Liquid-liquid equilibria in binary solutions formed by [Pyridinium-Derived][F4B] ionic liquids and alkanols:new experimental data and validation of a multiparametric model for correlating LLE data

[EN]Experimental solubility data are presented for a set of binary systems composed of ionic liquids (IL) derived from pyridium, with the tetrafluoroborate anion, and normal alcohols ranging from ethanol to decanol, in the temperature interval of 275 420 K, at atmospheric pressure. For each case, the miscibility curve and the upper critical solubility temperature (UCST) values are presented. The effects of the ILs on the behavior of solutions with alkanols are analyzed, paying special attention to the pyridine derivatives, and considering a series of structural characteristics of the compounds involved.

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.

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.

A soft-tetramer model for diblock copolymer melts: structure formation and geometric characterization

The ability of block copolymers to spontaneously self-assemble into a variety of ordered nano-structures not only makes them a scientifically interesting system for the investigation of order-disorder phase transitions, but also offers a wide range of nano-technological applications. The architecture of a diblock is the most simple among the block copolymer systems, hence it is often used as a model system in both experiment and theory. We introduce a new soft-tetramer model for efficient computer simulations of diblock copolymer melts. The instantaneous non-spherical shape of polymer chains in molten state is incorporated by modeling each of the two blocks as two soft spheres. The interactions between the spheres are modeled in a way that the diblock melt tends to microphase separate with decreasing temperature. Using Monte Carlo simulations, we determine the equilibrium structures at variable values of the two relevant control parameters, the diblock composition and the incompatibility of unlike components. The simplicity of the model allows us to scan the control parameter space in a completeness that has not been reached in previous molecular simulations.The resulting phase diagram shows clear similarities with the phase diagram found in experiments. Moreover, we show that structural details of block copolymer chains can be reproduced by our simple model.We develop a novel method for the identification of the observed diblock copolymer mesophases that formalizes the usual approach of direct visual observation,using the characteristic geometry of the structures. A cluster analysis algorithm is used to determine clusters of each component of the diblock, and the number and shape of the clusters can be used to determine the mesophase.We also employ methods from integral geometry for the identification of mesophases and compare their usefulness to the cluster analysis approach.To probe the properties of our model in confinement, we perform molecular dynamics simulations of atomistic polyethylene melts confined between graphite surfaces. The results from these simulations are used as an input for an iterative coarse-graining procedure that yields a surface interaction potential for the soft-tetramer model. Using the interaction potential derived in that way, we perform an initial study on the behavior of the soft-tetramer model in confinement. Comparing with experimental studies, we find that our model can reflect basic features of confined diblock copolymer melts.

Multidimensional item response theory models with general and specific latent traits for ordinal data

The aim of the thesis is to propose a Bayesian estimation through Markov chain Monte Carlo of multidimensional item response theory models for graded responses with complex structures and correlated traits. In particular, this work focuses on the multiunidimensional and the additive underlying latent structures, considering that the first one is widely used and represents a classical approach in multidimensional item response analysis, while the second one is able to reflect the complexity of real interactions between items and respondents. A simulation study is conducted to evaluate the parameter recovery for the proposed models under different conditions (sample size, test and subtest length, number of response categories, and correlation structure). The results show that the parameter recovery is particularly sensitive to the sample size, due to the model complexity and the high number of parameters to be estimated. For a sufficiently large sample size the parameters of the multiunidimensional and additive graded response models are well reproduced. The results are also affected by the trade-off between the number of items constituting the test and the number of item categories. An application of the proposed models on response data collected to investigate Romagna and San Marino residents' perceptions and attitudes towards the tourism industry is also presented.

Comparison of Model Chemistry and Density Functional Theory Thermochemical Predictions with Experiment for Formation of Ionic Clusters of the Ammonium Cation Complexed with Water and Ammonia; Atmospheric Implications

The G2, G3, CBS-QB3, and CBS-APNO model chemistry methods and the B3LYP, B3P86, mPW1PW, and PBE1PBE density functional theory (DFT) methods have been used to calculate ΔH° and ΔG° values for ionic clusters of the ammonium ion complexed with water and ammonia. Results for the clusters NH4+(NH3)n and NH4+(H2O)n, where n = 1−4, are reported in this paper and compared against experimental values. Agreement with the experimental values for ΔH° and ΔG° for formation of NH4+(NH3)n clusters is excellent. Comparison between experiment and theory for formation of the NH4+(H2O)n clusters is quite good considering the uncertainty in the experimental values. The four DFT methods yield excellent agreement with experiment and the model chemistry methods when the aug-cc-pVTZ basis set is used for energetic calculations and the 6-31G* basis set is used for geometries and frequencies. On the basis of these results, we predict that all ions in the lower troposphere will be saturated with at least one complete first hydration shell of water molecules.

Homing of placenta-derived mesenchymal stem cells after perinatal intracerebral transplantation in a rat model

The aim of this study is to assess early homing of placenta-derived stem cells after perinatal intracerebral transplantation in rats.

Effects of local continuous release of brain derived neurotrophic factor (BDNF) on peripheral nerve regeneration in a rat model

The purpose of this study was to evaluate the effect of continuously released BDNF on peripheral nerve regeneration in a rat model. Initial in vitro evaluation of calcium alginate prolonged-release-capsules (PRC) proved a consistent release of BDNF for a minimum of 8 weeks. In vivo, a worst case scenario was created by surgical removal of a 20-mm section of the sciatic nerve of the rat. Twenty-four autologous fascia tubes were filled with calcium alginate spheres and sutured to the epineurium of both nerve ends. The animals were divided into 3 groups. In group 1, the fascial tube contained plain calcium alginate spheres. In groups 2 and 3, the fascial tube contained calcium alginate spheres with BDNF alone or BDNF stabilized with bovine serum albumin, respectively. The autocannibalization of the operated extremity was clinically assessed and documented in 12 additional rats. The regeneration was evaluated histologically at 4 weeks and 10 weeks in a blinded manner. The length of nerve fibers and the numbers of axons formed in the tube was measured. Over a 10-week period, axons have grown significantly faster in groups 2 and 3 with continuously released BDNF compared to the control. The rats treated with BDNF (groups 2 and 3) demonstrated significantly less autocannibalization than the control group (group 1). These results suggest that BDNF may not only stimulate faster peripheral nerve regeneration provided there is an ideal, biodegradable continuous delivery system but that it significantly reduces the neuropathic pain in the rat model.

FUNCTIONAL PRINCIPAL COMPONENTS MODEL FOR HIGH-DIMENSIONAL BRAIN IMAGING

We establish a fundamental equivalence between singular value decomposition (SVD) and functional principal components analysis (FPCA) models. The constructive relationship allows to deploy the numerical efficiency of SVD to fully estimate the components of FPCA, even for extremely high-dimensional functional objects, such as brain images. As an example, a functional mixed effect model is fitted to high-resolution morphometric (RAVENS) images. The main directions of morphometric variation in brain volumes are identified and discussed.