Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

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.

Mixed finite-element methods for elliptic convection-dominated problems arising in semiconductor physics

In this work we develop and analyze an adaptive numerical scheme for simulating a class of macroscopic semiconductor models. At first the numerical modelling of semiconductors is reviewed in order to classify the Energy-Transport models for semiconductors that are later simulated in 2D. In this class of models the flow of charged particles, that are negatively charged electrons and so-called holes, which are quasi-particles of positive charge, as well as their energy distributions are described by a coupled system of nonlinear partial differential equations. A considerable difficulty in simulating these convection-dominated equations is posed by the nonlinear coupling as well as due to the fact that the local phenomena such as "hot electron effects" are only partially assessable through the given data. The primary variables that are used in the simulations are the particle density and the particle energy density. The user of these simulations is mostly interested in the current flow through parts of the domain boundary - the contacts. The numerical method considered here utilizes mixed finite-elements as trial functions for the discrete solution. The continuous discretization of the normal fluxes is the most important property of this discretization from the users perspective. It will be proven that under certain assumptions on the triangulation the particle density remains positive in the iterative solution algorithm. Connected to this result an a priori error estimate for the discrete solution of linear convection-diffusion equations is derived. The local charge transport phenomena will be resolved by an adaptive algorithm, which is based on a posteriori error estimators. At that stage a comparison of different estimations is performed. Additionally a method to effectively estimate the error in local quantities derived from the solution, so-called "functional outputs", is developed by transferring the dual weighted residual method to mixed finite elements. For a model problem we present how this method can deliver promising results even when standard error estimator fail completely to reduce the error in an iterative mesh refinement process.

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.

New developments in state-specific multireference coupled-cluster theory

Coupled-cluster theory in its single-reference formulation represents one of the most successful approaches in quantum chemistry for the description of atoms and molecules. To extend the applicability of single-reference coupled-cluster theory to systems with degenerate or near-degenerate electronic configurations, multireference coupled-cluster methods have been suggested. One of the most promising formulations of multireference coupled cluster theory is the state-specific variant suggested by Mukherjee and co-workers (Mk-MRCC). Unlike other multireference coupled-cluster approaches, Mk-MRCC is a size-extensive theory and results obtained so far indicate that it has the potential to develop to a standard tool for high-accuracy quantum-chemical treatments. This work deals with developments to overcome the limitations in the applicability of the Mk-MRCC method. Therefore, an efficient Mk-MRCC algorithm has been implemented in the CFOUR program package to perform energy calculations within the singles and doubles (Mk-MRCCSD) and singles, doubles, and triples (Mk-MRCCSDT) approximations. This implementation exploits the special structure of the Mk-MRCC working equations that allows to adapt existing efficient single-reference coupled-cluster codes. The algorithm has the correct computational scaling of d*N^6 for Mk-MRCCSD and d*N^8 for Mk-MRCCSDT, where N denotes the system size and d the number of reference determinants. For the determination of molecular properties as the equilibrium geometry, the theory of analytic first derivatives of the energy for the Mk-MRCC method has been developed using a Lagrange formalism. The Mk-MRCC gradients within the CCSD and CCSDT approximation have been implemented and their applicability has been demonstrated for various compounds such as 2,6-pyridyne, the 2,6-pyridyne cation, m-benzyne, ozone and cyclobutadiene. The development of analytic gradients for Mk-MRCC offers the possibility of routinely locating minima and transition states on the potential energy surface. It can be considered as a key step towards routine investigation of multireference systems and calculation of their properties. As the full inclusion of triple excitations in Mk-MRCC energy calculations is computational demanding, a parallel implementation is presented in order to circumvent limitations due to the required execution time. The proposed scheme is based on the adaption of a highly efficient serial Mk-MRCCSDT code by parallelizing the time-determining steps. A first application to 2,6-pyridyne is presented to demonstrate the efficiency of the current implementation.

Internally contracted multireference coupled-cluster methods

This thesis details the development of quantum chemical methods for the accurate theoretical description of molecular systems with a complicated electronic structure. In simple cases, a single Slater determinant, in which the electrons occupy a number of energetically lowest molecular orbitals, offers a qualitatively correct model. The widely used coupled-cluster method CCSD(T) efficiently includes electron correlation effects starting from this determinant and provides reaction energies in error by only a few kJ/mol. However, the method often fails when several electronic configurations are important, as, for instance, in the course of many chemical reactions or in transition metal compounds. Internally contracted multireference coupled-cluster methods (ic-MRCC methods) cure this deficiency by using a linear combination of determinants as a reference function. Despite their theoretical elegance, the ic-MRCC equations involve thousands of terms and are therefore derived by the computer. Calculations of energy surfaces of BeH2, HF, LiF, H2O, N2 and Be3 unveil the theory's high accuracy compared to other approaches and the quality of various hierarchies of approximations. New theoretical advances include size-extensive techniques for removing linear dependencies in the ic-MRCC equations and a multireference analog of CCSD(T). Applications of the latter method to O3, Ni2O2, benzynes, C6H7NO and Cr2 underscore its potential to become a new standard method in quantum chemistry.

Higher-order molecular properties and excitation energies in single-reference and multireference coupled-cluster theory

Coupled-cluster (CC) theory is one of the most successful approaches in high-accuracy quantum chemistry. The present thesis makes a number of contributions to the determination of molecular properties and excitation energies within the CC framework. The multireference CC (MRCC) method proposed by Mukherjee and coworkers (Mk-MRCC) has been benchmarked within the singles and doubles approximation (Mk-MRCCSD) for molecular equilibrium structures. It is demonstrated that Mk-MRCCSD yields reliable results for multireference cases where single-reference CC methods fail. At the same time, the present work also illustrates that Mk-MRCC still suffers from a number of theoretical problems and sometimes gives rise to results of unsatisfactory accuracy. To determine polarizability tensors and excitation spectra in the MRCC framework, the Mk-MRCC linear-response function has been derived together with the corresponding linear-response equations. Pilot applications show that Mk-MRCC linear-response theory suffers from a severe problem when applied to the calculation of dynamic properties and excitation energies: The Mk-MRCC sufficiency conditions give rise to a redundancy in the Mk-MRCC Jacobian matrix, which entails an artificial splitting of certain excited states. This finding has established a new paradigm in MRCC theory, namely that a convincing method should not only yield accurate energies, but ought to allow for the reliable calculation of dynamic properties as well. In the context of single-reference CC theory, an analytic expression for the dipole Hessian matrix, a third-order quantity relevant to infrared spectroscopy, has been derived and implemented within the CC singles and doubles approximation. The advantages of analytic derivatives over numerical differentiation schemes are demonstrated in some pilot applications.

Picard-Fuchs equations of dimensionally regulated Feynman integrals

Zusammenfassung In der vorliegenden Arbeit besch¨aftige ich mich mit Differentialgleichungen von Feynman– Integralen. Ein Feynman–Integral h¨angt von einem Dimensionsparameter D ab und kann f¨ur ganzzahlige Dimension als projektives Integral dargestellt werden. Dies ist die sogenannte Feynman–Parameter Darstellung. In Abh¨angigkeit der Dimension kann ein solches Integral divergieren. Als Funktion in D erh¨alt man eine meromorphe Funktion auf ganz C. Ein divergentes Integral kann also durch eine Laurent–Reihe ersetzt werden und dessen Koeffizienten r¨ucken in das Zentrum des Interesses. Diese Vorgehensweise wird als dimensionale Regularisierung bezeichnet. Alle Terme einer solchen Laurent–Reihe eines Feynman–Integrals sind Perioden im Sinne von Kontsevich und Zagier. Ich beschreibe eine neue Methode zur Berechnung von Differentialgleichungen von Feynman– Integralen. ¨ Ublicherweise verwendet man hierzu die sogenannten ”integration by parts” (IBP)– Identit¨aten. Die neue Methode verwendet die Theorie der Picard–Fuchs–Differentialgleichungen. Im Falle projektiver oder quasi–projektiver Variet¨aten basiert die Berechnung einer solchen Differentialgleichung auf der sogenannten Griffiths–Dwork–Reduktion. Zun¨achst beschreibe ich die Methode f¨ur feste, ganzzahlige Dimension. Nach geeigneter Verschiebung der Dimension erh¨alt man direkt eine Periode und somit eine Picard–Fuchs–Differentialgleichung. Diese ist inhomogen, da das Integrationsgebiet einen Rand besitzt und daher nur einen relativen Zykel darstellt. Mit Hilfe von dimensionalen Rekurrenzrelationen, die auf Tarasov zur¨uckgehen, kann in einem zweiten Schritt die L¨osung in der urspr¨unglichen Dimension bestimmt werden. Ich beschreibe außerdem eine Methode, die auf der Griffiths–Dwork–Reduktion basiert, um die Differentialgleichung direkt f¨ur beliebige Dimension zu berechnen. Diese Methode ist allgemein g¨ultig und erspart Dimensionswechsel. Ein Erfolg der Methode h¨angt von der M¨oglichkeit ab, große Systeme von linearen Gleichungen zu l¨osen. Ich gebe Beispiele von Integralen von Graphen mit zwei und drei Schleifen. Tarasov gibt eine Basis von Integralen an, die Graphen mit zwei Schleifen und zwei externen Kanten bestimmen. Ich bestimme Differentialgleichungen der Integrale dieser Basis. Als wichtigstes Beispiel berechne ich die Differentialgleichung des sogenannten Sunrise–Graphen mit zwei Schleifen im allgemeinen Fall beliebiger Massen. Diese ist f¨ur spezielle Werte von D eine inhomogene Picard–Fuchs–Gleichung einer Familie elliptischer Kurven. Der Sunrise–Graph ist besonders interessant, weil eine analytische L¨osung erst mit dieser Methode gefunden werden konnte, und weil dies der einfachste Graph ist, dessen Master–Integrale nicht durch Polylogarithmen gegeben sind. Ich gebe außerdem ein Beispiel eines Graphen mit drei Schleifen. Hier taucht die Picard–Fuchs–Gleichung einer Familie von K3–Fl¨achen auf.

Analytische Ableitungen der Energie für den "Equation-of-Motion-Coupled-Cluster"-Ansatz zur Berechnung von Ionisationspotentialen

In der vorliegenden Arbeit wird die Theorie der analytischen zweiten Ableitungen für die EOMIP-CCSD-Methode formuliert sowie die durchgeführte Implementierung im Quantenchemieprogramm CFOUR beschrieben. Diese Ableitungen sind von Bedeutung bei der Bestimmung statischer Polarisierbarkeiten und harmonischer Schwingungsfrequenzen und in dieser Arbeit wird die Genauigkeit des EOMIP-CCSD-Ansatzes bei der Berechnung dieser Eigenschaften für verschiedene radikalische Systeme untersucht. Des Weiteren können mit Hilfe der ersten und zweiten Ableitungen vibronische Kopplungsparameter berechnet werden, welche zur Simulation von Molekülspektren in Kombination mit dem Köppel-Domcke-Cederbaum (KDC)-Modell - in der Arbeit am Beispiel des Formyloxyl (HCO2)-Radikals demonstriert - benötigt werden.rnrnDer konzeptionell einfache EOMIP-CC-Ansatz wurde gewählt, da hier die Wellenfunktion eines Radikalsystems ausgehend von einem stabilen geschlossenschaligen Zustand durch die Entfernung eines Elektrons gebildet wird und somit die Problematik der Symmetriebrechung umgangen werden kann. Im Rahmen der Implementierung wurden neue Programmteile zur Lösung der erforderlichen Gleichungen für die gestörten EOMIP-CC-Amplituden und die gestörten Lagrange-Multiplikatoren zeta zum Quantenchemieprogramm CFOUR hinzugefügt. Die unter Verwendung des Programms bestimmten Eigenschaften werden hinsichtlich ihrer Leistungsfähigkeit im Vergleich zu etablierten Methoden wie z.B. CCSD(T) untersucht. Bei der Berechnung von Polarisierbarkeiten und harmonischen Schwingungsfrequenzen liefert die EOMIP-CCSD-Theorie meist gute Resultate, welche nur wenig von den CCSD(T)-Ergebnissen abweichen. Einzig bei der Betrachtung von Radikalen, für die die entsprechenden Anionen nicht stabil sind (z.B. NH2⁻ und CH3⁻), liefert der EOMIP-CCSD-Ansatz aufgrund methodischer Nachteile keine aussagekräftige Beschreibung. rnrnDie Ableitungen der EOMIP-CCSD-Energie lassen sich auch zur Simulation vibronischer Kopplungen innerhalb des KDC-Modells einsetzen.rnZur Kopplung verschiedener radikalischer Zustände in einem solchen Modellpotential spielen vor allem die Ableitungen von Übergangsmatrixelementen eine wichtige Rolle. Diese sogenannten Kopplungskonstanten können in der EOMIP-CC-Theorie besonders leicht definiert und berechnet werden. Bei der Betrachtung des Photoelektronenspektrums von HCO2⁻ werden zwei Alternativen untersucht: Die vertikale Bestimmung an der Gleichgewichtsgeometrie des HCO2⁻-Anions und die Ermittlung adiabatischer Kraftkonstanten an den Gleichgewichtsgeometrien des Radikals. Lediglich das adiabatische Modell liefert bei Beschränkung auf harmonische Kraftkonstanten eine qualitativ sinnvolle Beschreibung des Spektrums. Erweitert man beide Modelle um kubische und quartische Kraftkonstanten, so nähern sich diese einander an und ermöglichen eine vollständige Zuordnung des gemessenen Spektrums innerhalb der ersten 1500 cm⁻¹. Die adiabatische Darstellung erreicht dabei nahezu quantitative Genauigkeit.