Recent theses (Computational Mathematics)
List of the PhD theses prepared within the Computational Mathematics Curriculum in the last years.
(The name of the supervisor is enclosed in brackets. Most of the theses can be downloaded from PaDUA@research, the Digital Archive of the University of Padova: just click on the thesis' title).
XXXII Cycle
- Elena Bachini, Numerical Methods for Shallow Water Equations on Regular Surfaces (Mario Putti)
- Nicola Gastaldon, Solving a Multi-Attribute Vehicle Routing Problem in the freight delivery industry (Luigi De Giovanni)
- Guglielmo Pelino, Topics in finite state mean field games and non-Markovian interacting spin systems (Paolo Dai Pra)
XXXI Cycle
- Alekos Cecchin, Finite State N-player and Mean Field Games (Markus Fischer)
- Marco Piccirilli, Additive models for energy markets (Tiziano Vargiolu)
XXX Cycle
- Enrico Facca, Biologically inspired formulation of optimal transport problems (Mario Putti)
- Lucio Fiorin, Essays on Quantization in Financial Mathematics (Martino Grasselli)
- Martin Huska, Variational Methods and Numerical Algorithms for Geometry Processing (Serena Morigi)
- Daniele Tovazzi, Self-sustained periodic behaviors in interacting systems: macroscopic limits and fluctuations (Paolo Dai Prà)
XXIX Cycle
- Luisa Andreis, McKeen-Vlasov limits, propagation of chaos, and long-time behavior of some mean-field interacting particle systems (Paolo Dai Prà)
- Veronica Dal Sasso, A branch-and-price approach for Pure Parsimony haplotyping (Luigi De Giovanni)
- Elena Morotti, Reconstruction of 3D X-ray tomographic images from sparse data with TV-based methods (Elena Loli Piccolomini)
XXVIII Cycle
- Matteo Basei, Topics in stochastic control and differential game theory, with application to mathematical finance (Tiziano Vargiolu)
- Le Thi Thien Thuy, Results on controllability and numerical approximation of the minimum time function (Giovanni Colombo)
- Federico Piazzon, Bernstein Markov Properties and Applications (Marco Vianello)
- Gabriele Santin Approximation in kernel-based spaces, optimal subspaces and approximation of eigenfunctions (Stefano De Marchi)
XXVII Cycle
- Chau Ngoc Huy , A Study Of Arbitrage Opportunities In Financial Markets Without Martingale Measures (Wolfgang Runggaldier, Peter Tankov)
- Michele Antonelli, New strategies for curve and arbitrary-topology surface constructions for design (Giulio Casciola)
- Paolo Pigato, Tube Estimates for Hypoelliptic Diffusions and Scaling Properties of Stochastic Volatility Models (Paolo Dai Prà)
- Anna Karapiperi, Extrapolation methods and their applications in numerical analysis and applied mathematics (Michela Redivo Zaglia)
- Stefano Pozza, Gauss quadrature for linear functionals and new sequence transformations (Michela Redivo Zaglia)
- Silvia Gazzola, Regularization techniques based on Krylov subspace methods for ill-posed linear systems (Paolo Novati)
XXVI Cycle
- Giulio Miglietta, Topics in Interest Rate Modeling (Wolfgang Runggaldier)
- Stefano Pagliarani, Portfolio optimization and option pricing under defaultable Lévy driven models (Tiziano Vargiolu)
- Gabriella Schirinzi, Investigation of new conditions for steepness from a former result by Nekhoroshev (Massimiliano Guzzo)
XXV Cycle
- Enrico Edoli, Pricing of gas swing contracts with indexed strike: a viscosity solution approach with applications (Tiziano Vargiolu)
- Islam Mohammad Sayful, Implementation and testing of techniques for improving the performance of Richards' equation solvers and the handling of heterogeneous soils. (Mario Putti)
- Juan Miguel Montes, Aspects of Affine Models in the Pricing of Exotic Options and in Credit Risk (Wolfgang Runggaldier)
- Marco Rucci, Geometric Surface Processing and Virtual Modeling (Serena Morigi)
- Anton Tuzov, (Marino Zennaro, Nicola Guglielmi)
XXIV Cycle
- Giulia De Olmi, Computational Parabolic Inverse Problems. (Fabio Marcuzzi)
- Alessandro Gnoatto , Wishart processes: theory and applications in mathematical finance (Wolfang Runggaldier)
- Stefano Pinton, Regularity of the dbar-Neumann problem and the Green operator (Giuseppe Zampieri)
- Neeraja Sahasrabudhe Okok, Covariance Realization Problem for Spin Systems. (Paolo Dai Prà, Michele Pavon)
XXIII Cycle
- Alessandro Andreoli, Scaling and Multiscaling in Financial Indexes: A Simple Model. (Paolo Dai Prà)
- Claudio Fontana, Four Essays in Financial Mathematics. (Wolfang Runggaldier)
- Vittorio Rispoli, Physical properties of carbon nanotubes by computational methods. (Maria Morandi Cecchi)
XXII Cycle
- Valentina Prezioso, Interest rate derivatives pricing when the short rate is a continuous time finite state Markov process. (Wolfang Runggaldier)
- Cecilia Prosdocimi, Partial exchangeability and change detection for hidden Markov models (Wolfang Runggaldier)
- Maddalena Manzi, New construction methods for copulas and the multivariate case (Marta Cardin)
XXI Cycle
- Francesca Collet, The Impact of Disorder in the Critical Dynamics of Mean-Field Models. (Paolo Dai Prà)
- Alberto Del Pia, On matrices with the Edmonds-Johnson property (Giacomo Zambelli)
- Domenico Salvagnin, Constraint Programming Techniques for Mixed Integer Linear Programs (Matteo Fischetti)
- Arrigo Zanette, Three Topics in Mixed Integer Programming (Matteo Fischetti)
XX Cycle
- Agnese Cadel, Disordered models: Spin Glasses and Directed Polymers (Samy Tindel, Carles Rovira)
- Marco Di Summa, Formulations of mixed-integer sets defined by totally unimodular constraint matrices (Michele Conforti)
- Cristina Vagnoni, Algorithms for the computation of the joint spectral radius (Marino Zennaro)