Preliminary studies for the establishment of a tsunami early detection algorithm to be used in the frame of a Tsunami Warning System

This thesis presents and discusses TEDA, an algorithm for the automatic detection in real-time of tsunamis and large amplitude waves on sea level records. TEDA has been developed in the frame of the Tsunami Research Team of the University of Bologna for coastal tide gauges and it has been calibrated and tested for the tide gauge station of Adak Island, in Alaska. A preliminary study to apply TEDA to offshore buoys in the Pacific Ocean is also presented.

Novel simulation methods for Coulomb and hydrodynamic interactions

This thesis presents new methods to simulate systems with hydrodynamic and electrostatic interactions. Part 1 is devoted to computer simulations of Brownian particles with hydrodynamic interactions. The main influence of the solvent on the dynamics of Brownian particles is that it mediates hydrodynamic interactions. In the method, this is simulated by numerical solution of the Navier--Stokes equation on a lattice. To this end, the Lattice--Boltzmann method is used, namely its D3Q19 version. This model is capable to simulate compressible flow. It gives us the advantage to treat dense systems, in particular away from thermal equilibrium. The Lattice--Boltzmann equation is coupled to the particles via a friction force. In addition to this force, acting on {it point} particles, we construct another coupling force, which comes from the pressure tensor. The coupling is purely local, i.~e. the algorithm scales linearly with the total number of particles. In order to be able to map the physical properties of the Lattice--Boltzmann fluid onto a Molecular Dynamics (MD) fluid, the case of an almost incompressible flow is considered. The Fluctuation--Dissipation theorem for the hybrid coupling is analyzed, and a geometric interpretation of the friction coefficient in terms of a Stokes radius is given. Part 2 is devoted to the simulation of charged particles. We present a novel method for obtaining Coulomb interactions as the potential of mean force between charges which are dynamically coupled to a local electromagnetic field. This algorithm scales linearly, too. We focus on the Molecular Dynamics version of the method and show that it is intimately related to the Car--Parrinello approach, while being equivalent to solving Maxwell's equations with freely adjustable speed of light. The Lagrangian formulation of the coupled particles--fields system is derived. The quasi--Hamiltonian dynamics of the system is studied in great detail. For implementation on the computer, the equations of motion are discretized with respect to both space and time. The discretization of the electromagnetic fields on a lattice, as well as the interpolation of the particle charges on the lattice is given. The algorithm is as local as possible: Only nearest neighbors sites of the lattice are interacting with a charged particle. Unphysical self--energies arise as a result of the lattice interpolation of charges, and are corrected by a subtraction scheme based on the exact lattice Green's function. The method allows easy parallelization using standard domain decomposition. Some benchmarking results of the algorithm are presented and discussed.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

Finite-element discretization of 3D energy-transport equations for semiconductors

In this thesis a mathematical model was derived that describes the charge and energy transport in semiconductor devices like transistors. Moreover, numerical simulations of these physical processes are performed. In order to accomplish this, methods of theoretical physics, functional analysis, numerical mathematics and computer programming are applied. After an introduction to the status quo of semiconductor device simulation methods and a brief review of historical facts up to now, the attention is shifted to the construction of a model, which serves as the basis of the subsequent derivations in the thesis. Thereby the starting point is an important equation of the theory of dilute gases. From this equation the model equations are derived and specified by means of a series expansion method. This is done in a multi-stage derivation process, which is mainly taken from a scientific paper and which does not constitute the focus of this thesis. In the following phase we specify the mathematical setting and make precise the model assumptions. Thereby we make use of methods of functional analysis. Since the equations we deal with are coupled, we are concerned with a nonstandard problem. In contrary, the theory of scalar elliptic equations is established meanwhile. Subsequently, we are preoccupied with the numerical discretization of the equations. A special finite-element method is used for the discretization. This special approach has to be done in order to make the numerical results appropriate for practical application. By a series of transformations from the discrete model we derive a system of algebraic equations that are eligible for numerical evaluation. Using self-made computer programs we solve the equations to get approximate solutions. These programs are based on new and specialized iteration procedures that are developed and thoroughly tested within the frame of this research work. Due to their importance and their novel status, they are explained and demonstrated in detail. We compare these new iterations with a standard method that is complemented by a feature to fit in the current context. A further innovation is the computation of solutions in three-dimensional domains, which are still rare. Special attention is paid to applicability of the 3D simulation tools. The programs are designed to have justifiable working complexity. The simulation results of some models of contemporary semiconductor devices are shown and detailed comments on the results are given. Eventually, we make a prospect on future development and enhancements of the models and of the algorithms that we used.

Analysis of optimal control problems for the incompressible MHD equations and implementation in a finite element multiphysics code

This thesis deals with the study of optimal control problems for the incompressible Magnetohydrodynamics (MHD) equations. Particular attention to these problems arises from several applications in science and engineering, such as fission nuclear reactors with liquid metal coolant and aluminum casting in metallurgy. In such applications it is of great interest to achieve the control on the fluid state variables through the action of the magnetic Lorentz force. In this thesis we investigate a class of boundary optimal control problems, in which the flow is controlled through the boundary conditions of the magnetic field. Due to their complexity, these problems present various challenges in the definition of an adequate solution approach, both from a theoretical and from a computational point of view. In this thesis we propose a new boundary control approach, based on lifting functions of the boundary conditions, which yields both theoretical and numerical advantages. With the introduction of lifting functions, boundary control problems can be formulated as extended distributed problems. We consider a systematic mathematical formulation of these problems in terms of the minimization of a cost functional constrained by the MHD equations. The existence of a solution to the flow equations and to the optimal control problem are shown. The Lagrange multiplier technique is used to derive an optimality system from which candidate solutions for the control problem can be obtained. In order to achieve the numerical solution of this system, a finite element approximation is considered for the discretization together with an appropriate gradient-type algorithm. A finite element object-oriented library has been developed to obtain a parallel and multigrid computational implementation of the optimality system based on a multiphysics approach. Numerical results of two- and three-dimensional computations show that a possible minimum for the control problem can be computed in a robust and accurate manner.

A parallel community detection algorithm

Complex networks analysis is a very popular topic in computer science. Unfortunately this networks, extracted from different contexts, are usually very large and the analysis may be very complicated: computation of metrics on these structures could be very complex. Among all metrics we analyse the extraction of subnetworks called communities: they are groups of nodes that probably play the same role within the whole structure. Communities extraction is an interesting operation in many different fields (biology, economics,...). In this work we present a parallel community detection algorithm that can operate on networks with huge number of nodes and edges. After an introduction to graph theory and high performance computing, we will explain our design strategies and our implementation. Then, we will show some performance evaluation made on a distributed memory architectures i.e. the supercomputer IBM-BlueGene/Q "Fermi" at the CINECA supercomputing center, Italy, and we will comment our results.

Coordination and Control of Autonomous Mobile Robots Swarms by using Particle Swarm Optimization Algorithm and Consensus Theory

This thesis presents some different techniques designed to drive a swarm of robots in an a-priori unknown environment in order to move the group from a starting area to a final one avoiding obstacles. The presented techniques are based on two different theories used alone or in combination: Swarm Intelligence (SI) and Graph Theory. Both theories are based on the study of interactions between different entities (also called agents or units) in Multi- Agent Systems (MAS). The first one belongs to the Artificial Intelligence context and the second one to the Distributed Systems context. These theories, each one from its own point of view, exploit the emergent behaviour that comes from the interactive work of the entities, in order to achieve a common goal. The features of flexibility and adaptability of the swarm have been exploited with the aim to overcome and to minimize difficulties and problems that can affect one or more units of the group, having minimal impact to the whole group and to the common main target. Another aim of this work is to show the importance of the information shared between the units of the group, such as the communication topology, because it helps to maintain the environmental information, detected by each single agent, updated among the swarm. Swarm Intelligence has been applied to the presented technique, through the Particle Swarm Optimization algorithm (PSO), taking advantage of its features as a navigation system. The Graph Theory has been applied by exploiting Consensus and the application of the agreement protocol with the aim to maintain the units in a desired and controlled formation. This approach has been followed in order to conserve the power of PSO and to control part of its random behaviour with a distributed control algorithm like Consensus.

Parallelization of the algorithm WHAM with NVIDIA CUDA.

The aim of my thesis is to parallelize the Weighting Histogram Analysis Method (WHAM), which is a popular algorithm used to calculate the Free Energy of a molucular system in Molecular Dynamics simulations. WHAM works in post processing in cooperation with another algorithm called Umbrella Sampling. Umbrella Sampling has the purpose to add a biasing in the potential energy of the system in order to force the system to sample a specific region in the configurational space. Several N independent simulations are performed in order to sample all the region of interest. Subsequently, the WHAM algorithm is used to estimate the original system energy starting from the N atomic trajectories. The parallelization of WHAM has been performed through CUDA, a language that allows to work in GPUs of NVIDIA graphic cards, which have a parallel achitecture. The parallel implementation may sensibly speed up the WHAM execution compared to previous serial CPU imlementations. However, the WHAM CPU code presents some temporal criticalities to very high numbers of interactions. The algorithm has been written in C++ and executed in UNIX systems provided with NVIDIA graphic cards. The results were satisfying obtaining an increase of performances when the model was executed on graphics cards with compute capability greater. Nonetheless, the GPUs used to test the algorithm is quite old and not designated for scientific calculations. It is likely that a further performance increase will be obtained if the algorithm would be executed in clusters of GPU at high level of computational efficiency. The thesis is organized in the following way: I will first describe the mathematical formulation of Umbrella Sampling and WHAM algorithm with their apllications in the study of ionic channels and in Molecular Docking (Chapter 1); then, I will present the CUDA architectures used to implement the model (Chapter 2); and finally, the results obtained on model systems will be presented (Chapter 3).

A multi-objective genetic algorithm optimisation using variable speed pumps in water distribution systems

Due to its practical importance and inherent complexity, the optimisation of distribution networks for supplying drinking water has been the subject of extensive study for the past 30 years. The optimization is governed by sizing the pipes in the water distribution network (WDN) and / or optimises specific parts of the network such as pumps, tanks etc. or try to analyse and optimise the reliability of a WDN. In this thesis, the author has analysed two different WDNs (Anytown City and Cabrera city networks), trying to solve and optimise a multi-objective optimisation problem (MOOP). The main two objectives in both cases were the minimisation of Energy Cost (€) or Energy consumption (kWh), along with the total Number of pump switches (TNps) during a day. For this purpose, a decision support system generator for Multi-objective optimisation used. Its name is GANetXL and has been developed by the Center of Water System in the University of Exeter. GANetXL, works by calling the EPANET hydraulic solver, each time a hydraulic analysis has been fulfilled. The main algorithm used, was a second-generation algorithm for multi-objective optimisation called NSGA_II that gave us the Pareto fronts of each configuration. The first experiment that has been carried out was the network of Anytown city. It is a big network with a pump station of four fixed speed parallel pumps that are boosting the water dynamics. The main intervention was to change these pumps to new Variable speed driven pumps (VSDPs), by installing inverters capable to diverse their velocity during the day. Hence, it’s been achieved great Energy and cost savings along with minimisation in the number of pump switches. The results of the research are thoroughly illustrated in chapter 7, with comments and a variety of graphs and different configurations. The second experiment was about the network of Cabrera city. The smaller WDN had a unique FS pump in the system. The problem was the same as far as the optimisation process was concerned, thus, the minimisation of the energy consumption and in parallel the minimisation of TNps. The same optimisation tool has been used (GANetXL).The main scope was to carry out several and different experiments regarding a vast variety of configurations, using different pump (but this time keeping the FS mode), different tank levels, different pipe diameters and different emitters coefficient. All these different modes came up with a large number of results that were compared in the chapter 8. Concluding, it should be said that the optimisation of WDNs is a very interested field that has a vast space of options to deal with. This includes a large number of algorithms to choose from, different techniques and configurations to be made and different support system generators. The researcher has to be ready to “roam” between these choices, till a satisfactory result will convince him/her that has reached a good optimisation point.

An optical sensor for online hematocrit measurement: characterization and fitting algorithm development

Lo scopo del presente lavoro di tesi riguarda la caratterizzazione di un sensore ottico per la lettura di ematocrito e lo sviluppo dell’algoritmo di calibrazione del dispositivo. In altre parole, utilizzando dati ottenuti da una sessione di calibrazione opportunamente pianificata, l’algoritmo sviluppato ha lo scopo di restituire la curva di interpolazione dei dati che caratterizza il trasduttore. I passi principali del lavoro di tesi svolto sono sintetizzati nei punti seguenti: 1) Pianificazione della sessione di calibrazione necessaria per la raccolta dati e conseguente costruzione di un modello black box.  Output: dato proveniente dal sensore ottico (lettura espressa in mV)  Input: valore di ematocrito espresso in punti percentuali ( questa grandezza rappresenta il valore vero di volume ematico ed è stata ottenuta con un dispositivo di centrifugazione sanguigna) 2) Sviluppo dell’algoritmo L’algoritmo sviluppato e utilizzato offline ha lo scopo di restituire la curva di regressione dei dati. Macroscopicamente, il codice possiamo distinguerlo in due parti principali: 1- Acquisizione dei dati provenienti da sensore e stato di funzionamento della pompa bifasica 2- Normalizzazione dei dati ottenuti rispetto al valore di riferimento del sensore e implementazione dell’algoritmo di regressione. Lo step di normalizzazione dei dati è uno strumento statistico fondamentale per poter mettere a confronto grandezze non uniformi tra loro. Studi presenti, dimostrano inoltre un mutazione morfologica del globulo rosso in risposta a sollecitazioni meccaniche. Un ulteriore aspetto trattato nel presente lavoro, riguarda la velocità del flusso sanguigno determinato dalla pompa e come tale grandezza sia in grado di influenzare la lettura di ematocrito.

Image quality and dose evaluation of filtered back projection versus iterative reconstruction algorithm in multislice computed tomography.

Il presente lavoro di tesi è stato svolto presso il servizio di Fisica Sanitaria del Policlinico Sant'Orsola-Malpighi di Bologna. Lo studio si è concentrato sul confronto tra le tecniche di ricostruzione standard (Filtered Back Projection, FBP) e quelle iterative in Tomografia Computerizzata. Il lavoro è stato diviso in due parti: nella prima è stata analizzata la qualità delle immagini acquisite con una CT multislice (iCT 128, sistema Philips) utilizzando sia l'algoritmo FBP sia quello iterativo (nel nostro caso iDose4). Per valutare la qualità delle immagini sono stati analizzati i seguenti parametri: il Noise Power Spectrum (NPS), la Modulation Transfer Function (MTF) e il rapporto contrasto-rumore (CNR). Le prime due grandezze sono state studiate effettuando misure su un fantoccio fornito dalla ditta costruttrice, che simulava la parte body e la parte head, con due cilindri di 32 e 20 cm rispettivamente. Le misure confermano la riduzione del rumore ma in maniera differente per i diversi filtri di convoluzione utilizzati. Lo studio dell'MTF invece ha rivelato che l'utilizzo delle tecniche standard e iterative non cambia la risoluzione spaziale; infatti gli andamenti ottenuti sono perfettamente identici (a parte le differenze intrinseche nei filtri di convoluzione), a differenza di quanto dichiarato dalla ditta. Per l'analisi del CNR sono stati utilizzati due fantocci; il primo, chiamato Catphan 600 è il fantoccio utilizzato per caratterizzare i sistemi CT. Il secondo, chiamato Cirs 061 ha al suo interno degli inserti che simulano la presenza di lesioni con densità tipiche del distretto addominale. Lo studio effettuato ha evidenziato che, per entrambi i fantocci, il rapporto contrasto-rumore aumenta se si utilizza la tecnica di ricostruzione iterativa. La seconda parte del lavoro di tesi è stata quella di effettuare una valutazione della riduzione della dose prendendo in considerazione diversi protocolli utilizzati nella pratica clinica, si sono analizzati un alto numero di esami e si sono calcolati i valori medi di CTDI e DLP su un campione di esame con FBP e con iDose4. I risultati mostrano che i valori ricavati con l'utilizzo dell'algoritmo iterativo sono al di sotto dei valori DLR nazionali di riferimento e di quelli che non usano i sistemi iterativi.

The Equidistant Method - a novel hip joint simulation algorithm for detection of femoroacetabular impingement

A novel computerized algorithm for hip joint motion simulation and collision detection, called the Equidistant Method, has been developed. This was compared to three pre-existing methods having different properties regarding definition of the hip joint center and behavior after collision detection. It was proposed that the Equidistant Method would be most accurate in detecting the location and extent of femoroacetabular impingement.

Algorithm for femoral and periacetabular osteotomies in complex hip deformities

Residual acetabular dysplasia of the hip in most patients can be corrected by periacetabular osteotomy. However, some patients have intraarticular abnormalities causing insufficient coverage, containment or congruency after periacetabular osteotomy, or extraarticular abnormalities that limit either acetabular correction or hip motion. For these patients, we believe an additional proximal femoral osteotomy can improve coverage, containment, congruency and/or motion.