Monte Carlo simulations of Potts glasses

A complete understanding of the glass transition isstill a challenging problem. Some researchers attributeit to the (hypothetical) occurrence of a static phasetransition, others emphasize the dynamical transitionof mode coupling-theory from an ergodic to a non ergodicstate. A class of disordered spin models has been foundwhich unifies both scenarios. One of these models isthe p-state infinite range Potts glass with p>4, whichexhibits in the thermodynamic limit both a dynamicalphase transition at a temperature T_D, and a static oneat T_0 < T_D. In this model every spins interacts withall the others, irrespective of distance. Interactionsare taken from a Gaussian distribution.In order to understand better its behavior forfinite number N of spins and the approach to thethermodynamic limit, we have performed extensive MonteCarlo simulations of the p=10 Potts glass up to N=2560.The time-dependent spin-autocorrelation function C(t)shows strong finite size effects and it does not showa plateau even for temperatures around the dynamicalcritical temperature T_D. We show that the N-andT-dependence of the relaxation time for T > T_D can beunderstood by means of a dynamical finite size scalingAnsatz.The behavior in the spin glass phase down to atemperature T=0.7 (about 60% of the transitiontemperature) is studied. Well equilibratedconfigurations are obtained with the paralleltempering method, which is also useful for properlyestablishing static properties, such as the orderparameter distribution function P(q). Evidence is givenfor the compatibility with a one step replica symmetrybreaking scenario. The study of the cumulants of theorder parameter does not permit a reliable estimation ofthe static transition temperature. The autocorrelationfunction at low T exhibits a two-step decay, and ascaling behavior typical of supercooled liquids, thetime-temperature superposition principle, is observed. Inthis region the dynamics is governed by Arrheniusrelaxations, with barriers growing like N^{1/2}.We analyzed the single spin dynamics down to temperaturesmuch lower than the dynamical transition temperature. We found strong dynamical heterogeneities, which explainthe non-exponential character of the spin autocorrelationfunction. The spins seem to relax according to dynamicalclusters. The model in three dimensions tends to acquireferromagnetic order for equal concentration of ferro-and antiferromagnetic bonds. The ordering has differentcharacteristics from the pure ferromagnet. The spinglass susceptibility behaves like chi_{SG} proportionalto 1/T in the region where a spin glass is predicted toexist in mean-field. Also the analysis of the cumulantsis consistent with the absence of spin glass orderingat finite temperature. The dynamics shows multi-scalerelaxations if a bimodal distribution of bonds isused. We propose to understand it with a model based onthe local spin configuration. This is consistent with theabsence of plateaus if Gaussian interactions are used.

Analysis and developments of uncertainty processors for real time flood forecasting

The hydrologic risk (and the hydro-geologic one, closely related to it) is, and has always been, a very relevant issue, due to the severe consequences that may be provoked by a flooding or by waters in general in terms of human and economic losses. Floods are natural phenomena, often catastrophic, and cannot be avoided, but their damages can be reduced if they are predicted sufficiently in advance. For this reason, the flood forecasting plays an essential role in the hydro-geological and hydrological risk prevention. Thanks to the development of sophisticated meteorological, hydrologic and hydraulic models, in recent decades the flood forecasting has made a significant progress, nonetheless, models are imperfect, which means that we are still left with a residual uncertainty on what will actually happen. In this thesis, this type of uncertainty is what will be discussed and analyzed. In operational problems, it is possible to affirm that the ultimate aim of forecasting systems is not to reproduce the river behavior, but this is only a means through which reducing the uncertainty associated to what will happen as a consequence of a precipitation event. In other words, the main objective is to assess whether or not preventive interventions should be adopted and which operational strategy may represent the best option. The main problem for a decision maker is to interpret model results and translate them into an effective intervention strategy. To make this possible, it is necessary to clearly define what is meant by uncertainty, since in the literature confusion is often made on this issue. Therefore, the first objective of this thesis is to clarify this concept, starting with a key question: should be the choice of the intervention strategy to adopt based on the evaluation of the model prediction based on its ability to represent the reality or on the evaluation of what actually will happen on the basis of the information given by the model forecast? Once the previous idea is made unambiguous, the other main concern of this work is to develope a tool that can provide an effective decision support, making possible doing objective and realistic risk evaluations. In particular, such tool should be able to provide an uncertainty assessment as accurate as possible. This means primarily three things: it must be able to correctly combine all the available deterministic forecasts, it must assess the probability distribution of the predicted quantity and it must quantify the flooding probability. Furthermore, given that the time to implement prevention strategies is often limited, the flooding probability will have to be linked to the time of occurrence. For this reason, it is necessary to quantify the flooding probability within a horizon time related to that required to implement the intervention strategy and it is also necessary to assess the probability of the flooding time.

Strukturfaktoren, Modenkopplungsgleichungen und Glasübergang molekularer Kristalle

In dieser Arbeit wird der Orientierungsglasübergang ungeordneter, molekularer Kristalle untersucht. Die theoretische Behandlung ist durch die Anisotropie der Einteilchen-Verteilungsfunktion und der Paarfunktionen erschwert. Nimmt man ein starres Gitter, wird der reziproke Raum im Gegenzug auf die 1. Brillouin-Zone eingeschränkt. Der Orientierungsglasübergang wird im Rahmen der Modenkopplungsgleichungen studiert, die dazu hergeleitet werden. Als Modell dienen harte Rotationsellipsoide auf einem starren sc Gitter. Zur Berechnung der statischen tensoriellen Strukturfaktoren wird die Ornstein-Zernike(OZ)-Gleichung molekularer Kristalle abgeleitet und selbstkonsistent zusammen mit der von molekularen Flüssigkeiten übernommenen Percus-Yevick(PY)-Näherung gelöst. Parallel dazu werden die Strukturfaktoren durch MC-Simulationen ermittelt. Die OZ-Gleichung molekularer Kristalle ähnelt der von Flüssigkeiten, direkte und totale Korrelationsfunktion kommen jedoch wegen des starren Gitters nur ohne Konstantanteile in den Winkelvariablen vor, im Gegensatz zur PY-Näherung. Die Anisotropie bringt außerdem einen nichttrivialen Zusatzfaktor. OZ/PY-Strukturfaktoren und MC-Ergebnisse stimmen gut überein. Bei den Matrixelementen der Dichte-Dichte-Korrelationsfunktion gibt es drei Hauptverläufe: oszillatorisch, monoton und unregelmäßig abfallend. Oszillationen gehören zu alternierenden Dichtefluktuationen, führen zu Maxima der Strukturfaktoren am Zonenrand und kommen bei oblaten und genügend breiten prolaten, schwächer auch bei dünnen, nicht zu langen prolaten Ellipsoiden vor. Der exponentielle monotone Abfall kommt bei allen Ellipsoiden vor und führt zu Maxima der Strukturfaktoren in der Zonenmitte, was die Tendenz zu nematischer Ordnung zeigt. Die OZ/PY-Theorie ist durch divergierende Maxima der Strukturfaktoren begrenzt. Bei den Modenkopplungsgleichungen molekularer Kristalle zeigt sich eine große Ähnlichkeit mit denen molekularer Flüssigkeiten, jedoch spielen auf einem starrem Gitter nur die Matrixelemente mit l,l' > 0 eine Rolle und es finden Umklapps von reziproken Vektoren statt. Die Anisotropie bringt auch hier nichtkonstante Zusatzfaktoren ins Spiel. Bis auf flache oblate Ellipsoide wird die Modenkopplungs-Glaslinie von der Divergenz der Strukturfaktoren bestimmt. Für sehr lange Ellipsoide müssen die Strukturfaktoren zur Divergenz hin extrapoliert werden. Daher treibt nicht der Orientierungskäfigeffekt den Glasübergang, sondern Fluktuationen an einer Phasengrenze. Nahe der Kugelform ist keine zuverlässige Glasline festlegbar. Die eingefrorenen kritischen Dichte-Dichte-Korrelatoren haben nur in wenigen Fällen die Oszillationen der statischen Korrelatoren. Der monotone Abfall bleibt dagegen für lange Zeiten meist erhalten. Folglich haben die kritischen Modenkopplungs-Nichtergodizitätsparameter abgeschwächte Maxima in der Zonenmitte, während die Maxima am Zonenrand meist verschwunden sind. Die normierten Nichtergodizitätsparameter zeigen eine Fülle von Verläufen, besonders tiefer im Glas.

Comparing Different Approaches for Clustering Categorical Data

There are different ways to do cluster analysis of categorical data in the literature and the choice among them is strongly related to the aim of the researcher, if we do not take into account time and economical constraints. Main approaches for clustering are usually distinguished into model-based and distance-based methods: the former assume that objects belonging to the same class are similar in the sense that their observed values come from the same probability distribution, whose parameters are unknown and need to be estimated; the latter evaluate distances among objects by a defined dissimilarity measure and, basing on it, allocate units to the closest group. In clustering, one may be interested in the classification of similar objects into groups, and one may be interested in finding observations that come from the same true homogeneous distribution. But do both of these aims lead to the same clustering? And how good are clustering methods designed to fulfil one of these aims in terms of the other? In order to answer, two approaches, namely a latent class model (mixture of multinomial distributions) and a partition around medoids one, are evaluated and compared by Adjusted Rand Index, Average Silhouette Width and Pearson-Gamma indexes in a fairly wide simulation study. Simulation outcomes are plotted in bi-dimensional graphs via Multidimensional Scaling; size of points is proportional to the number of points that overlap and different colours are used according to the cluster membership.

Geometric and Combinatorial Aspects of NonEquilibrium Statistical Mechanics

Non-Equilibrium Statistical Mechanics is a broad subject. Grossly speaking, it deals with systems which have not yet relaxed to an equilibrium state, or else with systems which are in a steady non-equilibrium state, or with more general situations. They are characterized by external forcing and internal fluxes, resulting in a net production of entropy which quantifies dissipation and the extent by which, by the Second Law of Thermodynamics, time-reversal invariance is broken. In this thesis we discuss some of the mathematical structures involved with generic discrete-state-space non-equilibrium systems, that we depict with networks in all analogous to electrical networks. We define suitable observables and derive their linear regime relationships, we discuss a duality between external and internal observables that reverses the role of the system and of the environment, we show that network observables serve as constraints for a derivation of the minimum entropy production principle. We dwell on deep combinatorial aspects regarding linear response determinants, which are related to spanning tree polynomials in graph theory, and we give a geometrical interpretation of observables in terms of Wilson loops of a connection and gauge degrees of freedom. We specialize the formalism to continuous-time Markov chains, we give a physical interpretation for observables in terms of locally detailed balanced rates, we prove many variants of the fluctuation theorem, and show that a well-known expression for the entropy production due to Schnakenberg descends from considerations of gauge invariance, where the gauge symmetry is related to the freedom in the choice of a prior probability distribution. As an additional topic of geometrical flavor related to continuous-time Markov chains, we discuss the Fisher-Rao geometry of nonequilibrium decay modes, showing that the Fisher matrix contains information about many aspects of non-equilibrium behavior, including non-equilibrium phase transitions and superposition of modes. We establish a sort of statistical equivalence principle and discuss the behavior of the Fisher matrix under time-reversal. To conclude, we propose that geometry and combinatorics might greatly increase our understanding of nonequilibrium phenomena.

Morphology and charge transport in conjugated polymers

To assist rational compound design of organic semiconductors, two problems need to be addressed. First, the material morphology has to be known at an atomistic level. Second, with the morphology at hand, an appropriate charge transport model needs to be developed in order to link charge carrier mobility to structure.rnrnThe former can be addressed by generating atomistic morphologies using molecular dynamics simulations. However, the accessible range of time- and length-scales is limited. To overcome these limitations, systematic coarse-graining methods can be used. In the first part of the thesis, the Versatile Object-oriented Toolkit for Coarse-graining Applications is introduced, which provides a platform for the implementation of coarse-graining methods. Tools to perform Boltzmann inversion, iterative Boltzmann inversion, inverse Monte Carlo, and force-matching are available and have been tested on a set of model systems (water, methanol, propane and a single hexane chain). Advantages and problems of each specific method are discussed.rnrnIn partially disordered systems, the second issue is closely connected to constructing appropriate diabatic states between which charge transfer occurs. In the second part of the thesis, the description initially used for small conjugated molecules is extended to conjugated polymers. Here, charge transport is modeled by introducing conjugated segments on which charge carriers are localized. Inter-chain transport is then treated within a high temperature non-adiabatic Marcus theory while an adiabatic rate expression is used for intra-chain transport. The charge dynamics is simulated using the kinetic Monte Carlo method.rnrnThe entire framework is finally employed to establish a relation between the morphology and the charge mobility of the neutral and doped states of polypyrrole, a conjugated polymer. It is shown that for short oligomers, charge carrier mobility is insensitive to the orientational molecular ordering and is determined by the threshold transfer integral which connects percolating clusters of molecules that form interconnected networks. The value of this transfer integral can be related to the radial distribution function. Hence, charge mobility is mainly determined by the local molecular packing and is independent of the global morphology, at least in such a non-crystalline state of a polymer.

Spatial and temporal characterisation of ground deformation recorded by geodetic techniques

A critical point in the analysis of ground displacements time series is the development of data driven methods that allow the different sources that generate the observed displacements to be discerned and characterised. A widely used multivariate statistical technique is the Principal Component Analysis (PCA), which allows reducing the dimensionality of the data space maintaining most of the variance of the dataset explained. Anyway, PCA does not perform well in finding the solution to the so-called Blind Source Separation (BSS) problem, i.e. in recovering and separating the original sources that generated the observed data. This is mainly due to the assumptions on which PCA relies: it looks for a new Euclidean space where the projected data are uncorrelated. The Independent Component Analysis (ICA) is a popular technique adopted to approach this problem. However, the independence condition is not easy to impose, and it is often necessary to introduce some approximations. To work around this problem, I use a variational bayesian ICA (vbICA) method, which models the probability density function (pdf) of each source signal using a mix of Gaussian distributions. This technique allows for more flexibility in the description of the pdf of the sources, giving a more reliable estimate of them. Here I present the application of the vbICA technique to GPS position time series. First, I use vbICA on synthetic data that simulate a seismic cycle (interseismic + coseismic + postseismic + seasonal + noise) and a volcanic source, and I study the ability of the algorithm to recover the original (known) sources of deformation. Secondly, I apply vbICA to different tectonically active scenarios, such as the 2009 L'Aquila (central Italy) earthquake, the 2012 Emilia (northern Italy) seismic sequence, and the 2006 Guerrero (Mexico) Slow Slip Event (SSE).

Measurement of ttbar production differential cross section at \sqrt{s}=8 TeV at ATLAS

Top quark studies play an important role in the physics program of the Large Hadron Collider (LHC). The energy and luminosity reached allow the acquisition of a large amount of data especially in kinematic regions never studied before. In this thesis is presented the measurement of the ttbar production differential cross section on data collected by ATLAS in 2012 in proton proton collisions at \sqrt{s} = 8 TeV, corresponding to an integrated luminosity of 20.3 fb^{−1}. The measurement is performed for ttbar events in the semileptonic channel where the hadronically decaying top quark has a transverse momentum above 300 GeV. The hadronic top quark decay is reconstructed as a single large radius jet and identified using jet substructure properties. The final differential cross section result has been compared with several theoretical distributions obtaining a discrepancy of about the 25% between data and predictions, depending on the MC generator. Furthermore the kinematic distributions of the ttbar production process are very sensitive to the choice of the parton distribution function (PDF) set used in the simulations and could provide constraints on gluons PDF. In particular in this thesis is performed a systematic study on the PDF of the protons, varying several PDF sets and checking which one better describes the experimental distributions. The boosted techniques applied in this measurement will be fundamental in the next data taking at \sqrt{s}=13 TeV when will be produced a large amount of heavy particles with high momentum.

Atmospheric and climate effects of biomass burning using different injection heights

Inspired by the need for a representation of the biomass burning emissions injection height in the ECHAM/MESSy Atmospheric Chemistry model (EMAC)

Numerical analysis of the relation between interactions and structure in a molecular fluid

Coarse graining is a popular technique used in physics to speed up the computer simulation of molecular fluids. An essential part of this technique is a method that solves the inverse problem of determining the interaction potential or its parameters from the given structural data. Due to discrepancies between model and reality, the potential is not unique, such that stability of such method and its convergence to a meaningful solution are issues.rnrnIn this work, we investigate empirically whether coarse graining can be improved by applying the theory of inverse problems from applied mathematics. In particular, we use the singular value analysis to reveal the weak interaction parameters, that have a negligible influence on the structure of the fluid and which cause non-uniqueness of the solution. Further, we apply a regularizing Levenberg-Marquardt method, which is stable against the mentioned discrepancies. Then, we compare it to the existing physical methods - the Iterative Boltzmann Inversion and the Inverse Monte Carlo method, which are fast and well adapted to the problem, but sometimes have convergence problems.rnrnFrom analysis of the Iterative Boltzmann Inversion, we elaborate a meaningful approximation of the structure and use it to derive a modification of the Levenberg-Marquardt method. We engage the latter for reconstruction of the interaction parameters from experimental data for liquid argon and nitrogen. We show that the modified method is stable, convergent and fast. Further, the singular value analysis of the structure and its approximation allows to determine the crucial interaction parameters, that is, to simplify the modeling of interactions. Therefore, our results build a rigorous bridge between the inverse problem from physics and the powerful solution tools from mathematics. rn

Action-based dynamical models of the Fornax dwarf spheroidal galaxy

Il lavoro presentato in questa Tesi si basa sul calcolo di modelli dinamici per Galassie Sferoidali Nane studiando il problema mediante l'utilizzo di funzioni di distribuzione. Si è trattato un tipo di funzioni di distribuzione, "Action-Based distribution functions", le quali sono funzioni delle sole variabili azione. Fornax è stata descritta con un'appropriata funzione di distribuzione e il problema della costruzione di modelli dinamici è stato affrontato assumendo sia un alone di materia oscura con distribuzione di densità costante nelle regioni interne sia un alone con cuspide. Per semplicità è stata assunta simmetria sferica e non è stato calcolato esplicitamente il potenziale gravitazionale della componente stellare (le stelle sono traccianti in un potenziale gravitazionale fissato). Tramite un diretto confronto con alcune osservabili, quali il profilo di densità stellare proiettata e il profilo di dispersione di velocità lungo la linea di vista, sono stati trovati alcuni modelli rappresentativi della dinamica di Fornax. Modelli calcolati tramite funzioni di distribuzione basati su azioni permettono di determinare in maniera autoconsistente profili di anisotropia. Tutti i modelli calcolati sono caratterizzati dal possedere un profilo di anisotropia con forte anisotropia tangenziale. Sono state poi comparate le stime di materia oscura di questi modelli con i più comuni e usati stimatori di massa in letteratura. E stato inoltre stimato il rapporto tra la massa totale del sistema (componente stellare e materia oscura) e la componente stellare di Fornax, entro 1600 pc ed entro i 3 kpc. Come esplorazione preliminare, in questo lavoro abbiamo anche presentato anche alcuni esempi di modelli sferici a due componenti in cui il campo gravitazionale è determinato dall'autogravità delle stelle e da un potenziale esterno che rappresenta l'alone di materia oscura.

A probabilistic approach to classify the levee reliability

This work aims to evaluate the reliability of these levee systems, calculating the probability of “failure” of determined levee stretches under different loads, using probabilistic methods that take into account the fragility curves obtained through the Monte Carlo Method. For this study overtopping and piping are considered as failure mechanisms (since these are the most frequent) and the major levee system of the Po River with a primary focus on the section between Piacenza and Cremona, in the lower-middle area of the Padana Plain, is analysed. The novelty of this approach is to check the reliability of individual embankment stretches, not just a single section, while taking into account the variability of the levee system geometry from one stretch to another. This work takes also into consideration, for each levee stretch analysed, a probability distribution of the load variables involved in the definition of the fragility curves, where it is influenced by the differences in the topography and morphology of the riverbed along the sectional depth analysed as it pertains to the levee system in its entirety. A type of classification is proposed, for both failure mechanisms, to give an indication of the reliability of the levee system based of the information obtained by the fragility curve analysis. To accomplish this work, an hydraulic model has been developed where a 500-year flood is modelled to determinate the residual hazard value of failure for each stretch of levee near the corresponding water depth, then comparing the results with the obtained classifications. This work has the additional the aim of acting as an interface between the world of Applied Geology and Environmental Hydraulic Engineering where a strong collaboration is needed between the two professions to resolve and improve the estimation of hydraulic risk.

A Cox Model for Biostatistics of the Future

Professor Sir David R. Cox (DRC) is widely acknowledged as among the most important scientists of the second half of the twentieth century. He inherited the mantle of statistical science from Pearson and Fisher, advanced their ideas, and translated statistical theory into practice so as to forever change the application of statistics in many fields, but especially biology and medicine. The logistic and proportional hazards models he substantially developed, are arguably among the most influential biostatistical methods in current practice. This paper looks forward over the period from DRC's 80th to 90th birthdays, to speculate about the future of biostatistics, drawing lessons from DRC's contributions along the way. We consider "Cox's model" of biostatistics, an approach to statistical science that: formulates scientific questions or quantities in terms of parameters gamma in probability models f(y; gamma) that represent in a parsimonious fashion, the underlying scientific mechanisms (Cox, 1997); partition the parameters gamma = theta, eta into a subset of interest theta and other "nuisance parameters" eta necessary to complete the probability distribution (Cox and Hinkley, 1974); develops methods of inference about the scientific quantities that depend as little as possible upon the nuisance parameters (Barndorff-Nielsen and Cox, 1989); and thinks critically about the appropriate conditional distribution on which to base infrences. We briefly review exciting biomedical and public health challenges that are capable of driving statistical developments in the next decade. We discuss the statistical models and model-based inferences central to the CM approach, contrasting them with computationally-intensive strategies for prediction and inference advocated by Breiman and others (e.g. Breiman, 2001) and to more traditional design-based methods of inference (Fisher, 1935). We discuss the hierarchical (multi-level) model as an example of the future challanges and opportunities for model-based inference. We then consider the role of conditional inference, a second key element of the CM. Recent examples from genetics are used to illustrate these ideas. Finally, the paper examines causal inference and statistical computing, two other topics we believe will be central to biostatistics research and practice in the coming decade. Throughout the paper, we attempt to indicate how DRC's work and the "Cox Model" have set a standard of excellence to which all can aspire in the future.

Locally Efficient Estimation in Censored Data Models: Theory and Examples

In many applications the observed data can be viewed as a censored high dimensional full data random variable X. By the curve of dimensionality it is typically not possible to construct estimators that are asymptotically efficient at every probability distribution in a semiparametric censored data model of such a high dimensional censored data structure. We provide a general method for construction of one-step estimators that are efficient at a chosen submodel of the full-data model, are still well behaved off this submodel and can be chosen to always improve on a given initial estimator. These one-step estimators rely on good estimators of the censoring mechanism and thus will require a parametric or semiparametric model for the censoring mechanism. We present a general theorem that provides a template for proving the desired asymptotic results. We illustrate the general one-step estimation methods by constructing locally efficient one-step estimators of marginal distributions and regression parameters with right-censored data, current status data and bivariate right-censored data, in all models allowing the presence of time-dependent covariates. The conditions of the asymptotics theorem are rigorously verified in one of the examples and the key condition of the general theorem is verified for all examples.

Data Quality Assessment of Ungated Flow Cytometry Data in High

Background: The recent development of semi-automated techniques for staining and analyzing flow cytometry samples has presented new challenges. Quality control and quality assessment are critical when developing new high throughput technologies and their associated information services. Our experience suggests that significant bottlenecks remain in the development of high throughput flow cytometry methods for data analysis and display. Especially, data quality control and quality assessment are crucial steps in processing and analyzing high throughput flow cytometry data. Methods: We propose a variety of graphical exploratory data analytic tools for exploring ungated flow cytometry data. We have implemented a number of specialized functions and methods in the Bioconductor package rflowcyt. We demonstrate the use of these approaches by investigating two independent sets of high throughput flow cytometry data. Results: We found that graphical representations can reveal substantial non-biological differences in samples. Empirical Cumulative Distribution Function and summary scatterplots were especially useful in the rapid identification of problems not identified by manual review. Conclusions: Graphical exploratory data analytic tools are quick and useful means of assessing data quality. We propose that the described visualizations should be used as quality assessment tools and where possible, be used for quality control.