Calibration and validation of an air quality finite element model around an electric power plant in Gran Canaria island

[EN]This work presents the calibration and validation of an air quality finite element model applied to the surroundings of Jinamar electric power plant in Gran Canaria island (Spain). The model involves the generation of an adaptive tetrahedral mesh, the computation of an ambient wind field, the inclusion of the plume rise effect in the wind field, and the simulation of transport and reaction of pollutants. The main advantage of the model is the treatment of complex terrains that introduces an alternative to the standard implementation of current models. In addition, it improves the computational cost through the use of unstructured meshes...

The Libor Market Model: from theory to calibration

This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.

LBT AO system: tests and calibration

An Adaptive Optic (AO) system is a fundamental requirement of 8m-class telescopes. We know that in order to obtain the maximum possible resolution allowed by these telescopes we need to correct the atmospheric turbulence. Thanks to adaptive optic systems we are able to use all the effective potential of these instruments, drawing all the information from the universe sources as best as possible. In an AO system there are two main components: the wavefront sensor (WFS) that is able to measure the aberrations on the incoming wavefront in the telescope, and the deformable mirror (DM) that is able to assume a shape opposite to the one measured by the sensor. The two subsystem are connected by the reconstructor (REC). In order to do this, the REC requires a “common language" between these two main AO components. It means that it needs a mapping between the sensor-space and the mirror-space, called an interaction matrix (IM). Therefore, in order to operate correctly, an AO system has a main requirement: the measure of an IM in order to obtain a calibration of the whole AO system. The IM measurement is a 'mile stone' for an AO system and must be done regardless of the telescope size or class. Usually, this calibration step is done adding to the telescope system an auxiliary artificial source of light (i.e a fiber) that illuminates both the deformable mirror and the sensor, permitting the calibration of the AO system. For large telescope (more than 8m, like Extremely Large Telescopes, ELTs) the fiber based IM measurement requires challenging optical setups that in some cases are also impractical to build. In these cases, new techniques to measure the IM are needed. In this PhD work we want to check the possibility of a different method of calibration that can be applied directly on sky, at the telescope, without any auxiliary source. Such a technique can be used to calibrate AO system on a telescope of any size. We want to test the new calibration technique, called “sinusoidal modulation technique”, on the Large Binocular Telescope (LBT) AO system, which is already a complete AO system with the two main components: a secondary deformable mirror with by 672 actuators, and a pyramid wavefront sensor. My first phase of PhD work was helping to implement the WFS board (containing the pyramid sensor and all the auxiliary optical components) working both optical alignments and tests of some optical components. Thanks to the “solar tower” facility of the Astrophysical Observatory of Arcetri (Firenze), we have been able to reproduce an environment very similar to the telescope one, testing the main LBT AO components: the pyramid sensor and the secondary deformable mirror. Thanks to this the second phase of my PhD thesis: the measure of IM applying the sinusoidal modulation technique. At first we have measured the IM using a fiber auxiliary source to calibrate the system, without any kind of disturbance injected. After that, we have tried to use this calibration technique in order to measure the IM directly “on sky”, so adding an atmospheric disturbance to the AO system. The results obtained in this PhD work measuring the IM directly in the Arcetri solar tower system are crucial for the future development: the possibility of the acquisition of IM directly on sky means that we are able to calibrate an AO system also for extremely large telescope class where classic IM measurements technique are problematic and, sometimes, impossible. Finally we have not to forget the reason why we need this: the main aim is to observe the universe. Thanks to these new big class of telescopes and only using their full capabilities, we will be able to increase our knowledge of the universe objects observed, because we will be able to resolve more detailed characteristics, discovering, analyzing and understanding the behavior of the universe components.

Troposphere Calibration Techniques for Deep Space Probe Tracking

Ground-based Earth troposphere calibration systems play an important role in planetary exploration, especially to carry out radio science experiments aimed at the estimation of planetary gravity fields. In these experiments, the main observable is the spacecraft (S/C) range rate, measured from the Doppler shift of an electromagnetic wave transmitted from ground, received by the spacecraft and coherently retransmitted back to ground. If the solar corona and interplanetary plasma noise is already removed from Doppler data, the Earth troposphere remains one of the main error sources in tracking observables. Current Earth media calibration systems at NASA’s Deep Space Network (DSN) stations are based upon a combination of weather data and multidirectional, dual frequency GPS measurements acquired at each station complex. In order to support Cassini’s cruise radio science experiments, a new generation of media calibration systems were developed, driven by the need to achieve the goal of an end-to-end Allan deviation of the radio link in the order of 3×〖10〗^(-15) at 1000 s integration time. The future ESA’s Bepi Colombo mission to Mercury carries scientific instrumentation for radio science experiments (a Ka-band transponder and a three-axis accelerometer) which, in combination with the S/C telecommunication system (a X/X/Ka transponder) will provide the most advanced tracking system ever flown on an interplanetary probe. Current error budget for MORE (Mercury Orbiter Radioscience Experiment) allows the residual uncalibrated troposphere to contribute with a value of 8×〖10〗^(-15) to the two-way Allan deviation at 1000 s integration time. The current standard ESA/ESTRACK calibration system is based on a combination of surface meteorological measurements and mathematical algorithms, capable to reconstruct the Earth troposphere path delay, leaving an uncalibrated component of about 1-2% of the total delay. In order to satisfy the stringent MORE requirements, the short time-scale variations of the Earth troposphere water vapor content must be calibrated at ESA deep space antennas (DSA) with more precise and stable instruments (microwave radiometers). In parallel to this high performance instruments, ESA ground stations should be upgraded to media calibration systems at least capable to calibrate both troposphere path delay components (dry and wet) at sub-centimetre level, in order to reduce S/C navigation uncertainties. The natural choice is to provide a continuous troposphere calibration by processing GNSS data acquired at each complex by dual frequency receivers already installed for station location purposes. The work presented here outlines the troposphere calibration technique to support both Deep Space probe navigation and radio science experiments. After an introduction to deep space tracking techniques, observables and error sources, in Chapter 2 the troposphere path delay is widely investigated, reporting the estimation techniques and the state of the art of the ESA and NASA troposphere calibrations. Chapter 3 deals with an analysis of the status and the performances of the NASA Advanced Media Calibration (AMC) system referred to the Cassini data analysis. Chapter 4 describes the current release of a developed GNSS software (S/W) to estimate the troposphere calibration to be used for ESA S/C navigation purposes. During the development phase of the S/W a test campaign has been undertaken in order to evaluate the S/W performances. A description of the campaign and the main results are reported in Chapter 5. Chapter 6 presents a preliminary analysis of microwave radiometers to be used to support radio science experiments. The analysis has been carried out considering radiometric measurements of the ESA/ESTEC instruments installed in Cabauw (NL) and compared with the requirements of MORE. Finally, Chapter 7 summarizes the results obtained and defines some key technical aspects to be evaluated and taken into account for the development phase of future instrumentation.

Analysis and developments of uncertainty processors for real time flood forecasting

The hydrologic risk (and the hydro-geologic one, closely related to it) is, and has always been, a very relevant issue, due to the severe consequences that may be provoked by a flooding or by waters in general in terms of human and economic losses. Floods are natural phenomena, often catastrophic, and cannot be avoided, but their damages can be reduced if they are predicted sufficiently in advance. For this reason, the flood forecasting plays an essential role in the hydro-geological and hydrological risk prevention. Thanks to the development of sophisticated meteorological, hydrologic and hydraulic models, in recent decades the flood forecasting has made a significant progress, nonetheless, models are imperfect, which means that we are still left with a residual uncertainty on what will actually happen. In this thesis, this type of uncertainty is what will be discussed and analyzed. In operational problems, it is possible to affirm that the ultimate aim of forecasting systems is not to reproduce the river behavior, but this is only a means through which reducing the uncertainty associated to what will happen as a consequence of a precipitation event. In other words, the main objective is to assess whether or not preventive interventions should be adopted and which operational strategy may represent the best option. The main problem for a decision maker is to interpret model results and translate them into an effective intervention strategy. To make this possible, it is necessary to clearly define what is meant by uncertainty, since in the literature confusion is often made on this issue. Therefore, the first objective of this thesis is to clarify this concept, starting with a key question: should be the choice of the intervention strategy to adopt based on the evaluation of the model prediction based on its ability to represent the reality or on the evaluation of what actually will happen on the basis of the information given by the model forecast? Once the previous idea is made unambiguous, the other main concern of this work is to develope a tool that can provide an effective decision support, making possible doing objective and realistic risk evaluations. In particular, such tool should be able to provide an uncertainty assessment as accurate as possible. This means primarily three things: it must be able to correctly combine all the available deterministic forecasts, it must assess the probability distribution of the predicted quantity and it must quantify the flooding probability. Furthermore, given that the time to implement prevention strategies is often limited, the flooding probability will have to be linked to the time of occurrence. For this reason, it is necessary to quantify the flooding probability within a horizon time related to that required to implement the intervention strategy and it is also necessary to assess the probability of the flooding time.

Procedures of quality control and data analysis of multi-site ground-based observations for the absolute flux calibration of Gaia

The Gaia space mission is a major project for the European astronomical community. As challenging as it is, the processing and analysis of the huge data-flow incoming from Gaia is the subject of thorough study and preparatory work by the DPAC (Data Processing and Analysis Consortium), in charge of all aspects of the Gaia data reduction. This PhD Thesis was carried out in the framework of the DPAC, within the team based in Bologna. The task of the Bologna team is to define the calibration model and to build a grid of spectro-photometric standard stars (SPSS) suitable for the absolute flux calibration of the Gaia G-band photometry and the BP/RP spectrophotometry. Such a flux calibration can be performed by repeatedly observing each SPSS during the life-time of the Gaia mission and by comparing the observed Gaia spectra to the spectra obtained by our ground-based observations. Due to both the different observing sites involved and the huge amount of frames expected (≃100000), it is essential to maintain the maximum homogeneity in data quality, acquisition and treatment, and a particular care has to be used to test the capabilities of each telescope/instrument combination (through the “instrument familiarization plan”), to devise methods to keep under control, and eventually to correct for, the typical instrumental effects that can affect the high precision required for the Gaia SPSS grid (a few % with respect to Vega). I contributed to the ground-based survey of Gaia SPSS in many respects: with the observations, the instrument familiarization plan, the data reduction and analysis activities (both photometry and spectroscopy), and to the maintenance of the data archives. However, the field I was personally responsible for was photometry and in particular relative photometry for the production of short-term light curves. In this context I defined and tested a semi-automated pipeline which allows for the pre-reduction of imaging SPSS data and the production of aperture photometry catalogues ready to be used for further analysis. A series of semi-automated quality control criteria are included in the pipeline at various levels, from pre-reduction, to aperture photometry, to light curves production and analysis.

Studio dei metodi di valutazione della pericolosità associata ai "debris flow" in ambiente alpino

The present work concerns with the study of debris flows and, in particular, with the related hazard in the Alpine Environment. During the last years several methodologies have been developed to evaluate hazard associated to such a complex phenomenon, whose velocity, impacting force and inappropriate temporal prediction are responsible of the related high hazard level. This research focuses its attention on the depositional phase of debris flows through the application of a numerical model (DFlowz), and on hazard evaluation related to watersheds morphometric, morphological and geological characterization. The main aims are to test the validity of DFlowz simulations and assess sources of errors in order to understand how the empirical uncertainties influence the predictions; on the other side the research concerns with the possibility of performing hazard analysis starting from the identification of susceptible debris flow catchments and definition of their activity level. 25 well documented debris flow events have been back analyzed with the model DFlowz (Berti and Simoni, 2007): derived form the implementation of the empirical relations between event volume and planimetric and cross section inundated areas, the code allows to delineate areas affected by an event by taking into account information about volume, preferential flow path and digital elevation model (DEM) of fan area. The analysis uses an objective methodology for evaluating the accuracy of the prediction and involve the calibration of the model based on factors describing the uncertainty associated to the semi empirical relationships. The general assumptions on which the model is based have been verified although the predictive capabilities are influenced by the uncertainties of the empirical scaling relationships, which have to be necessarily taken into account and depend mostly on errors concerning deposited volume estimation. In addition, in order to test prediction capabilities of physical-based models, some events have been simulated through the use of RAMMS (RApid Mass MovementS). The model, which has been developed by the Swiss Federal Institute for Forest, Snow and Landscape Research (WSL) in Birmensdorf and the Swiss Federal Institute for Snow and Avalanche Research (SLF) takes into account a one-phase approach based on Voellmy rheology (Voellmy, 1955; Salm et al., 1990). The input file combines the total volume of the debris flow located in a release area with a mean depth. The model predicts the affected area, the maximum depth and the flow velocity in each cell of the input DTM. Relatively to hazard analysis related to watersheds characterization, the database collected by the Alto Adige Province represents an opportunity to examine debris-flow sediment dynamics at the regional scale and analyze lithologic controls. With the aim of advancing current understandings about debris flow, this study focuses on 82 events in order to characterize the topographic conditions associated with their initiation , transportation and deposition, seasonal patterns of occurrence and examine the role played by bedrock geology on sediment transfer.