Quantifying and modeling financial market fluctuations

Die Entstehung eines Marktpreises für einen Vermögenswert kann als Superposition der einzelnen Aktionen der Marktteilnehmer aufgefasst werden, die damit kumulativ Angebot und Nachfrage erzeugen. Dies ist in der statistischen Physik mit der Entstehung makroskopischer Eigenschaften vergleichbar, die von mikroskopischen Wechselwirkungen zwischen den beteiligten Systemkomponenten hervorgerufen werden. Die Verteilung der Preisänderungen an Finanzmärkten unterscheidet sich deutlich von einer Gaußverteilung. Dies führt zu empirischen Besonderheiten des Preisprozesses, zu denen neben dem Skalierungsverhalten nicht-triviale Korrelationsfunktionen und zeitlich gehäufte Volatilität zählen. In der vorliegenden Arbeit liegt der Fokus auf der Analyse von Finanzmarktzeitreihen und den darin enthaltenen Korrelationen. Es wird ein neues Verfahren zur Quantifizierung von Muster-basierten komplexen Korrelationen einer Zeitreihe entwickelt. Mit dieser Methodik werden signifikante Anzeichen dafür gefunden, dass sich typische Verhaltensmuster von Finanzmarktteilnehmern auf kurzen Zeitskalen manifestieren, dass also die Reaktion auf einen gegebenen Preisverlauf nicht rein zufällig ist, sondern vielmehr ähnliche Preisverläufe auch ähnliche Reaktionen hervorrufen. Ausgehend von der Untersuchung der komplexen Korrelationen in Finanzmarktzeitreihen wird die Frage behandelt, welche Eigenschaften sich beim Wechsel von einem positiven Trend zu einem negativen Trend verändern. Eine empirische Quantifizierung mittels Reskalierung liefert das Resultat, dass unabhängig von der betrachteten Zeitskala neue Preisextrema mit einem Anstieg des Transaktionsvolumens und einer Reduktion der Zeitintervalle zwischen Transaktionen einhergehen. Diese Abhängigkeiten weisen Charakteristika auf, die man auch in anderen komplexen Systemen in der Natur und speziell in physikalischen Systemen vorfindet. Über 9 Größenordnungen in der Zeit sind diese Eigenschaften auch unabhängig vom analysierten Markt - Trends, die nur für Sekunden bestehen, zeigen die gleiche Charakteristik wie Trends auf Zeitskalen von Monaten. Dies eröffnet die Möglichkeit, mehr über Finanzmarktblasen und deren Zusammenbrüche zu lernen, da Trends auf kleinen Zeitskalen viel häufiger auftreten. Zusätzlich wird eine Monte Carlo-basierte Simulation des Finanzmarktes analysiert und erweitert, um die empirischen Eigenschaften zu reproduzieren und Einblicke in deren Ursachen zu erhalten, die zum einen in der Finanzmarktmikrostruktur und andererseits in der Risikoaversion der Handelsteilnehmer zu suchen sind. Für die rechenzeitintensiven Verfahren kann mittels Parallelisierung auf einer Graphikkartenarchitektur eine deutliche Rechenzeitreduktion erreicht werden. Um das weite Spektrum an Einsatzbereichen von Graphikkarten zu aufzuzeigen, wird auch ein Standardmodell der statistischen Physik - das Ising-Modell - auf die Graphikkarte mit signifikanten Laufzeitvorteilen portiert. Teilresultate der Arbeit sind publiziert in [PGPS07, PPS08, Pre11, PVPS09b, PVPS09a, PS09, PS10a, SBF+10, BVP10, Pre10, PS10b, PSS10, SBF+11, PB10].

Imaging and modeling of pore scale processes in porous media using X-ray computed tomography and lattice Boltzmann solver

In der Erdöl– und Gasindustrie sind bildgebende Verfahren und Simulationen auf der Porenskala im Begriff Routineanwendungen zu werden. Ihr weiteres Potential lässt sich im Umweltbereich anwenden, wie z.B. für den Transport und Verbleib von Schadstoffen im Untergrund, die Speicherung von Kohlendioxid und dem natürlichen Abbau von Schadstoffen in Böden. Mit der Röntgen-Computertomografie (XCT) steht ein zerstörungsfreies 3D bildgebendes Verfahren zur Verfügung, das auch häufig für die Untersuchung der internen Struktur geologischer Proben herangezogen wird. Das erste Ziel dieser Dissertation war die Implementierung einer Bildverarbeitungstechnik, die die Strahlenaufhärtung der Röntgen-Computertomografie beseitigt und den Segmentierungsprozess dessen Daten vereinfacht. Das zweite Ziel dieser Arbeit untersuchte die kombinierten Effekte von Porenraumcharakteristika, Porentortuosität, sowie die Strömungssimulation und Transportmodellierung in Porenräumen mit der Gitter-Boltzmann-Methode. In einer zylindrischen geologischen Probe war die Position jeder Phase auf Grundlage der Beobachtung durch das Vorhandensein der Strahlenaufhärtung in den rekonstruierten Bildern, das eine radiale Funktion vom Probenrand zum Zentrum darstellt, extrahierbar und die unterschiedlichen Phasen ließen sich automatisch segmentieren. Weiterhin wurden Strahlungsaufhärtungeffekte von beliebig geformten Objekten durch einen Oberflächenanpassungsalgorithmus korrigiert. Die Methode der „least square support vector machine” (LSSVM) ist durch einen modularen Aufbau charakterisiert und ist sehr gut für die Erkennung und Klassifizierung von Mustern geeignet. Aus diesem Grund wurde die Methode der LSSVM als pixelbasierte Klassifikationsmethode implementiert. Dieser Algorithmus ist in der Lage komplexe geologische Proben korrekt zu klassifizieren, benötigt für den Fall aber längere Rechenzeiten, so dass mehrdimensionale Trainingsdatensätze verwendet werden müssen. Die Dynamik von den unmischbaren Phasen Luft und Wasser wird durch eine Kombination von Porenmorphologie und Gitter Boltzmann Methode für Drainage und Imbibition Prozessen in 3D Datensätzen von Böden, die durch synchrotron-basierte XCT gewonnen wurden, untersucht. Obwohl die Porenmorphologie eine einfache Methode ist Kugeln in den verfügbaren Porenraum einzupassen, kann sie dennoch die komplexe kapillare Hysterese als eine Funktion der Wassersättigung erklären. Eine Hysterese ist für den Kapillardruck und die hydraulische Leitfähigkeit beobachtet worden, welche durch die hauptsächlich verbundenen Porennetzwerke und der verfügbaren Porenraumgrößenverteilung verursacht sind. Die hydraulische Konduktivität ist eine Funktion des Wassersättigungslevels und wird mit einer makroskopischen Berechnung empirischer Modelle verglichen. Die Daten stimmen vor allem für hohe Wassersättigungen gut überein. Um die Gegenwart von Krankheitserregern im Grundwasser und Abwässern vorhersagen zu können, wurde in einem Bodenaggregat der Einfluss von Korngröße, Porengeometrie und Fluidflussgeschwindigkeit z.B. mit dem Mikroorganismus Escherichia coli studiert. Die asymmetrischen und langschweifigen Durchbruchskurven, besonders bei höheren Wassersättigungen, wurden durch dispersiven Transport aufgrund des verbundenen Porennetzwerks und durch die Heterogenität des Strömungsfeldes verursacht. Es wurde beobachtet, dass die biokolloidale Verweilzeit eine Funktion des Druckgradienten als auch der Kolloidgröße ist. Unsere Modellierungsergebnisse stimmen sehr gut mit den bereits veröffentlichten Daten überein.

Thin nanostructured crystalline TiO 2 films and their applications in solar cells

Research on thin nanostructured crystalline TiO2 films has attracted considerable interests because of their intriguing physical properties and potential applications in photovoltaics. Nanostructured TiO2 film plays an important role in the TiO2 based dye-sensitized solar cells because they act as a substrate for the adsorption of dye molecules and a matrix for the transportation of electrons as well. Thus they can influence the solar cell performance significantly. Consequently, the control of the morphology including the shape, size and size distribution of the TiO2 nanostructures is critical to tune and optimize the performance of the solar cells. To control the TiO2 morphology, a strategy using amphiphilic block copolymer as templating agent coupled with sol-gel chemistry has been applied. Especially, a good-poor solvent pair induced phase separation process has been developed to guide the microphase separation behavior of the block copolymers. The amphiphilic block copolymers used include polystyrene-block-poly (ethylene oxide) (PS-b-PEO), poly (methyl methacrylate)-block-poly (ethylene oxide) (PMMA-b-PEO), and poly (ethylene oxide)-block-polystyrene-block-poly (ethylene oxide) (PEO-b-PS-b-PEO). The block copolymer undergoes a good-poor-solvent pair induced phase separation in a mixed solution of 1, 4-dioxane or N, N’-dimethyl formamide (DMF), concentrated hydrochloric acid (HCl) and Titanium tetraisopropoxide (TTIP). Specifically, in the system of PS-b-PEO, a morphology phase diagram of the inorganic-copolymer composite films was mapped by adjusting the weight fractions among 1, 4-dioxane, HCl, and TTIP in solution. The amorphous TiO2 within the titania-block copolymer composite films was crystallized by calcination at temperatures above 400C, where the organic block copolymer was simultaneously burned away. This strategy is further extended to other amphiphilic block copolymers of PMMA-b-PEO and PEO-b-PS-b-PEO, where the morphology of TiO2 films can also be controlled. The local and long range structures of the titania films were investigated by the combination of imaging techniques (AFM, SEM) and x-ray scattering techniques (x-ray reflectivity and grazing incidence small-angle x-ray scattering). Based on the knowledge of the morphology control, the crystalline TiO2 nanostructured films with different morphologies were introduced into solid state dye-sensitized solar cells. It has been found that all of the morphologies help to improve the performance of the solar cells. Especially, clustered nanoparticles, worm-like structures, foam-like structures, large collapsed nanovesicles show more pronounced performance improvement than other morphologies such as nanowires, flakes, and nanogranulars.

Measurement and modeling of cloud condensation nuclei in continental air

Atmospheric aerosol particles serving as cloud condensation nuclei (CCN) are key elements of the hydrological cycle and climate. Knowledge of the spatial and temporal distribution of CCN in the atmosphere is essential to understand and describe the effects of aerosols in meteorological models. In this study, CCN properties were measured in polluted and pristine air of different continental regions, and the results were parameterized for efficient prediction of CCN concentrations.The continuous-flow CCN counter used for size-resolved measurements of CCN efficiency spectra (activation curves) was calibrated with ammonium sulfate and sodium chloride aerosols for a wide range of water vapor supersaturations (S=0.068% to 1.27%). A comprehensive uncertainty analysis showed that the instrument calibration depends strongly on the applied particle generation techniques, Köhler model calculations, and water activity parameterizations (relative deviations in S up to 25%). Laboratory experiments and a comparison with other CCN instruments confirmed the high accuracy and precision of the calibration and measurement procedures developed and applied in this study.The mean CCN number concentrations (NCCN,S) observed in polluted mega-city air and biomass burning smoke (Beijing and Pearl River Delta, China) ranged from 1000 cm−3 at S=0.068% to 16 000 cm−3 at S=1.27%, which is about two orders of magnitude higher than in pristine air at remote continental sites (Swiss Alps, Amazonian rainforest). Effective average hygroscopicity parameters, κ, describing the influence of chemical composition on the CCN activity of aerosol particles were derived from the measurement data. They varied in the range of 0.3±0.2, were size-dependent, and could be parameterized as a function of organic and inorganic aerosol mass fraction. At low S (≤0.27%), substantial portions of externally mixed CCN-inactive particles with much lower hygroscopicity were observed in polluted air (fresh soot particles with κ≈0.01). Thus, the aerosol particle mixing state needs to be known for highly accurate predictions of NCCN,S. Nevertheless, the observed CCN number concentrations could be efficiently approximated using measured aerosol particle number size distributions and a simple κ-Köhler model with a single proxy for the effective average particle hygroscopicity. The relative deviations between observations and model predictions were on average less than 20% when a constant average value of κ=0.3 was used in conjunction with variable size distribution data. With a constant average size distribution, however, the deviations increased up to 100% and more. The measurement and model results demonstrate that the aerosol particle number and size are the major predictors for the variability of the CCN concentration in continental boundary layer air, followed by particle composition and hygroscopicity as relatively minor modulators. Depending on the required and applicable level of detail, the measurement results and parameterizations presented in this study can be directly implemented in detailed process models as well as in large-scale atmospheric and climate models for efficient description of the CCN activity of atmospheric aerosols.

Electronic structure and physical properties of Heusler compounds for thermoelectric and spintronic applications

This thesis focuses on synthesis as well as investigations of the electronic structure and properties of Heusler compounds for spintronic and thermoelectric applications.rnThe first part reports on the electronic and crystal structure as well as the mechanical, magnetic, and transport properties of the polycrystalline Heusler compound Co2MnGe. The crystalline structure was examined in detail by extended X-ray absorption fine structure spectroscopy and anomalous X-ray diffraction. The low-temperature magnetic moment agrees well with the Slater-Pauling rule and indicates a half-metallic ferromagnetic state of the compound, as is predicted by ab-initio calculations. Transport measurements and hard X-ray photoelectron spectroscopy (HAXPES) were performed to explain the electronic structure of the compound.rnA major part of the thesis deals with a systematical investigation of Heusler compounds for thermoelectric applications. Few studies have been reported on thermoelectric properties of p-type Heusler compounds. Therefore, this thesis focuses on the search for new p-type Heusler compounds with high thermoelectric efficiency. The substitutional series NiTi1−xMxSn and CoTi1−xMxSb (where M = Sc, V and 0 ≤ x ≤ 0.2) were synthesized and investigated theoretically and experimentally with respect to electronic structure and transport properties. The results show the possibility to create n-type and p-type thermoelectrics within one Heusler compound. The pure compounds showed n-type behavior, while under Sc substitution the system switched to p-type behavior. A maximum Seebeck coefficient of +230 μV/K (at 350 K) was obtained for NiTi0.26Sc0.04Zr0.35Hf0.35Sn, which is one of the highest values for p-type thermoelectric compounds based on Heusler alloys up to now. HAXPES valence band measurement show massive in gap states for the parent compounds NiTiSn, CoTiSb and NiTi0.3Zr0.35Hf0.35Sn. This proves that the electronic states close to the Fermi energy play a key role for the behavior of the transport properties. Furthermore, the electronic structure of the gapless Heusler compounds PtYSb, PtLaBi and PtLuSb were investigated by bulk sensitive HAXPES. The linear behavior of the spectra close to εF proves the bulk origin of Dirac-cone type density of states. Furthermore, a systematic study on the optical and transport properties of PtYSb is presented. The compound exhibits promising thermoelectric properties with a high figure of merit (ZT = 0.2) and a Hall mobility μh of 300 cm2/Vs at 350 K.rnThe last part of this thesis describes the linear dichroism in angular-resolved photoemission from the valence band of NiTi0.9Sc0.1Sn and NiMnSb. High resolution photoelectron spectroscopy was performed with an excitation energy of hν = 7.938 keV. The linear polarization of the photons was changed using an in-vacuum diamond phase retarder. Noticeable linear dichroism is found in the valence bands and this allows for a symmetry analysis of the contributing states. The differences in the spectra are found to be caused by symmetry dependent angular asymmetry parameters, and these occur even in polycrystalline samples without preferential crystallographic orientation.rnIn summary, Heusler compounds with 1:1:1 and 2:1:1 stoichiometry were synthesized and examined by chemical and physical methods. Overall, this thesis shows that the combination of first-principle calculations, transport measurements and high resolution high energy photoelectron spectroscopy analysis is a very powerful tool for the design and development of new materials for a wide range of applications from spintronic applications to thermoelectric applications.rn

Laboratory study on the optical properties of absorbing atmospheric aerosols and field applications

The interaction between aerosols and sun light plays an important role in the radiative balance of Earth’s atmosphere. This interaction is obtained by measuring the removal (extinction), redistribution (scattering), and transformation into heat (absorption) of light by the aerosols; i.e. their optical properties. Knowledge of these properties is crucial for our understanding of the atmospheric system. rn Light absorption by aerosols is a major contributor to the direct and indirect effects on our climate system, and an accurate and sensitive measurement method is crucial to further our understanding. A homebuilt photoacoustic sensor (PAS), measuring at a 532nm wavelength, was fully characterized and its functionality validated for measurements of absorbing aerosols. The optical absorption cross-sections of absorbing polystyrene latex spheres, to be used as a standard for aerosol absorption measurements, were measured and compared to literature values. Additionally, a calibration method using absorbing aerosol of known complex refractive index was presented.rn A new approach to retrieve the effective broadband refractive indices (mbroad,eff) of aerosol particles by a white light aerosol spectrometer (WELAS) optical particle counter (OPC) was achieved. Using a tandem differential mobility analyzer (DMA)-OPC system, the nbroad,eff are obtained for both laboratory and field applications. This method was tested in the laboratory using substances with a wide range of optical properties and it was used in ambient measurements to retrieve the nbroad,eff of biomass burning aerosols in a nationwide burning event in Israel. The retrieved effective broadband refractive indices for laboratory generated scattering aerosols were: ammonium sulfate (AS), glutaric acid (GA), and sodium chloride, all within 4% of literature values. For absorbing substances, nigrosine and various mixtures of nigrosine with AS and GA were measured, as well as a lightly absorbing substance, Suwannee river fulvic acid (SRFA). For the ambient measurements, the calibration curves generated from this method were to follow the optical evolution of biomass burning (BB) aerosols. A decrease in the overall aerosol absorption and scattering for aged aerosols during the day after the fires compared to the smoldering phase of the fires was found. rn The connection between light extinction of aerosols, their chemical composition and hygroscopicity for particles with different degrees of absorption was studied. The extinction cross-section (σext) at 532nm for different mobility diameters was measured at 80% and 90% relative humidity (RH), and at an RH<10%. The ratio of the humidified aerosols to the dry ones, fRHext(%RH,Dry), is presented. For purely scattering aerosols, fRHext(%RH,Dry) is inversely proportional with size; this dependence was suppressed for lightly absorbing ones. In addition, the validity of the mixing rules for water soluble absorbing aerosols is explored. The difference between the derived and calculated real parts of the complex RIs were less than 5.3% for all substances, wavelengths, and RHs. The obtained imaginary parts for the retrieved and calculated RIs were in good agreement with each other, and well within the measurement errors of retrieval from pulsed CRD spectroscopy measurements. Finally, a core-shell structure model is also used to explore the differences between the models, for substances with low growth factors, under these hydration conditions. It was found that at 80% RH and for size parameters less than 2.5, there is less than a 5 % difference between the extinction efficiencies calculated with both models. This difference is within measurement errors; hence, there is no significant difference between the models in this case. However, for greater size parameters the difference can be up to 10%. For 90% RH the differences below a size parameter of 2.5 were up to 7%.rn Finally, the fully characterized PAS together with a cavity ring down spectrometer (CRD), were used to study the optical properties of soot and secondary organic aerosol (SOA) during the SOOT-11 project in the AIDA chamber in Karlsruhe, Germany. The fresh fractal-like soot particles were allowed to coagulate for 28 hours before stepwise coating them with SOA. The single scattering albedo for fresh fractal-like soot was measured to be 0.2 (±0.03), and after allowing the soot to coagulate for 28 hours and coating it with SOA, it increased to 0.71(±0.01). An absorption enhancement of the coated soot of up to 1.71 (±0.03) times from the non-coated coagulated soot was directly measured with the PAS. Monodisperse measurements of SOA and soot coated with SOA were performed to derive the complex refractive index (m) of both aerosols. A complex refractive index of m = 1.471(±0.008) + i0.0(±0.002) for the SOA-αO3 was retrieved. For the compact coagulated soot a preliminary complex refractive index of m = 2.04(+0.21/-0.14) + i0.34(+0.18/-0.06) with 10nm(+4/-6) coating thickness was retrieved.rn These detail properties can be use by modelers to decrease uncertainties in assessing climatic impacts of the different species and to improve weather forecasting.rn

Efficient certification of feasibility and objective value of linear programs and its applications

The use of linear programming in various areas has increased with the significant improvement of specialized solvers. Linear programs are used as such to model practical problems, or as subroutines in algorithms such as formal proofs or branch-and-cut frameworks. In many situations a certified answer is needed, for example the guarantee that the linear program is feasible or infeasible, or a provably safe bound on its objective value. Most of the available solvers work with floating-point arithmetic and are thus subject to its shortcomings such as rounding errors or underflow, therefore they can deliver incorrect answers. While adequate for some applications, this is unacceptable for critical applications like flight controlling or nuclear plant management due to the potential catastrophic consequences. We propose a method that gives a certified answer whether a linear program is feasible or infeasible, or returns unknown'. The advantage of our method is that it is reasonably fast and rarely answers unknown'. It works by computing a safe solution that is in some way the best possible in the relative interior of the feasible set. To certify the relative interior, we employ exact arithmetic, whose use is nevertheless limited in general to critical places, allowing us to rnremain computationally efficient. Moreover, when certain conditions are fulfilled, our method is able to deliver a provable bound on the objective value of the linear program. We test our algorithm on typical benchmark sets and obtain higher rates of success compared to previous approaches for this problem, while keeping the running times acceptably small. The computed objective value bounds are in most of the cases very close to the known exact objective values. We prove the usability of the method we developed by additionally employing a variant of it in a different scenario, namely to improve the results of a Satisfiability Modulo Theories solver. Our method is used as a black box in the nodes of a branch-and-bound tree to implement conflict learning based on the certificate of infeasibility for linear programs consisting of subsets of linear constraints. The generated conflict clauses are in general small and give good rnprospects for reducing the search space. Compared to other methods we obtain significant improvements in the running time, especially on the large instances.

The role of dendritic cells (DC) in Friend retrovirus-induced immunosuppression and immunotherapeutic applications of functionalized nanoparticles

Friend murine leukemia Virus (FV) infection of immunocompetent mice is a well- established model to acquire further knowledge about viral immune suppression mechanisms, with the aim to develop therapeutics against retrovirus-induced diseases. Interestingly, BALB/c mice are infected by low doses of FV and die from FV-induced erythroleukemia, while C57/BL6 mice are infected by FV only at high viral dose, and remain persistently infected for their whole life. Due to the central role of dendritic cells (DC) in the induction of anti-viral responses, we asked for their functional role in the genotype-dependent sensitivity towards FV infection. In my PhD study I showed that bone marrow (BM)-derived DC differentiated from FV-infected BM cells obtained from FV-inoculated BALB/c (FV susceptible) and C57BL/6 (FV resistant) mice showed an increased endocytotic activity and lowered expression of MHCII and of costimulatory receptors as compared with non-infected control BMDC. FV-infected BMDC from either mouse strain were partially resistant towards stimulation-induced upregulation of MHCII and costimulators, and accordingly were poor T cell stimulators in vitro and in vivo. In addition, FV-infected BMDC displayed an altered expression profile of proinflammator cytokines and favoured Th2 polarization. Ongoing work is focussed on elucidating the functional role of proteins identified as differentially expressed in FV-infected DC in a genotype-dependent manner, which therefore may contribute to the differential course of FV infection in vivo in BALB/c versus C57BL/6 mice. So far, more than 300 proteins have been identified which are differently regulated in FV-infected vs. uninfected DC from both mouse strains. One of these proteins, S100A9, was strongly upregulated specifically in BMDC derived from FV-infected C57BL/6 BM cells. S100A9-/- mice were more sensitive towards inoculation with FV than corresponding wild type (WT) mice (both C57BL/6 background), which suggests a decisive role of this factor for anti-viral defense. In addition, FV-infected S100A9-/- BMDC showed lower motility than WT DC. The future work is aimed to further elucidate the functional importance of S100A9 for DC functions. To exploit the potential of DC for immunotherapeutic applications, in another project of this PhD study the usability of different types of functionalized nanoparticles

Non-aqueous dispersions of particles and their applications

In the current work, three studies about non-aqueous dispersions of particles were carried out by using an amphiphilic block copolymer poly(isoprene)-block-poly(methyl methacrylate) (PI-b-PMMA) as stabilizer:rn1. Dispersions of polyurethane and polyurea porous particles for polymer compositesrn2. Dispersions of PMMA and PU particles with PDI dye for study of Single Molecule Spectroscopy Detectionrn3. Dispersions of graphene nanosheets for polymer compositesrnrnIn the first study, highly porous polyurethane and polyurea particles were prepared in a non-aqueous emulsion. The preparation of porous particles consisted of two parts: At first, a system was developed where the emulsion had high stability for the polymerization among diisocyanate, diol and water. In the second part, porous particles were prepared by using two methods fission/fusion and combination by which highly porous particles were obtained. In this study, the applications of porous particles were also investigated where polyurethane particles were tested as filling material for polymer composites and as catalyst carrier for polyethylene polymerization. rnrnIn the second study, PMMA and PU particles from one non-aqueous emulsion were investigated via single molecule fluorescence detection. At first the particles were loaded with PDI dye, which were detected by fluorescence microscopy. The distribution and orientation of the PDI molecules in the particles were successfully observed by Single Molecule Fluorescence Detection. The molecules were homogenously distributed inside of the particles. In addition they had random orientation, meaning that no aggregations of dye molecules were formed. With the results, it could be supposed that the polymer chains were also homogenously distributed in the particles, and that the conformation was relatively flexible. rnrnIn the third part of the study, graphene nanosheets with high surface area were dispersed in an organic solvent with low boiling point and low toxicity, THF, stabilized with a block copolymer PI-b-PMMA. The dispersion was used to prepare polymer composites. It was shown that the modified graphene nanosheets had good compatibility with the PS and PMMA matrices. rn

Measurements and modeling of ozone fluxes in and above Norway spruce canopies

Ozon (O3) ist ein wichtiges Oxidierungs- und Treibhausgas in der Erdatmosphäre. Es hat Einfluss auf das Klima, die Luftqualität sowie auf die menschliche Gesundheit und die Vegetation. Ökosysteme, wie beispielsweise Wälder, sind Senken für troposphärisches Ozon und werden in Zukunft, bedingt durch Stürme, Pflanzenschädlinge und Änderungen in der Landnutzung, heterogener sein. Es ist anzunehmen, dass diese Heterogenitäten die Aufnahme von Treibhausgasen verringern und signifikante Rückkopplungen auf das Klimasystem bewirken werden. Beeinflusst wird der Atmosphären-Biosphären-Austausch von Ozon durch stomatäre Aufnahme, Deposition auf Pflanzenoberflächen und Böden sowie chemische Umwandlungen. Diese Prozesse zu verstehen und den Ozonaustausch für verschiedene Ökosysteme zu quantifizieren sind Voraussetzungen, um von lokalen Messungen auf regionale Ozonflüsse zu schließen.rnFür die Messung von vertikalen turbulenten Ozonflüssen wird die Eddy Kovarianz Methode genutzt. Die Verwendung von Eddy Kovarianz Systemen mit geschlossenem Pfad, basierend auf schnellen Chemilumineszenz-Ozonsensoren, kann zu Fehlern in der Flussmessung führen. Ein direkter Vergleich von nebeneinander angebrachten Ozonsensoren ermöglichte es einen Einblick in die Faktoren zu erhalten, die die Genauigkeit der Messungen beeinflussen. Systematische Unterschiede zwischen einzelnen Sensoren und der Einfluss von unterschiedlichen Längen des Einlassschlauches wurden untersucht, indem Frequenzspektren analysiert und Korrekturfaktoren für die Ozonflüsse bestimmt wurden. Die experimentell bestimmten Korrekturfaktoren zeigten keinen signifikanten Unterschied zu Korrekturfaktoren, die mithilfe von theoretischen Transferfunktionen bestimmt wurden, wodurch die Anwendbarkeit der theoretisch ermittelten Faktoren zur Korrektur von Ozonflüssen bestätigt wurde.rnIm Sommer 2011 wurden im Rahmen des EGER (ExchanGE processes in mountainous Regions) Projektes Messungen durchgeführt, um zu einem besseren Verständnis des Atmosphären-Biosphären Ozonaustauschs in gestörten Ökosystemen beizutragen. Ozonflüsse wurden auf beiden Seiten einer Waldkante gemessen, die einen Fichtenwald und einen Windwurf trennt. Auf der straßenähnlichen Freifläche, die durch den Sturm "Kyrill" (2007) entstand, entwickelte sich eine Sekundärvegetation, die sich in ihrer Phänologie und Blattphysiologie vom ursprünglich vorherrschenden Fichtenwald unterschied. Der mittlere nächtliche Fluss über dem Fichtenwald war -6 bis -7 nmol m2 s-1 und nahm auf -13 nmol m2 s-1 um die Mittagszeit ab. Die Ozonflüsse zeigten eine deutliche Beziehung zur Pflanzenverdunstung und CO2 Aufnahme, was darauf hinwies, dass während des Tages der Großteil des Ozons von den Pflanzenstomata aufgenommen wurde. Die relativ hohe nächtliche Deposition wurde durch nicht-stomatäre Prozesse verursacht. Die Deposition über dem Wald war im gesamten Tagesverlauf in etwa doppelt so hoch wie über der Freifläche. Dieses Verhältnis stimmte mit dem Verhältnis des Pflanzenflächenindex (PAI) überein. Die Störung des Ökosystems verringerte somit die Fähigkeit des Bewuchses, als Senke für troposphärisches Ozon zu fungieren. Der deutliche Unterschied der Ozonflüsse der beiden Bewuchsarten verdeutlichte die Herausforderung bei der Regionalisierung von Ozonflüssen in heterogen bewaldeten Gebieten.rnDie gemessenen Flüsse wurden darüber hinaus mit Simulationen verglichen, die mit dem Chemiemodell MLC-CHEM durchgeführt wurden. Um das Modell bezüglich der Berechnung von Ozonflüssen zu evaluieren, wurden gemessene und modellierte Flüsse von zwei Positionen im EGER-Gebiet verwendet. Obwohl die Größenordnung der Flüsse übereinstimmte, zeigten die Ergebnisse eine signifikante Differenz zwischen gemessenen und modellierten Flüssen. Zudem gab es eine klare Abhängigkeit der Differenz von der relativen Feuchte, mit abnehmender Differenz bei zunehmender Feuchte, was zeigte, dass das Modell vor einer Verwendung für umfangreiche Studien des Ozonflusses weiterer Verbesserungen bedarf.rn

Novel organic semiconductors and their applications in electronics

The main goals of this thesis were the design, synthesis, and characterization of novel organic semiconductors, together with their applications in electronics, such as OFETs, OPVs, and OLEDs. The results can be summarized as follows:rn1. In chapter II, two novel angular n-type molecules were presented. Their different alkyl chains play a pivotal role in the molecular orientation relative to surface. One molecule with longer branched chains is tilted with respect to the substrate, thereby resulting in poor device performance, while the other adopt an edge-on orientation with an OFET electron mobility of 0.01 cm2 V-1 s-1.rn2. In chapter III, fused bis-benzothiadiazoles with different molecular geometries, namely linear benzoquinone-fused bis(benzothiadiazole) and V-shaped sulfone-fused bis(benzothiadiazole), were shown. This work not only contributes to the diversity of electron acceptors based on bis-benzothiadiazole moieties, but also highlights the important role of molecular shape for the solid-state packing of organic conjugated materials. In chapter IV, we demonstrated the synthesis of layered acceptors via dimerization of thiadiazole end-capped acenes. Interestingly, they feature huge differences in their photophysical properties. One compound showed a new strong emission in the near-infrared region introduced by the aggregation effect. The planosymmetric compound featured intramolecular excimer (IEE) fluorescence in solution. rn3. In chapter V and VI, we have demonstrated the synthesis of novel spiro-bifluorene based asymmetric and symmetric cruciform electron acceptors with dicyanovinylene substitutions. The solar cells based on PTB7:asymmetric acceptor yields the highest PCE of 0.80%. Such results demonstrate for the first time that dicyanovinylene substituted acceptor could be an alternative to fullerene-based acceptors. rn4. In chapter VII, two novel blue-emitting compounds were shown, which consist of dihydroindenofluorenyl units and ladder-type poly-p-phenylene groups, respectively. The two novel cruciform rigid compounds present not only excellent thermal and electrochemical stability but also high PLQYs. Through analysis of their triplet energy levels, both molecules can be served as hosts for other normal fluorescent or phosphorescent materials.rn

Interactive simulation of flexible parts

Computer simulations play an ever growing role for the development of automotive products. Assembly simulation, as well as many other processes, are used systematically even before the first physical prototype of a vehicle is built in order to check whether particular components can be assembled easily or whether another part is in the way. Usually, this kind of simulation is limited to rigid bodies. However, a vehicle contains a multitude of flexible parts of various types: cables, hoses, carpets, seat surfaces, insulations, weatherstrips... Since most of the problems using these simulations concern one-dimensional components and since an intuitive tool for cable routing is still needed, we have chosen to concentrate on this category, which includes cables, hoses and wiring harnesses. In this thesis, we present a system for simulating one dimensional flexible parts such as cables or hoses. The modeling of bending and torsion follows the Cosserat model. For this purpose we use a generalized spring-mass system and describe its configuration by a carefully chosen set of coordinates. Gravity and contact forces as well as the forces responsible for length conservation are expressed in Cartesian coordinates. But bending and torsion effects can be dealt with more effectively by using quaternions to represent the orientation of the segments joining two neighboring mass points. This augmented system allows an easy formulation of all interactions with the best appropriate coordinate type and yields a strongly banded Hessian matrix. An energy minimizing process accounts for a solution exempt from the oscillations that are typical of spring-mass systems. The use of integral forces, similar to an integral controller, allows to enforce exactly the constraints. The whole system is numerically stable and can be solved at interactive frame rates. It is integrated in the DaimlerChrysler in-house Virtual Reality Software veo for use in applications such as cable routing and assembly simulation and has been well received by users. Parts of this work have been published at the ACM Solid and Physical Modeling Conference 2006 and have been selected for the special issue of the Computer-Aided-Design Journal to the conference.

Applications of remote sensing and geographic information systems in geomorphological studies: Safaga - El Quseir area, Red Sea coast, Egypt as an example

In den letzten drei Jahrzehnten sind Fernerkundung und GIS in den Geowissenschaften zunehmend wichtiger geworden, um die konventionellen Methoden von Datensammlung und zur Herstellung von Landkarten zu verbessern. Die vorliegende Arbeit befasst sich mit der Anwendung von Fernerkundung und geographischen Informationssystemen (GIS) für geomorphologische Untersuchungen. Durch die Kombination beider Techniken ist es vor allem möglich geworden, geomorphologische Formen im Überblick und dennoch detailliert zu erfassen. Als Grundlagen werden in dieser Arbeit topographische und geologische Karten, Satellitenbilder und Klimadaten benutzt. Die Arbeit besteht aus 6 Kapiteln. Das erste Kapitel gibt einen allgemeinen Überblick über den Untersuchungsraum. Dieser umfasst folgende morphologische Einheiten, klimatischen Verhältnisse, insbesondere die Ariditätsindizes der Küsten- und Gebirgslandschaft sowie das Siedlungsmuster beschrieben. Kapitel 2 befasst sich mit der regionalen Geologie und Stratigraphie des Untersuchungsraumes. Es wird versucht, die Hauptformationen mit Hilfe von ETM-Satellitenbildern zu identifizieren. Angewandt werden hierzu folgende Methoden: Colour Band Composite, Image Rationing und die sog. überwachte Klassifikation. Kapitel 3 enthält eine Beschreibung der strukturell bedingten Oberflächenformen, um die Wechselwirkung zwischen Tektonik und geomorphologischen Prozessen aufzuklären. Es geht es um die vielfältigen Methoden, zum Beispiel das sog. Image Processing, um die im Gebirgskörper vorhandenen Lineamente einwandfrei zu deuten. Spezielle Filtermethoden werden angewandt, um die wichtigsten Lineamente zu kartieren. Kapitel 4 stellt den Versuch dar, mit Hilfe von aufbereiteten SRTM-Satellitenbildern eine automatisierte Erfassung des Gewässernetzes. Es wird ausführlich diskutiert, inwieweit bei diesen Arbeitsschritten die Qualität kleinmaßstäbiger SRTM-Satellitenbilder mit großmaßstäbigen topographischen Karten vergleichbar ist. Weiterhin werden hydrologische Parameter über eine qualitative und quantitative Analyse des Abflussregimes einzelner Wadis erfasst. Der Ursprung von Entwässerungssystemen wird auf der Basis geomorphologischer und geologischer Befunde interpretiert. Kapitel 5 befasst sich mit der Abschätzung der Gefahr episodischer Wadifluten. Die Wahrscheinlichkeit ihres jährlichen Auftretens bzw. des Auftretens starker Fluten im Abstand mehrerer Jahre wird in einer historischen Betrachtung bis 1921 zurückverfolgt. Die Bedeutung von Regentiefs, die sich über dem Roten Meer entwickeln, und die für eine Abflussbildung in Frage kommen, wird mit Hilfe der IDW-Methode (Inverse Distance Weighted) untersucht. Betrachtet werden außerdem weitere, regenbringende Wetterlagen mit Hilfe von Meteosat Infrarotbildern. Genauer betrachtet wird die Periode 1990-1997, in der kräftige, Wadifluten auslösende Regenfälle auftraten. Flutereignisse und Fluthöhe werden anhand von hydrographischen Daten (Pegelmessungen) ermittelt. Auch die Landnutzung und Siedlungsstruktur im Einzugsgebiet eines Wadis wird berücksichtigt. In Kapitel 6 geht es um die unterschiedlichen Küstenformen auf der Westseite des Roten Meeres zum Beispiel die Erosionsformen, Aufbauformen, untergetauchte Formen. Im abschließenden Teil geht es um die Stratigraphie und zeitliche Zuordnung von submarinen Terrassen auf Korallenriffen sowie den Vergleich mit anderen solcher Terrassen an der ägyptischen Rotmeerküste westlich und östlich der Sinai-Halbinsel.

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.

Applications of GIS and remote sensing techniques for studying the housing patterns in Cairo Governorate

The main objective of this study is to reveal the housing patterns in Cairo as one of the most rapidly urbanizing city in the developing world. The study outlines the evolution of the housing problem and its influencing factors in Egypt generally and in Cairo specifically. The study takes into account the political transition from the national state economy to the open door policy, the neo-liberal period and finally to the housing situation after the January 2011 Revolution. The resulting housing patterns in Cairo Governorate were identified as (1) squatter settlements, (2) semi-informal settlements, (3) deteriorated inner pockets, and (4) formal settlements. rnThe study concluded that the housing patterns in Cairo are reflecting a multifaceted problem resulting in: (1) the imbalance between the high demand for affordable housing units for low-income families and the oversupply of upper-income housing, (2) the vast expansion of informal areas both on agricultural and desert lands, (3) the deterioration of the old parts of Cairo without upgrading or appropriate replacement of the housing structure, and (4) the high vacancy rate of newly constructed apartmentsrnThe evolution and development of the current housing problem were attributed to a number of factors. These factors are demographic factors represented in the rapid growth of the population associated with urbanization under the dictates of poverty, and the progressive increase of the prices of both buildable land and building materials. The study underlined that the current pattern of population density in Cairo Governorate is a direct result of the current housing problems. Around the depopulation core of the city, a ring of relatively stable areas in terms of population density has developed. Population densification, at the expense of the depopulation core, is characterizing the peripheries of the city. The population density in relation to the built-up area was examined using Landsat-7 ETM+ image (176/039). The image was acquired on 24 August 2006 and considered as an ideal source for land cover classification in Cairo since it is compatible with the population census 2006.rnConsidering that the socio-economic setting is a driving force of change of housing demand and that it is an outcome of the accumulated housing problems, the socio-economic deprivations of the inhabitants of Cairo Governorate are analyzed. Small administrative units in Cairo are categorized into four classes based on the Socio-Economic Opportunity Index (SEOI). This index is developed by using multiple domains focusing on the economic, educational and health situation of the residential population. The results show four levels of deprivation which are consistent with the existing housing patterns. Informal areas on state owned land are included in the first category, namely, the “severely deprived” level. Ex-formal areas or deteriorated inner pockets are characterized as “deprived” urban quarters. Semi-informal areas on agricultural land concentrate in the third category of “medium deprived” settlements. Formal or planned areas are included mostly in the fourth category of the “less deprived” parts of Cairo Governorate. rnFor a better understanding of the differences and similarities among the various housing patterns, four areas based on the smallest administrative units of shiakhat were selected for a detailed study. These areas are: (1) El-Ma’desa is representing a severely deprived squatter settlement, (2) Ain el-Sira is an example for an ex-formal deprived area, (3) El-Marg el-Qibliya was selected as a typical semi-informal and medium deprived settlement, and (4) El-Nozha is representing a formal and less deprived area.rnThe analysis at shiakhat level reveals how the socio-economic characteristics and the unregulated urban growth are greatly reflected in the morphological characteristics of the housing patterns in terms of street network and types of residential buildings as well as types of housing tenure. It is also reflected in the functional characteristics in terms of land use mix and its degree of compatibility. It is concluded that the provision and accessibility to public services represents a performance measure of the dysfunctional structure dominating squatter and semi-informal settlements on one hand and ample public services and accessibility in formal areas on the other hand.rn