6 resultados para Difference Equations with Maxima

em ArchiMeD - Elektronische Publikationen der Universität Mainz - Alemanha


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In dieser Arbeit werden Quantum-Hydrodynamische (QHD) Modelle betrachtet, die ihren Einsatz besonders in der Modellierung von Halbleiterbauteilen finden. Das QHD Modell besteht aus den Erhaltungsgleichungen für die Teilchendichte, das Momentum und die Energiedichte, inklusive der Quanten-Korrekturen durch das Bohmsche Potential. Zu Beginn wird eine Übersicht über die bekannten Ergebnisse der QHD Modelle unter Vernachlässigung von Kollisionseffekten gegeben, die aus ein­em Schrödinger-System für den gemischten-Zustand oder aus der Wigner-Glei­chung hergeleitet werden können. Nach der Reformulierung der eindimensionalen QHD Gleichungen mit linearem Potential als stationäre Schrö­din­ger-Gleichung werden die semianalytischen Fassungen der QHD Gleichungen für die Gleichspannungs-Kurve betrachtet. Weiterhin werden die viskosen Stabilisierungen des QHD Modells be­rück­sich­tigt, sowie die von Gardner vorgeschlagene numerische Viskosität für das {sf upwind} Finite-Differenzen Schema berechnet. Im Weiteren wird das viskose QHD Modell aus der Wigner-Glei­chung mit Fokker-Planck Kollisions-Ope­ra­tor hergeleitet. Dieses Modell enthält die physikalische Viskosität, die durch den Kollision-Operator eingeführt wird. Die Existenz der Lösungen (mit strikt positiver Teilchendichte) für das isotherme, stationäre, eindimensionale, viskose Modell für allgemeine Daten und nichthomogene Randbedingungen wird gezeigt. Die dafür notwendigen Abschätzungen hängen von der Viskosität ab und erlauben daher den Grenzübergang zum nicht-viskosen Fall nicht. Numerische Simulationen der Resonanz-Tunneldiode modelliert mit dem nichtisothermen, stationären, eindimensionalen, viskosen QHD Modell zeigen den Einfluss der Viskosität auf die Lösung. Unter Verwendung des von Degond und Ringhofer entwickelten Quanten-Entropie-Minimierungs-Verfahren werden die allgemeinen QHD-Gleichungen aus der Wigner-Boltzmann-Gleichung mit dem BGK-Kollisions-Operator hergeleitet. Die Herleitung basiert auf der vorsichtige Entwicklung des Quanten-Max­well­ians in Potenzen der skalierten Plankschen Konstante. Das so erhaltene Modell enthält auch vertex-Terme und dispersive Terme für die Ge­schwin­dig­keit. Dadurch bleibt die Gleichspannungs-Kurve für die Re­so­nanz-Tunnel­diode unter Verwendung des allgemeinen QHD Modells in einer Dimension numerisch erhalten. Die Ergebnisse zeigen, dass der dispersive Ge­schwin­dig­keits-Term die Lösung des Systems stabilisiert.

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Über viele Jahre hinweg wurden wieder und wieder Argumente angeführt, die diskreten Räumen gegenüber kontinuierlichen Räumen eine fundamentalere Rolle zusprechen. Unser Zugangzur diskreten Welt wird durch neuere Überlegungen der Nichtkommutativen Geometrie (NKG) bestimmt. Seit ca. 15Jahren gibt es Anstrengungen und auch Fortschritte, Physikmit Hilfe von Nichtkommutativer Geometrie besser zuverstehen. Nur eine von vielen Möglichkeiten ist dieReformulierung des Standardmodells derElementarteilchenphysik. Unter anderem gelingt es, auch denHiggs-Mechanismus geometrisch zu beschreiben. Das Higgs-Feld wird in der NKG in Form eines Zusammenhangs auf einer zweielementigen Menge beschrieben. In der Arbeit werden verschiedene Ziele erreicht:Quantisierung einer nulldimensionalen ,,Raum-Zeit'', konsistente Diskretisierungf'ur Modelle im nichtkommutativen Rahmen.Yang-Mills-Theorien auf einem Punkt mit deformiertemHiggs-Potenzial. Erweiterung auf eine ,,echte''Zwei-Punkte-Raum-Zeit, Abzählen von Feynman-Graphen in einer nulldimensionalen Theorie, Feynman-Regeln. Eine besondere Rolle werden Termini, die in derQuantenfeldtheorie ihren Ursprung haben, gewidmet. In diesemRahmen werden Begriffe frei von Komplikationen diskutiert,die durch etwaige Divergenzen oder Schwierigkeitentechnischer Natur verursacht werden könnten.Eichfixierungen, Geistbeiträge, Slavnov-Taylor-Identität undRenormierung. Iteratives Lösungsverfahren derDyson-Schwinger-Gleichung mit Computeralgebra-Unterstützung,die Renormierungsprozedur berücksichtigt.

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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.

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In this thesis we have extended the methods for microscopic charge-transport simulations for organic semiconductors. In these materials the weak intermolecular interactions lead to spatially localized charge carriers, and the charge transport occurs as an activated hopping process between diabatic states. In addition to weak electronic couplings between these states, different electrostatic environments in the organic material lead to a broadening of the density of states for the charge energies which limits carrier mobilities.rnThe contributions to the method development includern(i) the derivation of a bimolecular charge-transfer rate,rn(ii) the efficient evaluation of intermolecular (outer-sphere) reorganization energies,rn(iii) the investigation of effects of conformational disorder on intramolecular reorganization energies or internal site energiesrnand (iv) the inclusion of self-consistent polarization interactions for calculation of charge energies.These methods were applied to study charge transport in amorphous phases of small molecules used in the emission layer of organic light emitting diodes (OLED).rnWhen bulky substituents are attached to an aromatic core in order to adjust energy levels or prevent crystallization, a small amount of delocalization of the frontier orbital to the substituents can increase electronic couplings between neighboring molecules. This leads to improved charge-transfer rates and, hence, larger charge-mobility. We therefore suggest using the mesomeric effect (as opposed to the inductive effect) when attaching substituents to aromatic cores, which is necessary for example in deep blue OLEDs, where the energy levels of a host molecule have to be adjusted to those of the emitter.rnFurthermore, the energy landscape for charges in an amorphous phase cannot be predicted by mesoscopic models because they approximate the realistic morphology by a lattice and represent molecular charge distributions in a multipole expansion. The microscopic approach shows that a polarization-induced stabilization of a molecule in its charged and neutral states can lead to large shifts, broadening, and traps in the distribution of charge energies. These results are especially important for multi-component systems (the emission layer of an OLED or the donor-acceptor interface of an organic solar cell), if the change in polarizability upon charging (or excitation in case of energy transport) is different for the components. Thus, the polarizability change upon charging or excitation should be added to the set of molecular parameters essential for understanding charge and energy transport in organic semiconductors.rnWe also studied charge transport in self-assembled systems, where intermolecular packing motives induced by side chains can increase electronic couplings between molecules. This leads to larger charge mobility, which is essential to improve devices such as organic field effect transistors, where low carrier mobilities limit the switching frequency.rnHowever, it is not sufficient to match the average local molecular order induced by the sidernchains (such as the pitch angle between consecutive molecules in a discotic mesophase) with maxima of the electronic couplings.rnIt is also important to make the corresponding distributions as narrow as possible compared to the window determined by the closest minima of thernelectronic couplings. This is especially important in one-dimensional systems, where charge transport is limited by the smallest electronic couplings.rnThe immediate implication for compound design is that the side chains should assist the self-assemblingrnprocess not only via soft entropic interactions, but also via stronger specific interactions, such as hydrogen bonding.rnrnrnrn

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In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.

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In this work the numerical coupling of thermal and electric network models with model equations for optoelectronic semiconductor devices is presented. Modified nodal analysis (MNA) is applied to model electric networks. Thermal effects are modeled by an accompanying thermal network. Semiconductor devices are modeled by the energy-transport model, that allows for thermal effects. The energy-transport model is expandend to a model for optoelectronic semiconductor devices. The temperature of the crystal lattice of the semiconductor devices is modeled by the heat flow eqaution. The corresponding heat source term is derived under thermodynamical and phenomenological considerations of energy fluxes. The energy-transport model is coupled directly into the network equations and the heat flow equation for the lattice temperature is coupled directly into the accompanying thermal network. The coupled thermal-electric network-device model results in a system of partial differential-algebraic equations (PDAE). Numerical examples are presented for the coupling of network- and one-dimensional semiconductor equations. Hybridized mixed finite elements are applied for the space discretization of the semiconductor equations. Backward difference formluas are applied for time discretization. Thus, positivity of charge carrier densities and continuity of the current density is guaranteed even for the coupled model.