On existence and uniqueness of positive solutions to a class of fractional boundary value problems

[EN] The purpose of this paper is to investigate the existence and uniqueness of positive solutions for the following fractional boundary value problem D 0 + α u ( t ) + f ( t , u ( t ) ) = 0 , 0 < t < 1 , u ( 0 ) = u ( 1 ) = u ′ ( 0 ) = 0 , where 2 < α ≤ 3 and D 0 + α is the Riemann-Liouville fractional derivative. Our analysis relies on a fixed-point theorem in partially ordered metric spaces. The autonomous case of this problem was studied in the paper [Zhao et al., Abs. Appl. Anal., to appear], but in Zhao et al. (to appear), the question of uniqueness of the solution is not treated. We also present some examples where we compare our results with the ones obtained in Zhao et al. (to appear). 2010 Mathematics Subject Classification: 34B15

Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Calculation of the eigenfunctions of the two-group neutron diffusion equation and application to modal decomposition of BWR instabilities

In this thesis, numerical methods aiming at determining the eigenfunctions, their adjoint and the corresponding eigenvalues of the two-group neutron diffusion equations representing any heterogeneous system are investigated. First, the classical power iteration method is modified so that the calculation of modes higher than the fundamental mode is possible. Thereafter, the Explicitly-Restarted Arnoldi method, belonging to the class of Krylov subspace methods, is touched upon. Although the modified power iteration method is a computationally-expensive algorithm, its main advantage is its robustness, i.e. the method always converges to the desired eigenfunctions without any need from the user to set up any parameter in the algorithm. On the other hand, the Arnoldi method, which requires some parameters to be defined by the user, is a very efficient method for calculating eigenfunctions of large sparse system of equations with a minimum computational effort. These methods are thereafter used for off-line analysis of the stability of Boiling Water Reactors. Since several oscillation modes are usually excited (global and regional oscillations) when unstable conditions are encountered, the characterization of the stability of the reactor using for instance the Decay Ratio as a stability indicator might be difficult if the contribution from each of the modes are not separated from each other. Such a modal decomposition is applied to a stability test performed at the Swedish Ringhals-1 unit in September 2002, after the use of the Arnoldi method for pre-calculating the different eigenmodes of the neutron flux throughout the reactor. The modal decomposition clearly demonstrates the excitation of both the global and regional oscillations. Furthermore, such oscillations are found to be intermittent with a time-varying phase shift between the first and second azimuthal modes.

Bistable elliptic equations with fractional diffusion

This work concerns the study of bounded solutions to elliptic nonlinear equations with fractional diffusion. More precisely, the aim of this thesis is to investigate some open questions related to a conjecture of De Giorgi about the one-dimensional symmetry of bounded monotone solutions in all space, at least up to dimension 8. This property on 1-D symmetry of monotone solutions for fractional equations was known in dimension n=2. The question remained open for n>2. In this work we establish new sharp energy estimates and one-dimensional symmetry property in dimension 3 for certain solutions of fractional equations. Moreover we study a particular type of solutions, called saddle-shaped solutions, which are the candidates to be global minimizers not one-dimensional in dimensions bigger or equal than 8. This is an open problem and it is expected to be true from the classical theory of minimal surfaces.

Spectrum reconstruction from a scattering measurement using the adjoint Boltzmann transport equation for photons

Quality control of medical radiological systems is of fundamental importance, and requires efficient methods for accurately determine the X-ray source spectrum. Straightforward measurements of X-ray spectra in standard operating require the limitation of the high photon flux, and therefore the measure has to be performed in a laboratory. However, the optimal quality control requires frequent in situ measurements which can be only performed using a portable system. To reduce the photon flux by 3 magnitude orders an indirect technique based on the scattering of the X-ray source beam by a solid target is used. The measured spectrum presents a lack of information because of transport and detection effects. The solution is then unfolded by solving the matrix equation that represents formally the scattering problem. However, the algebraic system is ill-conditioned and, therefore, it is not possible to obtain a satisfactory solution. Special strategies are necessary to circumvent the ill-conditioning. Numerous attempts have been done to solve this problem by using purely mathematical methods. In this thesis, a more physical point of view is adopted. The proposed method uses both the forward and the adjoint solutions of the Boltzmann transport equation to generate a better conditioned linear algebraic system. The procedure has been tested first on numerical experiments, giving excellent results. Then, the method has been verified with experimental measurements performed at the Operational Unit of Health Physics of the University of Bologna. The reconstructed spectra have been compared with the ones obtained with straightforward measurements, showing very good agreement.

Regularity of solutions of the p-Laplace equation in the Heisenberg group

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Dispersive wave solutions of the klein-gordon equation in cosmology

L'equazione di Klein-Gordon descrive una ampia varietà di fenomeni fisici come la propagazione delle onde in Meccanica dei Continui ed il comportamento delle particelle spinless in Meccanica Quantistica Relativistica. Recentemente, la forma dissipativa di questa equazione si è rivelata essere una legge di evoluzione fondamentale in alcuni modelli cosmologici, in particolare nell'ambito dei cosiddetti modelli di k-inflazione in presenza di campi tachionici. L'obiettivo di questo lavoro consiste nell'analizzare gli effetti del parametro dissipativo sulla dispersione nelle soluzioni dell'equazione d'onda. Saranno inoltre studiati alcuni tipici problemi al contorno di particolare interesse cosmologico per mezzo di grafici corrispondenti alle soluzioni fondamentali (Funzioni di Green).

Master Equation: Biological Applications and Thermodynamic Description

It is well known that many realistic mathematical models of biological systems, such as cell growth, cellular development and differentiation, gene expression, gene regulatory networks, enzyme cascades, synaptic plasticity, aging and population growth need to include stochasticity. These systems are not isolated, but rather subject to intrinsic and extrinsic fluctuations, which leads to a quasi equilibrium state (homeostasis). The natural framework is provided by Markov processes and the Master equation (ME) describes the temporal evolution of the probability of each state, specified by the number of units of each species. The ME is a relevant tool for modeling realistic biological systems and allow also to explore the behavior of open systems. These systems may exhibit not only the classical thermodynamic equilibrium states but also the nonequilibrium steady states (NESS). This thesis deals with biological problems that can be treat with the Master equation and also with its thermodynamic consequences. It is organized into six chapters with four new scientific works, which are grouped in two parts: (1) Biological applications of the Master equation: deals with the stochastic properties of a toggle switch, involving a protein compound and a miRNA cluster, known to control the eukaryotic cell cycle and possibly involved in oncogenesis and with the propose of a one parameter family of master equations for the evolution of a population having the logistic equation as mean field limit. (2) Nonequilibrium thermodynamics in terms of the Master equation: where we study the dynamical role of chemical fluxes that characterize the NESS of a chemical network and we propose a one parameter parametrization of BCM learning, that was originally proposed to describe plasticity processes, to study the differences between systems in DB and NESS.

Analytische Ableitungen der Energie für den "Equation-of-Motion-Coupled-Cluster"-Ansatz zur Berechnung von Ionisationspotentialen

In der vorliegenden Arbeit wird die Theorie der analytischen zweiten Ableitungen für die EOMIP-CCSD-Methode formuliert sowie die durchgeführte Implementierung im Quantenchemieprogramm CFOUR beschrieben. Diese Ableitungen sind von Bedeutung bei der Bestimmung statischer Polarisierbarkeiten und harmonischer Schwingungsfrequenzen und in dieser Arbeit wird die Genauigkeit des EOMIP-CCSD-Ansatzes bei der Berechnung dieser Eigenschaften für verschiedene radikalische Systeme untersucht. Des Weiteren können mit Hilfe der ersten und zweiten Ableitungen vibronische Kopplungsparameter berechnet werden, welche zur Simulation von Molekülspektren in Kombination mit dem Köppel-Domcke-Cederbaum (KDC)-Modell - in der Arbeit am Beispiel des Formyloxyl (HCO2)-Radikals demonstriert - benötigt werden.rnrnDer konzeptionell einfache EOMIP-CC-Ansatz wurde gewählt, da hier die Wellenfunktion eines Radikalsystems ausgehend von einem stabilen geschlossenschaligen Zustand durch die Entfernung eines Elektrons gebildet wird und somit die Problematik der Symmetriebrechung umgangen werden kann. Im Rahmen der Implementierung wurden neue Programmteile zur Lösung der erforderlichen Gleichungen für die gestörten EOMIP-CC-Amplituden und die gestörten Lagrange-Multiplikatoren zeta zum Quantenchemieprogramm CFOUR hinzugefügt. Die unter Verwendung des Programms bestimmten Eigenschaften werden hinsichtlich ihrer Leistungsfähigkeit im Vergleich zu etablierten Methoden wie z.B. CCSD(T) untersucht. Bei der Berechnung von Polarisierbarkeiten und harmonischen Schwingungsfrequenzen liefert die EOMIP-CCSD-Theorie meist gute Resultate, welche nur wenig von den CCSD(T)-Ergebnissen abweichen. Einzig bei der Betrachtung von Radikalen, für die die entsprechenden Anionen nicht stabil sind (z.B. NH2⁻ und CH3⁻), liefert der EOMIP-CCSD-Ansatz aufgrund methodischer Nachteile keine aussagekräftige Beschreibung. rnrnDie Ableitungen der EOMIP-CCSD-Energie lassen sich auch zur Simulation vibronischer Kopplungen innerhalb des KDC-Modells einsetzen.rnZur Kopplung verschiedener radikalischer Zustände in einem solchen Modellpotential spielen vor allem die Ableitungen von Übergangsmatrixelementen eine wichtige Rolle. Diese sogenannten Kopplungskonstanten können in der EOMIP-CC-Theorie besonders leicht definiert und berechnet werden. Bei der Betrachtung des Photoelektronenspektrums von HCO2⁻ werden zwei Alternativen untersucht: Die vertikale Bestimmung an der Gleichgewichtsgeometrie des HCO2⁻-Anions und die Ermittlung adiabatischer Kraftkonstanten an den Gleichgewichtsgeometrien des Radikals. Lediglich das adiabatische Modell liefert bei Beschränkung auf harmonische Kraftkonstanten eine qualitativ sinnvolle Beschreibung des Spektrums. Erweitert man beide Modelle um kubische und quartische Kraftkonstanten, so nähern sich diese einander an und ermöglichen eine vollständige Zuordnung des gemessenen Spektrums innerhalb der ersten 1500 cm⁻¹. Die adiabatische Darstellung erreicht dabei nahezu quantitative Genauigkeit.

The Complex Monge-Ampère Equation

In questa trattazione si studia la regolarità delle soluzioni viscose plurisubarmoniche dell’equazione di Monge-Ampère complessa. Si tratta di un’equazione alle derivate parziali del secondo ordine completamente non lineare il cui termine del secondo ordine è il determinante della matrice hessiana complessa di una funzione incognita a valori reali u. Il principale risultato della tesi è un nuovo controesempio di tipo Pogorelov per questa equazione. Si prova cioè l’esistenza di soluzioni viscose plurisubarmoniche e non classiche per un equazione di Monge-Ampère complessa.