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

Contractive-like mapping principles in ordered metric spaces and application to ordinary differential equations

[EN] The purpose of this paper is to present a fixed point theorem for generalized contractions in partially ordered complete metric spaces. We also present an application to first-order ordinary differential equations.

Existence and uniqueness of positive and nondecreasing solutions for a class of singular fractional boundary value problems

[EN] We establish the existence and uniqueness of a positive and nondecreasing solution to a singular boundary value problem of a class of nonlinear fractional differential equation. Our analysis relies on a fixed point theorem in partially ordered sets.

Aplicaciones del caos determinista a la detección de outliers

[EN]In this paper the authors show that techniques employed in the prediction of chaotic time series" can also be applied to detection of outliers. A definition of outlier" lS provided and a theorem on hypothesis testing is also proved.

Analyzing the dependence structure of microarray data: a copula–based approach

The main aim of this Ph.D. dissertation is the study of clustering dependent data by means of copula functions with particular emphasis on microarray data. Copula functions are a popular multivariate modeling tool in each field where the multivariate dependence is of great interest and their use in clustering has not been still investigated. The first part of this work contains the review of the literature of clustering methods, copula functions and microarray experiments. The attention focuses on the K–means (Hartigan, 1975; Hartigan and Wong, 1979), the hierarchical (Everitt, 1974) and the model–based (Fraley and Raftery, 1998, 1999, 2000, 2007) clustering techniques because their performance is compared. Then, the probabilistic interpretation of the Sklar’s theorem (Sklar’s, 1959), the estimation methods for copulas like the Inference for Margins (Joe and Xu, 1996) and the Archimedean and Elliptical copula families are presented. In the end, applications of clustering methods and copulas to the genetic and microarray experiments are highlighted. The second part contains the original contribution proposed. A simulation study is performed in order to evaluate the performance of the K–means and the hierarchical bottom–up clustering methods in identifying clusters according to the dependence structure of the data generating process. Different simulations are performed by varying different conditions (e.g., the kind of margins (distinct, overlapping and nested) and the value of the dependence parameter ) and the results are evaluated by means of different measures of performance. In light of the simulation results and of the limits of the two investigated clustering methods, a new clustering algorithm based on copula functions (‘CoClust’ in brief) is proposed. The basic idea, the iterative procedure of the CoClust and the description of the written R functions with their output are given. The CoClust algorithm is tested on simulated data (by varying the number of clusters, the copula models, the dependence parameter value and the degree of overlap of margins) and is compared with the performance of model–based clustering by using different measures of performance, like the percentage of well–identified number of clusters and the not rejection percentage of H0 on . It is shown that the CoClust algorithm allows to overcome all observed limits of the other investigated clustering techniques and is able to identify clusters according to the dependence structure of the data independently of the degree of overlap of margins and the strength of the dependence. The CoClust uses a criterion based on the maximized log–likelihood function of the copula and can virtually account for any possible dependence relationship between observations. Many peculiar characteristics are shown for the CoClust, e.g. its capability of identifying the true number of clusters and the fact that it does not require a starting classification. Finally, the CoClust algorithm is applied to the real microarray data of Hedenfalk et al. (2001) both to the gene expressions observed in three different cancer samples and to the columns (tumor samples) of the whole data matrix.

Prediseño de modelos a escala para el estudio de fenómenos dinámicos de interacción suelo-estructura en aerogeneradores off-shore sobre monopilotes

Máster Universitario en Eficiencia Energética (SIANI)

Gli assetti proprietari e di controllo nell'agroalimentare italiano

The recent default of important Italian agri-business companies provides a challenging issue to be investigated through an appropriate scientific approach. The events involving CIRIO, FERRUZZI or PARMALAT rise an important research question: what are the determinants of performance for Italian companies in the Italian agri – food sector? My aim is not to investigate all the factors that are relevant in explaining performance. Performance depends on a wide set of political, social, economic variables that are strongly interconnected and that are often very difficult to express by formal or mathematical tools. Rather, in my thesis I mainly focus on those aspects that are strictly related to the governance and ownership structure of agri – food companies representing a strand of research that has been quite neglected by previous scholars. The conceptual framework from which I move to justify the existence of a relationship between the ownership structure of a company, governance and performance is the model set up by Airoldi and Zattoni (2005). In particular the authors investigate the existence of complex relationships arising within the company and between the company and the environment that can bring different strategies and performances. They do not try to find the “best” ownership structure, rather they outline what variables are connected and how they could vary endogenously within the whole economic system. In spite of the fact that the Airoldi and Zattoni’s model highlights the existence of a relationship between ownership and structure that is crucial for the set up of the thesis the authors fail to apply quantitative analyses in order to verify the magnitude, sign and the causal direction of the impact. In order to fill this gap we start from the literature trying to investigate the determinants of performance. Even in this strand of research studies analysing the relationship between different forms of ownership and performance are still lacking. In this thesis, after a brief description of the Italian agri – food sector and after an introduction including a short explanation of the definitions of performance and ownership structure, I implement a model in which the performance level (interpreted here as Return on Investments and Return on Sales) is related to variables that have been previously identified by the literature as important such as the financial variables (cash and leverage indices), the firm location (North Italy, Centre Italy, South Italy), the power concentration (lower than 25%, between 25% and 50% and between 50% and 100% of ownership control) and the specific agri – food sector (agriculture, food and beverage). Moreover we add a categorical variable representing different forms of ownership structure (public limited company, limited liability company, cooperative) that is the core of our study. All those variables are fully analysed by a preliminary descriptive analysis. As in many previous contributions we apply a panel least squares analysis for 199 Italian firms in the period 1998 – 2007 with data taken from the Bureau Van Dijck Dataset. We apply two different models in which the dependant variables are respectively the Return on Investments (ROI) and the Return on Sales (ROS) indicators. Not surprisingly we find that companies located in the North Italy representing the richest area in Italy perform better than the ones located in the Centre and South of Italy. In contrast with the Modigliani - Miller theorem financial variables could be significant and the specific sector within the agri – food market could play a relevant role. As the power concentration, we find that a strong property control (higher than 50%) or a fragmented concentration (lower than 25%) perform better. This result apparently could suggest that “hybrid” forms of concentrations could create bad functioning in the decision process. As our key variables representing the ownership structure we find that public limited companies and limited liability companies perform better than cooperatives. This is easily explainable by the fact that law establishes that cooperatives are less profit – oriented. Beyond cooperatives public limited companies perform better than limited liability companies and show a more stable path over time. Results are quite consistent when we consider both ROI and ROS as dependant variables. These results should not lead us to claim that public limited company is the “best” among all possible governance structures. First, every governance solution should be considered according to specific situations. Second more robustness analyses are needed to confirm our results. At this stage we deem these findings, the model set up and our approach represent original contributions that could stimulate fruitful future studies aimed at investigating the intriguing issue concerning the effect of ownership structure on the performance levels.

Jarrow-Yildirim model for inflation: theory and applications

This thesis deals with inflation theory, focussing on the model of Jarrow & Yildirim, which is nowadays used when pricing inflation derivatives. After recalling main results about short and forward interest rate models, the dynamics of the main components of the market are derived. Then the most important inflation-indexed derivatives are explained (zero coupon swap, year-on-year, cap and floor), and their pricing proceeding is shown step by step. Calibration is explained and performed with a common method and an heuristic and non standard one. The model is enriched with credit risk, too, which allows to take into account the possibility of bankrupt of the counterparty of a contract. In this context, the general method of pricing is derived, with the introduction of defaultable zero-coupon bonds, and the Monte Carlo method is treated in detailed and used to price a concrete example of contract. Appendixes: A: martingale measures, Girsanov's theorem and the change of numeraire. B: some aspects of the theory of Stochastic Differential Equations; in particular, the solution for linear EDSs, and the Feynman-Kac Theorem, which shows the connection between EDSs and Partial Differential Equations. C: some useful results about normal distribution.

Implementation of a non ground meta interpreter for defeasible logic

Human reasoning is a fascinating and complex cognitive process that can be applied in different research areas such as philosophy, psychology, laws and financial. Unfortunately, developing supporting software (to those different areas) able to cope such as complex reasoning it’s difficult and requires a suitable logic abstract formalism. In this thesis we aim to develop a program, that has the job to evaluate a theory (a set of rules) w.r.t. a Goal, and provide some results such as “The Goal is derivable from the KB5 (of the theory)”. In order to achieve this goal we need to analyse different logics and choose the one that best meets our needs. In logic, usually, we try to determine if a given conclusion is logically implied by a set of assumptions T (theory). However, when we deal with programming logic we need an efficient algorithm in order to find such implications. In this work we use a logic rather similar to human logic. Indeed, human reasoning requires an extension of the first order logic able to reach a conclusion depending on not definitely true6 premises belonging to a incomplete set of knowledge. Thus, we implemented a defeasible logic7 framework able to manipulate defeasible rules. Defeasible logic is a non-monotonic logic designed for efficient defeasible reasoning by Nute (see Chapter 2). Those kind of applications are useful in laws area especially if they offer an implementation of an argumentation framework that provides a formal modelling of game. Roughly speaking, let the theory is the set of laws, a keyclaim is the conclusion that one of the party wants to prove (and the other one wants to defeat) and adding dynamic assertion of rules, namely, facts putted forward by the parties, then, we can play an argumentative challenge between two players and decide if the conclusion is provable or not depending on the different strategies performed by the players. Implementing a game model requires one more meta-interpreter able to evaluate the defeasible logic framework; indeed, according to Göedel theorem (see on page 127), we cannot evaluate the meaning of a language using the tools provided by the language itself, but we need a meta-language able to manipulate the object language8. Thus, rather than a simple meta-interpreter, we propose a Meta-level containing different Meta-evaluators. The former has been explained above, the second one is needed to perform the game model, and the last one will be used to change game execution and tree derivation strategies.

Verzweigung periodischer Lösungen bei rein nichtlinearen Differentialgleichungssystemen in der Ebene

Zusammenfassung:In dieser Arbeit werden die Abzweigung stationärer Punkte und periodischer Lösungen von isolierten stationären Punkten rein nichtlinearer Differentialgleichungen in der reellenEbene betrachtet.Das erste Kapitel enthält einige technische Hilfsmittel, während im zweiten ausführlich das Verhalten von Differentialgleichungen in der Ebene mit zwei homogenen Polynomen gleichen Grades als rechter Seite diskutiert wird.Im dritten Kapitel beginnt der Hauptteil der Arbeit. Hier wird eine Verallgemeinerung des Hopf'schen Verzweigungssatzes bewiesen, der den klassischen Satz als Spezialfall enthält.Im vierten Kapitel untersuchen wir die Abzweigung stationärer Punkte und im letzten Kapitel die Abzweigung periodischer Lösungen unter Störungen, deren Ordnung echt kleiner ist, als die erste nichtverschwindende Näherung der ungestörten Gleichung.Alle Voraussetzungen in dieser Arbeit sind leicht nachzurechnen und es werden zahlreiche Beispiele ausführlich diskutiert.

Dispersion approach to real and virtual Compton scattering

In recent years, new precision experiments have become possible withthe high luminosity accelerator facilities at MAMIand JLab, supplyingphysicists with precision data sets for different hadronic reactions inthe intermediate energy region, such as pion photo- andelectroproduction and real and virtual Compton scattering.By means of the low energy theorem (LET), the global properties of thenucleon (its mass, charge, and magnetic moment) can be separated fromthe effects of the internal structure of the nucleon, which areeffectively described by polarizabilities. Thepolarizabilities quantify the deformation of the charge andmagnetization densities inside the nucleon in an applied quasistaticelectromagnetic field. The present work is dedicated to develop atool for theextraction of the polarizabilities from these precise Compton data withminimum model dependence, making use of the detailed knowledge of pionphotoproduction by means of dispersion relations (DR). Due to thepresence of t-channel poles, the dispersion integrals for two ofthe six Compton amplitudes diverge. Therefore, we have suggested to subtract the s-channel dispersion integrals at zero photon energy($nu=0$). The subtraction functions at $nu=0$ are calculated through DRin the momentum transfer t at fixed $nu=0$, subtracted at t=0. For this calculation, we use the information about the t-channel process, $gammagammatopipito Nbar{N}$. In this way, four of thepolarizabilities can be predicted using the unsubtracted DR in the $s$-channel. The other two, $alpha-beta$ and $gamma_pi$, are free parameters in ourformalism and can be obtained from a fit to the Compton data.We present the results for unpolarized and polarized RCS observables,%in the kinematics of the most recent experiments, and indicate anenhanced sensitivity to the nucleon polarizabilities in theenergy range between pion production threshold and the $Delta(1232)$-resonance.newlineindentFurthermore,we extend the DR formalism to virtual Compton scattering (radiativeelectron scattering off the nucleon), in which the concept of thepolarizabilities is generalized to the case of avirtual initial photon by introducing six generalizedpolarizabilities (GPs). Our formalism provides predictions for the fourspin GPs, while the two scalar GPs $alpha(Q^2)$ and $beta(Q^2)$ have to befitted to the experimental data at each value of $Q^2$.We show that at energies betweenpion threshold and the $Delta(1232)$-resonance position, thesensitivity to the GPs can be increased significantly, as compared tolow energies, where the LEX is applicable. Our DR formalism can be used for analysing VCS experiments over a widerange of energy and virtuality $Q^2$, which allows one to extract theGPs from VCS data in different kinematics with a minimum of model dependence.

Quadraturformeln für das Qualokationsverfahren

Im Mittelpunkt dieser Arbeit steht Beweis der Existenz- und Eindeutigkeit von Quadraturformeln, die für das Qualokationsverfahren geeignet sind. Letzteres ist ein von Sloan, Wendland und Chandler entwickeltes Verfahren zur numerischen Behandlung von Randintegralgleichungen auf glatten Kurven (allgemeiner: periodische Pseudodifferentialgleichungen). Es erreicht die gleichen Konvergenzordnungen wie das Petrov-Galerkin-Verfahren, wenn man durch den Operator bestimmte Quadraturformeln verwendet. Zunächst werden die hier behandelten Pseudodifferentialoperatoren und das Qualokationsverfahren vorgestellt. Anschließend wird eine Theorie zur Existenz und Eindeutigkeit von Quadraturformeln entwickelt. Ein wesentliches Hilfsmittel hierzu ist die hier bewiesene Verallgemeinerung eines Satzes von Nürnberger über die Existenz und Eindeutigkeit von Quadraturformeln mit positiven Gewichten, die exakt für Tschebyscheff-Räume sind. Es wird schließlich gezeigt, dass es stets eindeutig bestimmte Quadraturformeln gibt, welche die in den Arbeiten von Sloan und Wendland formulierten Bedingungen erfüllen. Desweiteren werden 2-Punkt-Quadraturformeln für so genannte einfache Operatoren bestimmt, mit welchen das Qualokationsverfahren mit einem Testraum von stückweise konstanten Funktionen eine höhere Konvergenzordnung hat. Außerdem wird gezeigt, dass es für nicht-einfache Operatoren im Allgemeinen keine Quadraturformel gibt, mit der die Konvergenzordnung höher als beim Petrov-Galerkin-Verfahren ist. Das letzte Kapitel beinhaltet schließlich numerische Tests mit Operatoren mit konstanten und variablen Koeffizienten, welche die theoretischen Ergebnisse der vorangehenden Kapitel bestätigen.

Novel simulation methods for Coulomb and hydrodynamic interactions

This thesis presents new methods to simulate systems with hydrodynamic and electrostatic interactions. Part 1 is devoted to computer simulations of Brownian particles with hydrodynamic interactions. The main influence of the solvent on the dynamics of Brownian particles is that it mediates hydrodynamic interactions. In the method, this is simulated by numerical solution of the Navier--Stokes equation on a lattice. To this end, the Lattice--Boltzmann method is used, namely its D3Q19 version. This model is capable to simulate compressible flow. It gives us the advantage to treat dense systems, in particular away from thermal equilibrium. The Lattice--Boltzmann equation is coupled to the particles via a friction force. In addition to this force, acting on {it point} particles, we construct another coupling force, which comes from the pressure tensor. The coupling is purely local, i.~e. the algorithm scales linearly with the total number of particles. In order to be able to map the physical properties of the Lattice--Boltzmann fluid onto a Molecular Dynamics (MD) fluid, the case of an almost incompressible flow is considered. The Fluctuation--Dissipation theorem for the hybrid coupling is analyzed, and a geometric interpretation of the friction coefficient in terms of a Stokes radius is given. Part 2 is devoted to the simulation of charged particles. We present a novel method for obtaining Coulomb interactions as the potential of mean force between charges which are dynamically coupled to a local electromagnetic field. This algorithm scales linearly, too. We focus on the Molecular Dynamics version of the method and show that it is intimately related to the Car--Parrinello approach, while being equivalent to solving Maxwell's equations with freely adjustable speed of light. The Lagrangian formulation of the coupled particles--fields system is derived. The quasi--Hamiltonian dynamics of the system is studied in great detail. For implementation on the computer, the equations of motion are discretized with respect to both space and time. The discretization of the electromagnetic fields on a lattice, as well as the interpolation of the particle charges on the lattice is given. The algorithm is as local as possible: Only nearest neighbors sites of the lattice are interacting with a charged particle. Unphysical self--energies arise as a result of the lattice interpolation of charges, and are corrected by a subtraction scheme based on the exact lattice Green's function. The method allows easy parallelization using standard domain decomposition. Some benchmarking results of the algorithm are presented and discussed.

Theoretical and implementation aspects in the mechanization of the metatheory of programming languages

Interactive theorem provers are tools designed for the certification of formal proofs developed by means of man-machine collaboration. Formal proofs obtained in this way cover a large variety of logical theories, ranging from the branches of mainstream mathematics, to the field of software verification. The border between these two worlds is marked by results in theoretical computer science and proofs related to the metatheory of programming languages. This last field, which is an obvious application of interactive theorem proving, poses nonetheless a serious challenge to the users of such tools, due both to the particularly structured way in which these proofs are constructed, and to difficulties related to the management of notions typical of programming languages like variable binding. This thesis is composed of two parts, discussing our experience in the development of the Matita interactive theorem prover and its use in the mechanization of the metatheory of programming languages. More specifically, part I covers: - the results of our effort in providing a better framework for the development of tactics for Matita, in order to make their implementation and debugging easier, also resulting in a much clearer code; - a discussion of the implementation of two tactics, providing infrastructure for the unification of constructor forms and the inversion of inductive predicates; we point out interactions between induction and inversion and provide an advancement over the state of the art. In the second part of the thesis, we focus on aspects related to the formalization of programming languages. We describe two works of ours: - a discussion of basic issues we encountered in our formalizations of part 1A of the Poplmark challenge, where we apply the extended inversion principles we implemented for Matita; - a formalization of an algebraic logical framework, posing more complex challenges, including multiple binding and a form of hereditary substitution; this work adopts, for the encoding of binding, an extension of Masahiko Sato's canonical locally named representation we designed during our visit to the Laboratory for Foundations of Computer Science at the University of Edinburgh, under the supervision of Randy Pollack.

On the geometry of the spin-statistics connection in quantum mechanics

The Spin-Statistics theorem states that the statistics of a system of identical particles is determined by their spin: Particles of integer spin are Bosons (i.e. obey Bose-Einstein statistics), whereas particles of half-integer spin are Fermions (i.e. obey Fermi-Dirac statistics). Since the original proof by Fierz and Pauli, it has been known that the connection between Spin and Statistics follows from the general principles of relativistic Quantum Field Theory. In spite of this, there are different approaches to Spin-Statistics and it is not clear whether the theorem holds under assumptions that are different, and even less restrictive, than the usual ones (e.g. Lorentz-covariance). Additionally, in Quantum Mechanics there is a deep relation between indistinguishabilty and the geometry of the configuration space. This is clearly illustrated by Gibbs' paradox. Therefore, for many years efforts have been made in order to find a geometric proof of the connection between Spin and Statistics. Recently, various proposals have been put forward, in which an attempt is made to derive the Spin-Statistics connection from assumptions different from the ones used in the relativistic, quantum field theoretic proofs. Among these, there is the one due to Berry and Robbins (BR), based on the postulation of a certain single-valuedness condition, that has caused a renewed interest in the problem. In the present thesis, we consider the problem of indistinguishability in Quantum Mechanics from a geometric-algebraic point of view. An approach is developed to study configuration spaces Q having a finite fundamental group, that allows us to describe different geometric structures of Q in terms of spaces of functions on the universal cover of Q. In particular, it is shown that the space of complex continuous functions over the universal cover of Q admits a decomposition into C(Q)-submodules, labelled by the irreducible representations of the fundamental group of Q, that can be interpreted as the spaces of sections of certain flat vector bundles over Q. With this technique, various results pertaining to the problem of quantum indistinguishability are reproduced in a clear and systematic way. Our method is also used in order to give a global formulation of the BR construction. As a result of this analysis, it is found that the single-valuedness condition of BR is inconsistent. Additionally, a proposal aiming at establishing the Fermi-Bose alternative, within our approach, is made.