Improving CAS Capabilities: New Rules for Computing Improper Integrals

There are diferent applications in Engineering that require to compute improper integrals of the first kind (integrals defined on an unbounded domain) such as: the work required to move an object from the surface of the earth to in nity (Kynetic Energy), the electric potential created by a charged sphere, the probability density function or the cumulative distribution function in Probability Theory, the values of the Gamma Functions(wich useful to compute the Beta Function used to compute trigonometrical integrals), Laplace and Fourier Transforms (very useful, for example in Differential Equations).

On Some Unifications Arising from the MIMO Rician Shadowed Model

This paper shows that the proposed Rician shadowed model for multi-antenna communications allows for the unification of a wide set of models, both for multiple-input multiple-output (MIMO) and single- input single-output (SISO) communications. The MIMO Rayleigh and MIMO Rician can be deduced from the MIMO Rician shadowed, and so their SISO counterparts. Other more general SISO models, besides the Rician shadowed, are included in the model, such as the κ-μ, and its recent generalization, the κ-μ shadowed model. Moreover, the SISO η-μ and Nakagami-q models are also included in the MIMO Rician shadowed model. The literature already presents the probability density function (pdf) of the Rician shadowed Gram channel matrix in terms of the well-known gamma- Wishart distribution. We here derive its moment generating function in a tractable form. Closed- form expressions for the cumulative distribution function and the pdf of the maximum eigenvalue are also carried out.

Essays on employment / education, investment in education and student achievement

Méthodologie: Modèle de régression quantile de variable instrumentale pour données de Panel utilisant la fonction de production partielle

A Unified Model for XVA, including Interest Rates and Rating

We start in Chapter 2 to investigate linear matrix-valued SDEs and the Itô-stochastic Magnus expansion. The Itô-stochastic Magnus expansion provides an efficient numerical scheme to solve matrix-valued SDEs. We show convergence of the expansion up to a stopping time τ and provide an asymptotic estimate of the cumulative distribution function of τ. Moreover, we show how to apply it to solve SPDEs with one and two spatial dimensions by combining it with the method of lines with high accuracy. We will see that the Magnus expansion allows us to use GPU techniques leading to major performance improvements compared to a standard Euler-Maruyama scheme. In Chapter 3, we study a short-rate model in a Cox-Ingersoll-Ross (CIR) framework for negative interest rates. We define the short rate as the difference of two independent CIR processes and add a deterministic shift to guarantee a perfect fit to the market term structure. We show how to use the Gram-Charlier expansion to efficiently calibrate the model to the market swaption surface and price Bermudan swaptions with good accuracy. We are taking two different perspectives for rating transition modelling. In Section 4.4, we study inhomogeneous continuous-time Markov chains (ICTMC) as a candidate for a rating model with deterministic rating transitions. We extend this model by taking a Lie group perspective in Section 4.5, to allow for stochastic rating transitions. In both cases, we will compare the most popular choices for a change of measure technique and show how to efficiently calibrate both models to the available historical rating data and market default probabilities. At the very end, we apply the techniques shown in this thesis to minimize the collateral-inclusive Credit/ Debit Valuation Adjustments under the constraint of small collateral postings by using a collateral account dependent on rating trigger.

Modelli di diffusion MRI avanzati per lo studio microstrutturale del cervello

La quantificazione non invasiva delle caratteristiche microstrutturali del cervello, utilizzando la diffusion MRI (dMRI), è diventato un campo sempre più interessante e complesso negli ultimi due decenni. Attualmente la dMRI è l’unica tecnica che permette di sondare le proprietà diffusive dell’acqua, in vivo, grazie alla quale è possibile inferire informazioni su scala mesoscopica, scala in cui si manifestano le prime alterazioni di malattie neurodegenerative, da tale tipo di dettaglio è potenzialmente possibile sviluppare dei biomarcatori specifici per le fasi iniziali di malattie neurodegenerative. L’evoluzione hardware degli scanner clinici, hanno permesso lo sviluppo di modelli di dMRI avanzati basati su acquisizioni multi shell, i quali permettono di ovviare alle limitazioni della Diffusion Tensor Imaging, in particolare tali modelli permettono una migliore ricostruzione trattografica dei fasci di sostanza bianca, grazie ad un’accurata stima della Orientation Distribution Function e la stima quantitativa di parametri che hanno permesso di raggiungere una miglior comprensione della microstruttura della sostanza bianca e delle sue eventuali deviazioni dalla norma. L’identificazione di biomarcatori sensibili alle prime alterazioni microstrutturali delle malattie neurodegenerative è uno degli obbiettivi principali di tali modelli, in quanto consentirebbero una diagnosi precoce e di conseguenza un trattamento terapeutico tempestivo prima di una significante perdità cellulare. La trattazione è suddivisa in una prima parte di descrizione delle nozioni fisiche di base della dMRI, dell’imaging del tensore di diffusione e le relative limitazioni, ed in una seconda parte dove sono analizzati tre modelli avanzati di dMRI: Diffusion Kurtosis Imaging, Neurite Orientation Dispersion and Density Imaging e Multi Shell Multi Tissue Constrained Spherical Deconvolution. L'obiettivo della trattazione è quello di offrire una panoramica sulle potenzialità di tali modelli.

Automatic classification of stellar orbits in axisymmetric potentials

Within the classification of orbits in axisymmetric stellar systems, we present a new algorithm able to automatically classify the orbits according to their nature. The algorithm involves the application of the correlation integral method to the surface of section of the orbit; fitting the cumulative distribution function built with the consequents in the surface of section of the orbit, we can obtain the value of its logarithmic slope m which is directly related to the orbit’s nature: for slopes m ≈ 1 we expect the orbit to be regular, for slopes m ≈ 2 we expect it to be chaotic. With this method we have a fast and reliable way to classify orbits and, furthermore, we provide an analytical expression of the probability that an orbit is regular or chaotic given the logarithmic slope m of its correlation integral. Although this method works statistically well, the underlying algorithm can fail in some cases, misclassifying individual orbits under some peculiar circumstances. The performance of the algorithm benefits from a rich sampling of the traces of the SoS, which can be obtained with long numerical integration of orbits. Finally we note that the algorithm does not differentiate between the subtypes of regular orbits: resonantly trapped and untrapped orbits. Such distinction would be a useful feature, which we leave for future work. Since the result of the analysis is a probability linked to a Gaussian distribution, for the very definition of distribution, some orbits even if they have a certain nature are classified as belonging to the opposite class and create the probabilistic tails of the distribution. So while the method produces fair statistical results, it lacks in absolute classification precision.

Stellar mass loss from the Fornax dwarf spheroidal galaxy

Dwarf galaxies often experience gravitational interactions from more massive companions. These interactions can deform galaxies, turn star formation on or off, or give rise to mass loss phenomena. In this thesis work we propose to study, through N-body simulations, the stellar mass loss suffered by the dwarf spheroid galaxy (dSph) Fornax orbiting in the Milky Way gravitational potential. Which is a key phenomenon to explain the mass budget problem: the Fornax globular clusters together have a stellar mass comparable to that of Fornax itself. If we look at the stellar populations which they are made of and we apply the scenarios of stellar population formation we find that, originally, they must have been >= 5 times more massive. For this reason, they must have lost or ejected stars through dynamic interactions. However, as presented in Larsen et al (2012), field stars alone are not sufficient to explain this scenario. We may assume that some of those stars fell into Fornax, and later were stripped by Milky Way. In order to study this solution we built several illustrative single component simulations, with a tabulated density model using the P07ecc orbit studied from Battaglia et al (2015). To divide the single component into stellar and dark matter components we have defined a posterior the probability function P(E), where E is the initial energy distribution of the particles. By associating each particle with a fraction of stellar mass and dark matter. In this way we built stellar density profiles without repeating simulations. We applied the method to Fornax using the profile density tables obtained in Pascale et al (2018) as observational constraints and to build the model. The results confirm the results previously obtained with less flexible models by Battaglia et al (2015). They show a stellar mass loss < 4% within 1.6 kpc and negligible within 3 kpc, too small to solve the mass budget problem.

Galaxy distribution and evolution around a sample of 2dF groups

Context. We study galaxy evolution and spatial patterns in the surroundings of a sample of 2dF groups. Aims. Our aim is to find evidence of galaxy evolution and clustering out to 10 times the virial radius of the groups and so redefine their properties according to the spatial patterns in the fields and relate them to galaxy evolution. Methods. Group members and interlopers were redefined after the identification of gaps in the redshift distribution. We then used exploratory spatial statistics based on the the second moment of the Ripley function to probe the anisotropy in the galaxy distribution around the groups. Results. We found an important anticorrelation between anisotropy around groups and the fraction of early-type galaxies in these fields. Our results illustrate how the dynamical state of galaxy groups can be ascertained by the systematic study of their neighborhoods. This is an important achievement, since the correct estimate of the extent to which galaxies are affected by the group environment and follow large-scale filamentary structure is relevant to understanding the process of galaxy clustering and evolution in the Universe.

The Fornax spectroscopic survey I. Survey strategy and preliminary results on the redshift distribution of a complete sample of stars and galaxies

The Fornax Spectroscopic Survey will use the Two degree Field spectrograph (2dF) of the Angle-Australian Telescope to obtain spectra for a complete sample of all 14000 objects with 16.5 less than or equal to b(j) less than or equal to 19.7 in a 12 square degree area centred on the Fornax Cluster. The aims of this project include the study of dwarf galaxies in the cluster (both known low surface brightness objects and putative normal surface brightness dwarfs) and a comparison sample of background field galaxies. We will also measure quasars and other active galaxies, any previously unrecognised compact galaxies and a large sample of Galactic stars. By selecting all objects-both stars and galaxies-independent of morphology, we cover a much larger range of surface brightness and scale size than previous surveys. In this paper we first describe the design of the survey. Our targets are selected from UK Schmidt Telescope sky survey plates digitised by the Automated Plate Measuring (APM) facility. We then describe the photometric and astrometric calibration of these data and show that the APM astrometry is accurate enough for use with the 2dF. We also describe a general approach to object identification using cross-correlations which allows us to identify and classify both stellar and galaxy spectra. We present results from the first 2dF field. Redshift distributions and velocity structures are shown for all observed objects in the direction of Fornax, including Galactic stars? galaxies in and around the Fornax Cluster, and for the background galaxy population. The velocity data for the stars show the contributions from the different Galactic components, plus a small tail to high velocities. We find no galaxies in the foreground to the cluster in our 2dF field. The Fornax Cluster is clearly defined kinematically. The mean velocity from the 26 cluster members having reliable redshifts is 1560 +/- 80 km s(-1). They show a velocity dispersion of 380 +/- 50 km s(-1). Large-scale structure can be traced behind the cluster to a redshift beyond z = 0.3. Background compact galaxies and low surface brightness galaxies are found to follow the general galaxy distribution.

Ultracompact dwarf galaxies in the Fornax Cluster

By utilizing the large multiplexing advantage of the Two-degree Field spectrograph on the Anglo-Australian Telescope, we have been able to obtain a complete spectroscopic sample of all objects in a predefined magnitude range, 16.5 < b(j) < 19.7 regardless of morphology, in an area toward the center of the Fornax Cluster of galaxies. Among the unresolved or marginally resolved targets, we have found five objects that are actually at the redshift of the Fornax Cluster; i.e., they are extremely compact dwarf galaxies or extremely large star clusters. All five have absorption-line spectra. With intrinsic sizes of less than 1.1 HWHM (corresponding to approximately 100 pc at the distance of the cluster), they are more compact and significantly less luminous than other known compact dwarf galaxies, yet much brighter than any globular cluster. In this paper we present new ground-based optical observations of these enigmatic objects. In addition to having extremely high central surface brightnesses, these objects show no evidence of any surrounding low surface brightness envelopes down to much fainter limits than is the case for, e.g., nucleated dwarf elliptical galaxies. Thus, if they are not merely the stripped remains of some other type of galaxy, then they appear to have properties unlike any previously known type of stellar system.

Galaxy threshing and ultra-compact dwarfs in the Fornax cluster

We have discovered a new type of galaxy in the Fornax Cluster: 'ultra-compact' dwarfs (UCDs). The UCDs are unresolved in ground-based imaging and have spectra typical of old stellar systems. Although the UCDs resemble overgrown globular clusters, based on VLT UVES echelle spectroscopy, they appear to be dynamically distinct systems with higher internal velocity dispersions and M/L ratios for a given luminosity than Milky Way or M31 globulars. Our preferred explanation for their origin is that they are the remnant nuclei of dwarf elliptical galaxies which have been tidally stripped, or 'threshed' by repeated encounters with the central cluster galaxy, NGC1399. If correct, then tidal stripping of nucleated dwarfs to form UCDs may, over a Hubble time, be an important source of the plentiful globular cluster population in the halo of NGC1399, and, by implication, other cD galaxies. In this picture, the dwarf elliptical halo contents, up to 99% of the original dwarf luminosity, contribute a significant fraction of the populations of intergalactic stars, globulars, and gas in galaxy clusters.

Chemical evolution of the Galactic bulge as traced by microlensed dwarf and subgiant stars IV. Two bulge populations

Based on high-resolution (R approximate to 42 000 to 48 000) and high signal-to-noise (S/N approximate to 50 to 150) spectra obtained with UVES/VLT, we present detailed elemental abundances (O, Na, Mg, Al, Si, Ca, Ti, Cr, Fe, Ni, Zn, Y, and Ba) and stellar ages for 12 new microlensed dwarf and subgiant stars in the Galactic bulge. Including previous microlensing events, the sample of homogeneously analysed bulge dwarfs has now grown to 26. The analysis is based on equivalent width measurements and standard 1-D LTE MARCS model stellar atmospheres. We also present NLTE Li abundances based on line synthesis of the (7)Li line at 670.8 nm. The results from the 26 microlensed dwarf and subgiant stars show that the bulge metallicity distribution (MDF) is double-peaked; one peak at [Fe/H] approximate to -0.6 and one at [Fe/H] approximate to +0.3, and with a dearth of stars around solar metallicity. This is in contrast to the MDF derived from red giants in Baade's window, which peaks at this exact value. A simple significance test shows that it is extremely unlikely to have such a gap in the microlensed dwarf star MDF if the dwarf stars are drawn from the giant star MDF. To resolve this issue we discuss several possibilities, but we can not settle on a conclusive solution for the observed differences. We further find that the metal-poor bulge dwarf stars are predominantly old with ages greater than 10 Gyr, while the metal-rich bulge dwarf stars show a wide range of ages. The metal-poor bulge sample is very similar to the Galactic thick disk in terms of average metallicity, elemental abundance trends, and stellar ages. Speculatively, the metal-rich bulge population might be the manifestation of the inner thin disk. If so, the two bulge populations could support the recent findings, based on kinematics, that there are no signatures of a classical bulge and that the Milky Way is a pure-disk galaxy. Also, recent claims of a flat IMF in the bulge based on the MDF of giant stars may have to be revised based on the MDF and abundance trends probed by our microlensed dwarf stars.

Confronting dark energy models using galaxy cluster number counts

The mass function of cluster-size halos and their redshift distribution are computed for 12 distinct accelerating cosmological scenarios and confronted to the predictions of the conventional flat Lambda CDM model. The comparison with Lambda CDM is performed by a two-step process. First, we determine the free parameters of all models through a joint analysis involving the latest cosmological data, using supernovae type Ia, the cosmic microwave background shift parameter, and baryon acoustic oscillations. Apart from a braneworld inspired cosmology, it is found that the derived Hubble relation of the remaining models reproduces the Lambda CDM results approximately with the same degree of statistical confidence. Second, in order to attempt to distinguish the different dark energy models from the expectations of Lambda CDM, we analyze the predicted cluster-size halo redshift distribution on the basis of two future cluster surveys: (i) an X-ray survey based on the eROSITA satellite, and (ii) a Sunayev-Zeldovich survey based on the South Pole Telescope. As a result, we find that the predictions of 8 out of 12 dark energy models can be clearly distinguished from the Lambda CDM cosmology, while the predictions of 4 models are statistically equivalent to those of the Lambda CDM model, as far as the expected cluster mass function and redshift distribution are concerned. The present analysis suggests that such a technique appears to be very competitive to independent tests probing the late time evolution of the Universe and the associated dark energy effects.

High surface brightness dwarf galaxies in the Fornax cluster

We describe a search for compact dwarf galaxies in the Fornax cluster using the FLAIR spectrograph on the UK Schmidt Telescope. We measured radial velocities of 453 compact galaxies brighter than B-T approximate to 17.3 and found seven new compact dwarf cluster members that were not classified in previous surveys as members of the cluster. These are amongst the most compact, high surface brightness dwarf galaxies known. The inclusion of these galaxies in the cluster does not change the total luminosity function significantly, but they are important because of their extreme nature; one in particular appears to be a dwarf spiral. Three of the new dwarfs have strong emission lines and we identify them as blue compact dwarfs (BCDs), doubling the number of confirmed BCDs in the cluster. We also determined that none of the compact dwarf elliptical (M32-like) candidates is in the cluster, down to an absolute magnitude M-B = -13.2. We have investigated the claim of Irwin et al. that there is no strong relation between surface brightness and magnitude for the cluster members and find some support for this for the brighter galaxies (B-T < 17.3), but fainter galaxies still need to be measured.