Model reduction of stochastic groundwater flow and transport processes

This work presents a comprehensive methodology for the reduction of analytical or numerical stochastic models characterized by uncertain input parameters or boundary conditions. The technique, based on the Polynomial Chaos Expansion (PCE) theory, represents a versatile solution to solve direct or inverse problems related to propagation of uncertainty. The potentiality of the methodology is assessed investigating different applicative contexts related to groundwater flow and transport scenarios, such as global sensitivity analysis, risk analysis and model calibration. This is achieved by implementing a numerical code, developed in the MATLAB environment, presented here in its main features and tested with literature examples. The procedure has been conceived under flexibility and efficiency criteria in order to ensure its adaptability to different fields of engineering; it has been applied to different case studies related to flow and transport in porous media. Each application is associated with innovative elements such as (i) new analytical formulations describing motion and displacement of non-Newtonian fluids in porous media, (ii) application of global sensitivity analysis to a high-complexity numerical model inspired by a real case of risk of radionuclide migration in the subsurface environment, and (iii) development of a novel sensitivity-based strategy for parameter calibration and experiment design in laboratory scale tracer transport.

Modeling the spatial dynamics of economic models

The advances that have been characterizing spatial econometrics in recent years are mostly theoretical and have not found an extensive empirical application yet. In this work we aim at supplying a review of the main tools of spatial econometrics and to show an empirical application for one of the most recently introduced estimators. Despite the numerous alternatives that the econometric theory provides for the treatment of spatial (and spatiotemporal) data, empirical analyses are still limited by the lack of availability of the correspondent routines in statistical and econometric software. Spatiotemporal modeling represents one of the most recent developments in spatial econometric theory and the finite sample properties of the estimators that have been proposed are currently being tested in the literature. We provide a comparison between some estimators (a quasi-maximum likelihood, QML, estimator and some GMM-type estimators) for a fixed effects dynamic panel data model under certain conditions, by means of a Monte Carlo simulation analysis. We focus on different settings, which are characterized either by fully stable or quasi-unit root series. We also investigate the extent of the bias that is caused by a non-spatial estimation of a model when the data are characterized by different degrees of spatial dependence. Finally, we provide an empirical application of a QML estimator for a time-space dynamic model which includes a temporal, a spatial and a spatiotemporal lag of the dependent variable. This is done by choosing a relevant and prolific field of analysis, in which spatial econometrics has only found limited space so far, in order to explore the value-added of considering the spatial dimension of the data. In particular, we study the determinants of cropland value in Midwestern U.S.A. in the years 1971-2009, by taking the present value model (PVM) as the theoretical framework of analysis.

Essays on the Empirical Analysis of Economic and Political Development in Sub-Saharan Africa

In Sub-Saharan Africa, non-democratic events, like civil wars and coup d'etat, destroy economic development. This study investigates both domestic and spatial effects on the likelihood of civil wars and coup d'etat. To civil wars, an increase of income growth is one of common research conclusions to stop wars. This study adds a concern on ethnic fractionalization. IV-2SLS is applied to overcome causality problem. The findings document that income growth is significant to reduce number and degree of violence in high ethnic fractionalized countries, otherwise they are trade-off. Income growth reduces amount of wars, but increases its violent level, in the countries with few large ethnic groups. Promoting growth should consider ethnic composition. This study also investigates the clustering and contagion of civil wars using spatial panel data models. Onset, incidence and end of civil conflicts spread across the network of neighboring countries while peace, the end of conflicts, diffuse only with the nearest neighbor. There is an evidence of indirect links from neighboring income growth, without too much inequality, to reduce the likelihood of civil wars. To coup d'etat, this study revisits its diffusion for both all types of coups and only successful ones. The results find an existence of both domestic and spatial determinants in different periods. Domestic income growth plays major role to reduce the likelihood of coup before cold war ends, while spatial effects do negative afterward. Results on probability to succeed coup are similar. After cold war ends, international organisations seriously promote democracy with pressure against coup d'etat, and it seems to be effective. In sum, this study indicates the role of domestic ethnic fractionalization and the spread of neighboring effects to the likelihood of non-democratic events in a country. Policy implementation should concern these factors.

Quantum Integrability in Non-Linear Sigma Models related to Gauge/String Correspondences

The Thermodynamic Bethe Ansatz analysis is carried out for the extended-CP^N class of integrable 2-dimensional Non-Linear Sigma Models related to the low energy limit of the AdS_4xCP^3 type IIA superstring theory. The principal aim of this program is to obtain further non-perturbative consistency check to the S-matrix proposed to describe the scattering processes between the fundamental excitations of the theory by analyzing the structure of the Renormalization Group flow. As a noteworthy byproduct we eventually obtain a novel class of TBA models which fits in the known classification but with several important differences. The TBA framework allows the evaluation of some exact quantities related to the conformal UV limit of the model: effective central charge, conformal dimension of the perturbing operator and field content of the underlying CFT. The knowledge of this physical quantities has led to the possibility of conjecturing a perturbed CFT realization of the integrable models in terms of coset Kac-Moody CFT. The set of numerical tools and programs developed ad hoc to solve the problem at hand is also discussed in some detail with references to the code.

Mean curvature flow in SE (2) and applications to visual perception

Our goal in this thesis is to provide a result of existence of the degenerate non-linear, non-divergence PDE which describes the mean curvature flow in the Lie group SE(2) equipped with a sub-Riemannian metric. The research is motivated by problems of visual completion and models of the visual cortex.

Estimation of Quasi-Rational DSGE Models

Small-scale dynamic stochastic general equilibrium have been treated as the benchmark of much of the monetary policy literature, given their ability to explain the impact of monetary policy on output, inflation and financial markets. One cause of the empirical failure of New Keynesian models is partially due to the Rational Expectations (RE) paradigm, which entails a tight structure on the dynamics of the system. Under this hypothesis, the agents are assumed to know the data genereting process. In this paper, we propose the econometric analysis of New Keynesian DSGE models under an alternative expectations generating paradigm, which can be regarded as an intermediate position between rational expectations and learning, nameley an adapted version of the "Quasi-Rational" Expectatations (QRE) hypothesis. Given the agents' statistical model, we build a pseudo-structural form from the baseline system of Euler equations, imposing that the length of the reduced form is the same as in the `best' statistical model.

Essays in Macroecometrics: methodological aspects and empirical applications

In the first chapter, I develop a panel no-cointegration test which extends Pesaran, Shin and Smith (2001)'s bounds test to the panel framework by considering the individual regressions in a Seemingly Unrelated Regression (SUR) system. This allows to take into account unobserved common factors that contemporaneously affect all the units of the panel and provides, at the same time, unit-specific test statistics. Moreover, the approach is particularly suited when the number of individuals of the panel is small relatively to the number of time series observations. I develop the algorithm to implement the test and I use Monte Carlo simulation to analyze the properties of the test. The small sample properties of the test are remarkable, compared to its single equation counterpart. I illustrate the use of the test through a test of Purchasing Power Parity in a panel of EU15 countries. In the second chapter of my PhD thesis, I verify the Expectation Hypothesis of the Term Structure in the repurchasing agreements (repo) market with a new testing approach. I consider an "inexact" formulation of the EHTS, which models a time-varying component in the risk premia and I treat the interest rates as a non-stationary cointegrated system. The effect of the heteroskedasticity is controlled by means of testing procedures (bootstrap and heteroskedasticity correction) which are robust to variance and covariance shifts over time. I fi#nd that the long-run implications of EHTS are verified. A rolling window analysis clarifies that the EHTS is only rejected in periods of turbulence of #financial markets. The third chapter introduces the Stata command "bootrank" which implements the bootstrap likelihood ratio rank test algorithm developed by Cavaliere et al. (2012). The command is illustrated through an empirical application on the term structure of interest rates in the US.

Imaging and modeling of pore scale processes in porous media using X-ray computed tomography and lattice Boltzmann solver

In der Erdöl– und Gasindustrie sind bildgebende Verfahren und Simulationen auf der Porenskala im Begriff Routineanwendungen zu werden. Ihr weiteres Potential lässt sich im Umweltbereich anwenden, wie z.B. für den Transport und Verbleib von Schadstoffen im Untergrund, die Speicherung von Kohlendioxid und dem natürlichen Abbau von Schadstoffen in Böden. Mit der Röntgen-Computertomografie (XCT) steht ein zerstörungsfreies 3D bildgebendes Verfahren zur Verfügung, das auch häufig für die Untersuchung der internen Struktur geologischer Proben herangezogen wird. Das erste Ziel dieser Dissertation war die Implementierung einer Bildverarbeitungstechnik, die die Strahlenaufhärtung der Röntgen-Computertomografie beseitigt und den Segmentierungsprozess dessen Daten vereinfacht. Das zweite Ziel dieser Arbeit untersuchte die kombinierten Effekte von Porenraumcharakteristika, Porentortuosität, sowie die Strömungssimulation und Transportmodellierung in Porenräumen mit der Gitter-Boltzmann-Methode. In einer zylindrischen geologischen Probe war die Position jeder Phase auf Grundlage der Beobachtung durch das Vorhandensein der Strahlenaufhärtung in den rekonstruierten Bildern, das eine radiale Funktion vom Probenrand zum Zentrum darstellt, extrahierbar und die unterschiedlichen Phasen ließen sich automatisch segmentieren. Weiterhin wurden Strahlungsaufhärtungeffekte von beliebig geformten Objekten durch einen Oberflächenanpassungsalgorithmus korrigiert. Die Methode der „least square support vector machine” (LSSVM) ist durch einen modularen Aufbau charakterisiert und ist sehr gut für die Erkennung und Klassifizierung von Mustern geeignet. Aus diesem Grund wurde die Methode der LSSVM als pixelbasierte Klassifikationsmethode implementiert. Dieser Algorithmus ist in der Lage komplexe geologische Proben korrekt zu klassifizieren, benötigt für den Fall aber längere Rechenzeiten, so dass mehrdimensionale Trainingsdatensätze verwendet werden müssen. Die Dynamik von den unmischbaren Phasen Luft und Wasser wird durch eine Kombination von Porenmorphologie und Gitter Boltzmann Methode für Drainage und Imbibition Prozessen in 3D Datensätzen von Böden, die durch synchrotron-basierte XCT gewonnen wurden, untersucht. Obwohl die Porenmorphologie eine einfache Methode ist Kugeln in den verfügbaren Porenraum einzupassen, kann sie dennoch die komplexe kapillare Hysterese als eine Funktion der Wassersättigung erklären. Eine Hysterese ist für den Kapillardruck und die hydraulische Leitfähigkeit beobachtet worden, welche durch die hauptsächlich verbundenen Porennetzwerke und der verfügbaren Porenraumgrößenverteilung verursacht sind. Die hydraulische Konduktivität ist eine Funktion des Wassersättigungslevels und wird mit einer makroskopischen Berechnung empirischer Modelle verglichen. Die Daten stimmen vor allem für hohe Wassersättigungen gut überein. Um die Gegenwart von Krankheitserregern im Grundwasser und Abwässern vorhersagen zu können, wurde in einem Bodenaggregat der Einfluss von Korngröße, Porengeometrie und Fluidflussgeschwindigkeit z.B. mit dem Mikroorganismus Escherichia coli studiert. Die asymmetrischen und langschweifigen Durchbruchskurven, besonders bei höheren Wassersättigungen, wurden durch dispersiven Transport aufgrund des verbundenen Porennetzwerks und durch die Heterogenität des Strömungsfeldes verursacht. Es wurde beobachtet, dass die biokolloidale Verweilzeit eine Funktion des Druckgradienten als auch der Kolloidgröße ist. Unsere Modellierungsergebnisse stimmen sehr gut mit den bereits veröffentlichten Daten überein.

Windkanalstudien zum Graupelwachstum und Bestimmung von Retentionskoeffizienten verschiedener Spurengase während der Bereifung

Am vertikalen Windkanal der Johannes Gutenberg-Universität Mainz wurden physikalische und chemische Bereifungsexperimente durchgeführt. Dabei lagen die Umgebungstemperaturen bei allen Experimenten zwischen etwa -15 und -5°C und der Flüssigwassergehalt erstreckte sich von 0,9 bis etwa 1,6g/m³, typische Bedingungen für Mischphasenwolken in denen Bereifung stattfindet. Oberflächentemperaturmessungen an wachsenden hängenden Graupelpartikeln zeigten, dass während der Experimente trockene Wachstumsbedingungen herrschten.rnZunächst wurde das Graupelwachstum an in einer laminaren Strömung frei schwebenden Eispartikeln mit Anfangsradien zwischen 290 und 380µm, die mit flüssigen unterkühlten Wolkentröpfchen bereift wurden, studiert. Ziel war es, den Kollektionskern aus der Massenzunahme des bereiften Eispartikels und dem mittleren Flüssigwassergehalt während des Wachstumsexperimentes zu bestimmen. Die ermittelten Werte für die Kollektionskerne der bereiften Eispartikel erstreckten sich von 0,9 bis 2,3cm³/s in Abhängigkeit ihres Kollektorimpulses (Masse * Fallgeschwindigkeit des bereifenden Graupels), der zwischen 0,04 und 0,10gcm/s lag. Bei den Experimenten zeigte sich, dass die hier gemessenen Kollektionskerne höher waren im Vergleich mit Kollektionskernen flüssiger Tropfen untereinander. Aus den aktuellen Ergebnissen dieser Arbeit und der vorhandenen Literaturwerte wurde ein empirischer Faktor entwickelt, der von dem Wolkentröpfchenradius abhängig ist und diesen Unterschied beschreibt. Für die untersuchten Größenbereiche von Kollektorpartikel und flüssigen Tröpfchen können die korrigierten Kollektionskernwerte in Wolkenmodelle für die entsprechenden Größen eingebunden werden.rnBei den chemischen Experimenten zu dieser Arbeit wurde die Spurenstoffaufnahme verschiedener atmosphärischer Spurengase (HNO3, HCl, H2O2, NH3 und SO2) während der Bereifung untersucht. Diese Experimente mussten aus technischen Gründen mit hängenden Eispartikeln, dendritischen Eiskristallen und Schneeflocken, bereift mit flüssigen Wolkenlösungströpfchen, durchgeführt werden.rnDie Konzentrationen der Lösung, aus der die Wolkentröpfchen mit Hilfe von Zweistoffdüsen erzeugt wurden, lagen zwischen 1 und 120mg/l. Für die Experimente mit Ammoniak und Schwefeldioxid wurden Konzentrationen zwischen 1 und 22mg/l verwendet. Das Schmelzwasser der bereiften hängenden Graupel und Schneeflocken wurden ionenchromatographisch analysiert und zusammen mit der bekannten Konzentration der bereifenden Wolkentröpfchen konnte der Retentionskoeffizient für jeden Spurenstoff bestimmt werden. Er gibt die Menge an Spurenstoff an, die bei der Phasenumwandlung von flüssig zu fest in die Eisphase übergeht. Salpetersäure und Salzsäure waren nahezu vollständig retiniert (Mittelwerte der gesamten Experimente entsprechend 99±8% und 100±9%). Für Wasserstoffperoxid wurde ein mittlerer Retentionskoeffizient von 65±17% bestimmt. rnDer mittlere Retentionskoeffizient von Ammoniak ergab sich unabhängig vom Flüssigwassergehalt zu 92±21%, während sich für Schwefeldioxid 53±10% für niedrige und 29±7% für hohe Flüssigphasenkonzentrationen ergaben. Bei einigen der untersuchten Spurenstoffe wurde eine Temperaturabhängigkeit beobachtet und wenn möglich durch Parametrisierungen beschrieben.rn

von Willebrand factor-mediated platelet adhesion is critical for deep vein thrombosis in mouse models

Deep vein thrombosis (DVT) and its complication, pulmonary embolism, are frequent causes of disability and mortality. Although blood flow disturbance is considered an important triggering factor, the mechanism of DVT initiation remains elusive. Here we show that 48-hour flow restriction in the inferior vena cava (IVC) results in the development of thrombi structurally similar to human deep vein thrombi. von Willebrand factor (VWF)-deficient mice were protected from thrombosis induced by complete (stasis) or partial (stenosis) flow restriction in the IVC. Mice with half normal VWF levels were also protected in the stenosis model. Besides promoting platelet adhesion, VWF carries Factor VIII. Repeated infusions of recombinant Factor VIII did not rescue thrombosis in VWF(-/-) mice, indicating that impaired coagulation was not the primary reason for the absence of DVT in VWF(-/-) mice. Infusion of GPG-290, a mutant glycoprotein Ib?-immunoglobulin chimera that specifically inhibits interaction of the VWF A1 domain with platelets, prevented thrombosis in wild-type mice. Intravital microscopy showed that platelet and leukocyte recruitment in the early stages of DVT was dramatically higher in wild-type than in VWF(-/-) IVC. Our results demonstrate a pathogenetic role for VWF-platelet interaction in flow disturbance-induced venous thrombosis.

Pulsatile shear and Gja5 modulate arterial identity and remodeling events during flow-driven arteriogenesis

In the developing chicken embryo yolk sac vasculature, the expression of arterial identity genes requires arterial hemodynamic conditions. We hypothesize that arterial flow must provide a unique signal that is relevant for supporting arterial identity gene expression and is absent in veins. We analyzed factors related to flow, pressure and oxygenation in the chicken embryo vitelline vasculature in vivo. The best discrimination between arteries and veins was obtained by calculating the maximal pulsatile increase in shear rate relative to the time-averaged shear rate in the same vessel: the relative pulse slope index (RPSI). RPSI was significantly higher in arteries than veins. Arterial endothelial cells exposed to pulsatile shear in vitro augmented arterial marker expression as compared with exposure to constant shear. The expression of Gja5 correlated with arterial flow patterns: the redistribution of arterial flow provoked by vitelline artery ligation resulted in flow-driven collateral arterial network formation and was associated with increased expression of Gja5. In situ hybridization in normal and ligation embryos confirmed that Gja5 expression is confined to arteries and regulated by flow. In mice, Gja5 (connexin 40) was also expressed in arteries. In the adult, increased flow drives arteriogenesis and the formation of collateral arterial networks in peripheral occlusive diseases. Genetic ablation of Gja5 function in mice resulted in reduced arteriogenesis in two occlusion models. We conclude that pulsatile shear patterns may be central for supporting arterial identity, and that arterial Gja5 expression plays a functional role in flow-driven arteriogenesis.

Comparison of immortalized bEnd5 and primary mouse brain microvascular endothelial cells as in vitro blood-brain barrier models for the study of T cell extravasation

Important insights into the molecular mechanism of T cell extravasation across the blood-brain barrier (BBB) have already been obtained using immortalized mouse brain endothelioma cell lines (bEnd). However, compared with bEnd, primary brain endothelial cells have been shown to establish better barrier characteristics, including complex tight junctions and low permeability. In this study, we asked whether bEnd5 and primary mouse brain microvascular endothelial cells (pMBMECs) were equally suited as in vitro models with which to study the cellular and molecular mechanisms of T cell extravasation across the BBB. We found that both in vitro BBB models equally supported both T cell adhesion under static and physiologic flow conditions, and T cell crawling on the endothelial surface against the direction of flow. In contrast, distances of T cell crawling on pMBMECs were strikingly longer than on bEnd5, whereas diapedesis of T cells across pMBMECs was dramatically reduced compared with bEnd5. Thus, both in vitro BBB models are suited to study T cell adhesion. However, because pMBMECs better reflect endothelial BBB specialization in vivo, we propose that more reliable information about the cellular and molecular mechanisms of T cell diapedesis across the BBB can be attained using pMBMECs.

Development of a model-based transient calibration process for diesel engine electronic control module tables – Part 1: data requirements, processing, and analysis

This is the first part of a study investigating a model-based transient calibration process for diesel engines. The motivation is to populate hundreds of parameters (which can be calibrated) in a methodical and optimum manner by using model-based optimization in conjunction with the manual process so that, relative to the manual process used by itself, a significant improvement in transient emissions and fuel consumption and a sizable reduction in calibration time and test cell requirements is achieved. Empirical transient modelling and optimization has been addressed in the second part of this work, while the required data for model training and generalization are the focus of the current work. Transient and steady-state data from a turbocharged multicylinder diesel engine have been examined from a model training perspective. A single-cylinder engine with external air-handling has been used to expand the steady-state data to encompass transient parameter space. Based on comparative model performance and differences in the non-parametric space, primarily driven by a high engine difference between exhaust and intake manifold pressures (ΔP) during transients, it has been recommended that transient emission models should be trained with transient training data. It has been shown that electronic control module (ECM) estimates of transient charge flow and the exhaust gas recirculation (EGR) fraction cannot be accurate at the high engine ΔP frequently encountered during transient operation, and that such estimates do not account for cylinder-to-cylinder variation. The effects of high engine ΔP must therefore be incorporated empirically by using transient data generated from a spectrum of transient calibrations. Specific recommendations on how to choose such calibrations, how many data to acquire, and how to specify transient segments for data acquisition have been made. Methods to process transient data to account for transport delays and sensor lags have been developed. The processed data have then been visualized using statistical means to understand transient emission formation. Two modes of transient opacity formation have been observed and described. The first mode is driven by high engine ΔP and low fresh air flowrates, while the second mode is driven by high engine ΔP and high EGR flowrates. The EGR fraction is inaccurately estimated at both modes, while EGR distribution has been shown to be present but unaccounted for by the ECM. The two modes and associated phenomena are essential to understanding why transient emission models are calibration dependent and furthermore how to choose training data that will result in good model generalization.

Added mass and wave radiation damping for flow-induced rotational vibrations of skinplates of hydraulic gates

One observed vibration mode for Tainter gate skinplates involves the bending of the skinplate about a horizontal nodal line. This vibration mode can be approximated as a streamwise rotational vibration about the horizontal nodal line. Such a streamwise rotational vibration of a Tainter gate skinplate must push away water from the portion of the skinplate rotating into the reservoir and draw water toward the gate over that portion of the skinplate receding from the reservoir. The induced pressure is termed the push-and-draw pressure. In the present paper, this push-and-draw pressure is analyzed using the potential theory developed for dissipative wave radiation problems. In the initial analysis, the usual circular-arc skinplate is replaced by a vertical, flat, rigid weir plate so that theoretical calculations can be undertaken. The theoretical push-and-draw pressure is used in the derivation of the non-dimensional equation of motion of the flow-induced rotational vibrations. Non-dimensionalization of the equation of motion permits the identification of the dimensionless equivalent added mass and the wave radiation damping coefficients. Free vibration tests of a vertical, flat, rigid weir plate model, both in air and in water, were performed to measure the equivalent added mass and the wave radiation damping coefficients. Experimental results compared favorably with the theoretical predictions, thus validating the theoretical analysis of the equivalent added mass and wave radiation damping coefficients as a prediction tool for flow-induced vibrations. Subsequently, the equation of motion of an inclined circular-arc skinplate was developed by incorporating a pressure correction coefficient, which permits empirical adaptation of the results from the hydrodynamic pressure analysis of the vertical, flat, rigid weir plate. Results from in-water free vibration tests on a 1/31-scale skinplate model of the Folsom Dam Tainter gate are used to demonstrate the utility of the equivalent added mass coefficient.

Analysis Methodology for Flow-level Evaluation of a Hybrid Mobile-Sensor Network

Our society uses a large diversity of co-existing wired and wireless networks in order to satisfy its communication needs. A cooper- ation between these networks can benefit performance, service availabil- ity and deployment ease, and leads to the emergence of hybrid networks. This position paper focuses on a hybrid mobile-sensor network identify- ing potential advantages and challenges of its use and defining feasible applications. The main value of the paper, however, is in the proposed analysis approach to evaluate the performance at the mobile network side given the mixed mobile-sensor traffic. The approach combines packet- level analysis with modelling of flow-level behaviour and can be applied for the study of various application scenarios. In this paper we consider two applications with distinct traffic models namely multimedia traffic and best-effort traffic.