Use of recent geoid models to estimate mean dynamic topography and geostrophic currents in South Atlantic and Brazil Malvinas confluence

The use of geoid models to estimate the Mean Dynamic Topography was stimulated with the launching of the GRACE satellite system, since its models present unprecedented precision and space-time resolution. In the present study, besides the DNSC08 mean sea level model, the following geoid models were used with the objective of computing the MDTs: EGM96, EIGEN-5C and EGM2008. In the method adopted, geostrophic currents for the South Atlantic were computed based on the MDTs. In this study it was found that the degree and order of the geoid models affect the determination of TDM and currents directly. The presence of noise in the MDT requires the use of efficient filtering techniques, such as the filter based on Singular Spectrum Analysis, which presents significant advantages in relation to conventional filters. Geostrophic currents resulting from geoid models were compared with the HYCOM hydrodynamic numerical model. In conclusion, results show that MDTs and respective geostrophic currents calculated with EIGEN-5C and EGM2008 models are similar to the results of the numerical model, especially regarding the main large scale features such as boundary currents and the retroflection at the Brazil-Malvinas Confluence.

A general class of zero-or-one inflated beta regression models

This paper proposes a general class of regression models for continuous proportions when the data contain zeros or ones. The proposed class of models assumes that the response variable has a mixed continuous-discrete distribution with probability mass at zero or one. The beta distribution is used to describe the continuous component of the model, since its density has a wide range of different shapes depending on the values of the two parameters that index the distribution. We use a suitable parameterization of the beta law in terms of its mean and a precision parameter. The parameters of the mixture distribution are modeled as functions of regression parameters. We provide inference, diagnostic, and model selection tools for this class of models. A practical application that employs real data is presented. (C) 2011 Elsevier B.V. All rights reserved.

Influence of the initial condition in equilibrium last-passage percolation models

In this paper we consider an equilibrium last-passage percolation model on an environment given by a compound two-dimensional Poisson process. We prove an L-2-formula relating the initial measure with the last-passage percolation time. This formula turns out to be a useful tool to analyze the fluctuations of the last-passage times along non-characteristic directions.

Use of recent geoid models to estimate mean dynamic topography and geostrophic currents in South Atlantic and Brazil Malvinas confluence

The use of geoid models to estimate the Mean Dynamic Topography was stimulated with the launching of the GRACE satellite system, since its models present unprecedented precision and space-time resolution. In the present study, besides the DNSC08 mean sea level model, the following geoid models were used with the objective of computing the MDTs: EGM96, EIGEN-5C and EGM2008. In the method adopted, geostrophic currents for the South Atlantic were computed based on the MDTs. In this study it was found that the degree and order of the geoid models affect the determination of TDM and currents directly. The presence of noise in the MDT requires the use of efficient filtering techniques, such as the filter based on Singular Spectrum Analysis, which presents significant advantages in relation to conventional filters. Geostrophic currents resulting from geoid models were compared with the HYCOM hydrodynamic numerical model. In conclusion, results show that MDTs and respective geostrophic currents calculated with EIGEN-5C and EGM2008 models are similar to the results of the numerical model, especially regarding the main large scale features such as boundary currents and the retroflection at the Brazil-Malvinas Confluence.

Multimodality and flexibility of stochastic gene expression

We consider a general class of mathematical models for stochastic gene expression where the transcription rate is allowed to depend on a promoter state variable that can take an arbitrary (finite) number of values. We provide the solution of the master equations in the stationary limit, based on a factorization of the stochastic transition matrix that separates timescales and relative interaction strengths, and we express its entries in terms of parameters that have a natural physical and/or biological interpretation. The solution illustrates the capacity of multiple states promoters to generate multimodal distributions of gene products, without the need for feedback. Furthermore, using the example of a three states promoter operating at low, high, and intermediate expression levels, we show that using multiple states operons will typically lead to a significant reduction of noise in the system. The underlying mechanism is that a three-states promoter can change its level of expression from low to high by passing through an intermediate state with a much smaller increase of fluctuations than by means of a direct transition.

Dynamic services in mobile ad hoc networks

The increasing diffusion of wireless-enabled portable devices is pushing toward the design of novel service scenarios, promoting temporary and opportunistic interactions in infrastructure-less environments. Mobile Ad Hoc Networks (MANET) are the general model of these higly dynamic networks that can be specialized, depending on application cases, in more specific and refined models such as Vehicular Ad Hoc Networks and Wireless Sensor Networks. Two interesting deployment cases are of increasing relevance: resource diffusion among users equipped with portable devices, such as laptops, smart phones or PDAs in crowded areas (termed dense MANET) and dissemination/indexing of monitoring information collected in Vehicular Sensor Networks. The extreme dynamicity of these scenarios calls for novel distributed protocols and services facilitating application development. To this aim we have designed middleware solutions supporting these challenging tasks. REDMAN manages, retrieves, and disseminates replicas of software resources in dense MANET; it implements novel lightweight protocols to maintain a desired replication degree despite participants mobility, and efficiently perform resource retrieval. REDMAN exploits the high-density assumption to achieve scalability and limited network overhead. Sensed data gathering and distributed indexing in Vehicular Networks raise similar issues: we propose a specific middleware support, called MobEyes, exploiting node mobility to opportunistically diffuse data summaries among neighbor vehicles. MobEyes creates a low-cost opportunistic distributed index to query the distributed storage and to determine the location of needed information. Extensive validation and testing of REDMAN and MobEyes prove the effectiveness of our original solutions in limiting communication overhead while maintaining the required accuracy of replication degree and indexing completeness, and demonstrates the feasibility of the middleware approach.

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.

Active fibre-reinforced composites with embedded shape memory alloys

This dissertation concerns active fibre-reinforced composites with embedded shape memory alloy wires. The structural application of active materials allows to develop adaptive structures which actively respond to changes in the environment, such as morphing structures, self-healing structures and power harvesting devices. In particular, shape memory alloy actuators integrated within a composite actively control the structural shape or stiffness, thus influencing the composite static and dynamic properties. Envisaged applications include, among others, the prevention of thermal buckling of the outer skin of air vehicles, shape changes in panels for improved aerodynamic characteristics and the deployment of large space structures. The study and design of active composites is a complex and multidisciplinary topic, requiring in-depth understanding of both the coupled behaviour of active materials and the interaction between the different composite constituents. Both fibre-reinforced composites and shape memory alloys are extremely active research topics, whose modelling and experimental characterisation still present a number of open problems. Thus, while this dissertation focuses on active composites, some of the research results presented here can be usefully applied to traditional fibre-reinforced composites or other shape memory alloy applications. The dissertation is composed of four chapters. In the first chapter, active fibre-reinforced composites are introduced by giving an overview of the most common choices available for the reinforcement, matrix and production process, together with a brief introduction and classification of active materials. The second chapter presents a number of original contributions regarding the modelling of fibre-reinforced composites. Different two-dimensional laminate theories are derived from a parent three-dimensional theory, introducing a procedure for the a posteriori reconstruction of transverse stresses along the laminate thickness. Accurate through the thickness stresses are crucial for the composite modelling as they are responsible for some common failure mechanisms. A new finite element based on the First-order Shear Deformation Theory and a hybrid stress approach is proposed for the numerical solution of the two-dimensional laminate problem. The element is simple and computationally efficient. The transverse stresses through the laminate thickness are reconstructed starting from a general finite element solution. A two stages procedure is devised, based on Recovery by Compatibility in Patches and three-dimensional equilibrium. Finally, the determination of the elastic parameters of laminated structures via numerical-experimental Bayesian techniques is investigated. Two different estimators are analysed and compared, leading to the definition of an alternative procedure to improve convergence of the estimation process. The third chapter focuses on shape memory alloys, describing their properties and applications. A number of constitutive models proposed in the literature, both one-dimensional and three-dimensional, are critically discussed and compared, underlining their potential and limitations, which are mainly related to the definition of the phase diagram and the choice of internal variables. Some new experimental results on shape memory alloy material characterisation are also presented. These experimental observations display some features of the shape memory alloy behaviour which are generally not included in the current models, thus some ideas are proposed for the development of a new constitutive model. The fourth chapter, finally, focuses on active composite plates with embedded shape memory alloy wires. A number of di®erent approaches can be used to predict the behaviour of such structures, each model presenting different advantages and drawbacks related to complexity and versatility. A simple model able to describe both shape and stiffness control configurations within the same context is proposed and implemented. The model is then validated considering the shape control configuration, which is the most sensitive to model parameters. The experimental work is divided in two parts. In the first part, an active composite is built by gluing prestrained shape memory alloy wires on a carbon fibre laminate strip. This structure is relatively simple to build, however it is useful in order to experimentally demonstrate the feasibility of the concept proposed in the first part of the chapter. In the second part, the making of a fibre-reinforced composite with embedded shape memory alloy wires is investigated, considering different possible choices of materials and manufacturing processes. Although a number of technological issues still need to be faced, the experimental results allow to demonstrate the mechanism of shape control via embedded shape memory alloy wires, while showing a good agreement with the proposed model predictions.

The assessment of change in rural landscape and the analysis of the driving forces. Proposal of a spatial model for the rural built environment

The presented study carried out an analysis on rural landscape changes. In particular the study focuses on the understanding of driving forces acting on the rural built environment using a statistical spatial model implemented through GIS techniques. It is well known that the study of landscape changes is essential for a conscious decision making in land planning. From a bibliography review results a general lack of studies dealing with the modeling of rural built environment and hence a theoretical modelling approach for such purpose is needed. The advancement in technology and modernity in building construction and agriculture have gradually changed the rural built environment. In addition, the phenomenon of urbanization of a determined the construction of new volumes that occurred beside abandoned or derelict rural buildings. Consequently there are two types of transformation dynamics affecting mainly the rural built environment that can be observed: the conversion of rural buildings and the increasing of building numbers. It is the specific aim of the presented study to propose a methodology for the development of a spatial model that allows the identification of driving forces that acted on the behaviours of the building allocation. In fact one of the most concerning dynamic nowadays is related to an irrational expansion of buildings sprawl across landscape. The proposed methodology is composed by some conceptual steps that cover different aspects related to the development of a spatial model: the selection of a response variable that better describe the phenomenon under study, the identification of possible driving forces, the sampling methodology concerning the collection of data, the most suitable algorithm to be adopted in relation to statistical theory and method used, the calibration process and evaluation of the model. A different combination of factors in various parts of the territory generated favourable or less favourable conditions for the building allocation and the existence of buildings represents the evidence of such optimum. Conversely the absence of buildings expresses a combination of agents which is not suitable for building allocation. Presence or absence of buildings can be adopted as indicators of such driving conditions, since they represent the expression of the action of driving forces in the land suitability sorting process. The existence of correlation between site selection and hypothetical driving forces, evaluated by means of modeling techniques, provides an evidence of which driving forces are involved in the allocation dynamic and an insight on their level of influence into the process. GIS software by means of spatial analysis tools allows to associate the concept of presence and absence with point futures generating a point process. Presence or absence of buildings at some site locations represent the expression of these driving factors interaction. In case of presences, points represent locations of real existing buildings, conversely absences represent locations were buildings are not existent and so they are generated by a stochastic mechanism. Possible driving forces are selected and the existence of a causal relationship with building allocations is assessed through a spatial model. The adoption of empirical statistical models provides a mechanism for the explanatory variable analysis and for the identification of key driving variables behind the site selection process for new building allocation. The model developed by following the methodology is applied to a case study to test the validity of the methodology. In particular the study area for the testing of the methodology is represented by the New District of Imola characterized by a prevailing agricultural production vocation and were transformation dynamic intensively occurred. The development of the model involved the identification of predictive variables (related to geomorphologic, socio-economic, structural and infrastructural systems of landscape) capable of representing the driving forces responsible for landscape changes.. The calibration of the model is carried out referring to spatial data regarding the periurban and rural area of the study area within the 1975-2005 time period by means of Generalised linear model. The resulting output from the model fit is continuous grid surface where cells assume values ranged from 0 to 1 of probability of building occurrences along the rural and periurban area of the study area. Hence the response variable assesses the changes in the rural built environment occurred in such time interval and is correlated to the selected explanatory variables by means of a generalized linear model using logistic regression. Comparing the probability map obtained from the model to the actual rural building distribution in 2005, the interpretation capability of the model can be evaluated. The proposed model can be also applied to the interpretation of trends which occurred in other study areas, and also referring to different time intervals, depending on the availability of data. The use of suitable data in terms of time, information, and spatial resolution and the costs related to data acquisition, pre-processing, and survey are among the most critical aspects of model implementation. Future in-depth studies can focus on using the proposed model to predict short/medium-range future scenarios for the rural built environment distribution in the study area. In order to predict future scenarios it is necessary to assume that the driving forces do not change and that their levels of influence within the model are not far from those assessed for the time interval used for the calibration.

Simulations of physics and chemistry of polar stratospheric clouds with a general circulation model

A polar stratospheric cloud submodel has been developed and incorporated in a general circulation model including atmospheric chemistry (ECHAM5/MESSy). The formation and sedimentation of polar stratospheric cloud (PSC) particles can thus be simulated as well as heterogeneous chemical reactions that take place on the PSC particles. For solid PSC particle sedimentation, the need for a tailor-made algorithm has been elucidated. A sedimentation scheme based on first order approximations of vertical mixing ratio profiles has been developed. It produces relatively little numerical diffusion and can deal well with divergent or convergent sedimentation velocity fields. For the determination of solid PSC particle sizes, an efficient algorithm has been adapted. It assumes a monodisperse radii distribution and thermodynamic equilibrium between the gas phase and the solid particle phase. This scheme, though relatively simple, is shown to produce particle number densities and radii within the observed range. The combined effects of the representations of sedimentation and solid PSC particles on vertical H2O and HNO3 redistribution are investigated in a series of tests. The formation of solid PSC particles, especially of those consisting of nitric acid trihydrate, has been discussed extensively in recent years. Three particle formation schemes in accordance with the most widely used approaches have been identified and implemented. For the evaluation of PSC occurrence a new data set with unprecedented spatial and temporal coverage was available. A quantitative method for the comparison of simulation results and observations is developed and applied. It reveals that the relative PSC sighting frequency can be reproduced well with the PSC submodel whereas the detailed modelling of PSC events is beyond the scope of coarse global scale models. In addition to the development and evaluation of new PSC submodel components, parts of existing simulation programs have been improved, e.g. a method for the assimilation of meteorological analysis data in the general circulation model, the liquid PSC particle composition scheme, and the calculation of heterogeneous reaction rate coefficients. The interplay of these model components is demonstrated in a simulation of stratospheric chemistry with the coupled general circulation model. Tests against recent satellite data show that the model successfully reproduces the Antarctic ozone hole.

Forward implied volatility expansions in LSV models

In this work we address the problem of finding formulas for efficient and reliable analytical approximation for the calculation of forward implied volatility in LSV models, a problem which is reduced to the calculation of option prices as an expansion of the price of the same financial asset in a Black-Scholes dynamic. Our approach involves an expansion of the differential operator, whose solution represents the price in local stochastic volatility dynamics. Further calculations then allow to obtain an expansion of the implied volatility without the aid of any special function or expensive from the computational point of view, in order to obtain explicit formulas fast to calculate but also as accurate as possible.

Multidimensional item response theory models with general and specific latent traits for ordinal data

The aim of the thesis is to propose a Bayesian estimation through Markov chain Monte Carlo of multidimensional item response theory models for graded responses with complex structures and correlated traits. In particular, this work focuses on the multiunidimensional and the additive underlying latent structures, considering that the first one is widely used and represents a classical approach in multidimensional item response analysis, while the second one is able to reflect the complexity of real interactions between items and respondents. A simulation study is conducted to evaluate the parameter recovery for the proposed models under different conditions (sample size, test and subtest length, number of response categories, and correlation structure). The results show that the parameter recovery is particularly sensitive to the sample size, due to the model complexity and the high number of parameters to be estimated. For a sufficiently large sample size the parameters of the multiunidimensional and additive graded response models are well reproduced. The results are also affected by the trade-off between the number of items constituting the test and the number of item categories. An application of the proposed models on response data collected to investigate Romagna and San Marino residents' perceptions and attitudes towards the tourism industry is also presented.

Development of Dynamic Constraint Models for a Model Based Transient Calibration Process

Model based calibration has gained popularity in recent years as a method to optimize increasingly complex engine systems. However virtually all model based techniques are applied to steady state calibration. Transient calibration is by and large an emerging technology. An important piece of any transient calibration process is the ability to constrain the optimizer to treat the problem as a dynamic one and not as a quasi-static process. The optimized air-handling parameters corresponding to any instant of time must be achievable in a transient sense; this in turn depends on the trajectory of the same parameters over previous time instances. In this work dynamic constraint models have been proposed to translate commanded to actually achieved air-handling parameters. These models enable the optimization to be realistic in a transient sense. The air handling system has been treated as a linear second order system with PD control. Parameters for this second order system have been extracted from real transient data. The model has been shown to be the best choice relative to a list of appropriate candidates such as neural networks and first order models. The selected second order model was used in conjunction with transient emission models to predict emissions over the FTP cycle. It has been shown that emission predictions based on air-handing parameters predicted by the dynamic constraint model do not differ significantly from corresponding emissions based on measured air-handling parameters.

A Dynamic Approach to Stakeholder Theory: A Case Study of Labor - Management Relations at General Motors

The purpose of this thesis is to identify areas for improvement in the current stakeholder management literature. The current stakeholder management theories were analyzed to determine their benefits and detriments. To determine how these theories work in a corporation, General Motors was selected as a single-case study to determine the patterns of stakeholder management over time. These patterns demonstrated the need for dynamic stakeholder management over time, with an emphasis on collaboration and the necessity of recognizing the greater stakeholder network surrounding the corporation. Proper stakeholder management in the early years of General Motors would have prevented its failure, while the organizational culture as a path-dependent variable made it difficult for General Motors to alter long-standing stakeholder relationships.