Conference on biological applications of nuclear physics. July 12-27, 1948.

Includes bibliographies.

Statistical Physics and Modeling of Human Mobility

In this thesis, we extend some ideas of statistical physics to describe the properties of human mobility. By using a database containing GPS measures of individual paths (position, velocity and covered space at a spatial scale of 2 Km or a time scale of 30 sec), which includes the 2% of the private vehicles in Italy, we succeed in determining some statistical empirical laws pointing out "universal" characteristics of human mobility. Developing simple stochastic models suggesting possible explanations of the empirical observations, we are able to indicate what are the key quantities and cognitive features that are ruling individuals' mobility. To understand the features of individual dynamics, we have studied different aspects of urban mobility from a physical point of view. We discuss the implications of the Benford's law emerging from the distribution of times elapsed between successive trips. We observe how the daily travel-time budget is related with many aspects of the urban environment, and describe how the daily mobility budget is then spent. We link the scaling properties of individual mobility networks to the inhomogeneous average durations of the activities that are performed, and those of the networks describing people's common use of space with the fractional dimension of the urban territory. We study entropy measures of individual mobility patterns, showing that they carry almost the same information of the related mobility networks, but are also influenced by a hierarchy among the activities performed. We discover that Wardrop's principles are violated as drivers have only incomplete information on traffic state and therefore rely on knowledge on the average travel-times. We propose an assimilation model to solve the intrinsic scattering of GPS data on the street network, permitting the real-time reconstruction of traffic state at a urban scale.

Statistical physics of irregular low-density parity-check codes

Low-density parity-check codes with irregular constructions have recently been shown to outperform the most advanced error-correcting codes to date. In this paper we apply methods of statistical physics to study the typical properties of simple irregular codes. We use the replica method to find a phase transition which coincides with Shannon's coding bound when appropriate parameters are chosen. The decoding by belief propagation is also studied using statistical physics arguments; the theoretical solutions obtained are in good agreement with simulation results. We compare the performance of irregular codes with that of regular codes and discuss the factors that contribute to the improvement in performance.

Statistical physics of low density parity check error correcting codes

We study the performance of Low Density Parity Check (LDPC) error-correcting codes using the methods of statistical physics. LDPC codes are based on the generation of codewords using Boolean sums of the original message bits by employing two randomly-constructed sparse matrices. These codes can be mapped onto Ising spin models and studied using common methods of statistical physics. We examine various regular constructions and obtain insight into their theoretical and practical limitations. We also briefly report on results obtained for irregular code constructions, for codes with non-binary alphabet, and on how a finite system size effects the error probability.

Typical kernel size and number of sparse random matrices over Galois fields: a statistical physics approach

Using methods of statistical physics, we study the average number and kernel size of general sparse random matrices over GF(q), with a given connectivity profile, in the thermodynamical limit of large matrices. We introduce a mapping of GF(q) matrices onto spin systems using the representation of the cyclic group of order q as the q-th complex roots of unity. This representation facilitates the derivation of the average kernel size of random matrices using the replica approach, under the replica symmetric ansatz, resulting in saddle point equations for general connectivity distributions. Numerical solutions are then obtained for particular cases by population dynamics. Similar techniques also allow us to obtain an expression for the exact and average number of random matrices for any general connectivity profile. We present numerical results for particular distributions.

Inference and optimization of real edges on sparse graphs:A statistical physics perspective

Inference and optimization of real-value edge variables in sparse graphs are studied using the Bethe approximation and replica method of statistical physics. Equilibrium states of general energy functions involving a large set of real edge variables that interact at the network nodes are obtained in various cases. When applied to the representative problem of network resource allocation, efficient distributed algorithms are also devised. Scaling properties with respect to the network connectivity and the resource availability are found, and links to probabilistic Bayesian approximation methods are established. Different cost measures are considered and algorithmic solutions in the various cases are devised and examined numerically. Simulation results are in full agreement with the theory. © 2007 The American Physical Society.

Networking - a statistical physics perspective

Networking encompasses a variety of tasks related to the communication of information on networks; it has a substantial economic and societal impact on a broad range of areas including transportation systems, wired and wireless communications and a range of Internet applications. As transportation and communication networks become increasingly more complex, the ever increasing demand for congestion control, higher traffic capacity, quality of service, robustness and reduced energy consumption requires new tools and methods to meet these conflicting requirements. The new methodology should serve for gaining better understanding of the properties of networking systems at the macroscopic level, as well as for the development of new principled optimization and management algorithms at the microscopic level. Methods of statistical physics seem best placed to provide new approaches as they have been developed specifically to deal with nonlinear large-scale systems. This review aims at presenting an overview of tools and methods that have been developed within the statistical physics community and that can be readily applied to address the emerging problems in networking. These include diffusion processes, methods from disordered systems and polymer physics, probabilistic inference, which have direct relevance to network routing, file and frequency distribution, the exploration of network structures and vulnerability, and various other practical networking applications. © 2013 IOP Publishing Ltd.

The web of connections between tourism companies: Structure and dynamics

Tourism destination networks are amongst the most complex dynamical systems, involving a myriad of human-made and natural resources. In this work we report a complex network-based systematic analysis of the Elba (Italy) tourism destination network, including the characterization of its structure in terms of several traditional measurements, the investigation of its modularity, as well as its comprehensive study in terms of the recently reported superedges approach. In particular, structural (the number of paths of distinct lengths between pairs of nodes, as well as the number of reachable companies) and dynamical features (transition probabilities and the inward/outward activations and accessibilities) are measured and analyzed, leading to a series of important findings related to the interactions between tourism companies. Among the several reported results, it is shown that the type and size of the Companies influence strongly their respective activations and accessibilities, while their geographical position does not seem to matter. It is also shown that the Elba tourism network is largely fragmented and heterogeneous, so that it could benefit from increased integration. (C) 2009 Elsevier B.V. All rights reserved.

Random graph coloring:Statistical physics approach

The problem of vertex coloring in random graphs is studied using methods of statistical physics and probability. Our analytical results are compared to those obtained by exact enumeration and Monte Carlo simulations. We critically discuss the merits and shortcomings of the various methods, and interpret the results obtained. We present an exact analytical expression for the two-coloring problem as well as general replica symmetric approximated solutions for the thermodynamics of the graph coloring problem with p colors and K-body edges. ©2002 The American Physical Society.

Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

A natural philosophy embracing the most recent discoveries in the various braches of physics and exhibiting the applications of scientific principles in every-day life

UANL

Probing the statistical properties of unknown texts: application to the Voynich manuscript

While the use of statistical physics methods to analyze large corpora has been useful to unveil many patterns in texts, no comprehensive investigation has been performed on the interdependence between syntactic and semantic factors. In this study we propose a framework for determining whether a text (e.g., written in an unknown alphabet) is compatible with a natural language and to which language it could belong. The approach is based on three types of statistical measurements, i.e. obtained from first-order statistics of word properties in a text, from the topology of complex networks representing texts, and from intermittency concepts where text is treated as a time series. Comparative experiments were performed with the New Testament in 15 different languages and with distinct books in English and Portuguese in order to quantify the dependency of the different measurements on the language and on the story being told in the book. The metrics found to be informative in distinguishing real texts from their shuffled versions include assortativity, degree and selectivity of words. As an illustration, we analyze an undeciphered medieval manuscript known as the Voynich Manuscript. We show that it is mostly compatible with natural languages and incompatible with random texts. We also obtain candidates for keywords of the Voynich Manuscript which could be helpful in the effort of deciphering it. Because we were able to identify statistical measurements that are more dependent on the syntax than on the semantics, the framework may also serve for text analysis in language-dependent applications.

Applications of High Speed Configurable Logic Devices in Modern Particle Physics Experiments

Several activities were conducted during my PhD activity. For the NEMO experiment a collaboration between the INFN/University groups of Catania and Bologna led to the development and production of a mixed signal acquisition board for the Nemo Km3 telescope. The research concerned the feasibility study for a different acquisition technique quite far from that adopted in the NEMO Phase 1 telescope. The DAQ board that we realized exploits the LIRA06 front-end chip for the analog acquisition of anodic an dynodic sources of a PMT (Photo-Multiplier Tube). The low-power analog acquisition allows to sample contemporaneously multiple channels of the PMT at different gain factors in order to increase the signal response linearity over a wider dynamic range. Also the auto triggering and self-event-classification features help to improve the acquisition performance and the knowledge on the neutrino event. A fully functional interface towards the first level data concentrator, the Floor Control Module, has been integrated as well on the board, and a specific firmware has been realized to comply with the present communication protocols. This stage of the project foresees the use of an FPGA, a high speed configurable device, to provide the board with a flexible digital logic control core. After the validation of the whole front-end architecture this feature would be probably integrated in a common mixed-signal ASIC (Application Specific Integrated Circuit). The volatile nature of the configuration memory of the FPGA implied the integration of a flash ISP (In System Programming) memory and a smart architecture for a safe remote reconfiguration of it. All the integrated features of the board have been tested. At the Catania laboratory the behavior of the LIRA chip has been investigated in the digital environment of the DAQ board and we succeeded in driving the acquisition with the FPGA. The PMT pulses generated with an arbitrary waveform generator were correctly triggered and acquired by the analog chip, and successively they were digitized by the on board ADC under the supervision of the FPGA. For the communication towards the data concentrator a test bench has been realized in Bologna where, thanks to a lending of the Roma University and INFN, a full readout chain equivalent to that present in the NEMO phase-1 was installed. These tests showed a good behavior of the digital electronic that was able to receive and to execute command imparted by the PC console and to answer back with a reply. The remotely configurable logic behaved well too and demonstrated, at least in principle, the validity of this technique. A new prototype board is now under development at the Catania laboratory as an evolution of the one described above. This board is going to be deployed within the NEMO Phase-2 tower in one of its floors dedicated to new front-end proposals. This board will integrate a new analog acquisition chip called SAS (Smart Auto-triggering Sampler) introducing thus a new analog front-end but inheriting most of the digital logic present in the current DAQ board discussed in this thesis. For what concern the activity on high-resolution vertex detectors, I worked within the SLIM5 collaboration for the characterization of a MAPS (Monolithic Active Pixel Sensor) device called APSEL-4D. The mentioned chip is a matrix of 4096 active pixel sensors with deep N-well implantations meant for charge collection and to shield the analog electronics from digital noise. The chip integrates the full-custom sensors matrix and the sparsifification/readout logic realized with standard-cells in STM CMOS technology 130 nm. For the chip characterization a test-beam has been set up on the 12 GeV PS (Proton Synchrotron) line facility at CERN of Geneva (CH). The collaboration prepared a silicon strip telescope and a DAQ system (hardware and software) for data acquisition and control of the telescope that allowed to store about 90 million events in 7 equivalent days of live-time of the beam. My activities concerned basically the realization of a firmware interface towards and from the MAPS chip in order to integrate it on the general DAQ system. Thereafter I worked on the DAQ software to implement on it a proper Slow Control interface of the APSEL4D. Several APSEL4D chips with different thinning have been tested during the test beam. Those with 100 and 300 um presented an overall efficiency of about 90% imparting a threshold of 450 electrons. The test-beam allowed to estimate also the resolution of the pixel sensor providing good results consistent with the pitch/sqrt(12) formula. The MAPS intrinsic resolution has been extracted from the width of the residual plot taking into account the multiple scattering effect.

Foundations and applications of non-equilibrium statistical mechanics

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