Condensational growth of atmospheric aerosol particles in an expanding water saturated air flow

Aerosol particles and water vapour are two important constituents of the atmosphere. Their interaction, i.e. thecondensation of water vapour on particles, brings about the formation of cloud, fog, and raindrops, causing the water cycle on the earth, and being responsible for climate changes. Understanding the roles of water vapour and aerosol particles in this interaction has become an essential part of understanding the atmosphere. In this work, the heterogeneous nucleation on pre-existing aerosol particles by the condensation of water vapour in theflow of a capillary nozzle was investigated. Theoretical and numerical modelling as well as experiments on thiscondensation process were included. Based on reasonable results from the theoretical and numerical modelling, an idea of designing a new nozzle condensation nucleus counter (Nozzle-CNC), that is to utilise the capillary nozzle to create an expanding water saturated air flow, was then put forward and various experiments were carried out with this Nozzle-CNC under different experimental conditions. Firstly, the air stream in the long capillary nozzle with inner diameter of 1.0~mm was modelled as a steady, compressible and heat-conducting turbulence flow by CFX-FLOW3D computational program. An adiabatic and isentropic cooling in the nozzle was found. A supersaturation in the nozzle can be created if the inlet flow is water saturated, and its value depends principally on flow velocity or flow rate through the nozzle. Secondly, a particle condensational growth model in air stream was developed. An extended Mason's diffusion growthequation with size correction for particles beyond the continuum regime and with the correction for a certain particle Reynolds number in an accelerating state was given. The modelling results show the rapid condensational growth of aerosol particles, especially for fine size particles, in the nozzle stream, which, on the one hand, may induce evident `over-sizing' and `over-numbering' effects in aerosol measurements as nozzle designs are widely employed for producing accelerating and focused aerosol beams in aerosol instruments like optical particle counter (OPC) and aerodynamical particle sizer (APS). It can, on the other hand, be applied in constructing the Nozzle-CNC. Thirdly, based on the optimisation of theoretical and numerical results, the new Nozzle-CNC was built. Under various experimental conditions such as flow rate, ambient temperature, and the fraction of aerosol in the total flow, experiments with this instrument were carried out. An interesting exponential relation between the saturation in the nozzle and the number concentration of atmospheric nuclei, including hygroscopic nuclei (HN), cloud condensation nuclei (CCN), and traditionally measured atmospheric condensation nuclei (CN), was found. This relation differs from the relation for the number concentration of CCN obtained by other researchers. The minimum detectable size of this Nozzle-CNC is 0.04?m. Although further improvements are still needed, this Nozzle-CNC, in comparison with other CNCs, has severaladvantages such as no condensation delay as particles larger than the critical size grow simultaneously, low diffusion losses of particles, little water condensation at the inner wall of the instrument, and adjustable saturation --- therefore the wide counting region, as well as no calibration compared to non-water condensation substances.

Black-scholes type equations

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.

Inverse problems in classical and quantum physics

The subject of this thesis is in the area of Applied Mathematics known as Inverse Problems. Inverse problems are those where a set of measured data is analysed in order to get as much information as possible on a model which is assumed to represent a system in the real world. We study two inverse problems in the fields of classical and quantum physics: QCD condensates from tau-decay data and the inverse conductivity problem. Despite a concentrated effort by physicists extending over many years, an understanding of QCD from first principles continues to be elusive. Fortunately, data continues to appear which provide a rather direct probe of the inner workings of the strong interactions. We use a functional method which allows us to extract within rather general assumptions phenomenological parameters of QCD (the condensates) from a comparison of the time-like experimental data with asymptotic space-like results from theory. The price to be paid for the generality of assumptions is relatively large errors in the values of the extracted parameters. Although we do not claim that our method is superior to other approaches, we hope that our results lend additional confidence to the numerical results obtained with the help of methods based on QCD sum rules. EIT is a technology developed to image the electrical conductivity distribution of a conductive medium. The technique works by performing simultaneous measurements of direct or alternating electric currents and voltages on the boundary of an object. These are the data used by an image reconstruction algorithm to determine the electrical conductivity distribution within the object. In this thesis, two approaches of EIT image reconstruction are proposed. The first is based on reformulating the inverse problem in terms of integral equations. This method uses only a single set of measurements for the reconstruction. The second approach is an algorithm based on linearisation which uses more then one set of measurements. A promising result is that one can qualitatively reconstruct the conductivity inside the cross-section of a human chest. Even though the human volunteer is neither two-dimensional nor circular, such reconstructions can be useful in medical applications: monitoring for lung problems such as accumulating fluid or a collapsed lung and noninvasive monitoring of heart function and blood flow.

Finite-element discretization of 3D energy-transport equations for semiconductors

In this thesis a mathematical model was derived that describes the charge and energy transport in semiconductor devices like transistors. Moreover, numerical simulations of these physical processes are performed. In order to accomplish this, methods of theoretical physics, functional analysis, numerical mathematics and computer programming are applied. After an introduction to the status quo of semiconductor device simulation methods and a brief review of historical facts up to now, the attention is shifted to the construction of a model, which serves as the basis of the subsequent derivations in the thesis. Thereby the starting point is an important equation of the theory of dilute gases. From this equation the model equations are derived and specified by means of a series expansion method. This is done in a multi-stage derivation process, which is mainly taken from a scientific paper and which does not constitute the focus of this thesis. In the following phase we specify the mathematical setting and make precise the model assumptions. Thereby we make use of methods of functional analysis. Since the equations we deal with are coupled, we are concerned with a nonstandard problem. In contrary, the theory of scalar elliptic equations is established meanwhile. Subsequently, we are preoccupied with the numerical discretization of the equations. A special finite-element method is used for the discretization. This special approach has to be done in order to make the numerical results appropriate for practical application. By a series of transformations from the discrete model we derive a system of algebraic equations that are eligible for numerical evaluation. Using self-made computer programs we solve the equations to get approximate solutions. These programs are based on new and specialized iteration procedures that are developed and thoroughly tested within the frame of this research work. Due to their importance and their novel status, they are explained and demonstrated in detail. We compare these new iterations with a standard method that is complemented by a feature to fit in the current context. A further innovation is the computation of solutions in three-dimensional domains, which are still rare. Special attention is paid to applicability of the 3D simulation tools. The programs are designed to have justifiable working complexity. The simulation results of some models of contemporary semiconductor devices are shown and detailed comments on the results are given. Eventually, we make a prospect on future development and enhancements of the models and of the algorithms that we used.

Sampling methods for low-frequency electromagnetic imaging

For the detection of hidden objects by low-frequency electromagnetic imaging the Linear Sampling Method works remarkably well despite the fact that the rigorous mathematical justification is still incomplete. In this work, we give an explanation for this good performance by showing that in the low-frequency limit the measurement operator fulfills the assumptions for the fully justified variant of the Linear Sampling Method, the so-called Factorization Method. We also show how the method has to be modified in the physically relevant case of electromagnetic imaging with divergence-free currents. We present numerical results to illustrate our findings, and to show that similar performance can be expected for the case of conducting objects and layered backgrounds.

Detecting interfaces in a parabolic-elliptic problem from surface measurements

Assuming that the heat capacity of a body is negligible outside certain inclusions the heat equation degenerates to a parabolic-elliptic interface problem. In this work we aim to detect these interfaces from thermal measurements on the surface of the body. We deduce an equivalent variational formulation for the parabolic-elliptic problem and give a new proof of the unique solvability based on Lions’s projection lemma. For the case that the heat conductivity is higher inside the inclusions, we develop an adaptation of the factorization method to this time-dependent problem. In particular this shows that the locations of the interfaces are uniquely determined by boundary measurements. The method also yields to a numerical algorithm to recover the inclusions and thus the interfaces. We demonstrate how measurement data can be simulated numerically by a coupling of a finite element method with a boundary element method, and finally we present some numerical results for the inverse problem.

Superfluid and antiferromagnetic phases in ultracold fermionic quantum gases

In this thesis several models are treated, which are relevant for ultracold fermionic quantum gases loaded onto optical lattices. In particular, imbalanced superfluid Fermi mixtures, which are considered as the best way to realize Fulde-Ferrell-Larkin-Ovchinnikov (FFLO) states experimentally, and antiferromagnetic states, whose experimental realization is one of the next major goals, are examined analytically and numerically with the use of appropriate versions of the Hubbard model.rnrnThe usual Bardeen-Cooper-Schrieffer (BCS) superconductor is known to break down in a magnetic field with a strength exceeding the size of the superfluid gap. A spatially inhomogeneous spin-imbalanced superconductor with a complex order parameter known as FFLO-state is predicted to occur in translationally invariant systems. Since in ultracold quantum gases the experimental setups have a limited size and a trapping potential, we analyze the realistic situation of a non-translationally invariant finite sized Hubbard model for this purpose. We first argue analytically, why the order parameter should be real in a system with continuous coordinates, and map our statements onto the Hubbard model with discrete coordinates defined on a lattice. The relevant Hubbard model is then treated numerically within mean field theory. We show that the numerical results agree with our analytically derived statements and we simulate various experimentally relevant systems in this thesis.rnrnAnalogous calculations are presented for the situation at repulsive interaction strength where the N'eel state is expected to be realized experimentally in the near future. We map our analytical results obtained for the attractive model onto corresponding results for the repulsive model. We obtain a spatially invariant unit vector defining the direction of the order parameter as a consequence of the trapping potential, which is affirmed by our mean field numerical results for the repulsive case. Furthermore, we observe domain wall formation, antiferromagnetically induced density shifts, and we show the relevant role of spin-imbalance for antiferromagnetic states.rnrnSince the first step for understanding the physics of the examined models was the application of a mean field approximation, we analyze the effect of including the second order terms of the weak coupling perturbation expansion for the repulsive model. We show that our results survive the influence of quantum fluctuations and show that the renormalization factors for order parameters and critical temperatures lead to a weaker influence of the fluctuations on the results in finite sized systems than on the results in the thermodynamical limit. Furthermore, in the context of second order theory we address the question whether results obtained in the dynamical mean field theory (DMFT), which is meanwhile a frequently used method for describing trapped systems, survive the effect of the non-local Feynman diagrams neglected in DMFT.

Molecular dynamics simulations of sheared brush-like systems

Mit Hilfe von Molekulardynamik-Simulationen untersuchen wir bürstenartige Systeme unter guten Lösungsmittelbedingungen. Diese Systeme sind, dank ihren vielfältigen Beschaffenheiten, die von Molekularparametern und äußeren Bedingungen abhängig sind, wichtig für viele industrielle Anwendungen. Man vermutet, dass die Polymerbürsten eine entscheidende Rolle in der Natur wegen ihrer einzigartigen Gleiteigenschaften spielen. Ein vergröbertes Modell wird verwendet, um die strukturellen und dynamischen Eigenschaften zweier hochkomprimierter Polymerbürsten, die eine niedrige Reibung aufweisen, zu untersuchen. Allerdings sind die Lubrikationseigenschaften dieser Systeme, die in vielen biologischen Systemen vorhanden sind, beeinflußt. Wir untersuchen so-genannte "weiche Kolloide", die zwischen den beiden Polymerbürsten eingebettet sind, und wie diese Makroobjekte auf die Polymerbürsten wirken.rnrnNicht-Gleichgewichts-Molekulardynamik-Simulationen werden durchgeführt, in denen die hydrodynamischen Wechselwirkungen durch die Anwendung des DPD-Thermostaten mit expliziten Lösungsmittelmolekülen berücksichtigt werden. Wir zeigen, dass die Kenntnis der Gleichgewichtseigenschaften des Systems erlaubt, dynamische Nichtgleichgewichtsigenschaften der Doppelschicht vorherzusagen.rnrnWir untersuchen, wie die effektive Wechselwirkung zwischen kolloidalen Einschlüßen durch die Anwesenheit der Bürsten (in Abhängigkeit der Weichheit der Kolloide und der Pfropfdichte der Bürsten) beeinflußt wird. Als nächsten Schritt untersuchen wir die rheologische Antwort von solchen komplexen Doppelschichten auf Scherung. Wir entwickeln eine Skalen-Theorie, die die Abhängigkeit der makroskopischen Transporteigenschaften und der lateralen Ausdehnung der verankerten Ketten von der Weissenberg Zahl oberhalb des Bereichs, in dem die lineare Antwort-Theorie gilt, voraussagt. Die Vorhersagen der Theorie stimmen gut mit unseren und früheren numerischen Ergebnissen und neuen Experimenten überein. Unsere Theorie bietet die Möglichkeit, die Relaxationszeit der Doppelschicht zu berechnen. Wenn diese Zeit mit einer charakteristischen Längenskala kombiniert wird, kann auch das ''transiente'' (nicht-stationäre) Verhalten beschrieben werden.rnrnrnWir untersuchen die Antwort des Drucktensors und die Deformation der Bürsten während der Scherinvertierung für grosse Weissenberg Zahlen. Wir entwickeln eine Vorhersage für die charakteristische Zeit, nach der das System wieder den stationären Zustand erreicht.rnrnrnElektrostatik spielt eine bedeutende Rolle in vielen biologischen Prozessen. Die Lubrikationseigenschaften der Polymerbürsten werden durch die Anwesenheit langreichweitiger Wechselwirkungen stark beeinflusst. Für unterschiedliche Stärken der elektrostatischen Wechselwirkungen untersuchen wir rheologische Eigenschaften der Doppelschicht und vergleichen mit neutralen Systemen. Wir studieren den kontinuierlichen Übergang der Systemeigenschaften von neutralen zu stark geladenen Bürsten durch Variation der Bjerrumlänge und der Ladungsdichte.

Efficient calculation of gluon amplitudes with n legs and an implementation of parton showers using the dipole formalism

The conventional way to calculate hard scattering processes in perturbation theory using Feynman diagrams is not efficient enough to calculate all necessary processes - for example for the Large Hadron Collider - to a sufficient precision. Two alternatives to order-by-order calculations are studied in this thesis.rnrnIn the first part we compare the numerical implementations of four different recursive methods for the efficient computation of Born gluon amplitudes: Berends-Giele recurrence relations and recursive calculations with scalar diagrams, with maximal helicity violating vertices and with shifted momenta. From the four methods considered, the Berends-Giele method performs best, if the number of external partons is eight or bigger. However, for less than eight external partons, the recursion relation with shifted momenta offers the best performance. When investigating the numerical stability and accuracy, we found that all methods give satisfactory results.rnrnIn the second part of this thesis we present an implementation of a parton shower algorithm based on the dipole formalism. The formalism treats initial- and final-state partons on the same footing. The shower algorithm can be used for hadron colliders and electron-positron colliders. Also massive partons in the final state were included in the shower algorithm. Finally, we studied numerical results for an electron-positron collider, the Tevatron and the Large Hadron Collider.

Top-quark pair production at hadron colliders

In this thesis we investigate several phenomenologically important properties of top-quark pair production at hadron colliders. We calculate double differential cross sections in two different kinematical setups, pair invariant-mass (PIM) and single-particle inclusive (1PI) kinematics. In pair invariant-mass kinematics we are able to present results for the double differential cross section with respect to the invariant mass of the top-quark pair and the top-quark scattering angle. Working in the threshold region, where the pair invariant mass M is close to the partonic center-of-mass energy sqrt{hat{s}}, we are able to factorize the partonic cross section into different energy regions. We use renormalization-group (RG) methods to resum large threshold logarithms to next-to-next-to-leading-logarithmic (NNLL) accuracy. On a technical level this is done using effective field theories, such as heavy-quark effective theory (HQET) and soft-collinear effective theory (SCET). The same techniques are applied when working in 1PI kinematics, leading to a calculation of the double differential cross section with respect to transverse-momentum pT and the rapidity of the top quark. We restrict the phase-space such that only soft emission of gluons is possible, and perform a NNLL resummation of threshold logarithms. The obtained analytical expressions enable us to precisely predict several observables, and a substantial part of this thesis is devoted to their detailed phenomenological analysis. Matching our results in the threshold regions to the exact ones at next-to-leading order (NLO) in fixed-order perturbation theory, allows us to make predictions at NLO+NNLL order in RG-improved, and at approximate next-to-next-to-leading order (NNLO) in fixed order perturbation theory. We give numerical results for the invariant mass distribution of the top-quark pair, and for the top-quark transverse-momentum and rapidity spectrum. We predict the total cross section, separately for both kinematics. Using these results, we analyze subleading contributions to the total cross section in 1PI and PIM originating from power corrections to the leading terms in the threshold expansions, and compare them to previous approaches. We later combine our PIM and 1PI results for the total cross section, this way eliminating uncertainties due to these corrections. The combined predictions for the total cross section are presented as a function of the top-quark mass in the pole, the minimal-subtraction (MS), and the 1S mass scheme. In addition, we calculate the forward-backward (FB) asymmetry at the Tevatron in the laboratory, and in the ttbar rest frames as a function of the rapidity and the invariant mass of the top-quark pair at NLO+NNLL. We also give binned results for the asymmetry as a function of the invariant mass and the rapidity difference of the ttbar pair, and compare those to recent measurements. As a last application we calculate the charge asymmetry at the LHC as a function of a lower rapidity cut-off for the top and anti-top quarks.

Dynamic development of hydrofractures

Natürliche hydraulische Bruchbildung ist in allen Bereichen der Erdkruste ein wichtiger und stark verbreiteter Prozess. Sie beeinflusst die effektive Permeabilität und Fluidtransport auf mehreren Größenordnungen, indem sie hydraulische Konnektivität bewirkt. Der Prozess der Bruchbildung ist sowohl sehr dynamisch als auch hoch komplex. Die Dynamik stammt von der starken Wechselwirkung tektonischer und hydraulischer Prozesse, während sich die Komplexität aus der potentiellen Abhängigkeit der poroelastischen Eigenschaften von Fluiddruck und Bruchbildung ergibt. Die Bildung hydraulischer Brüche besteht aus drei Phasen: 1) Nukleation, 2) zeitabhängiges quasi-statisches Wachstum so lange der Fluiddruck die Zugfestigkeit des Gesteins übersteigt, und 3) in heterogenen Gesteinen der Einfluss von Lagen unterschiedlicher mechanischer oder sedimentärer Eigenschaften auf die Bruchausbreitung. Auch die mechanische Heterogenität, die durch präexistierende Brüche und Gesteinsdeformation erzeugt wird, hat großen Einfluß auf den Wachstumsverlauf. Die Richtung der Bruchausbreitung wird entweder durch die Verbindung von Diskontinuitäten mit geringer Zugfestigkeit im Bereich vor der Bruchfront bestimmt, oder die Bruchausbreitung kann enden, wenn der Bruch auf Diskontinuitäten mit hoher Festigkeit trifft. Durch diese Wechselwirkungen entsteht ein Kluftnetzwerk mit komplexer Geometrie, das die lokale Deformationsgeschichte und die Dynamik der unterliegenden physikalischen Prozesse reflektiert. rnrnNatürliche hydraulische Bruchbildung hat wesentliche Implikationen für akademische und kommerzielle Fragestellungen in verschiedenen Feldern der Geowissenschaften. Seit den 50er Jahren wird hydraulisches Fracturing eingesetzt, um die Permeabilität von Gas und Öllagerstätten zu erhöhen. Geländebeobachtungen, Isotopenstudien, Laborexperimente und numerische Analysen bestätigen die entscheidende Rolle des Fluiddruckgefälles in Verbindung mit poroelastischen Effekten für den lokalen Spannungszustand und für die Bedingungen, unter denen sich hydraulische Brüche bilden und ausbreiten. Die meisten numerischen hydromechanischen Modelle nehmen für die Kopplung zwischen Fluid und propagierenden Brüchen vordefinierte Bruchgeometrien mit konstantem Fluiddruck an, um das Problem rechnerisch eingrenzen zu können. Da natürliche Gesteine kaum so einfach strukturiert sind, sind diese Modelle generell nicht sonderlich effektiv in der Analyse dieses komplexen Prozesses. Insbesondere unterschätzen sie die Rückkopplung von poroelastischen Effekten und gekoppelte Fluid-Festgestein Prozesse, d.h. die Entwicklung des Porendrucks in Abhängigkeit vom Gesteinsversagen und umgekehrt.rnrnIn dieser Arbeit wird ein zweidimensionales gekoppeltes poro-elasto-plastisches Computer-Model für die qualitative und zum Teil auch quantitativ Analyse der Rolle lokalisierter oder homogen verteilter Fluiddrücke auf die dynamische Ausbreitung von hydraulischen Brüchen und die zeitgleiche Evolution der effektiven Permeabilität entwickelt. Das Programm ist rechnerisch effizient, indem es die Fluiddynamik mittels einer Druckdiffusions-Gleichung nach Darcy ohne redundante Komponenten beschreibt. Es berücksichtigt auch die Biot-Kompressibilität poröser Gesteine, die implementiert wurde um die Kontrollparameter in der Mechanik hydraulischer Bruchbildung in verschiedenen geologischen Szenarien mit homogenen und heterogenen Sedimentären Abfolgen zu bestimmen. Als Resultat ergibt sich, dass der Fluiddruck-Gradient in geschlossenen Systemen lokal zu Störungen des homogenen Spannungsfeldes führen. Abhängig von den Randbedingungen können sich diese Störungen eine Neuausrichtung der Bruchausbreitung zur Folge haben kann. Durch den Effekt auf den lokalen Spannungszustand können hohe Druckgradienten auch schichtparallele Bruchbildung oder Schlupf in nicht-entwässerten heterogenen Medien erzeugen. Ein Beispiel von besonderer Bedeutung ist die Evolution von Akkretionskeilen, wo die große Dynamik der tektonischen Aktivität zusammen mit extremen Porendrücken lokal starke Störungen des Spannungsfeldes erzeugt, die eine hoch-komplexe strukturelle Entwicklung inklusive vertikaler und horizontaler hydraulischer Bruch-Netzwerke bewirkt. Die Transport-Eigenschaften der Gesteine werden stark durch die Dynamik in der Entwicklung lokaler Permeabilitäten durch Dehnungsbrüche und Störungen bestimmt. Möglicherweise besteht ein enger Zusammenhang zwischen der Bildung von Grabenstrukturen und großmaßstäblicher Fluid-Migration. rnrnDie Konsistenz zwischen den Resultaten der Simulationen und vorhergehender experimenteller Untersuchungen deutet darauf hin, dass das beschriebene numerische Verfahren zur qualitativen Analyse hydraulischer Brüche gut geeignet ist. Das Schema hat auch Nachteile wenn es um die quantitative Analyse des Fluidflusses durch induzierte Bruchflächen in deformierten Gesteinen geht. Es empfiehlt sich zudem, das vorgestellte numerische Schema um die Kopplung mit thermo-chemischen Prozessen zu erweitern, um dynamische Probleme im Zusammenhang mit dem Wachstum von Kluftfüllungen in hydraulischen Brüchen zu untersuchen.