Stochastic models and dynamic measures for the characterization of bistable circuits

During the last few years, a great deal of interest has risen concerning the applications of stochastic methods to several biochemical and biological phenomena. Phenomena like gene expression, cellular memory, bet-hedging strategy in bacterial growth and many others, cannot be described by continuous stochastic models due to their intrinsic discreteness and randomness. In this thesis I have used the Chemical Master Equation (CME) technique to modelize some feedback cycles and analyzing their properties, including experimental data. In the first part of this work, the effect of stochastic stability is discussed on a toy model of the genetic switch that triggers the cellular division, which malfunctioning is known to be one of the hallmarks of cancer. The second system I have worked on is the so-called futile cycle, a closed cycle of two enzymatic reactions that adds and removes a chemical compound, called phosphate group, to a specific substrate. I have thus investigated how adding noise to the enzyme (that is usually in the order of few hundred molecules) modifies the probability of observing a specific number of phosphorylated substrate molecules, and confirmed theoretical predictions with numerical simulations. In the third part the results of the study of a chain of multiple phosphorylation-dephosphorylation cycles will be presented. We will discuss an approximation method for the exact solution in the bidimensional case and the relationship that this method has with the thermodynamic properties of the system, which is an open system far from equilibrium.In the last section the agreement between the theoretical prediction of the total protein quantity in a mouse cells population and the observed quantity will be shown, measured via fluorescence microscopy.

Programming Robots with an Agent-Oriented BDI-based Control Architecture: Explorations using the JaCa and Webots Platforms

La crescente disponibilità di dispositivi meccanici e -soprattutto - elettronici le cui performance aumentano mentre il loro costo diminuisce, ha permesso al campo della robotica di compiere notevoli progressi. Tali progressi non sono stati fatti unicamente per ciò che riguarda la robotica per uso industriale, nelle catene di montaggio per esempio, ma anche per quella branca della robotica che comprende i robot autonomi domestici. Questi sistemi autonomi stanno diventando, per i suddetti motivi, sempre più pervasivi, ovvero sono immersi nello stesso ambiente nel quale vivono gli essere umani, e interagiscono con questi in maniera proattiva. Essi stanno compiendo quindi lo stesso percorso che hanno attraversato i personal computer all'incirca 30 anni fa, passando dall'essere costosi ed ingombranti mainframe a disposizione unicamente di enti di ricerca ed università, ad essere presenti all'interno di ogni abitazione, per un utilizzo non solo professionale ma anche di assistenza alle attività quotidiane o anche di intrattenimento. Per questi motivi la robotica è un campo dell'Information Technology che interessa sempre più tutti i tipi di programmatori software. Questa tesi analizza per prima cosa gli aspetti salienti della programmazione di controllori per robot autonomi (ovvero senza essere guidati da un utente), quindi, come l'approccio basato su agenti sia appropriato per la programmazione di questi sistemi. In particolare si mostrerà come un approccio ad agenti, utilizzando il linguaggio di programmazione Jason e quindi l'architettura BDI, sia una scelta significativa, dal momento che il modello sottostante a questo tipo di linguaggio è basato sul ragionamento pratico degli esseri umani (Human Practical Reasoning) e quindi è adatto alla implementazione di sistemi che agiscono in maniera autonoma. Dato che le possibilità di utilizzare un vero e proprio sistema autonomo per poter testare i controllori sono ridotte, per motivi pratici, economici e temporali, mostreremo come è facile e performante arrivare in maniera rapida ad un primo prototipo del robot tramite l'utilizzo del simulatore commerciale Webots. Il contributo portato da questa tesi include la possibilità di poter programmare un robot in maniera modulare e rapida per mezzo di poche linee di codice, in modo tale che l'aumento delle funzionalità di questo risulti un collo di bottiglia, come si verifica nella programmazione di questi sistemi tramite i classici linguaggi di programmazione imperativi. L'organizzazione di questa tesi prevede un capitolo di background nel quale vengono riportare le basi della robotica, della sua programmazione e degli strumenti atti allo scopo, un capitolo che riporta le nozioni di programmazione ad agenti, tramite il linguaggio Jason -quindi l'architettura BDI - e perché tale approccio è adatto alla programmazione di sistemi di controllo per la robotica. Successivamente viene presentata quella che è la struttura completa del nostro ambiente di lavoro software che comprende l'ambiente ad agenti e il simulatore, quindi nel successivo capitolo vengono mostrate quelle che sono le esplorazioni effettuate utilizzando Jason e un approccio classico (per mezzo di linguaggi classici), attraverso diversi casi di studio di crescente complessità; dopodiché, verrà effettuata una valutazione tra i due approcci analizzando i problemi e i vantaggi che comportano questi. Infine, la tesi terminerà con un capitolo di conclusioni e di riflessioni sulle possibili estensioni e lavori futuri.

Reuse Mechanisms and Concurrency: From Actors to Agent-Oriented Programming

La presente tesi è dedicata al riuso nel software. Eccettuata un'introduzione organica al tema, l'analisi è a livello dei meccanismi offerti dai linguaggi di programmazione e delle tecniche di sviluppo, con speciale attenzione rivolta al tema della concorrenza. Il primo capitolo fornisce un quadro generale nel quale il riuso del software è descritto, assieme alle ragioni che ne determinano l'importanza e ai punti cruciali relativi alla sua attuazione. Si individuano diversi livelli di riuso sulla base dell'astrazione e degli artefatti in gioco, e si sottolinea come i linguaggi contribuiscano alla riusabilità e alla realizzazione del riuso. In seguito, viene esplorato, con esempi di codice, il supporto al riuso da parte del paradigma ad oggetti, in termini di incapsulamento, ereditarietà, polimorfismo, composizione. La trattazione prosegue analizzando differenti feature – tipizzazione, interfacce, mixin, generics – offerte da vari linguaggi di programmazione, mostrando come esse intervengano sulla riusabilità dei componenti software. A chiudere il capitolo, qualche parola contestualizzata sull'inversione di controllo, la programmazione orientata agli aspetti, e il meccanismo della delega. Il secondo capitolo abbraccia il tema della concorrenza. Dopo aver introdotto l'argomento, vengono approfonditi alcuni significativi modelli di concorrenza: programmazione multi-threaded, task nel linguaggio Ada, SCOOP, modello ad Attori. Essi vengono descritti negli elementi fondamentali e ne vengono evidenziati gli aspetti cruciali in termini di contributo al riuso, con esempi di codice. Relativamente al modello ad Attori, viene presentata la sua implementazione in Scala/Akka come caso studio. Infine, viene esaminato il problema dell'inheritance anomaly, sulla base di esempi e delle tre classi principali di anomalia, e si analizza la suscettibilità del supporto di concorrenza di Scala/Akka a riscontrare tali problemi. Inoltre, in questo capitolo si nota come alcuni aspetti relativi al binomio riuso/concorrenza, tra cui il significato profondo dello stesso, non siano ancora stati adeguatamente affrontati dalla comunità informatica. Il terzo e ultimo capitolo esordisce con una panoramica dell'agent-oriented programming, prendendo il linguaggio simpAL come riferimento. In seguito, si prova ad estendere al caso degli agenti la nozione di riuso approfondita nei capitoli precedenti.

Engineering Agent-Oriented Technologies and Programming Languages for Computer Programming and Software Development

Mainstream hardware is becoming parallel, heterogeneous, and distributed on every desk, every home and in every pocket. As a consequence, in the last years software is having an epochal turn toward concurrency, distribution, interaction which is pushed by the evolution of hardware architectures and the growing of network availability. This calls for introducing further abstraction layers on top of those provided by classical mainstream programming paradigms, to tackle more effectively the new complexities that developers have to face in everyday programming. A convergence it is recognizable in the mainstream toward the adoption of the actor paradigm as a mean to unite object-oriented programming and concurrency. Nevertheless, we argue that the actor paradigm can only be considered a good starting point to provide a more comprehensive response to such a fundamental and radical change in software development. Accordingly, the main objective of this thesis is to propose Agent-Oriented Programming (AOP) as a high-level general purpose programming paradigm, natural evolution of actors and objects, introducing a further level of human-inspired concepts for programming software systems, meant to simplify the design and programming of concurrent, distributed, reactive/interactive programs. To this end, in the dissertation first we construct the required background by studying the state-of-the-art of both actor-oriented and agent-oriented programming, and then we focus on the engineering of integrated programming technologies for developing agent-based systems in their classical application domains: artificial intelligence and distributed artificial intelligence. Then, we shift the perspective moving from the development of intelligent software systems, toward general purpose software development. Using the expertise maturated during the phase of background construction, we introduce a general-purpose programming language named simpAL, which founds its roots on general principles and practices of software development, and at the same time provides an agent-oriented level of abstraction for the engineering of general purpose software systems.

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.

A farm-level programming model to compare the atmospheric impact of conventional and organic farming

A model is developed to represent the activity of a farm using the method of linear programming. Two are the main components of the model, the balance of soil fertility and the livestock nutrition. According to the first, the farm is supposed to have a total requirement of nitrogen, which is to be accomplished either through internal sources (manure) or through external sources (fertilisers). The second component describes the animal husbandry as having a nutritional requirement which must be satisfied through the internal production of arable crops or the acquisition of feed from the market. The farmer is supposed to maximise total net income from the agricultural and the zoo-technical activities by choosing one rotation among those available for climate and acclivity. The perspective of the analysis is one of a short period: the structure of the farm is supposed to be fixed without possibility to change the allocation of permanent crops and the amount of animal husbandry. The model is integrated with an environmental module that describes the role of the farm within the carbon-nitrogen cycle. On the one hand the farm allows storing carbon through the photosynthesis of the plants and the accumulation of carbon in the soil; on the other some activities of the farm emit greenhouse gases into the atmosphere. The model is tested for some representative farms of the Emilia-Romagna region, showing to be capable to give different results for conventional and organic farming and providing first results concerning the different atmospheric impact. Relevant data about the representative farms and the feasible rotations are extracted from the FADN database, with an integration of the coefficients from the literature.

Mimicking the one-dimensional marginal distributions of stochastic diffusions

In the large maturity limit, we compute explicitly the Local Volatility surface for Heston, through Dupire’s formula, with Fourier pricing of the respective derivatives of the call price. Than we verify that the prices of European call options produced by the Heston model, concide with those given by the local volatility model where the Local Volatility is computed as said above.

Game programming: Grafica 3d

Tesi riguardante la creazione di tutte le risorse grafiche necessarie ad un videogioco tridimensionale in prima persona con Blender e Unity3D. Gli argomenti trattati sono: prgettazione, 3D modeling, texturing e shading.

Game programming: sviluppo di un gioco

La tesi riguarda tutto il processo di progettazione di un videogioco e l'implementazione dello stesso. Gli argomenti trattati sono: Unity, Design & Gameplay e l'implementazioni del progetto.

Permutation-based stochastic ordering using pairwise comparisons

The topic of this work concerns nonparametric permutation-based methods aiming to find a ranking (stochastic ordering) of a given set of groups (populations), gathering together information from multiple variables under more than one experimental designs. The problem of ranking populations arises in several fields of science from the need of comparing G>2 given groups or treatments when the main goal is to find an order while taking into account several aspects. As it can be imagined, this problem is not only of theoretical interest but it also has a recognised relevance in several fields, such as industrial experiments or behavioural sciences, and this is reflected by the vast literature on the topic, although sometimes the problem is associated with different keywords such as: "stochastic ordering", "ranking", "construction of composite indices" etc., or even "ranking probabilities" outside of the strictly-speaking statistical literature. The properties of the proposed method are empirically evaluated by means of an extensive simulation study, where several aspects of interest are let to vary within a reasonable practical range. These aspects comprise: sample size, number of variables, number of groups, and distribution of noise/error. The flexibility of the approach lies mainly in the several available choices for the test-statistic and in the different types of experimental design that can be analysed. This render the method able to be tailored to the specific problem and the to nature of the data at hand. To perform the analyses an R package called SOUP (Stochastic Ordering Using Permutations) has been written and it is available on CRAN.

Periodicities in the Hodgkin-Huxley model and versions of this model with stochastic input

A field of computational neuroscience develops mathematical models to describe neuronal systems. The aim is to better understand the nervous system. Historically, the integrate-and-fire model, developed by Lapique in 1907, was the first model describing a neuron. In 1952 Hodgkin and Huxley [8] described the so called Hodgkin-Huxley model in the article “A Quantitative Description of Membrane Current and Its Application to Conduction and Excitation in Nerve”. The Hodgkin-Huxley model is one of the most successful and widely-used biological neuron models. Based on experimental data from the squid giant axon, Hodgkin and Huxley developed their mathematical model as a four-dimensional system of first-order ordinary differential equations. One of these equations characterizes the membrane potential as a process in time, whereas the other three equations depict the opening and closing state of sodium and potassium ion channels. The membrane potential is proportional to the sum of ionic current flowing across the membrane and an externally applied current. For various types of external input the membrane potential behaves differently. This thesis considers the following three types of input: (i) Rinzel and Miller [15] calculated an interval of amplitudes for a constant applied current, where the membrane potential is repetitively spiking; (ii) Aihara, Matsumoto and Ikegaya [1] said that dependent on the amplitude and the frequency of a periodic applied current the membrane potential responds periodically; (iii) Izhikevich [12] stated that brief pulses of positive and negative current with different amplitudes and frequencies can lead to a periodic response of the membrane potential. In chapter 1 the Hodgkin-Huxley model is introduced according to Izhikevich [12]. Besides the definition of the model, several biological and physiological notes are made, and further concepts are described by examples. Moreover, the numerical methods to solve the equations of the Hodgkin-Huxley model are presented which were used for the computer simulations in chapter 2 and chapter 3. In chapter 2 the statements for the three different inputs (i), (ii) and (iii) will be verified, and periodic behavior for the inputs (ii) and (iii) will be investigated. In chapter 3 the inputs are embedded in an Ornstein-Uhlenbeck process to see the influence of noise on the results of chapter 2.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

Portfolio Approaches in Constraint Programming

Recent research has shown that the performance of a single, arbitrarily efficient algorithm can be significantly outperformed by using a portfolio of —possibly on-average slower— algorithms. Within the Constraint Programming (CP) context, a portfolio solver can be seen as a particular constraint solver that exploits the synergy between the constituent solvers of its portfolio for predicting which is (or which are) the best solver(s) to run for solving a new, unseen instance. In this thesis we examine the benefits of portfolio solvers in CP. Despite portfolio approaches have been extensively studied for Boolean Satisfiability (SAT) problems, in the more general CP field these techniques have been only marginally studied and used. We conducted this work through the investigation, the analysis and the construction of several portfolio approaches for solving both satisfaction and optimization problems. We focused in particular on sequential approaches, i.e., single-threaded portfolio solvers always running on the same core. We started from a first empirical evaluation on portfolio approaches for solving Constraint Satisfaction Problems (CSPs), and then we improved on it by introducing new data, solvers, features, algorithms, and tools. Afterwards, we addressed the more general Constraint Optimization Problems (COPs) by implementing and testing a number of models for dealing with COP portfolio solvers. Finally, we have come full circle by developing sunny-cp: a sequential CP portfolio solver that turned out to be competitive also in the MiniZinc Challenge, the reference competition for CP solvers.

Convergence results for stochastic particle systems with social interaction

We consider stochastic individual-based models for social behaviour of groups of animals. In these models the trajectory of each animal is given by a stochastic differential equation with interaction. The social interaction is contained in the drift term of the SDE. We consider a global aggregation force and a short-range repulsion force. The repulsion range and strength gets rescaled with the number of animals N. We show that for N tending to infinity stochastic fluctuations disappear and a smoothed version of the empirical process converges uniformly towards the solution of a nonlinear, nonlocal partial differential equation of advection-reaction-diffusion type. The rescaling of the repulsion in the individual-based model implies that the corresponding term in the limit equation is local while the aggregation term is non-local. Moreover, we discuss the effect of a predator on the system and derive an analogous convergence result. The predator acts as an repulsive force. Different laws of motion for the predator are considered.