Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e. g., fractional Brownian motion, Levy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation sigma t which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

Random regression analyses using B-spline functions to model growth of Nellore cattle

The objective of this study was to estimate (co)variance components using random regression on B-spline functions to weight records obtained from birth to adulthood. A total of 82 064 weight records of 8145 females obtained from the data bank of the Nellore Breeding Program (PMGRN/Nellore Brazil) which started in 1987, were used. The models included direct additive and maternal genetic effects and animal and maternal permanent environmental effects as random. Contemporary group and dam age at calving (linear and quadratic effect) were included as fixed effects, and orthogonal Legendre polynomials of age (cubic regression) were considered as random covariate. The random effects were modeled using B-spline functions considering linear, quadratic and cubic polynomials for each individual segment. Residual variances were grouped in five age classes. Direct additive genetic and animal permanent environmental effects were modeled using up to seven knots (six segments). A single segment with two knots at the end points of the curve was used for the estimation of maternal genetic and maternal permanent environmental effects. A total of 15 models were studied, with the number of parameters ranging from 17 to 81. The models that used B-splines were compared with multi-trait analyses with nine weight traits and to a random regression model that used orthogonal Legendre polynomials. A model fitting quadratic B-splines, with four knots or three segments for direct additive genetic effect and animal permanent environmental effect and two knots for maternal additive genetic effect and maternal permanent environmental effect, was the most appropriate and parsimonious model to describe the covariance structure of the data. Selection for higher weight, such as at young ages, should be performed taking into account an increase in mature cow weight. Particularly, this is important in most of Nellore beef cattle production systems, where the cow herd is maintained on range conditions. There is limited modification of the growth curve of Nellore cattle with respect to the aim of selecting them for rapid growth at young ages while maintaining constant adult weight.

Residual stresses in Y-TZP crowns due to changes in the thermal contraction coefficient of veneers

Objective. To test the hypothesis that the difference in the coefficient of thermal contraction of the veneering porcelain above (˛liquid) and below (˛solid) its Tg plays an important role in stress development during a fast cooling protocol of Y-TZP crowns. Methods. Three-dimensional finite element models of veneered Y-TZP crowns were developed. Heat transfer analyses were conducted with two cooling protocols: slow (group A) and fast (groups B–F). Calculated temperatures as a function of time were used to determine the thermal stresses. Porcelain ˛solid was kept constant while its ˛liquid was varied, creating different ˛/˛solid conditions: 0, 1, 1.5, 2 and 3 (groups B–F, respectively). Maximum ( 1) and minimum ( 3) residual principal stress distributions in the porcelain layer were compared. Results. For the slowly cooled crown, positive 1 were observed in the porcelain, orientated perpendicular to the core–veneer interface (“radial” orientation). Simultaneously, negative 3 were observed within the porcelain, mostly in a hoop orientation (“hoop–arch”). For rapidly cooled crowns, stress patterns varied depending on ˛/˛solid ratios. For groups B and C, the patterns were similar to those found in group A for 1 (“radial”) and 3 (“hoop–arch”). For groups D–F, stress distribution changed significantly, with 1 forming a “hoop-arch” pattern while 3 developed a “radial” pattern. Significance. Hoop tensile stresses generated in the veneering layer during fast cooling protocols due to porcelain high ˛/˛solid ratio will facilitate flaw propagation from the surface toward the core, which negatively affects the potential clinical longevity of a crown.

Modeling random corrosion processes via polynomial chaos expansion

Polynomial Chaos Expansion (PCE) is widely recognized as a flexible tool to represent different types of random variables/processes. However, applications to real, experimental data are still limited. In this article, PCE is used to represent the random time-evolution of metal corrosion growth in marine environments. The PCE coefficients are determined in order to represent data of 45 corrosion coupons tested by Jeffrey and Melchers (2001) at Taylors Beach, Australia. Accuracy of the representation and possibilities for model extrapolation are considered in the study. Results show that reasonably accurate smooth representations of the corrosion process can be obtained. The representation is not better because a smooth model is used to represent non-smooth corrosion data. Random corrosion leads to time-variant reliability problems, due to resistance degradation over time. Time variant reliability problems are not trivial to solve, especially under random process loading. Two example problems are solved herein, showing how the developed PCE representations can be employed in reliability analysis of structures subject to marine corrosion. Monte Carlo Simulation is used to solve the resulting time-variant reliability problems. However, an accurate and more computationally efficient solution is also presented.

Dahlberg formula: a novel approach for its evaluation

INTRODUCTION: The accurate evaluation of error of measurement (EM) is extremely important as in growth studies as in clinical research, since there are usually quantitatively small changes. In any study it is important to evaluate the EM to validate the results and, consequently, the conclusions. Because of its extreme simplicity, the Dahlberg formula is largely used worldwide, mainly in cephalometric studies. OBJECTIVES: (I) To elucidate the formula proposed by Dahlberg in 1940, evaluating it by comparison with linear regression analysis; (II) To propose a simple methodology to analyze the results, which provides statistical elements to assist researchers in obtaining a consistent evaluation of the EM. METHODS: We applied linear regression analysis, hypothesis tests on its parameters and a formula involving the standard deviation of error of measurement and the measured values. RESULTS AND CONCLUSION: we introduced an error coefficient, which is a proportion related to the scale of observed values. This provides new parameters to facilitate the evaluation of the impact of random errors in the research final results.

Elastic Propagation in random media: applications to the imaging of volcano structures

High-frequency seismograms contain features that reflect the random inhomogeneities of the earth. In this work I use an imaging method to locate the high contrast small- scale heterogeneity respect to the background earth medium. This method was first introduced by Nishigami (1991) and than applied to different volcanic and tectonically active areas (Nishigami, 1997, Nishigami, 2000, Nishigami, 2006). The scattering imaging method is applied to two volcanic areas: Campi Flegrei and Mt. Vesuvius. Volcanic and seismological active areas are often characterized by complex velocity structures, due to the presence of rocks with different elastic properties. I introduce some modifications to the original method in order to make it suitable for small and highly complex media. In particular, for very complex media the single scattering approximation assumed by Nishigami (1991) is not applicable as the mean free path becomes short. The multiple scattering or diffusive approximation become closer to the reality. In this thesis, differently from the ordinary Nishigami’s method (Nishigami, 1991), I use the mean of the recorded coda envelope as reference curve and calculate the variations from this average envelope. In this way I implicitly do not assume any particular scattering regime for the "average" scattered radiation, whereas I consider the variations as due to waves that are singularly scattered from the strongest heterogeneities. The imaging method is applied to a relatively small area (20 x 20 km), this choice being justified by the small length of the analyzed codas of the low magnitude earthquakes. I apply the unmodified Nishigami’s method to the volcanic area of Campi Flegrei and compare the results with the other tomographies done in the same area. The scattering images, obtained with frequency waves around 18 Hz, show the presence of high scatterers in correspondence with the submerged caldera rim in the southern part of the Pozzuoli bay. Strong scattering is also found below the Solfatara crater, characterized by the presence of densely fractured, fluid-filled rocks and by a strong thermal anomaly. The modified Nishigami’s technique is applied to the Mt. Vesuvius area. Results show a low scattering area just below the central cone and a high scattering area around it. The high scattering zone seems to be due to the contrast between the high rigidity body located beneath the crater and the low rigidity materials located around it. The central low scattering area overlaps the hydrothermal reservoirs located below the central cone. An interpretation of the results in terms of geological properties of the medium is also supplied, aiming to find a correspondence of the scattering properties and the geological nature of the material. A complementary result reported in this thesis is that the strong heterogeneity of the volcanic medium create a phenomenon called "coda localization". It has been verified that the shape of the seismograms recorded from the stations located at the top of the volcanic edifice of Mt. Vesuvius is different from the shape of the seismograms recorded at the bottom. This behavior is justified by the consideration that the coda energy is not uniformly distributed within a region surrounding the source for great lapse time.

Probabilistic approaches in civil engineering: generation of random fields and structural identification with genetic algorithms

The inherent stochastic character of most of the physical quantities involved in engineering models has led to an always increasing interest for probabilistic analysis. Many approaches to stochastic analysis have been proposed. However, it is widely acknowledged that the only universal method available to solve accurately any kind of stochastic mechanics problem is Monte Carlo Simulation. One of the key parts in the implementation of this technique is the accurate and efficient generation of samples of the random processes and fields involved in the problem at hand. In the present thesis an original method for the simulation of homogeneous, multi-dimensional, multi-variate, non-Gaussian random fields is proposed. The algorithm has proved to be very accurate in matching both the target spectrum and the marginal probability. The computational efficiency and robustness are very good too, even when dealing with strongly non-Gaussian distributions. What is more, the resulting samples posses all the relevant, welldefined and desired properties of “translation fields”, including crossing rates and distributions of extremes. The topic of the second part of the thesis lies in the field of non-destructive parametric structural identification. Its objective is to evaluate the mechanical characteristics of constituent bars in existing truss structures, using static loads and strain measurements. In the cases of missing data and of damages that interest only a small portion of the bar, Genetic Algorithm have proved to be an effective tool to solve the problem.

Generating multiple random exams using mathematica package and LATEX

[EN]In the framework of the European Higher Education Area, the assessment has been one of the most important aspects considered. In the Spanish Universities, one of the main differences with regard to the previous system is the incorporation of the continuous assessment to the evaluation process that is understood in several ways depending on the Universities, the courses and the lecturers. Focus on our context, a course of Mathematics of the first academic year in the Faculty of Business Administration at the University of Las Palmas de Gran Canaria (Spain), the continuous assessment has brought the preparation of a large amount of different tests to evaluate the students enrolled in it, therefore the incorporation of new tools and skills in order to make the teaching–learning process easier and more dynamic has become a need mainly in those degrees with a large number of students as the case we consider here. In this work we provide an efficient and effective way to elaborate random multiple-choice examina tion tests (although essay exams are also possible) by using Mathematica package and LATEXin order to make easier to the lectures the preparation of a large number of mid-term tests for a large number of students.

Beeinflussung der Grenzflächenspannung zwischen den Schmelzen "unverträglicher" Homopolymere durch Copolymere

Im Rahmen dieser Arbeit wurde am System Polyethylenoxid / Polypropylenoxid (PEO / PPO) der Einfluß von Copolymeren auf die Grenzflächenspannung Sigma von Homopolymerblends untersucht. Als Additive dienten Triblockcopolymere EO-block-PO-block-EO bzw. PO-block-EO-block-PO, Diblockcopolymere S-block-EO sowie statistische Copolymere EO-ran-PO. Die Additive wurden so ausgewählt, daß sich Paare von Additiven jeweils in genau einer Eigenschaft (Zusammensetzung, Kettenlänge, Blockanordnung) unterscheiden, in allen anderen Parametern jedoch vergleichbar sind. Die Grenzflächenspannung wurde experimentell mit Hilfe der Pendant-Drop-Methode in Abhängigkeit von der Temperatur ermittelt, wobei das Polymer mit der höheren Dichte, PEO, die Tropfenphase und PPO die Matrixphase bildet. Das Additiv wurde bei Messung der Grenzflächenspannung der ternären Systeme in unterschiedlichen Konzentrationen entweder einer oder beiden Homopolymerphasen zugegeben. Die Konzentrationsabhängigkeit von Sigma lässt sich sowohl mit dem Modell von Tang und Huang als auch mit einem Langmuir-analogen Ansatz gut beschreiben.Um den Zusammenhang zwischen sigma und dem Phasenverhalten zu untersuchen, wurden für einige der ternären Systeme Trübungskurven bei 100°C aufgenommen. Der Vergleich zwischen den Phasendiagrammen und den korrespondierenden Werten von sigma weist darauf hin, dass ein Additiv sigma gerade dann wirksam reduziert, wenn es einem Homopolymer zugefügt wird, mit dem es nur begrenzt verträglich ist, da dann die Triebkraft zur Anlagerung an der Grenzfläche besonders ausgeprägt ist. Das bereits bekannte Phänomen, wonach der Wert der Grenzflächenspannung davon abhängig sein kann, in welcher der Phasen das Additiv zu Beginn der Messung vorliegt, wurde ausführlich untersucht. Es wird angenommen, dass das System nicht in jedem Fall das thermodynamische Gleichgewicht erlangt und der beobachtete Effekt auf das Erreichen stationärer Zustände zurückzuführen ist. Dieses Verhalten kann mit einem Modell beschrieben werden, in welches das Viskositätsverhältnis der Homopolymere sowie der Verteilungskoeffizient des Copolymers zwischen den Homopolymerphasen eingehen. Aus Löslichkeitsparametern wurde der binäre Wechselwirkungsparameter Chi PEO/PPO = 0.18 abgeschätzt und mit diesem die theoretischen Werte für sigma zwischen PEO und PPO nach den Modellen von Roe bzw. Helfand und Tagami berechnet. Der Vergleich mit den experimentellen Daten des binären Systems zeigt, dass beide Ansätze sigma-Werte liefern, die in der Größenordnung der experimentellen Daten liegen, hierbei erweist sich der Ansatz von Roe als besonders geeignet. Die Temperaturabhängigkeit der Grenzflächenspannung wird jedoch durch beide Ansätze unzutreffend wiedergegeben. Mit dem Modell von Helfand und Tagami wurden eine Grenzflächendicke von 7.9 Å und das Dichteprofil der Grenzfläche berechnet. Für die Copolymere EO92PO56EO92 und S9EO22 (die Indices geben die Zahl der Monomereinheiten an) können die Grenzflächenüberschusskonzentrationen, die kritische Mizellenkonzentration sowie der einem Additivmolekül an der Grenzschicht zur Verfügung stehende Platz bestimmt werden.Der Vergleich unterschiedlicher Copolymere hinsichtlich ihrer Fähigkeit, sigma wirkungsvoll herabzusetzen, zeigt, dass im Fall von Triblockcopolymeren die Anordnung der Blöcke gegenüber der Zusammensetzung eine untergeordnete Rolle spielt. Mit zunehmender Kettenlänge nimmt die Effektivität als Compatibilizer sowohl bei Blockcopolymeren als auch bei statistischen Copolymeren zu.

Partial reconstruction of the trajectories of a discretely observed branching diffusion with immigration and an application to inference

In this treatise we consider finite systems of branching particles where the particles move independently of each other according to d-dimensional diffusions. Particles are killed at a position dependent rate, leaving at their death position a random number of descendants according to a position dependent reproduction law. In addition particles immigrate at constant rate (one immigrant per immigration time). A process with above properties is called a branching diffusion withimmigration (BDI). In the first part we present the model in detail and discuss the properties of the BDI under our basic assumptions. In the second part we consider the problem of reconstruction of the trajectory of a BDI from discrete observations. We observe positions of the particles at discrete times; in particular we assume that we have no information about the pedigree of the particles. A natural question arises if we want to apply statistical procedures on the discrete observations: How can we find couples of particle positions which belong to the same particle? We give an easy to implement 'reconstruction scheme' which allows us to redraw or 'reconstruct' parts of the trajectory of the BDI with high accuracy. Moreover asymptotically the whole path can be reconstructed. Further we present simulations which show that our partial reconstruction rule is tractable in practice. In the third part we study how the partial reconstruction rule fits into statistical applications. As an extensive example we present a nonparametric estimator for the diffusion coefficient of a BDI where the particles move according to one-dimensional diffusions. This estimator is based on the Nadaraya-Watson estimator for the diffusion coefficient of one-dimensional diffusions and it uses the partial reconstruction rule developed in the second part above. We are able to prove a rate of convergence of this estimator and finally we present simulations which show that the estimator works well even if we leave our set of assumptions.

Antipodal random sequences with prescribed second-order statistics: application to Compressive Sensing and UWB system based on DS-CDMA

It is usual to hear a strange short sentence: «Random is better than...». Why is randomness a good solution to a certain engineering problem? There are many possible answers, and all of them are related to the considered topic. In this thesis I will discuss about two crucial topics that take advantage by randomizing some waveforms involved in signals manipulations. In particular, advantages are guaranteed by shaping the second order statistic of antipodal sequences involved in an intermediate signal processing stages. The first topic is in the area of analog-to-digital conversion, and it is named Compressive Sensing (CS). CS is a novel paradigm in signal processing that tries to merge signal acquisition and compression at the same time. Consequently it allows to direct acquire a signal in a compressed form. In this thesis, after an ample description of the CS methodology and its related architectures, I will present a new approach that tries to achieve high compression by design the second order statistics of a set of additional waveforms involved in the signal acquisition/compression stage. The second topic addressed in this thesis is in the area of communication system, in particular I focused the attention on ultra-wideband (UWB) systems. An option to produce and decode UWB signals is direct-sequence spreading with multiple access based on code division (DS-CDMA). Focusing on this methodology, I will address the coexistence of a DS-CDMA system with a narrowband interferer. To do so, I minimize the joint effect of both multiple access (MAI) and narrowband (NBI) interference on a simple matched filter receiver. I will show that, when spreading sequence statistical properties are suitably designed, performance improvements are possible with respect to a system exploiting chaos-based sequences minimizing MAI only.

Analisi delle preferenze per le diverse categorie di pomodoro trasformato nel food service

Il pomodoro è una delle colture principali del panorama agro-alimentare italiano e rappresenta un ingrediente base della tradizione culinaria nazionale. Il pomodoro lavorato dall’industria conserviera può essere trasformato in diverse tipologie merceologiche, che si differenziano in base alla tecniche di lavorazione impiegate ed alle caratteristiche del prodotto finito. la percentuale di spesa totale destinata all’acquisto di cibo fuori casa è in aumento a livello globale e l’interesse dell’industria alimentare nei confronti di questo canale di vendita è quindi crescente. Mentre sono numerose le indagine in letteratura che studiano i processi di acquisto dei consumatori finali, non ci sono evidenze di studi simili condotti sugli operatori del Food Service. Obiettivo principale della ricerca è quello di valutare le preferenze dei responsabili acquisti del settore Food Service per diverse tipologie di pomodoro trasformato, in relazione ad una gamma di attributi rilevanti del prodotto e di caratteristiche del cliente. La raccolta dei dati è avvenuta attraverso un esperimento di scelta ipotetico realizzato in Italia e alcuni mercati esteri. Dai risultati ottenuti dall’indagine emerge che i Pelati sono la categoria di pomodoro trasformato preferita dai responsabili degli acquisti del settore Food Service intervistati, con il 35% delle preferenze dichiarate nell'insieme dei contesti di scelta proposti, seguita dalla Polpa (25%), dalla Passata (20%) e dal Concentrato (15%). Dai risultati ottenuti dalla stima del modello econometrico Logit a parametri randomizzati è emerso che alcuni attributi qualitativi di fiducia (credence), spesso impiegati nelle strategie di differenziazione e posizionamento da parte dell’industria alimentare nel mercato Retail, possono rivestire un ruolo importante anche nell’influenzare le preferenze degli operatori del Food Service. Questo potrebbe quindi essere un interessante filone di ricerca da sviluppare nel futuro, possibilmente con l'impiego congiunto di metodologie di analisi basate su esperimenti di scelta ipotetici e non ipotetici.