict PD propagation in MV apparatuses. Furthermore, simulation tools will be used where complex geometries make analytical models to be unfeasible. In particular, PD propagation in MV cables, transformers and switchgears will be investigated, taking into account both irradiated and conducted signals associated to PD events, in order to design proper sensors.

Geological and Structural evolution of the Eurasia Africa plate boundary in the Gulf of Cadiz Central Eastern Atlantic Sea.

Iberia Africa plate boundary, cross, roughly W-E, connecting the eastern Atlantic Ocean from Azores triple junction to the Continental margin of Morocco. Relative movement between the two plate change along the boundary, from transtensive near the Azores archipelago, through trascurrent movement in the middle at the Gloria Fracture Zone, to transpressive in the Gulf of Cadiz area. This study presents the results of geophysical and geological analysis on the plate boundary area offshore Gibraltar. The main topic is to clarify the geodynamic evolution of this area from Oligocene to Quaternary. Recent studies have shown that the new plate boundary is represented by a 600 km long set of aligned, dextral trascurrent faults (the SWIM lineaments) connecting the Gloria fault to the Riff orogene. The western termination of these lineaments crosscuts the Gibraltar accretionary prism and seems to reach the Moroccan continental shelf. In the past two years newly acquired bathymetric data collected in the Moroccan offshore permit to enlighten the present position of the eastern portion of the plate boundary, previously thought to be a diffuse plate boundary. The plate boundary evolution, from the onset of compression in the Oligocene to the Late Pliocene activation of trascurrent structures, is not yet well constrained. The review of available seismics lines, gravity and bathymetric data, together with the analysis of new acquired bathymetric and high resolution seismic data offshore Morocco, allows to understand how the deformation acted at lithospheric scale under the compressive regime. Lithospheric folding in the area is suggested, and a new conceptual model is proposed for the propagation of the deformation acting in the brittle crust during this process. Our results show that lithospheric folding, both in oceanic and thinned continental crust, produced large wavelength synclines bounded by short wavelength, top thrust, anticlines. Two of these anticlines are located in the Gulf of Cadiz, and are represented by the Gorringe Ridge and Coral Patch seamounts. Lithospheric folding probably interacted with the Monchique – Madeira hotspot during the 72 Ma to Recent, NNE – SSW transit. Plume related volcanism is for the first time described on top of the Coral Patch seamount, where nine volcanoes are found by means of bathymetric data. 40Ar-39Ar age of 31.4±1.98 Ma are measured from one rock sample of one of these volcanoes. Analysis on biogenic samples show how the Coral Patch act as a starved offshore seamount since the Chattian. We proposed that compression stress formed lithospheric scale structures playing as a reserved lane for the upwelling of mantle material during the hotspot transit. The interaction between lithospheric folding and the hotspot emplacement can be also responsible for the irregularly spacing, and anomalous alignments, of individual islands and seamounts belonging to the Monchique - Madeira hotspot.

Investigation on the Navigation Anomaly of Pioneer 10 and 11 probes

The present work consists of the investigation of the navigation of Pioneer 10 and 11 probes becoming known as the “Pioneer Anomaly”: the trajectories followed by the spacecrafts did not match the ones retrieved with standard navigation software. Mismatching appeared as a linear drift in the Doppler data received by the spacecrafts, which has been ascribed to a constant sunward acceleration of about 8.5×10-10 m/s2. The study presented hereafter tries to find a convincing explanation to this discrepancy. The research is based on the analysis of Doppler tracking data through the ODP (Orbit Determination Program), developed by NASA/JPL. The method can be summarized as: seek for any kind of physics affecting the dynamics of the spacecraft or the propagation of radiometric data, which may have not been properly taken into account previously, and check whether or not these might rule out the anomaly. A major effort has been put to build a thermal model of the spacecrafts for predicting the force due to anisotropic thermal radiation, since this is a model not natively included in the ODP. Tracking data encompassing more than twenty years of Pioneer 10 interplanetary cruise, plus twelve years of Pioneer 11 have been analyzed in light of the results of the thermal model. Different strategies of orbit determination have been implemented, including single arc, multi arc and stochastic filters, and their performance compared. Orbital solutions have been obtained without the needing of any acceleration other than the thermal recoil one indicating it as the responsible for the observed linear drift in the Doppler residuals. As a further support to this we checked that inclusion of additional constant acceleration as does not improve the quality of orbital solutions. All the tests performed lead to the conclusion that no anomalous acceleration is acting on Pioneers spacecrafts.

Measurement of the ZZ production cross section and limits on anomalous neutral triple gauge couplings with ATLAS

The main work of this thesis concerns the measurement of the production cross section using LHC 2011 data collected at a center-of-mass energy equal to 7 TeV by the ATLAS detector and resulting in a total integrated luminosity of 4.6 inverse fb. The ZZ total cross section is finally compared with the NLO prediction calculated with modern Monte Carlo generators. In addition, the three differential distributions (∆φ(l,l), ZpT and M4l) are shown unfolded back to the underlying distributions using a Bayesian iterative algorithm. Finally, the transverse momentum of the leading Z is used to provide limits on anoumalus triple gauge couplings forbidden in the Standard Model.

Fatigue Crack Propagation in Pressurized metallic Fuselages

On the basis of well-known literature, an analytical tool named LEAF (Linear Elastic Analysis of Fracture) was developed to predict the Damage Tolerance (DT) proprieties of aeronautical stiffened panels. The tool is based on the linear elastic fracture mechanics and the displacement compatibility method. By means of LEAF, an extensive parametric analysis of stiffened panels, representative of typical aeronautical constructions, was performed to provide meaningful design guidelines. The effects of riveted, integral and adhesively bonded stringers on the fatigue crack propagation performances of stiffened panels were investigated, as well as the crack retarder contribution using metallic straps (named doublers) bonded in the middle of the stringers bays. The effect of both perfectly bonded and partially debonded doublers was investigated as well. Adhesively bonded stiffeners showed the best DT properties in comparison with riveted and integral ones. A great reduction of the skin crack growth propagation rate can be achieved with the adoption of additional doublers bonded between the stringers.

Influence of defects and disorder on anomalous Hall effect and spin Seebeck effect on permalloy and Heusler compounds

In dieser Arbeit wurden dünne Schichten von Heusler-Verbindungen hergestellt und auf ihre Transporteigenschaften hin untersucht.rnDer Anomale Hall-Effekt (AHE) ist dabei von besonderem Interesse. Er ist ein seit langer Zeit bekannter, jedoch noch nicht vollständig verstandener Transport-Effekt. Die meisten Veröffentlichungen theoretischer Arbeiten konzentrieren sich auf den Einfluss eines bestimmten Beitrags zum AHE. Tatsächlich gemessene experimentelle Daten können jedoch oft nicht in Einklang mit idealisierten Annahmen gebracht werden. rnDie vorliegende Arbeit diskutiert die Ergebnisse, welche aus Messungen von Materialien mit niedrigem Restwiderstand erhalten wurden. rnrnAls prototypische Materialien wurden hier hyphenation Heusler-Verbindungen untersucht. Als Material mit einer komplexen Topologie der Fermi-Fläche zeichnet sich dort der Einfluss von Defekten und der Unordnung der Kristallstruktur deutlich ab.rnrnDurch Verwendung von Filmen mit unterschiedlichem Grad der Unordnung können verschiedene Streumechanismen unterschieden werden. Für Co$_{2}$FeSi$_{0.6}$Al$_{0.4}$ and Co$_{2}$FeGa$_{0.5}$Ge$_{0.5}$ zeigt sich ein positiver AHE bei einer Unordnung vom Typ B2 und bei einer induzierten temperaturabh"angigen Streuung, wo hingegen eine Typ DO$_{3}$-Unordnung zusammen mit anderen möglichen intrinsischen Beiträgen einen negativen Effekt hervorruft.rnrnDarüber hinaus wurden die magneto-optische Kerr-Effekte (MOKE) dieser Verbindungen untersucht. Hierfür wurden Beiträge erster Ordnung als Funktion der intrinsischen und extrinsischen Parameter qualitativ analysiert. Auf den Einfluss der kristallinen Ordnung auf Beiträge zweiter Ordnung des MOKE-Signals wird ebenfalls eingegangen.rnrnDes Weiteren wurden dünne Schichten der Heusler-Verbindung Co$_{2}$MnAl auf MgO- und Si-Subs-traten (beide (100)) mit Hochfrequenz-Mag-netron-Sputtern erzeugt. Die zusammensetzung sowie die magnetischen und Transport-Eigenschaften wurden hinsichtlich unterschiedlicher Abscheidebedingungen systematisch untersucht.rnrnInsbesondere zeigt der AHE-Widerstand ein außerordentliches temperaturunabhängiges Verhalten in einem Bereich moderater Magnetfeldstärken von 0 bis 0.6,T. Hierf"ur wurde der nicht-diagonale Transport bei Temperaturen bis zu 300,$^{circ}$C analysiert. Die Daten zeigen die Eignung des Materials für Hall-Sensoren auch oberhalb der Raumtemperatur.rnrnJüngst wurde der Spin Seebeck-Effekt (SSE) entdeckt. Der Effekt aus dem Bereich der Spin-Kaloritronik erzeugt eine Spin-Spannung'' aufgrund eines Temperaturgradienten in magnetischen Materialien. Hier werden vorläufige Messungen des SSE in Ni$_{80}$Fe$_{20}$ und in Heusler-Verbindungen präsentiert.rn

Effect of Laser Shock Peening on Fatigue Crack Propagation of Aeronautical Structures

Laser Shock Peening (LSP) is a surface enhancement treatment which induces a significant layer of beneficial compressive residual stresses up to several mm underneath the surface of metal components in order to improve the detrimental effects of crack growth behavior rate in it. The aim of this thesis is to predict the crack growth behavior of thin Aluminum specimens with one or more LSP stripes defining a compressive residual stress area. The LSP treatment has been applied as crack retardation stripes perpendicular to the crack growing direction, with the objective of slowing down the crack when approaching the LSP patterns. Different finite element approaches have been implemented to predict the residual stress field left by the laser treatment, mostly by means of the commercial software Abaqus/Explicit. The Afgrow software has been used to predict the crack growth behavior of the component following the laser peening treatment and to detect the improvement in fatigue life comparing to the specimen baseline. Furthermore, an analytical model has been implemented on the Matlab software to make more accurate predictions on fatigue life of the treated components. An educational internship at the Research and Technologies Germany- Hamburg department of Airbus helped to achieve knowledge and experience to write this thesis. The main tasks of the thesis are the following: -To up to date Literature Survey related to laser shock peening in metallic structures -To validate the FE models developed against experimental measurements at coupon level -To develop design of crack growth slow down in centered and edge cracked tension specimens based on residual stress engineering approach using laser peened patterns transversal to the crack path -To predict crack growth behavior of thin aluminum panels -To validate numerical and analytical results by means of experimental tests.

Hypersonic phonon propagation in mesoscopic systems by Brillouin spectroscopy

Phononic crystals, capable to block or direct the propagation of elastic/acoustic waves, have attracted increasing interdisciplinary interest across condensed matter physics and materials science. As of today, no generalized full description of elastic wave propagation in phononic structures is available, mainly due to the large number of variables determining the band diagram. Therefore, this thesis aims for a deeper understanding of the fundamental concepts governing wave propagation in mesoscopic structures by investigation of appropriate model systems. The phononic dispersion relation at hypersonic frequencies is directly investigated by the non-destructive technique of high-resolution spontaneous Brillouin light scattering (BLS) combined with computational methods. Due to the vector nature of the elastic wave propagation, we first studied the hypersonic band structure of hybrid superlattices. These 1D phononic crystals composed of alternating layers of hard and soft materials feature large Bragg gaps. BLS spectra are sensitive probes of the moduli, photo-elastic constants and structural parameters of the constituent components. Engineering of the band structure can be realized by introduction of defects. Here, cavity layers are employed to launch additional modes that modify the dispersion of the undisturbed superlattice, with extraordinary implications to the band gap region. Density of states calculations in conjunction with the associated deformation allow for unambiguous identication of surface and cavity modes, as well as their interaction with adjacent defects. Next, the role of local resonances in phononic systems is explored in 3D structures based on colloidal particles. In turbid media BLS records the particle vibration spectrum comprising resonant modes due to the spatial confinement of elastic energy. Here, the frequency and lineshapes of the particle eigenmodes are discussed as function of increased interaction and departure from spherical symmetry. The latter is realized by uniaxial stretching of polystyrene spheres, that can be aligned in an alternating electric field. The resulting spheroidal crystals clearly exhibit anisotropic phononic properties. Establishing reliable predictions of acoustic wave propagation, necessary to advance, e.g., optomechanics and phononic devices is the ultimate aim of this thesis.