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.

Mathematical aspects of Feynman integrals

In the present dissertation we consider Feynman integrals in the framework of dimensional regularization. As all such integrals can be expressed in terms of scalar integrals, we focus on this latter kind of integrals in their Feynman parametric representation and study their mathematical properties, partially applying graph theory, algebraic geometry and number theory. The three main topics are the graph theoretic properties of the Symanzik polynomials, the termination of the sector decomposition algorithm of Binoth and Heinrich and the arithmetic nature of the Laurent coefficients of Feynman integrals.rnrnThe integrand of an arbitrary dimensionally regularised, scalar Feynman integral can be expressed in terms of the two well-known Symanzik polynomials. We give a detailed review on the graph theoretic properties of these polynomials. Due to the matrix-tree-theorem the first of these polynomials can be constructed from the determinant of a minor of the generic Laplacian matrix of a graph. By use of a generalization of this theorem, the all-minors-matrix-tree theorem, we derive a new relation which furthermore relates the second Symanzik polynomial to the Laplacian matrix of a graph.rnrnStarting from the Feynman parametric parameterization, the sector decomposition algorithm of Binoth and Heinrich serves for the numerical evaluation of the Laurent coefficients of an arbitrary Feynman integral in the Euclidean momentum region. This widely used algorithm contains an iterated step, consisting of an appropriate decomposition of the domain of integration and the deformation of the resulting pieces. This procedure leads to a disentanglement of the overlapping singularities of the integral. By giving a counter-example we exhibit the problem, that this iterative step of the algorithm does not terminate for every possible case. We solve this problem by presenting an appropriate extension of the algorithm, which is guaranteed to terminate. This is achieved by mapping the iterative step to an abstract combinatorial problem, known as Hironaka's polyhedra game. We present a publicly available implementation of the improved algorithm. Furthermore we explain the relationship of the sector decomposition method with the resolution of singularities of a variety, given by a sequence of blow-ups, in algebraic geometry.rnrnMotivated by the connection between Feynman integrals and topics of algebraic geometry we consider the set of periods as defined by Kontsevich and Zagier. This special set of numbers contains the set of multiple zeta values and certain values of polylogarithms, which in turn are known to be present in results for Laurent coefficients of certain dimensionally regularized Feynman integrals. By use of the extended sector decomposition algorithm we prove a theorem which implies, that the Laurent coefficients of an arbitrary Feynman integral are periods if the masses and kinematical invariants take values in the Euclidean momentum region. The statement is formulated for an even more general class of integrals, allowing for an arbitrary number of polynomials in the integrand.

Analysis and mathematical modeling of wave-structure interaction

The aim of this thesis, included within the THESEUS project, is the development of a mathematical model 2DV two-phase, based on the existing code IH-2VOF developed by the University of Cantabria, able to represent together the overtopping phenomenon and the sediment transport. Several numerical simulations were carried out in order to analyze the flow characteristics on a dike crest. The results show that the seaward/landward slope does not affect the evolution of the flow depth and velocity over the dike crest whereas the most important parameter is the relative submergence. Wave heights decrease and flow velocities increase while waves travel over the crest. In particular, by increasing the submergence, the wave height decay and the increase of the velocity are less marked. Besides, an appropriate curve able to fit the variation of the wave height/velocity over the dike crest were found. Both for the wave height and for the wave velocity different fitting coefficients were determined on the basis of the submergence and of the significant wave height. An equation describing the trend of the dimensionless coefficient c_h for the wave height was derived. These conclusions could be taken into consideration for the design criteria and the upgrade of the structures. In the second part of the thesis, new equations for the representation of the sediment transport in the IH-2VOF model were introduced in order to represent beach erosion while waves run-up and overtop the sea banks during storms. The new model allows to calculate sediment fluxes in the water column together with the sediment concentration. Moreover it is possible to model the bed profile evolution. Different tests were performed under low-intensity regular waves with an homogeneous layer of sand on the bottom of a channel in order to analyze the erosion-deposition patterns and verify the model results.

A mathematical introduction to Kerr black holes

Lo scopo della tesi è descrivere i buchi neri di Kerr. Dopo aver introdotto tutti gli strumenti matematici necessari quali tensori, vettori di Killing e geodetiche, enunceremo la metrica di Kerr, il teorema no-hair e il frame-dragging. In seguito, a partire dalla metrica di Kerr, calcoleremo e descriveremo le ergosfere, gli orizzonti degli eventi e il moto dei fotoni nel piano equatoriale.

Mathematical Optimization Applied to Thermal and Electrical Energy Systems

This Thesis aims at building and discussing mathematical models applications focused on Energy problems, both on the thermal and electrical side. The objective is to show how mathematical programming techniques developed within Operational Research can give useful answers in the Energy Sector, how they can provide tools to support decision making processes of Companies operating in the Energy production and distribution and how they can be successfully used to make simulations and sensitivity analyses to better understand the state of the art and convenience of a particular technology by comparing it with the available alternatives. The first part discusses the fundamental mathematical background followed by a comprehensive literature review about mathematical modelling in the Energy Sector. The second part presents mathematical models for the District Heating strategic network design and incremental network design. The objective is the selection of an optimal set of new users to be connected to an existing thermal network, maximizing revenues, minimizing infrastructure and operational costs and taking into account the main technical requirements of the real world application. Results on real and randomly generated benchmark networks are discussed with particular attention to instances characterized by big networks dimensions. The third part is devoted to the development of linear programming models for optimal battery operation in off-grid solar power schemes, with consideration of battery degradation. The key contribution of this work is the inclusion of battery degradation costs in the optimisation models. As available data on relating degradation costs to the nature of charge/discharge cycles are limited, we concentrate on investigating the sensitivity of operational patterns to the degradation cost structure. The objective is to investigate the combination of battery costs and performance at which such systems become economic. We also investigate how the system design should change when battery degradation is taken into account.

Rigorous results in Spin Glasses and Monomer-Dimer systems

In this work I reported recent results in the field of Statistical Mechanics of Equilibrium, and in particular in Spin Glass models and Monomer Dimer models . We start giving the mathematical background and the general formalism for Spin (Disordered) Models with some of their applications to physical and mathematical problems. Next we move on general aspects of the theory of spin glasses, in particular to the Sherrington-Kirkpatrick model which is of fundamental interest for the work. In Chapter 3, we introduce the Multi-species Sherrington-Kirkpatrick model (MSK), we prove the existence of the thermodynamical limit and the Guerra's Bound for the quenched pressure together with a detailed analysis of the annealed and the replica symmetric regime. The result is a multidimensional generalization of the Parisi's theory. Finally we brie y illustrate the strategy of the Panchenko's proof of the lower bound. In Chapter 4 we discuss the Aizenmann-Contucci and the Ghirlanda-Guerra identities for a wide class of Spin Glass models. As an example of application, we discuss the role of these identities in the proof of the lower bound. In Chapter 5 we introduce the basic mathematical formalism of Monomer Dimer models. We introduce a Gaussian representation of the partition function that will be fundamental in the rest of the work. In Chapter 6, we introduce an interacting Monomer-Dimer model. Its exact solution is derived and a detailed study of its analytical properties and related physical quantities is performed. In Chapter 7, we introduce a quenched randomness in the Monomer Dimer model and show that, under suitable conditions the pressure is a self averaging quantity. The main result is that, if we consider randomness only in the monomer activity, the model is exactly solvable.

Random lattice models

This thesis deals with three different physical models, where each model involves a random component which is linked to a cubic lattice. First, a model is studied, which is used in numerical calculations of Quantum Chromodynamics.In these calculations random gauge-fields are distributed on the bonds of the lattice. The formulation of the model is fitted into the mathematical framework of ergodic operator families. We prove, that for small coupling constants, the ergodicity of the underlying probability measure is indeed ensured and that the integrated density of states of the Wilson-Dirac operator exists. The physical situations treated in the next two chapters are more similar to one another. In both cases the principle idea is to study a fermion system in a cubic crystal with impurities, that are modeled by a random potential located at the lattice sites. In the second model we apply the Hartree-Fock approximation to such a system. For the case of reduced Hartree-Fock theory at positive temperatures and a fixed chemical potential we consider the limit of an infinite system. In that case we show the existence and uniqueness of minimizers of the Hartree-Fock functional. In the third model we formulate the fermion system algebraically via C*-algebras. The question imposed here is to calculate the heat production of the system under the influence of an outer electromagnetic field. We show that the heat production corresponds exactly to what is empirically predicted by Joule's law in the regime of linear response.

Closed-loop investigation of the dynamical properties of cardiomyocyte electrophysiology by means of Dynamic clamp and Mathematical modelling

The research field of my PhD concerns mathematical modeling and numerical simulation, applied to the cardiac electrophysiology analysis at a single cell level. This is possible thanks to the development of mathematical descriptions of single cellular components, ionic channels, pumps, exchangers and subcellular compartments. Due to the difficulties of vivo experiments on human cells, most of the measurements are acquired in vitro using animal models (e.g. guinea pig, dog, rabbit). Moreover, to study the cardiac action potential and all its features, it is necessary to acquire more specific knowledge about single ionic currents that contribute to the cardiac activity. Electrophysiological models of the heart have become very accurate in recent years giving rise to extremely complicated systems of differential equations. Although describing the behavior of cardiac cells quite well, the models are computationally demanding for numerical simulations and are very difficult to analyze from a mathematical (dynamical-systems) viewpoint. Simplified mathematical models that capture the underlying dynamics to a certain extent are therefore frequently used. The results presented in this thesis have confirmed that a close integration of computational modeling and experimental recordings in real myocytes, as performed by dynamic clamp, is a useful tool in enhancing our understanding of various components of normal cardiac electrophysiology, but also arrhythmogenic mechanisms in a pathological condition, especially when fully integrated with experimental data.

Searching and retrieving in content-based repositories of formal mathematical knowledge

In this thesis, the author presents a query language for an RDF (Resource Description Framework) database and discusses its applications in the context of the HELM project (the Hypertextual Electronic Library of Mathematics). This language aims at meeting the main requirements coming from the RDF community. in particular it includes: a human readable textual syntax and a machine-processable XML (Extensible Markup Language) syntax both for queries and for query results, a rigorously exposed formal semantics, a graph-oriented RDF data access model capable of exploring an entire RDF graph (including both RDF Models and RDF Schemata), a full set of Boolean operators to compose the query constraints, fully customizable and highly structured query results having a 4-dimensional geometry, some constructions taken from ordinary programming languages that simplify the formulation of complex queries. The HELM project aims at integrating the modern tools for the automation of formal reasoning with the most recent electronic publishing technologies, in order create and maintain a hypertextual, distributed virtual library of formal mathematical knowledge. In the spirit of the Semantic Web, the documents of this library include RDF metadata describing their structure and content in a machine-understandable form. Using the author's query engine, HELM exploits this information to implement some functionalities allowing the interactive and automatic retrieval of documents on the basis of content-aware requests that take into account the mathematical nature of these documents.

A multi-regional view on aging societies accounting for the existence of non-tradable goods

This thesis assesses the question, whether accounting for non-tradable goods sectors in a calibrated Auerbach-Kotlikoff multi-regional overlapping-generations-model significantly affects this model’s results when simulating the economic impact of demographic change. Non-tradable goods constitute a major part of up to 80 percent of GDP of modern economies. At the same time, multi-regional overlapping-generations-models presented by literature on demographic change so far ignored their existence and counterfactually assumed perfect tradability between model regions. Moreover, this thesis introduces the assumption of an increasing preference share for non-tradable goods of old generations. This fact-based as-sumption is also not part of models in relevant literature. rnThese obvious simplifications of common models vis-à-vis reality notwithstanding, this thesis concludes that differences in results between a model featuring non-tradable goods and a common model with perfect tradability are very small. In other words, the common simplifi-cation of ignoring non-tradable goods is unlikely to lead to significant distortions in model results. rnIn order to ensure that differences in results between the ‘new’ model, featuring both non-tradable and tradable goods, and the common model solely reflect deviations due to the more realistic structure of the ‘new’ model, both models are calibrated to match exactly the same benchmark data and thus do not show deviations in their respective baseline steady states.rnA variation analysis performed in this thesis suggests that differences between the common model and a model with non-tradable goods can theoretically be large, but only if the bench-mark tradable goods sector is assumed to be unrealistically small.rnFinally, this thesis analyzes potential real exchange rate effects of demographic change, which could occur due to regional price differences of non-tradable goods. However, results show that shifts in real exchange rate based on these price differences are negligible.rn

Analysis and numerical solution of the Peterlin viscoelastic model

Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

Keller-Segel system, chemotaxis and applications to a mathematical model for Alzheimer's disease

In questa tesi viene presentato il modello di Keller-Segel per la chemiotassi, un sistema di tipo parabolico-ellittico che appare nella descrizione di molti fenomeni in ambito biologico e medico. Viene mostrata l'esistenza globale della soluzione debole del modello, per dati iniziali sufficientemente piccoli in dimensione N>2. La scelta di dati iniziali abbastanza grandi invece può causare il blow-up della soluzione e viene mostrato sotto quali condizioni questo si verifica. Infine il modello della chemiotassi è stato applicato per descrivere una fase della malattia di Alzheimer ed è stata effettuata un'analisi di stabilità del sistema.

A mathematical model of regional citrate anticoagulation in hemodialysis

Regional citrate anticoagulation (RCA) during hemodialysis (HD) has several advantages over heparin anticoagulation, but calcium (Ca) derangements are a major concern necessitating repeated monitoring of systemic ionized Ca (Ca(2+)). We developed a mathematical model of Ca and citrate (Ci) kinetics during RCA.