A new method for decision making in multi-objective optimization problems

Many engineering sectors are challenged by multi-objective optimization problems. Even if the idea behind these problems is simple and well established, the implementation of any procedure to solve them is not a trivial task. The use of evolutionary algorithms to find candidate solutions is widespread. Usually they supply a discrete picture of the non-dominated solutions, a Pareto set. Although it is very interesting to know the non-dominated solutions, an additional criterion is needed to select one solution to be deployed. To better support the design process, this paper presents a new method of solving non-linear multi-objective optimization problems by adding a control function that will guide the optimization process over the Pareto set that does not need to be found explicitly. The proposed methodology differs from the classical methods that combine the objective functions in a single scale, and is based on a unique run of non-linear single-objective optimizers.

A GIS based model for solving the planar Huff problem considering different demand distributions and forbidden regions

[EN] In this paper, we have used Geographical Information Systems (GIS) to solve the planar Huff problem considering different demand distributions and forbidden regions. Most of the papers connected with the competitive location problems consider that the demand is aggregated in a finite set of points. In other few cases, the models suppose that the demand is distributed along the feasible region according to a functional form, mainly a uniform distribution. In this case, in addition to the discrete and uniform demand distributions we have considered that the demand is represented by a population surface model, that is, a raster map where each pixel has associated a value corresponding to the population living in the area that it covers...

Maximum principle, mean value operators and quasi boundedness in non-euclidean settings

This work deals with some classes of linear second order partial differential operators with non-negative characteristic form and underlying non- Euclidean structures. These structures are determined by families of locally Lipschitz-continuous vector fields in RN, generating metric spaces of Carnot- Carath´eodory type. The Carnot-Carath´eodory metric related to a family {Xj}j=1,...,m is the control distance obtained by minimizing the time needed to go from two points along piecewise trajectories of vector fields. We are mainly interested in the causes in which a Sobolev-type inequality holds with respect to the X-gradient, and/or the X-control distance is Doubling with respect to the Lebesgue measure in RN. This study is divided into three parts (each corresponding to a chapter), and the subject of each one is a class of operators that includes the class of the subsequent one. In the first chapter, after recalling “X-ellipticity” and related concepts introduced by Kogoj and Lanconelli in [KL00], we show a Maximum Principle for linear second order differential operators for which we only assume a Sobolev-type inequality together with a lower terms summability. Adding some crucial hypotheses on measure and on vector fields (Doubling property and Poincar´e inequality), we will be able to obtain some Liouville-type results. This chapter is based on the paper [GL03] by Guti´errez and Lanconelli. In the second chapter we treat some ultraparabolic equations on Lie groups. In this case RN is the support of a Lie group, and moreover we require that vector fields satisfy left invariance. After recalling some results of Cinti [Cin07] about this class of operators and associated potential theory, we prove a scalar convexity for mean-value operators of L-subharmonic functions, where L is our differential operator. In the third chapter we prove a necessary and sufficient condition of regularity, for boundary points, for Dirichlet problem on an open subset of RN related to sub-Laplacian. On a Carnot group we give the essential background for this type of operator, and introduce the notion of “quasi-boundedness”. Then we show the strict relationship between this notion, the fundamental solution of the given operator, and the regularity of the boundary points.

Bayesian Analysis of Linear Inverse Problems with Applications in Economics and Finance

In my PhD thesis I propose a Bayesian nonparametric estimation method for structural econometric models where the functional parameter of interest describes the economic agent's behavior. The structural parameter is characterized as the solution of a functional equation, or by using more technical words, as the solution of an inverse problem that can be either ill-posed or well-posed. From a Bayesian point of view, the parameter of interest is a random function and the solution to the inference problem is the posterior distribution of this parameter. A regular version of the posterior distribution in functional spaces is characterized. However, the infinite dimension of the considered spaces causes a problem of non continuity of the solution and then a problem of inconsistency, from a frequentist point of view, of the posterior distribution (i.e. problem of ill-posedness). The contribution of this essay is to propose new methods to deal with this problem of ill-posedness. The first one consists in adopting a Tikhonov regularization scheme in the construction of the posterior distribution so that I end up with a new object that I call regularized posterior distribution and that I guess it is solution of the inverse problem. The second approach consists in specifying a prior distribution on the parameter of interest of the g-prior type. Then, I detect a class of models for which the prior distribution is able to correct for the ill-posedness also in infinite dimensional problems. I study asymptotic properties of these proposed solutions and I prove that, under some regularity condition satisfied by the true value of the parameter of interest, they are consistent in a "frequentist" sense. Once I have set the general theory, I apply my bayesian nonparametric methodology to different estimation problems. First, I apply this estimator to deconvolution and to hazard rate, density and regression estimation. Then, I consider the estimation of an Instrumental Regression that is useful in micro-econometrics when we have to deal with problems of endogeneity. Finally, I develop an application in finance: I get the bayesian estimator for the equilibrium asset pricing functional by using the Euler equation defined in the Lucas'(1978) tree-type models.

Formulations and Algorithms for Routing Problems

Combinatorial Optimization is a branch of optimization that deals with the problems where the set of feasible solutions is discrete. Routing problem is a well studied branch of Combinatorial Optimization that concerns the process of deciding the best way of visiting the nodes (customers) in a network. Routing problems appear in many real world applications including: Transportation, Telephone or Electronic data Networks. During the years, many solution procedures have been introduced for the solution of different Routing problems. Some of them are based on exact approaches to solve the problems to optimality and some others are based on heuristic or metaheuristic search to find optimal or near optimal solutions. There is also a less studied method, which combines both heuristic and exact approaches to face different problems including those in the Combinatorial Optimization area. The aim of this dissertation is to develop some solution procedures based on the combination of heuristic and Integer Linear Programming (ILP) techniques for some important problems in Routing Optimization. In this approach, given an initial feasible solution to be possibly improved, the method follows a destruct-and-repair paradigm, where the given solution is randomly destroyed (i.e., customers are removed in a random way) and repaired by solving an ILP model, in an attempt to find a new improved solution.

Ein inverses Problem für die degeneriert parabolische Richardsgleichung

In der vorliegenden Arbeit werden zwei physikalischeFließexperimente an Vliesstoffen untersucht, die dazu dienensollen, unbekannte hydraulische Parameter des Materials, wiez. B. die Diffusivitäts- oder Leitfähigkeitsfunktion, ausMeßdaten zu identifizieren. Die physikalische undmathematische Modellierung dieser Experimente führt auf einCauchy-Dirichlet-Problem mit freiem Rand für die degeneriertparabolische Richardsgleichung in derSättigungsformulierung, das sogenannte direkte Problem. Ausder Kenntnis des freien Randes dieses Problems soll dernichtlineare Diffusivitätskoeffizient derDifferentialgleichung rekonstruiert werden. Für diesesinverse Problem stellen wir einOutput-Least-Squares-Funktional auf und verwenden zu dessenMinimierung iterative Regularisierungsverfahren wie dasLevenberg-Marquardt-Verfahren und die IRGN-Methode basierendauf einer Parametrisierung des Koeffizientenraumes durchquadratische B-Splines. Für das direkte Problem beweisen wirunter anderem Existenz und Eindeutigkeit der Lösung desCauchy-Dirichlet-Problems sowie die Existenz des freienRandes. Anschließend führen wir formal die Ableitung desfreien Randes nach dem Koeffizienten, die wir für dasnumerische Rekonstruktionsverfahren benötigen, auf einlinear degeneriert parabolisches Randwertproblem zurück.Wir erläutern die numerische Umsetzung und Implementierungunseres Rekonstruktionsverfahrens und stellen abschließendRekonstruktionsergebnisse bezüglich synthetischer Daten vor.

Aktionenlernen mit Selbstorganisierenden Karten und Reinforcement Learning

Die vorliegende Arbeit beschäftigt sich mit der Entwicklung eines Funktionsapproximators und dessen Verwendung in Verfahren zum Lernen von diskreten und kontinuierlichen Aktionen: 1. Ein allgemeiner Funktionsapproximator – Locally Weighted Interpolating Growing Neural Gas (LWIGNG) – wird auf Basis eines Wachsenden Neuralen Gases (GNG) entwickelt. Die topologische Nachbarschaft in der Neuronenstruktur wird verwendet, um zwischen benachbarten Neuronen zu interpolieren und durch lokale Gewichtung die Approximation zu berechnen. Die Leistungsfähigkeit des Ansatzes, insbesondere in Hinsicht auf sich verändernde Zielfunktionen und sich verändernde Eingabeverteilungen, wird in verschiedenen Experimenten unter Beweis gestellt. 2. Zum Lernen diskreter Aktionen wird das LWIGNG-Verfahren mit Q-Learning zur Q-LWIGNG-Methode verbunden. Dafür muss der zugrunde liegende GNG-Algorithmus abgeändert werden, da die Eingabedaten beim Aktionenlernen eine bestimmte Reihenfolge haben. Q-LWIGNG erzielt sehr gute Ergebnisse beim Stabbalance- und beim Mountain-Car-Problem und gute Ergebnisse beim Acrobot-Problem. 3. Zum Lernen kontinuierlicher Aktionen wird ein REINFORCE-Algorithmus mit LWIGNG zur ReinforceGNG-Methode verbunden. Dabei wird eine Actor-Critic-Architektur eingesetzt, um aus zeitverzögerten Belohnungen zu lernen. LWIGNG approximiert sowohl die Zustands-Wertefunktion als auch die Politik, die in Form von situationsabhängigen Parametern einer Normalverteilung repräsentiert wird. ReinforceGNG wird erfolgreich zum Lernen von Bewegungen für einen simulierten 2-rädrigen Roboter eingesetzt, der einen rollenden Ball unter bestimmten Bedingungen abfangen soll.

The impact of R&D in firm value across Europe

In this thesis the impact of R&D expenditures on firm market value and stock returns is examined. This is performed in a sample of European listed firms for the period 2000-2009. I apply different linear and GMM econometric estimations for testing the impact of R&D on market prices and construct country portfolios based on firms’ R&D expenditure to market capitalization ratio for studying the effect of R&D on stock returns. The results confirm that more innovative firms have a better market valuation,investors consider R&D as an asset that produces long-term benefits for corporations. The impact of R&D on firm value differs across countries. It is significantly modulated by the financial and legal environment where firms operate. Other firm and industry characteristics seem to play a determinant role when investors value R&D. First, only larger firms with lower financial leverage that operate in highly innovative sectors decide to disclose their R&D investment. Second, the markets assign a premium to small firms, which operate in hi-tech sectors compared to larger enterprises for low-tech industries. On the other hand, I provide empirical evidence indicating that generally highly R&D-intensive firms may enhance mispricing problems related to firm valuation. As R&D contributes to the estimation of future stock returns, portfolios that comprise high R&D-intensive stocks may earn significant excess returns compared to the less innovative after controlling for size and book-to-market risk. Further, the most innovative firms are generally more risky in terms of stock volatility but not systematically more risky than low-tech firms. Firms that operate in Continental Europe suffer more mispricing compared to Anglo-Saxon peers but the former are less volatile, other things being equal. The sectors where firms operate are determinant even for the impact of R&D on stock returns; this effect is much stronger in hi-tech industries.

Inverse problems in classical and quantum physics

The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to represent a system in the real world. We study two inverse problems in the fields of classical and quantum physics: QCD condensates from tau-decay data and the inverse conductivity problem. Despite a concentrated effort by physicists extending over many years, an understanding of QCD from first principles continues to be elusive. Fortunately, data continues to appear which provide a rather direct probe of the inner workings of the strong interactions. We use a functional method which allows us to extract within rather general assumptions phenomenological parameters of QCD (the condensates) from a comparison of the time-like experimental data with asymptotic space-like results from theory. The price to be paid for the generality of assumptions is relatively large errors in the values of the extracted parameters. Although we do not claim that our method is superior to other approaches, we hope that our results lend additional confidence to the numerical results obtained with the help of methods based on QCD sum rules. EIT is a technology developed to image the electrical conductivity distribution of a conductive medium. The technique works by performing simultaneous measurements of direct or alternating electric currents and voltages on the boundary of an object. These are the data used by an image reconstruction algorithm to determine the electrical conductivity distribution within the object. In this thesis, two approaches of EIT image reconstruction are proposed. The first is based on reformulating the inverse problem in terms of integral equations. This method uses only a single set of measurements for the reconstruction. The second approach is an algorithm based on linearisation which uses more then one set of measurements. A promising result is that one can qualitatively reconstruct the conductivity inside the cross-section of a human chest. Even though the human volunteer is neither two-dimensional nor circular, such reconstructions can be useful in medical applications: monitoring for lung problems such as accumulating fluid or a collapsed lung and noninvasive monitoring of heart function and blood flow.

Risikomaße in der Finanzmathematik

„Risikomaße in der Finanzmathematik“ Der Value-at -Risk (VaR) ist ein Risikomaß, dessen Verwendung von der Bankenaufsicht gefordert wird. Der Vorteil des VaR liegt – als Quantil der Ertrags- oder Verlustverteilung - vor allem in seiner einfachen Interpretierbarkeit. Nachteilig ist, dass der linke Rand der Wahrscheinlichkeitsverteilung nicht beachtet wird. Darüber hinaus ist die Berechnung des VaR schwierig, da Quantile nicht additiv sind. Der größte Nachteil des VaR ist in der fehlenden Subadditivität zu sehen. Deswegen werden Alternativen wie Expected Shortfall untersucht. In dieser Arbeit werden zunächst finanzielle Risikomaße eingeführt und einige ihre grundlegenden Eigenschaften festgehalten. Wir beschäftigen uns mit verschiedenen parametrischen und nichtparametrischen Methoden zur Ermittlung des VaR, unter anderen mit ihren Vorteilen und Nachteilen. Des Weiteren beschäftigen wir uns mit parametrischen und nichtparametrischen Schätzern vom VaR in diskreter Zeit. Wir stellen Portfoliooptimierungsprobleme im Black Scholes Modell mit beschränktem VaR und mit beschränkter Varianz vor. Der Vorteil des erstens Ansatzes gegenüber dem zweiten wird hier erläutert. Wir lösen Nutzenoptimierungsprobleme in Bezug auf das Endvermögen mit beschränktem VaR und mit beschränkter Varianz. VaR sagt nichts über den darüber hinausgehenden Verlust aus, während dieser von Expected Shortfall berücksichtigt wird. Deswegen verwenden wir hier den Expected Shortfall anstelle des von Emmer, Korn und Klüppelberg (2001) betrachteten Risikomaßes VaR für die Optimierung des Portfolios im Black Scholes Modell.

Iodine speciation in atmospheric aerosols in the marine boundary layer

Iodine chemistry plays an important role in the tropospheric ozone depletion and the new particle formation in the Marine Boundary Layer (MBL). The sources, reaction pathways, and the sinks of iodine are investigated using lab experiments and field observations. The aims of this work are, firstly, to develop analytical methods for iodine measurements of marine aerosol samples especially for iodine speciation in the soluble iodine; secondly, to apply the analytical methods in field collected aerosol samples, and to estimate the characteristics of aerosol iodine in the MBL. Inductively Coupled Plasma – Mass Spectrometry (ICP-MS) was the technique used for iodine measurements. Offline methods using water extraction and Tetra-methyl-ammonium-hydroxide (TMAH) extraction were applied to measure total soluble iodine (TSI) and total insoluble iodine (TII) in the marine aerosol samples. External standard calibration and isotope dilution analysis (IDA) were both conducted for iodine quantification and the limits of detection (LODs) were both 0.1 μg L-1 for TSI and TII measurements. Online couplings of Ion Chromatography (IC)-ICP-MS and Gel electrophoresis (GE)-ICP-MS were both developed for soluble iodine speciation. Anion exchange columns were adopted for IC-ICP-MS systems. Iodide, iodate, and unknown signal(s) were observed in these methods. Iodide and iodate were separated successfully and the LODs were 0.1 and 0.5 μg L-1, respectively. Unknown signals were soluble organic iodine species (SOI) and quantified by the calibration curve of iodide, but not clearly identified and quantified yet. These analytical methods were all applied to the iodine measurements of marine aerosol samples from the worldwide filed campaigns. The TSI and TII concentrations (medians) in PM2.5 were found to be 240.87 pmol m-3 and 105.37 pmol m-3 at Mace Head, west coast of Ireland, as well as 119.10 pmol m-3 and 97.88 pmol m-3 in the cruise campaign over the North Atlantic Ocean, during June – July 2006. Inorganic iodine, namely iodide and iodate, was the minor iodine fraction in both campaigns, accounting for 7.3% (median) and 5.8% (median) in PM2.5 iodine at Mace Head and over the North Atlantic Ocean, respectively. Iodide concentrations were higher than iodate in most of the samples. In the contrast, more than 90% of TSI was SOI and the SOI concentration was correlated significantly with the iodide concentration. The correlation coefficients (R2) were both higher than 0.5 at Mace Head and in the first leg of the cruise. Size fractionated aerosol samples collected by 5 stage Berner impactor cascade sampler showed similar proportions of inorganic and organic iodine. Significant correlations were obtained in the particle size ranges of 0.25 – 0.71 μm and 0.71 – 2.0 μm between SOI and iodide, and better correlations were found in sunny days. TSI and iodide existed mainly in fine particle size range (< 2.0 μm) and iodate resided in coarse range (2.0 – 10 μm). Aerosol iodine was suggested to be related to the primary iodine release in the tidal zone. Natural meteorological conditions such as solar radiation, raining etc were observed to have influence on the aerosol iodine. During the ship campaign over the North Atlantic Ocean (January – February 2007), the TSI concentrations (medians) ranged 35.14 – 60.63 pmol m-3 among the 5 stages. Likewise, SOI was found to be the most abundant iodine fraction in TSI with a median of 98.6%. Significant correlation also presented between SOI and iodide in the size range of 2.0 – 5.9 μm. Higher iodate concentration was again found in the higher particle size range, similar to that at Mace Head. Airmass transport from the biogenic bloom region and the Antarctic ice front sector was observed to play an important role in aerosol iodine enhancement. The TSI concentrations observed along the 30,000 km long cruise round trip from East Asia to Antarctica during November 2005 – March 2006 were much lower than in the other campaigns, with a median of 6.51 pmol m-3. Approximately 70% of the TSI was SOI on average. The abundances of inorganic iodine including iodine and iodide were less than 30% of TSI. The median value of iodide was 1.49 pmol m-3, which was more than four fold higher than that of iodate (median, 0.28 pmol m-3). Spatial variation indicated highest aerosol iodine appearing in the tropical area. Iodine level was considerably lower in coastal Antarctica with the TSI median of 3.22 pmol m-3. However, airmass transport from the ice front sector was correlated with the enhance TSI level, suggesting the unrevealed source of iodine in the polar region. In addition, significant correlation between SOI and iodide was also shown in this campaign. A global distribution in aerosol was shown in the field campaigns in this work. SOI was verified globally ubiquitous due to the presence in the different sampling locations and its high proportion in TSI in the marine aerosols. The correlations between SOI and iodide were obtained not only in different locations but also in different seasons, implying the possible mechanism of iodide production through SOI decomposition. Nevertheless, future studies are needed for improving the current understanding of iodine chemistry in the MBL (e.g. SOI identification and quantification as well as the update modeling involving organic matters).

Thermal fluctuations and boundary conditions in the lattice Boltzmann method

The lattice Boltzmann method is a popular approach for simulating hydrodynamic interactions in soft matter and complex fluids. The solvent is represented on a discrete lattice whose nodes are populated by particle distributions that propagate on the discrete links between the nodes and undergo local collisions. On large length and time scales, the microdynamics leads to a hydrodynamic flow field that satisfies the Navier-Stokes equation. In this thesis, several extensions to the lattice Boltzmann method are developed. In complex fluids, for example suspensions, Brownian motion of the solutes is of paramount importance. However, it can not be simulated with the original lattice Boltzmann method because the dynamics is completely deterministic. It is possible, though, to introduce thermal fluctuations in order to reproduce the equations of fluctuating hydrodynamics. In this work, a generalized lattice gas model is used to systematically derive the fluctuating lattice Boltzmann equation from statistical mechanics principles. The stochastic part of the dynamics is interpreted as a Monte Carlo process, which is then required to satisfy the condition of detailed balance. This leads to an expression for the thermal fluctuations which implies that it is essential to thermalize all degrees of freedom of the system, including the kinetic modes. The new formalism guarantees that the fluctuating lattice Boltzmann equation is simultaneously consistent with both fluctuating hydrodynamics and statistical mechanics. This establishes a foundation for future extensions, such as the treatment of multi-phase and thermal flows. An important range of applications for the lattice Boltzmann method is formed by microfluidics. Fostered by the "lab-on-a-chip" paradigm, there is an increasing need for computer simulations which are able to complement the achievements of theory and experiment. Microfluidic systems are characterized by a large surface-to-volume ratio and, therefore, boundary conditions are of special relevance. On the microscale, the standard no-slip boundary condition used in hydrodynamics has to be replaced by a slip boundary condition. In this work, a boundary condition for lattice Boltzmann is constructed that allows the slip length to be tuned by a single model parameter. Furthermore, a conceptually new approach for constructing boundary conditions is explored, where the reduced symmetry at the boundary is explicitly incorporated into the lattice model. The lattice Boltzmann method is systematically extended to the reduced symmetry model. In the case of a Poiseuille flow in a plane channel, it is shown that a special choice of the collision operator is required to reproduce the correct flow profile. This systematic approach sheds light on the consequences of the reduced symmetry at the boundary and leads to a deeper understanding of boundary conditions in the lattice Boltzmann method. This can help to develop improved boundary conditions that lead to more accurate simulation results.

Decomposition Methods and Network Design Problems

Decomposition based approaches are recalled from primal and dual point of view. The possibility of building partially disaggregated reduced master problems is investigated. This extends the idea of aggregated-versus-disaggregated formulation to a gradual choice of alternative level of aggregation. Partial aggregation is applied to the linear multicommodity minimum cost flow problem. The possibility of having only partially aggregated bundles opens a wide range of alternatives with different trade-offs between the number of iterations and the required computation for solving it. This trade-off is explored for several sets of instances and the results are compared with the ones obtained by directly solving the natural node-arc formulation. An iterative solution process to the route assignment problem is proposed, based on the well-known Frank Wolfe algorithm. In order to provide a first feasible solution to the Frank Wolfe algorithm, a linear multicommodity min-cost flow problem is solved to optimality by using the decomposition techniques mentioned above. Solutions of this problem are useful for network orientation and design, especially in relation with public transportation systems as the Personal Rapid Transit. A single-commodity robust network design problem is addressed. In this, an undirected graph with edge costs is given together with a discrete set of balance matrices, representing different supply/demand scenarios. The goal is to determine the minimum cost installation of capacities on the edges such that the flow exchange is feasible for every scenario. A set of new instances that are computationally hard for the natural flow formulation are solved by means of a new heuristic algorithm. Finally, an efficient decomposition-based heuristic approach for a large scale stochastic unit commitment problem is presented. The addressed real-world stochastic problem employs at its core a deterministic unit commitment planning model developed by the California Independent System Operator (ISO).

Total internal reflection fluorescence cross-correlation spectroscopy: theory and application for studying boundary slip phenomenon

I present a new experimental method called Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy (TIR-FCCS). It is a method that can probe hydrodynamic flows near solid surfaces, on length scales of tens of nanometres. Fluorescent tracers flowing with the liquid are excited by evanescent light, produced by epi-illumination through the periphery of a high NA oil-immersion objective. Due to the fast decay of the evanescent wave, fluorescence only occurs for tracers in the ~100 nm proximity of the surface, thus resulting in very high normal resolution. The time-resolved fluorescence intensity signals from two laterally shifted (in flow direction) observation volumes, created by two confocal pinholes are independently measured and recorded. The cross-correlation of these signals provides important information for the tracers’ motion and thus their flow velocity. Due to the high sensitivity of the method, fluorescent species with different size, down to single dye molecules can be used as tracers. The aim of my work was to build an experimental setup for TIR-FCCS and use it to experimentally measure the shear rate and slip length of water flowing on hydrophilic and hydrophobic surfaces. However, in order to extract these parameters from the measured correlation curves a quantitative data analysis is needed. This is not straightforward task due to the complexity of the problem, which makes the derivation of analytical expressions for the correlation functions needed to fit the experimental data, impossible. Therefore in order to process and interpret the experimental results I also describe a new numerical method of data analysis of the acquired auto- and cross-correlation curves – Brownian Dynamics techniques are used to produce simulated auto- and cross-correlation functions and to fit the corresponding experimental data. I show how to combine detailed and fairly realistic theoretical modelling of the phenomena with accurate measurements of the correlation functions, in order to establish a fully quantitative method to retrieve the flow properties from the experiments. An importance-sampling Monte Carlo procedure is employed in order to fit the experiments. This provides the optimum parameter values together with their statistical error bars. The approach is well suited for both modern desktop PC machines and massively parallel computers. The latter allows making the data analysis within short computing times. I applied this method to study flow of aqueous electrolyte solution near smooth hydrophilic and hydrophobic surfaces. Generally on hydrophilic surface slip is not expected, while on hydrophobic surface some slippage may exists. Our results show that on both hydrophilic and moderately hydrophobic (contact angle ~85°) surfaces the slip length is ~10-15nm or lower, and within the limitations of the experiments and the model, indistinguishable from zero.

Fast and accurate numerical solutions in some problems of particle and radiation transport: synthetic acceleration for the method of short characteristics, Doppler-broadened scattering kernel, remote sensing of the cryosphere

The aim of this work is to present various aspects of numerical simulation of particle and radiation transport for industrial and environmental protection applications, to enable the analysis of complex physical processes in a fast, reliable, and efficient way. In the first part we deal with speed-up of numerical simulation of neutron transport for nuclear reactor core analysis. The convergence properties of the source iteration scheme of the Method of Characteristics applied to be heterogeneous structured geometries has been enhanced by means of Boundary Projection Acceleration, enabling the study of 2D and 3D geometries with transport theory without spatial homogenization. The computational performances have been verified with the C5G7 2D and 3D benchmarks, showing a sensible reduction of iterations and CPU time. The second part is devoted to the study of temperature-dependent elastic scattering of neutrons for heavy isotopes near to the thermal zone. A numerical computation of the Doppler convolution of the elastic scattering kernel based on the gas model is presented, for a general energy dependent cross section and scattering law in the center of mass system. The range of integration has been optimized employing a numerical cutoff, allowing a faster numerical evaluation of the convolution integral. Legendre moments of the transfer kernel are subsequently obtained by direct quadrature and a numerical analysis of the convergence is presented. In the third part we focus our attention to remote sensing applications of radiative transfer employed to investigate the Earth's cryosphere. The photon transport equation is applied to simulate reflectivity of glaciers varying the age of the layer of snow or ice, its thickness, the presence or not other underlying layers, the degree of dust included in the snow, creating a framework able to decipher spectral signals collected by orbiting detectors.