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Paolo Muratore-Ginanneschi

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Ph.D., Researcher

Email: firstname.lastname(at)helsinki.fi
Telephone: +358 9 191 51482
Facsimile: +358 9 191 51400 (Departmental)

Mailing Address:
Department of Mathematics and Statistics
PL 68
FIN-00014 University of Helsinki
Finland

Visiting Address:
Gustaf Haellstroemin katu 2b, Helsinki
Room A412

Scientific Activities

My research interests lie in the theory of dynamical systems and in the statistical mechanics of systems with finite or infinite degrees of freedom.

During my career I considered applications ranging from traditional topics of theoretical physics to interdisciplinary subjects motivated by quantitative modeling in social sciences.

In the first category, I can mention the work I have done in statistical hydrodynamics. Namely, I was investigating fundamental mechanisms underlying the genesis of intermittency in turbulent fluids and of anomalous diffusion in transport problems. Methods of statistical hydrodynamics I also applied to the study of the large scale structure of the universe modeled in the non-relativistic limit through equations of hydrodynamic type.

The study of intermittency in dynamical systems has also led me to review methods apt to control fluctuations in the stationary-point approximation to path integrals. In particular, my attention was drawn to the theory of functional determinants and to topological methods for the calculation of the Morse index of strictly elliptic Sturm-Liouville operators. These methods were originally devised to inquire the semiclassical limit of quantum mechanics for systems exhibiting chaotic dynamics at classical level. On this subject I was invited to write a contribution to Physics Reports.

In the second category I can mention the research work I did in statistical finance. The aim was to derive optimal hedging strategies in elementary models of trade with transaction costs.

Recurrent tools of my research activity have been stochastic (Ito) calculus, field theoretic techniques like instanton calculus, diagrammatic expansions, renormalisation group and short distance expansions. Finally some of my research papers focus on systems not analytically tractable which were therefore studied by resorting to numerical analysis based on software which I developed myself or in collaboration with my co-authors.

Before joining the University of Helsinki Mathematical Physics Group I was as a Ph.D. student in the CATS group at the The Niels Bohr Institute in Copenhagen under the supervision of Mogens H. Jensen. My staying at NBI was supported by an individual Marie Curie research training grant (grant subject area: statistical physics (P-07)). I have also been working at The Royal Institute of Technology (KTH) in Stockholm in the lab of Erik Aurell who co-supervised my Ph.D. thesis. I did my graduation thesis in the TNT group led by Angelo Vulpiani at the Physics department of La Sapienza University in Rome. With all the above mentioned persons I maintain close relations and on-going scientific collaborations.

Publications

1.	P. Muratore-Ginanneschi, A. Petri and A. Vulpiani, Localization lengths in harmonic chains with correlated disorder, Mod. Phys. Lett. B 9 (1995), 921-92 doi:10.1142/S0217984995000875 .
2.	M. Falcioni, U. Marini Bettolo Marconi, P. Muratore-Ginanneschi and A. Vulpiani, Complexity of the Minimum Energy Configurations, Phys. Rev. Lett.75 (1995), 637-640, doi:10.1103/PhysRevLett.75.637.
3.	P. Muratore-Ginanneschi, Models of passive and reactive tracer motions: an application of Ito calculus, cond-mat/9610166, and J. Phys. A: Math. Gen. 30 (1997), L519-L523, doi:10.1088/0305-4470/30/15/007 .
4.	P. Muratore-Ginanneschi, On the mass transport by a Burgers velocity field, cond-mat/9701076, and Physica D 115 (1998), 341-352, doi:10.1016/S0167-2789(97)00235-2 .
5.	P. Muratore-Ginanneschi, Remark on the relation between passive scalars and diffusion backward in time, chao-dyn/9704017, and Phys. Lett. A 242 (1998), 13-18, doi:10.1016/S0375-9601(98)00196-0 .
6.	P. Castiglione, A. Mazzino, P. Muratore-Ginanneschi and A. Vulpiani, On strong Anomalous diffusion, chao-dyn/9811012, and Physica D 134 (1999), 75-93. doi:10.1016/S0167-2789(99)00031-7 .
7.	K.H. Andersen and P. Muratore-Ginanneschi, Shell model for time-correlated random advection of passive scalars, chao-dyn/9902007, and Phys. Rev. E 60 (1999), 6663-6681, doi:10.1103/PhysRevE.60.6663.
8.	E. Aurell D. Fanelli and P. Muratore-Ginanneschi, On the dynamics of a self-gravitating medium with random and non-random initial conditions, nlin.CD/9909018 and Physica D 148 (2001), 272-288, . doi:10.1016/S0167-2789(00)00182-2
9.	E. Aurell and P. Muratore-Ginanneschi, Financial Friction and Multiplicative Markov Market Game, cond-mat/9908253, and IJTAF Vol. 3, No. 3 (2000), 501-510, doi:10.1142/S0219024900000486 .
10.	N. V. Antonov, J. Honkonen, A. Mazzino and P. Muratore-Ginanneschi, Manifestation of anisotropy persistence in the hierarchies of MHD scaling exponents, nlin.CD/0005019, and Phys. Rev. E 62 (2000), 5891-5894(R), doi:10.1103/PhysRevE.62.R5891.
11.	A. Mazzino and P. Muratore-Ginanneschi, Passive scalar turbulence in high dimensions, nlin.CD/0010042, and Phys. Rev. E 63 (2000), 015302-015305(R), doi:10.1103/PhysRevE.63.015302 .
12.	L. Ts. Adzhemyan, N. V. Antonov, A. Mazzino, P. Muratore-Ginanneschi and A. V. Runov, Pressure and intermittency in passive vector turbulence, nlin.CD/0102017, and Europhys. Lett. Vol. 55 (2001), 801-806, doi:10.1209/epl/i2001-00351-x.
13.	P. Muratore-Ginanneschi, Path integration over closed loops and Gutzwiller's trace formula, nlin.CD/0210047, and Phys. Rep. 383 (2003), 299-397, doi:10.1016/S0370-1573(03)00212-6 .
14.	E. Aurell and P. Muratore-Ginanneschi, Growth-Optimal Strategies with Quadratic Friction Over Finite-Time Investment Horizons, cond-mat/0211044 and IJTAF Vol. 7, No. 5 (2004), 645-657, doi:10.1142/S0219024904002578.
15.	E. Aurell and P. Muratore-Ginanneschi, Optimal hedging of derivatives with transaction costs, physics/0509150, and IJTAF Vol 9 , No 7 (2006), 1051-1070, doi:10.1142/S0219024906003901.
16.	A. Kupiainen and P. Muratore-Ginanneschi, Scaling, renormalization and statistical conservation laws in the Kraichnan model of turbulent advection, nlin.CD/0603031, and Journal of Statistical Physics Vol 126 , No 3 (2007), 669-724, doi:10.1007/s10955-006-9205-9. Link to web appendices.
17.	A. Mazzino, P. Muratore-Ginanneschi and S. Musacchio, On the scaling properties of 2d randomly stirred Navier-Stokes equation, nlin.CD/0701017, and Phys. Rev. Lett. Vol 99, (2007), 144502, doi:10.1103/PhysRevLett.99.144502.
18.	A. Celani, A. Mazzino, P. Muratore-Ginanneschi and L. Vozella, Phase-field model for the Rayleigh-Taylor instability of immiscible fluids, arXiv:0806.0783, and J. Fluid. Mech. Vol. 622 (2009), 115-134, doi:10.1017/S0022112008005120.
19.	A. Mazzino and P. Muratore-Ginanneschi, On scaling and statistical geometry in passive scalar turbulence, arXiv:0903.2731, and Phys. Rev. E 80, (2009), 025301(R), doi:10.1103/PhysRevE.80.025301. Link to web-appendices
20.	A. Mazzino, P. Muratore-Ginanneschi and Stefano Musacchio, Scaling regimes of 2d turbulence with power law stirring: theories versus numerical experiments, arXiv:0907.3396, and J. Stat. Mech. (2009) P10012, doi:10.1088/1742-5468/2009/10/P10012.
21.	P. Muratore-Ginanneschi, Towards a geometrical classification of statistical conservation laws in turbulent advection, arXiv:1104.3093, and Physica D 241 (2012), pp. 276-283, doi:10.1016/j.physd.2011.05.023.
22.	E. Aurell, C. Mejia-Monasterio, and P. Muratore-Ginanneschi, Optimal protocols and optimal transport in stochastic thermodynamics, arXiv:1012.2037, and Phys. Rev. Lett. 106, 250601 (2011), doi:10.1103/PhysRevLett.106.250601.
23.	M. Martins Afonso, A. Mazzino, and P. Muratore-Ginanneschi, Eddy diffusivities of inertial particles under gravity, arXiv:1103.5598, and J. Fluid. Mech. to appear (2012), doi:10.1017/jfm.2011.562.
24.	M. Cencini, P. Muratore-Ginanneschi, and A. Vulpiani, Nonlinear superposition of direct and inverse cascades in two-dimensional turbulence forced at large and small scales, arXiv:1107.2338, and Phys. Rev. Lett. 107, 174502 (2011), doi:10.1103/PhysRevLett.107.174502.
25.	E. Aurell, C. Mejia-Monasterio, and P. Muratore-Ginanneschi, Boundary layers in stochastic thermodynamics, arXiv:1111.2876, and Phys. Rev. E 85 , 020103(R) 2012 doi:10.1103/PhysRevE.85.020103.
26.	E. Aurell, K. Gawędzki, C. Mejia-Monasterio, R. Mohayaee, and P. Muratore-Ginanneschi, Refined Second Law of Thermodynamics for fast random processes, arxiv.org:1201.3207, currently under review.

Conference proceedings

• P. Castiglione, A. Mazzino and P. Muratore-Ginanneschi,
  Numerical study of strong anomalous diffusion,
  Physica A 280 (2000), 60-68, doi:10.1016/S0378-4371(99)00618-4 .
• P. Muratore-Ginanneschi,
  Optimal investment strategies and hedging of derivatives in the presence of transaction costs (Invited Paper)
  Proceedings of SPIE, Volume 5848 Noise and Fluctuations in Econophysics and Finance
  Derek Abbott, Jean-Philippe Bouchaud, Xavier Gabaix, Joseph L. McCauley, Editors May 2005, pp. 263-273, doi:10.1117/12.619358.
• A. Mazzino, P. Muratore-Ginanneschi and S. Musacchio
  Scaling regimes of the 2d Navier-Stokes equation with self-similar stirring
  ICTAM2008 Abstract Book and CD-ROM Proceedings ISBN 978-0-9805142-0-9 (2008).
• M. Martins Afonso, A. Mazzino, and P. Muratore-Ginanneschi
  Inertial-particle dispersion and diffusion
  Proceedings of ETC13, J. Phys.: Conf. Ser. 318 052014, doi:10.1088/1742-6596/318/5/052014

Some Recent Presentations

• "Maslov indices in semiclassical quantisation", workshop
  (Regensburg University, 21-24.03.2004):
  Gutzwiller's trace formula and functional determinants.
• "Fluctuations and Noise", workshop
  (Austin, Texas, 24-26.05.2005):
  Optimal investment strategies and hedging of derivatives in the presence of transaction costs.
• "Nonlinearities - from turbulent to magic", workshop
  (Niels Bohr Institute, University of Copenhagen, 17-20.05.2006):
  Infra-red renormalisation group for turbulence
• Seminar lecture (NSW University, Sydney 19.08.2008 & Griffith University, Brisbane 22.08.2008 ):
  An introduction to the Kraichnan model.
• Lecture session (ICTAM 2008, Adelaide):
  Scaling regimes of the 2d Navier--Stokes equation with self-similar stirring.
• Seminar lecture (Chinese University of Hong Kong, 01.09.2008):
  2d inverse cascade: renormalization group theory versus numerical experiments.
• KITP discussion on "Burgers Models" with Jeremie Bec:
  video