Classical limit of the Nelson model

Since the development of quantum mechanics it has been natural to analyze the connection between classical and quantum mechanical descriptions of physical systems. In particular one should expect that in some sense when quantum mechanical effects becomes negligible the system will behave like it is dictated by classical mechanics. One famous relation between classical and quantum theory is due to Ehrenfest. This result was later developed and put on firm mathematical foundations by Hepp. He proved that matrix elements of bounded functions of quantum observables between suitable coherents states (that depend on Planck's constant h) converge to classical values evolving according to the expected classical equations when h goes to zero. His results were later generalized by Ginibre and Velo to bosonic systems with infinite degrees of freedom and scattering theory. In this thesis we study the classical limit of Nelson model, that describes non relativistic particles, whose evolution is dictated by Schrödinger equation, interacting with a scalar relativistic field, whose evolution is dictated by Klein-Gordon equation, by means of a Yukawa-type potential. The classical limit is a mean field and weak coupling limit. We proved that the transition amplitude of a creation or annihilation operator, between suitable coherent states, converges in the classical limit to the solution of the system of differential equations that describes the classical evolution of the theory. The quantum evolution operator converges to the evolution operator of fluctuations around the classical solution. Transition amplitudes of normal ordered products of creation and annihilation operators between coherent states converge to suitable products of the classical solutions. Transition amplitudes of normal ordered products of creation and annihilation operators between fixed particle states converge to an average of products of classical solutions, corresponding to different initial conditions.

Risikomaße in der Finanzmathematik

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

Static analysis of functionally graded cylindrical and conical shells or panels using the generalized unconstrained third order theory coupled with the stress recovery

A 2D Unconstrained Third Order Shear Deformation Theory (UTSDT) is presented for the evaluation of tangential and normal stresses in moderately thick functionally graded conical and cylindrical shells subjected to mechanical loadings. Several types of graded materials are investigated. The functionally graded material consists of ceramic and metallic constituents. A four parameter power law function is used. The UTSDT allows the presence of a finite transverse shear stress at the top and bottom surfaces of the graded shell. In addition, the initial curvature effect included in the formulation leads to the generalization of the present theory (GUTSDT). The Generalized Differential Quadrature (GDQ) method is used to discretize the derivatives in the governing equations, the external boundary conditions and the compatibility conditions. Transverse and normal stresses are also calculated by integrating the three dimensional equations of equilibrium in the thickness direction. In this way, the six components of the stress tensor at a point of the conical or cylindrical shell or panel can be given. The initial curvature effect and the role of the power law functions are shown for a wide range of functionally conical and cylindrical shells under various loading and boundary conditions. Finally, numerical examples of the available literature are worked out.

Generalized Differential Quadrature Finite Element Method applied to Advanced Structural Mechanics

Over the years the Differential Quadrature (DQ) method has distinguished because of its high accuracy, straightforward implementation and general ap- plication to a variety of problems. There has been an increase in this topic by several researchers who experienced significant development in the last years. DQ is essentially a generalization of the popular Gaussian Quadrature (GQ) used for numerical integration functions. GQ approximates a finite in- tegral as a weighted sum of integrand values at selected points in a problem domain whereas DQ approximate the derivatives of a smooth function at a point as a weighted sum of function values at selected nodes. A direct appli- cation of this elegant methodology is to solve ordinary and partial differential equations. Furthermore in recent years the DQ formulation has been gener- alized in the weighting coefficients computations to let the approach to be more flexible and accurate. As a result it has been indicated as Generalized Differential Quadrature (GDQ) method. However the applicability of GDQ in its original form is still limited. It has been proven to fail for problems with strong material discontinuities as well as problems involving singularities and irregularities. On the other hand the very well-known Finite Element (FE) method could overcome these issues because it subdivides the computational domain into a certain number of elements in which the solution is calculated. Recently, some researchers have been studying a numerical technique which could use the advantages of the GDQ method and the advantages of FE method. This methodology has got different names among each research group, it will be indicated here as Generalized Differential Quadrature Finite Element Method (GDQFEM).

Modelling and analysis of thin-walled beams in the context of the Generalized Beam Theory

In this work, the Generalized Beam Theory (GBT) is used as the main tool to analyze the mechanics of thin-walled beams. After an introduction to the subject and a quick review of some of the most well-known approaches to describe the behaviour of thin-walled beams, a novel formulation of the GBT is presented. This formulation contains the classic shear-deformable GBT available in the literature and contributes an additional description of cross-section warping that is variable along the wall thickness besides along the wall midline. Shear deformation is introduced in such a way that the classical shear strain components of the Timoshenko beam theory are recovered exactly. According to the new kinematics proposed, a reviewed form of the cross-section analysis procedure is devised, based on a unique modal decomposition. Later, a procedure for a posteriori reconstruction of all the three-dimensional stress components in the finite element analysis of thin-walled beams using the GBT is presented. The reconstruction is simple and based on the use of three-dimensional equilibrium equations and of the RCP procedure. Finally, once the stress reconstruction procedure is presented, a study of several existing issues on the constitutive relations in the GBT is carried out. Specifically, a constitutive law based on mirroring the kinematic constraints of the GBT model into a specific stress field assumption is proposed. It is shown that this method is equally valid for isotropic and orthotropic beams and coincides with the conventional GBT approach available in the literature. Later on, an analogous procedure is presented for the case of laminated beams. Lastly, as a way to improve an inherently poor description of shear deformability in the GBT, the introduction of shear correction factors is proposed. Throughout this work, numerous examples are provided to determine the validity of all the proposed contributions to the field.

On the experimental behaviour of a silty sand and its modelling through Generalized Plasticity.

La tesi contiene uno studio sperimentale sul comportamento di una sabbia limosa del sottosuolo della laguna veneta e propone un'interpretazione dei risultati sperimentali ottenuti alla luce dei presupposti teorici di un approccio costitutivo avanzato noto come "Plasticità Generalizzata". Il programma sperimentale è consistito nella realizzazione di prove edometriche e prove triassiali su campioni di sabbia provenienti dal sito di Treporti, situato in prossimità della bocca di Lido. La risposta sperimentale, in termini di modulo volumetrico, è stata messa a confronto con i risultati di alcuni studi di letteratura, con particolare riferimento a quelli condotti da Jefferies & Been (2000). La disponibilità di prove di compressione edometrica realizzate nella cella K0 e la conseguente possibilità di valutare il coefficiente di spinta a riposo ha permesso di interpretare le prove in termini di tensione media efficace p' e di verificare l'applicabilità al caso in esame degli approcci di letteratura disponibili, spesso sviluppati a partire da prove di compressione isotropa effettuate in cella triassiale. Il comportamento tenso-deformativo osservato è stato successivamente simulato con un modello costitutivo per sabbie sviluppato nell'ambito della Plasticità Generalizzata. In particolare sono state utilizzate tre diverse formulazioni, che costituiscono un avanzamento dell'iniziale modello costitutivo proposto da Pastor, Zienkiewicz e Chan (1990), basate sull'uso di un parametro di stato del materiale definito rispetto alle condizioni di Stato Critico. Dal confronto tra previsioni del modello e risposta sperimentale è stato possibile individuare la formulazione che meglio simula il comportamento meccanico osservato sia in compressione edometrica sia in prove di taglio ed è stato proposto un set di parametri costitutivi ritenuti rappresentativi del terreno studiato.

Evidence of a Generalized Defect of Acinar Cell Function in Shwachman-Diamond Syndrome

: Because the acinar cells of the exocrine pancreas in patients with Shwachman-Diamond syndrome (SDS) are severely depleted, we hypothesized that a similar deficiency may be present in acinar cells of the parotid gland.

Generalized expansion of nociceptive reflex receptive fields in chronic pain patients

Widespread central hypersensitivity is present in chronic pain and contributes to pain and disability. According to animal studies, expansion of receptive fields of spinal cord neurons is involved in central hypersensitivity. We recently developed a method to quantify nociceptive receptive fields in humans using spinal withdrawal reflexes. Here we hypothesized that patients with chronic pelvic pain display enlarged reflex receptive fields. Secondary endpoints were subjective pain thresholds and nociceptive withdrawal reflex thresholds after single and repeated (temporal summation) electrical stimulation. 20 patients and 25 pain-free subjects were tested. Electrical stimuli were applied to 10 sites on the foot sole for evoking reflexes in the tibialis anterior muscle. The reflex receptive field was defined as the area of the foot (fraction of the foot sole) from which a muscle contraction was evoked. For the secondary endpoints, the stimuli were applied to the cutaneous innervation area of the sural nerve. Medians (25-75 percentiles) of fraction of the foot sole in patients and controls were 0.48 (0.38-0.54) and 0.33 (0.27-0.39), respectively (P=0.008). Pain and reflex thresholds after sural nerve stimulation were significantly lower in patients than in controls (P<0.001 for all measurements). This study provides for the first time evidence for widespread expansion of reflex receptive fields in chronic pain patients. It thereby identifies a mechanism involved in central hypersensitivity in human chronic pain. Reverting the expansion of nociceptive receptive fields and exploring the prognostic meaning of this phenomenon may become future targets of clinical research.

A picture is worth a thousand words--the utility of 3D visualization illustrated by a case of survived pancreatic transection

It is one of the most important tasks of the forensic pathologist to explain the forensically relevant medical findings to medical non-professionals. However, it is often difficult to comment on the nature and potential consequences of organ injuries in a comprehensive way to individuals with limited knowledge of anatomy and physiology. This rare case of survived pancreatic transaction after kicks to the abdomen illustrates how the application of dedicated software programs for three-dimensional reconstruction can overcome these difficulties, allowing for clear and concise visualization of complex findings.