Inverse Problem for Fractional Brownian Motion with Discrete Data

The problem of recovering information from measurement data has already been studied for a long time. In the beginning, the methods were mostly empirical, but already towards the end of the sixties Backus and Gilbert started the development of mathematical methods for the interpretation of geophysical data. The problem of recovering information about a physical phenomenon from measurement data is an inverse problem. Throughout this work, the statistical inversion method is used to obtain a solution. Assuming that the measurement vector is a realization of fractional Brownian motion, the goal is to retrieve the amplitude and the Hurst parameter. We prove that under some conditions, the solution of the discretized problem coincides with the solution of the corresponding continuous problem as the number of observations tends to infinity. The measurement data is usually noisy, and we assume the data to be the sum of two vectors: the trend and the noise. Both vectors are supposed to be realizations of fractional Brownian motions, and the goal is to retrieve their parameters using the statistical inversion method. We prove a partial uniqueness of the solution. Moreover, with the support of numerical simulations, we show that in certain cases the solution is reliable and the reconstruction of the trend vector is quite accurate.

Integral Transformations of Volterra Gaussian Processes

We study integral representations of Gaussian processes with a pre-specified law in terms of other Gaussian processes. The dissertation consists of an introduction and of four research articles. In the introduction, we provide an overview about Volterra Gaussian processes in general, and fractional Brownian motion in particular. In the first article, we derive a finite interval integral transformation, which changes fractional Brownian motion with a given Hurst index into fractional Brownian motion with an other Hurst index. Based on this transformation, we construct a prelimit which formally converges to an analogous, infinite interval integral transformation. In the second article, we prove this convergence rigorously and show that the infinite interval transformation is a direct consequence of the finite interval transformation. In the third article, we consider general Volterra Gaussian processes. We derive measure-preserving transformations of these processes and their inherently related bridges. Also, as a related result, we obtain a Fourier-Laguerre series expansion for the first Wiener chaos of a Gaussian martingale. In the fourth article, we derive a class of ergodic transformations of self-similar Volterra Gaussian processes.

Spin and relativistic motion of bound states

The wave functions of moving bound states may be expected to contract in the direction of motion, in analogy to a rigid rod in classical special relativity, when the constituents are at equal (ordinary) time. Indeed, the Lorentz contraction of wave functions is often appealed to in qualitative discussions. However, only few field theory studies exist of equal-time wave functions in motion. In this thesis I use the Bethe-Salpeter formalism to study the wave function of a weakly bound state such as a hydrogen atom or positronium in a general frame. The wave function of the e^-e^+ component of positronium indeed turns out to Lorentz contract both in 1+1 and in 3+1 dimensional quantum electrodynamics, whereas the next-to-leading e^-e^+\gamma Fock component of the 3+1 dimensional theory deviates from classical contraction. The second topic of this thesis concerns single spin asymmetries measured in scattering on polarized bound states. Such spin asymmetries have so far mainly been analyzed using the twist expansion of perturbative QCD. I note that QCD vacuum effects may give rise to a helicity flip in the soft rescattering of the struck quark, and that this would cause a nonvanishing spin asymmetry in \ell p^\uparrow -> \ell' + \pi + X in the Bjorken limit. An analogous asymmetry may arise in p p^\uparrow -> \pi + X from Pomeron-Odderon interference, if the Odderon has a helicity-flip coupling. Finally, I study the possibility that the large single spin asymmetry observed in p p^\uparrow -> \pi(x_F,k_\perp) + X when the pion carries a high momentum fraction x_F of the polarized proton momentum arises from coherent effects involving the entire polarized bound state.

Computational fluid dynamics simulations in aerosol and nucleation studies

Nucleation is the first step in the formation of a new phase inside a mother phase. Two main forms of nucleation can be distinguished. In homogeneous nucleation, the new phase is formed in a uniform substance. In heterogeneous nucleation, on the other hand, the new phase emerges on a pre-existing surface (nucleation site). Nucleation is the source of about 30% of all atmospheric aerosol which in turn has noticeable health effects and a significant impact on climate. Nucleation can be observed in the atmosphere, studied experimentally in the laboratory and is the subject of ongoing theoretical research. This thesis attempts to be a link between experiment and theory. By comparing simulation results to experimental data, the aim is to (i) better understand the experiments and (ii) determine where the theory needs improvement. Computational fluid dynamics (CFD) tools were used to simulate homogeneous onecomponent nucleation of n-alcohols in argon and helium as carrier gases, homogeneous nucleation in the water-sulfuric acid-system, and heterogeneous nucleation of water vapor on silver particles. In the nucleation of n-alcohols, vapor depletion, carrier gas effect and carrier gas pressure effect were evaluated, with a special focus on the pressure effect whose dependence on vapor and carrier gas properties could be specified. The investigation of nucleation in the water-sulfuric acid-system included a thorough analysis of the experimental setup, determining flow conditions, vapor losses, and nucleation zone. Experimental nucleation rates were compared to various theoretical approaches. We found that none of the considered theoretical descriptions of nucleation captured the role of water in the process at all relative humidities. Heterogeneous nucleation was studied in the activation of silver particles in a TSI 3785 particle counter which uses water as its working fluid. The role of the contact angle was investigated and the influence of incoming particle concentrations and homogeneous nucleation on counting efficiency determined.

Geant4 Hadronic Cascade Models and CMS Data Analysis : Computational Challenges in the LHC era

This work belongs to the field of computational high-energy physics (HEP). The key methods used in this thesis work to meet the challenges raised by the Large Hadron Collider (LHC) era experiments are object-orientation with software engineering, Monte Carlo simulation, the computer technology of clusters, and artificial neural networks. The first aspect discussed is the development of hadronic cascade models, used for the accurate simulation of medium-energy hadron-nucleus reactions, up to 10 GeV. These models are typically needed in hadronic calorimeter studies and in the estimation of radiation backgrounds. Various applications outside HEP include the medical field (such as hadron treatment simulations), space science (satellite shielding), and nuclear physics (spallation studies). Validation results are presented for several significant improvements released in Geant4 simulation tool, and the significance of the new models for computing in the Large Hadron Collider era is estimated. In particular, we estimate the ability of the Bertini cascade to simulate Compact Muon Solenoid (CMS) hadron calorimeter HCAL. LHC test beam activity has a tightly coupled cycle of simulation-to-data analysis. Typically, a Geant4 computer experiment is used to understand test beam measurements. Thus an another aspect of this thesis is a description of studies related to developing new CMS H2 test beam data analysis tools and performing data analysis on the basis of CMS Monte Carlo events. These events have been simulated in detail using Geant4 physics models, full CMS detector description, and event reconstruction. Using the ROOT data analysis framework we have developed an offline ANN-based approach to tag b-jets associated with heavy neutral Higgs particles, and we show that this kind of NN methodology can be successfully used to separate the Higgs signal from the background in the CMS experiment.

A Historical Approach to Children s Physics Education : Modelling of DC-circuit Phenomena in a Small Group

This three-phase design research describes the modelling processes for DC-circuit phenomena. The first phase presents an analysis of the development of the DC-circuit historical models in the context of constructing Volta s pile at the turn of the 18th century. The second phase involves the designing of a teaching experiment for comprehensive school third graders. Among other considerations, the design work utilises the results of the first phase and research literature of pupils mental models for DC-circuit phenomena. The third phase of the research was concerned with the realisation of the planned teaching experiment. The aim of this phase was to study the development of the external representations of DC-circuit phenomena in a small group of third graders. The aim of the study has been to search for new ways to guide pupils to learn DC-circuit phenomena while emphasing understanding at the qualitative level. Thus, electricity, which has been perceived as a difficult and abstract subject, could be learnt more comprehensively. Especially, the research of younger pupils learning of electricity concepts has not been of great interest at the international level, although DC-circuit phenomena are also taught in the lower classes of comprehensive schools. The results of this study are important, because there has tended to be more teaching of natural sciences in the lower classes of comprehensive schools, and attempts are being made to develop this trend in Finland. In the theoretical part of the research an Experimental-centred representation approach, which emphasises the role of experimentalism in the development of pupil s representations, is created. According to this approach learning at the qualitative level consists of empirical operations like experimenting, observations, perception, and prequantification of nature phenomena, and modelling operations like explaining and reasoning. Besides planning teaching, the new approach can be used as an analysis tool in describing both historical modelling and the development of pupils representations. In the first phase of the study, the research question was: How did the historical models of DC-circuit phenomena develop in Volta s time? The analysis uncovered three qualitative historical models associated with the historical concept formation process. The models include conceptions of the electric circuit as a scene in the DC-circuit phenomena, the comparative electric-current phenomenon as a cause of different observable effect phenomena, and the strength of the battery as a cause of the electric-current phenomenon. These models describe the concept formation process and its phases in Volta s time. The models are portrayed in the analysis using fragments of the models, where observation-based fragments and theoretical fragements are distinguished from each other. The results emphasise the significance of the qualitative concept formation and the meaning of language in the historical modelling of DC-circuit phenomena. For this reason these viewpoints are stressed in planning the teaching experiment in the second phase of the research. In addition, the design process utilised the experimentation behind the historical models of DC-circuit phenomena In the third phase of the study the research question is as follows: How will the small group s external representations of DC-circuit phenomena develop during the teaching experiment? The main question is divided into the following two sub questions: What kind of talk exists in the small group s learning? What kinds of external representations for DC-circuit phenomena exist in the small group discourse during the teaching experiment? The analysis revealed that the teaching experiment of the small group succeeded in its aim to activate talk in the small group. The designed connection cards proved especially successful in activating talk. The connection cards are cards that represent the components of the electric circuit. In the teaching experiment the pupils constructed different connections with the connection cards and discussed, what kinds of DC-circuit phenomena would take place in the corresponding real connections. The talk of the small group was analysed by comparing two situations, firstly, when the small group discussed using connections made with the connection cards and secondly with the same connections using real components. According to the results the talk of the small group included more higher-order thinking when using the connection cards than with similar real components. In order to answer the second sub question concerning the small group s external representations that appeared in the talk during the teaching experiment; student talk was visualised by the fragment maps which incorporate the electric circuit, the electric current and the source voltage. The fragment maps represent the gradual development of the external representations of DC-circuit phenomena in the small group during the teaching experiment. The results of the study challenge the results of previous research into the abstractness and difficulty of electricity concepts. According to this research, the external representations of DC-circuit phenomena clearly developed in the small group of third graders. Furthermore, the fragment maps uncover that although the theoretical explanations of DC-circuit phenomena, which have been obtained as results of typical mental model studies, remain undeveloped, learning at the qualitative level of understanding does take place.

Studies of electronic structure by x-ray Raman and emission spectroscopy: applications to MgB2 superconductors and high pressure physics

X-ray Raman scattering and x-ray emission spectroscopies were used to study the electronic properties and phase transitions in several condensed matter systems. The experimental work, carried out at the European Synchrotron Radiation Facility, was complemented by theoretical calculations of the x-ray spectra and of the electronic structure. The electronic structure of MgB2 at the Fermi level is dominated by the boron σ and π bands. The high density of states provided by these bands is the key feature of the electronic structure contributing to the high critical temperature of superconductivity in MgB2. The electronic structure of MgB2 can be modified by atomic substitutions, which introduce extra electrons or holes into the bands. X ray Raman scattering was used to probe the interesting σ and π band hole states in pure and aluminum substituted MgB2. A method for determining the final state density of electron states from experimental x-ray Raman scattering spectra was examined and applied to the experimental data on both pure MgB2 and on Mg(0.83)Al(0.17)B2. The extracted final state density of electron states for the pure and aluminum substituted samples revealed clear substitution induced changes in the σ and π bands. The experimental work was supported by theoretical calculations of the electronic structure and x-ray Raman spectra. X-ray emission at the metal Kβ line was applied to the studies of pressure and temperature induced spin state transitions in transition metal oxides. The experimental studies were complemented by cluster multiplet calculations of the electronic structure and emission spectra. In LaCoO3 evidence for the appearance of an intermediate spin state was found and the presence of a pressure induced spin transition was confirmed. Pressure induced changes in the electronic structure of transition metal monoxides were studied experimentally and were analyzed using the cluster multiplet approach. The effects of hybridization, bandwidth and crystal field splitting in stabilizing the high pressure spin state were discussed. Emission spectroscopy at the Kβ line was also applied to FeCO3 and a pressure induced iron spin state transition was discovered.