Convergence results for stochastic particle systems with social interaction

We consider stochastic individual-based models for social behaviour of groups of animals. In these models the trajectory of each animal is given by a stochastic differential equation with interaction. The social interaction is contained in the drift term of the SDE. We consider a global aggregation force and a short-range repulsion force. The repulsion range and strength gets rescaled with the number of animals N. We show that for N tending to infinity stochastic fluctuations disappear and a smoothed version of the empirical process converges uniformly towards the solution of a nonlinear, nonlocal partial differential equation of advection-reaction-diffusion type. The rescaling of the repulsion in the individual-based model implies that the corresponding term in the limit equation is local while the aggregation term is non-local. Moreover, we discuss the effect of a predator on the system and derive an analogous convergence result. The predator acts as an repulsive force. Different laws of motion for the predator are considered.

Parameterschätzung in zeitdiskreten ergodischen Markov-Prozessen am Beispiel des Cox-Ingersoll-Ross-Modells

In dieser Arbeit geht es um die Schätzung von Parametern in zeitdiskreten ergodischen Markov-Prozessen im allgemeinen und im CIR-Modell im besonderen. Beim CIR-Modell handelt es sich um eine stochastische Differentialgleichung, die von Cox, Ingersoll und Ross (1985) zur Beschreibung der Dynamik von Zinsraten vorgeschlagen wurde. Problemstellung ist die Schätzung der Parameter des Drift- und des Diffusionskoeffizienten aufgrund von äquidistanten diskreten Beobachtungen des CIR-Prozesses. Nach einer kurzen Einführung in das CIR-Modell verwenden wir die insbesondere von Bibby und Sørensen untersuchte Methode der Martingal-Schätzfunktionen und -Schätzgleichungen, um das Problem der Parameterschätzung in ergodischen Markov-Prozessen zunächst ganz allgemein zu untersuchen. Im Anschluss an Untersuchungen von Sørensen (1999) werden hinreichende Bedingungen (im Sinne von Regularitätsvoraussetzungen an die Schätzfunktion) für die Existenz, starke Konsistenz und asymptotische Normalität von Lösungen einer Martingal-Schätzgleichung angegeben. Angewandt auf den Spezialfall der Likelihood-Schätzung stellen diese Bedingungen zugleich lokal-asymptotische Normalität des Modells sicher. Ferner wird ein einfaches Kriterium für Godambe-Heyde-Optimalität von Schätzfunktionen angegeben und skizziert, wie dies in wichtigen Spezialfällen zur expliziten Konstruktion optimaler Schätzfunktionen verwendet werden kann. Die allgemeinen Resultate werden anschließend auf das diskretisierte CIR-Modell angewendet. Wir analysieren einige von Overbeck und Rydén (1997) vorgeschlagene Schätzer für den Drift- und den Diffusionskoeffizienten, welche als Lösungen quadratischer Martingal-Schätzfunktionen definiert sind, und berechnen das optimale Element in dieser Klasse. Abschließend verallgemeinern wir Ergebnisse von Overbeck und Rydén (1997), indem wir die Existenz einer stark konsistenten und asymptotisch normalen Lösung der Likelihood-Gleichung zeigen und lokal-asymptotische Normalität für das CIR-Modell ohne Einschränkungen an den Parameterraum beweisen.

Wavelet estimation in diffusions with periodicity

Wir betrachten einen zeitlich inhomogenen Diffusionsprozess, der durch eine stochastische Differentialgleichung gegeben wird, deren Driftterm ein deterministisches T-periodisches Signal beinhaltet, dessen Periodizität bekannt ist. Dieses Signal sei in einem Besovraum enthalten. Wir schätzen es mit Hilfe eines nichtparametrischen Waveletschätzers. Unser Schätzer ist von einem Wavelet-Dichteschätzer mit Thresholding inspiriert, der 1996 in einem klassischen iid-Modell von Donoho, Johnstone, Kerkyacharian und Picard konstruiert wurde. Unter gewissen Ergodizitätsvoraussetzungen an den Prozess können wir nichtparametrische Konvergenzraten angegeben, die bis auf einen logarithmischen Term den Raten im klassischen iid-Fall entsprechen. Diese Raten werden mit Hilfe von Orakel-Ungleichungen gezeigt, die auf Ergebnissen über Markovketten in diskreter Zeit von Clémencon, 2001, beruhen. Außerdem betrachten wir einen technisch einfacheren Spezialfall und zeigen einige Computersimulationen dieses Schätzers.

Investigation of acceptor dopants in ZrNiSn half-Heusler materials

Thermoelectric generators (TEG) are solid state devices and are able to convert thermal energy directly into electricity and thus could play an important role in waste heat recovery in the near future. Half-Heusler (HH) compounds with the general formula MNiSn (M = Ti, Zr, Hf) built a promising class of materials for these applications because of their high Seebeck coefficients, their environmentally friendliness and their cost advantage over conventional thermoelectric materials.rnrnMuch of the existing literature on HH deals with thermoelectric characterization of n-type MNiSn and p-type MCoSb compounds. Studies on p-type MNiSn-based HHs are far fewer in number. To fabricate high efficient thermoelectric modules based on HH compounds, high performance p-type MNiSn systems need to be developed that are compatible with the existing n-type HH compounds. This thesis explores synthesis strategies for p-type MNiSn based compounds. In particular, the efficacy of transition metals (Sc, La) and main group elements (Al, Ga, In) as acceptor dopants on the Sn-site in ZrNiSn, was investigated by evaluating their thermoelectric performance. The most promising p-type materials could be achieved with transition metal dopants, where the introduction of Sc on the Zr side, yielded the highest Seebeck coefficient in a ternary NiSn-based HH compound up to this date. Hall effect and band gap measurements of this system showed, that the high mobility of minority carrier electrons dominate the transport properties at temperatures above 500 K. It could be shown that this is the reason, why n-type HH are successful TE materials for high temperature applications, and that p-types are subjected to bipolar effects which will lead to diminished thermoelectric efficiencies at high temperatures.rnrnTo complement the experimental investigations on different metal dopants and their influence on the TE properties of HH compounds, numerical solutions to the Boltzmann transport equation were used to predict the optimum carrier concentration where the maximum TE efficiency occurs for p-type HH compounds. The results for p-type samples showed that can not be treated within a simple parabolic band model approach, due to bipolar and multi-band effects.rnrnThe parabolic band model is commonly used for bulk TE materials. It is most accurate when the transport properties are dominated by one single carrier type. Since the transport properties of n-type HH are dominated by only one carrier type (high mobility electrons), it could be shown, that the use of a simple parabolic band model lead to a successful prediction of the optimized carrier concentration and thermoelectric efficiency in n-type HH compounds. rn

Modellierung von Porenraumgeometrien und Transport in korngestützten porösen Medien

Poröse Medien spielen in der Hydrosphäre eine wesentliche Rolle bei der Strömung und beim Transport von Stoffen. In diesem Raum finden komplexe Prozesse statt: Advektion, Kon-vektion, Diffusion, hydromechanische Dispersion, Sorption, Komplexierung, Ionenaustausch und Abbau. Die strömungsmechanischen- und die Transportverhältnisse in porösen Medien werden direkt durch die Geometrie des Porenraumes selbst und durch die Eigenschaften der transportierten (oder strömenden) Medien bestimmt. In der Praxis wird eine Vielzahl von empirischen Modellen verwendet, die die Eigenschaften des porösen Mediums in repräsentativen Elementarvolumen wiedergeben. Die Ermittlung der in empirischen Modellen verwendeten Materialparameter erfolgt über Labor- oder Feldbestimmungsmethoden. Im Rahmen dieser Arbeit wurde das Computer-modell PoreFlow entwickelt, welches die hydraulischen Eigenschaften eines korngestützten porösen Mediums aus der mikroskopischen Modellierung des Fluidflusses und Transportes ableitet. Das poröse Modellmedium wird durch ein dreidimensionales Kugelpackungsmodell, zusam-mengesetzt aus einer beliebigen Kornverteilung, dargestellt. Im Modellporenraum wird die Strömung eines Fluids basierend auf einer stationären Lösung der Navier-Stokes-Gleichung simuliert. Die Ergebnisse der Modellsimulationen an verschiedenen Modellmedien werden mit den Ergebnissen von Säulenversuchen verglichen. Es zeigt sich eine deutliche Abhängigkeit der Strömungs- und Transportparameter von der Porenraumgeometrie sowohl in den Modell-simulationen als auch in den Säulenexperimenten.

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.

Numerical coupling of thermal-electric network models and energy-transport equations including optoelectronic semiconductor devices

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.

Simulations of charge transport in organic compounds

To aid the design of organic semiconductors, we study the charge transport properties of organic liquid crystals, i.e. hexabenzocoronene and carbazole macrocycle, and single crystals, i.e. rubrene, indolocarbazole and benzothiophene derivatives (BTBT, BBBT). The aim is to find structure-property relationships linking the chemical structure as well as the morphology with the bulk charge carrier mobility of the compounds. To this end, molecular dynamics (MD) simulations are performed yielding realistic equilibrated morphologies. Partial charges and molecular orbitals are calculated based on single molecules in vacuum using quantum chemical methods. The molecular orbitals are then mapped onto the molecular positions and orientations, which allows calculation of the transfer integrals between nearest neighbors using the molecular orbital overlap method. Thus we obtain realistic transfer integral distributions and their autocorrelations. In case of organic crystals the differences between two descriptions of charge transport, namely semi-classical dynamics (SCD) in the small polaron limit and kinetic Monte Carlo (KMC) based on Marcus rates, are studied. The liquid crystals are investigated solely in the hopping limit. To simulate the charge dynamics using KMC, the centers of mass of the molecules are mapped onto lattice sites and the transfer integrals are used to compute the hopping rates. In the small polaron limit, where the electronic wave function is spread over a limited number of neighboring molecules, the Schroedinger equation is solved numerically using a semi-classical approach. The results are compared for the different compounds and methods and, where available, with experimental data. The carbazole macrocycles form columnar structures arranged on a hexagonal lattice with side chains facing inwards, so columns can closely approach each other allowing inter-columnar and thus three-dimensional transport. When taking only intra-columnar transport into account, the mobility is orders of magnitude lower than in the three-dimensional case. BTBT is a promising material for solution-processed organic field-effect transistors. We are able to show that, on the time-scales of charge transport, static disorder due to slow side chain motions is the main factor determining the mobility. The resulting broad transfer integral distributions modify the connectivity of the system but sufficiently many fast percolation paths remain for the charges. Rubrene, indolocarbazole and BBBT are examples of crystals without significant static disorder. The high mobility of rubrene is explained by two main features: first, the shifted cofacial alignment of its molecules, and second, the high center of mass vibrational frequency. In comparsion to SCD, only KMC based on Marcus rates is capable of describing neighbors with low coupling and of taking static disorder into account three-dimensionally. Thus it is the method of choice for crystalline systems dominated by static disorder. However, it is inappropriate for the case of strong coupling and underestimates the mobility of well-ordered crystals. SCD, despite its one-dimensionality, is valuable for crystals with strong coupling and little disorder. It also allows correct treatment of dynamical effects, such as intermolecular vibrations of the molecules. Rate equations are incapable of this, because simulations are performed on static snapshots. We have thus shown strengths and weaknesses of two state of the art models used to study charge transport in organic compounds, partially developed a program to compute and visualize transfer integral distributions and other charge transport properties, and found structure-mobility relations for several promising organic semiconductors.

Numerical studies of colloidal systems

The interplay of hydrodynamic and electrostatic forces is of great importance for the understanding of colloidal dispersions. Theoretical descriptions are often based on the so called standard electrokinetic model. This Mean Field approach combines the Stokes equation for the hydrodynamic flow field, the Poisson equation for electrostatics and a continuity equation describing the evolution of the ion concentration fields. In the first part of this thesis a new lattice method is presented in order to efficiently solve the set of non-linear equations for a charge-stabilized colloidal dispersion in the presence of an external electric field. Within this framework, the research is mainly focused on the calculation of the electrophoretic mobility. Since this transport coefficient is independent of the electric field only for small driving, the algorithm is based upon a linearization of the governing equations. The zeroth order is the well known Poisson-Boltzmann theory and the first order is a coupled set of linear equations. Furthermore, this set of equations is divided into several subproblems. A specialized solver for each subproblem is developed, and various tests and applications are discussed for every particular method. Finally, all solvers are combined in an iterative procedure and applied to several interesting questions, for example, the effect of the screening mechanism on the electrophoretic mobility or the charge dependence of the field-induced dipole moment and ion clouds surrounding a weakly charged sphere. In the second part a quantitative data analysis method is developed for a new experimental approach, known as "Total Internal Reflection Fluorescence Cross-Correlation Spectroscopy" (TIR-FCCS). The TIR-FCCS setup is an optical method using fluorescent colloidal particles to analyze the flow field close to a solid-fluid interface. The interpretation of the experimental results requires a theoretical model, which is usually the solution of a convection-diffusion equation. Since an analytic solution is not available due to the form of the flow field and the boundary conditions, an alternative numerical approach is presented. It is based on stochastic methods, i. e. a combination of a Brownian Dynamics algorithm and Monte Carlo techniques. Finally, experimental measurements for a hydrophilic surface are analyzed using this new numerical approach.