Lagrangian transport evaluation of atmospheric chemistry in the Mediterranean region

Global observations of the chemical composition of the atmosphere are essential for understanding and studying the present and future state of the earth's atmosphere. However, by analyzing field experiments the consideration of the atmospheric motion is indispensable, because transport enables different chemical species, with different local natural and anthropogenic sources, to interact chemically and so consequently influences the chemical composition of the atmosphere. The distance over which that transport occurs is highly dependent upon meteorological conditions (e.g., wind speed, precipitation) and the properties of chemical species itself (e.g., solubility, reactivity). This interaction between chemistry and dynamics makes the study of atmospheric chemistry both difficult and challenging, and also demonstrates the relevance of including the atmospheric motions in that context. In this doctoral thesis the large-scale transport of air over the eastern Mediterranean region during summer 2001, with a focus on August during the Mediterranean Intensive Oxidant Study (MINOS) measurement campaign, was investigated from a lagrangian perspective. Analysis of back trajectories demonstrated transport of polluted air masses from western and eastern Europe in the boundary layer, from the North Atlantic/North American area in the middle end upper troposphere and additionally from South Asia in the upper troposphere towards the eastern Mediterranean. Investigation of air mass transport near the tropopause indicated enhanced cross-tropopause transport relative to the surrounding area over the eastern Mediterranean region in summer. A large band of air mass transport across the dynamical tropopause develops in June, and is shifted toward higher latitudes in July and August. This shifting is associated with the development and the intensification of the Arabian and South Asian upper-level anticyclones and consequential with areas of maximum clear-air turbulence, hypothesizing quasi-permanent areas with turbulent mixing of tropospheric and stratospheric air during summer over the eastern Mediterranean as a result of large-scale synoptic circulation. In context with the latex knowledge about the transport of polluted air masses towards the Mediterranean and with increasing emissions, especially in developing countries like India, this likely gains in importance.

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.

Symplectic Lagrangian fibrations

In this work we investigate the deformation theory of pairs of an irreducible symplectic manifold X together with a Lagrangian subvariety Y in X, where the focus is on singular Lagrangian subvarieties. Among other things, Voisin's results [Voi92] are generalized to the case of simple normal crossing subvarieties; partial results are also obtained for more complicated singularities.rnAs done in Voisin's article, we link the codimension of the subspace of the universal deformation space of X parametrizing those deformations where Y persists, to the rank of a certain map in cohomology. This enables us in some concrete cases to actually calculate or at least estimate the codimension of this particular subspace. In these cases the Lagrangian subvarieties in question occur as fibers or fiber components of a given Lagrangian fibration f : X --> B. We discuss examples and the question of how our results might help to understand some aspects of Lagrangian fibrations.

The geometry of Lagrangian fibres

If the generic fibre f−1(c) of a Lagrangian fibration f : X → B on a complex Poisson– variety X is smooth, compact, and connected, it is isomorphic to the compactification of a complex abelian Lie–group. For affine Lagrangian fibres it is not clear what the structure of the fibre is. Adler and van Moerbeke developed a strategy to prove that the generic fibre of a Lagrangian fibration is isomorphic to the affine part of an abelian variety.rnWe extend their strategy to verify that the generic fibre of a given Lagrangian fibration is the affine part of a (C∗)r–extension of an abelian variety. This strategy turned out to be successful for all examples we studied. Additionally we studied examples of Lagrangian fibrations that have the affine part of a ramified cyclic cover of an abelian variety as generic fibre. We obtained an embedding in a Lagrangian fibration that has the affine part of a C∗–extension of an abelian variety as generic fibre. This embedding is not an embedding in the category of Lagrangian fibrations. The C∗–quotient of the new Lagrangian fibration defines in a natural way a deformation of the cyclic quotient of the original Lagrangian fibration.

Representation theorems for indefinite quadratic forms and applications

Diese Arbeit widmet sich den Darstellungssätzen für symmetrische indefinite (das heißt nicht-halbbeschränkte) Sesquilinearformen und deren Anwendungen. Insbesondere betrachten wir den Fall, dass der zur Form assoziierte Operator keine Spektrallücke um Null besitzt. Desweiteren untersuchen wir die Beziehung zwischen reduzierenden Graphräumen, Lösungen von Operator-Riccati-Gleichungen und der Block-Diagonalisierung für diagonaldominante Block-Operator-Matrizen. Mit Hilfe der Darstellungssätze wird eine entsprechende Beziehung zwischen Operatoren, die zu indefiniten Formen assoziiert sind, und Form-Riccati-Gleichungen erreicht. In diesem Rahmen wird eine explizite Block-Diagonalisierung und eine Spektralzerlegung für den Stokes Operator sowie eine Darstellung für dessen Kern erreicht. Wir wenden die Darstellungssätze auf durch (grad u, h() grad v) gegebene Formen an, wobei Vorzeichen-indefinite Koeffzienten-Matrizen h() zugelassen sind. Als ein Resultat werden selbstadjungierte indefinite Differentialoperatoren div h() grad mit homogenen Dirichlet oder Neumann Randbedingungen konstruiert. Beispiele solcher Art sind Operatoren die in der Modellierung von optischen Metamaterialien auftauchen und links-indefinite Sturm-Liouville Operatoren.