Simulation studies of correlation functions and relaxation in polymeric systems

We investigate the statics and dynamics of a glassy,non-entangled, short bead-spring polymer melt with moleculardynamics simulations. Temperature ranges from slightlyabove the mode-coupling critical temperature to the liquidregime where features of a glassy liquid are absent. Ouraim is to work out the polymer specific effects on therelaxation and particle correlation. We find the intra-chain static structure unaffected bytemperature, it depends only on the distance of monomersalong the backbone. In contrast, the distinct inter-chainstructure shows pronounced site-dependence effects at thelength-scales of the chain and the nearest neighbordistance. There, we also find the strongest temperaturedependence which drives the glass transition. Both the siteaveraged coupling of the monomer and center of mass (CM) andthe CM-CM coupling are weak and presumably not responsiblefor a peak in the coherent relaxation time at the chain'slength scale. Chains rather emerge as soft, easilyinterpenetrating objects. Three particle correlations arewell reproduced by the convolution approximation with theexception of model dependent deviations. In the spatially heterogeneous dynamics of our system weidentify highly mobile monomers which tend to follow eachother in one-dimensional paths forming ``strings''. Thesestrings have an exponential length distribution and aregenerally short compared to the chain length. Thus, arelaxation mechanism in which neighboring mobile monomersmove along the backbone of the chain seems unlikely.However, the correlation of bonded neighbors is enhanced. When liquids are confined between two surfaces in relativesliding motion kinetic friction is observed. We study ageneric model setup by molecular dynamics simulations for awide range of sliding speeds, temperatures, loads, andlubricant coverings for simple and molecular fluids. Instabilities in the particle trajectories are identified asthe origin of kinetic friction. They lead to high particlevelocities of fluid atoms which are gradually dissipatedresulting in a friction force. In commensurate systemsfluid atoms follow continuous trajectories for sub-monolayercoverings and consequently, friction vanishes at low slidingspeeds. For incommensurate systems the velocity probabilitydistribution exhibits approximately exponential tails. Weconnect this velocity distribution to the kinetic frictionforce which reaches a constant value at low sliding speeds. This approach agrees well with the friction obtaineddirectly from simulations and explains Amontons' law on themicroscopic level. Molecular bonds in commensurate systemslead to incommensurate behavior, but do not change thequalitative behavior of incommensurate systems. However,crossed chains form stable load bearing asperities whichstrongly increase friction.

The massless two-loop two-point function and zeta functions in counterterms of Feynman diagrams

The main part of this thesis describes a method of calculating the massless two-loop two-point function which allows expanding the integral up to an arbitrary order in the dimensional regularization parameter epsilon by rewriting it as a double Mellin-Barnes integral. Closing the contour and collecting the residues then transforms this integral into a form that enables us to utilize S. Weinzierl's computer library nestedsums. We could show that multiple zeta values and rational numbers are sufficient for expanding the massless two-loop two-point function to all orders in epsilon. We then use the Hopf algebra of Feynman diagrams and its antipode, to investigate the appearance of Riemann's zeta function in counterterms of Feynman diagrams in massless Yukawa theory and massless QED. The class of Feynman diagrams we consider consists of graphs built from primitive one-loop diagrams and the non-planar vertex correction, where the vertex corrections only depend on one external momentum. We showed the absence of powers of pi in the counterterms of the non-planar vertex correction and diagrams built by shuffling it with the one-loop vertex correction. We also found the invariance of some coefficients of zeta functions under a change of momentum flow through these vertex corrections.

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.

On the geometry of the spin-statistics connection in quantum mechanics

The Spin-Statistics theorem states that the statistics of a system of identical particles is determined by their spin: Particles of integer spin are Bosons (i.e. obey Bose-Einstein statistics), whereas particles of half-integer spin are Fermions (i.e. obey Fermi-Dirac statistics). Since the original proof by Fierz and Pauli, it has been known that the connection between Spin and Statistics follows from the general principles of relativistic Quantum Field Theory. In spite of this, there are different approaches to Spin-Statistics and it is not clear whether the theorem holds under assumptions that are different, and even less restrictive, than the usual ones (e.g. Lorentz-covariance). Additionally, in Quantum Mechanics there is a deep relation between indistinguishabilty and the geometry of the configuration space. This is clearly illustrated by Gibbs' paradox. Therefore, for many years efforts have been made in order to find a geometric proof of the connection between Spin and Statistics. Recently, various proposals have been put forward, in which an attempt is made to derive the Spin-Statistics connection from assumptions different from the ones used in the relativistic, quantum field theoretic proofs. Among these, there is the one due to Berry and Robbins (BR), based on the postulation of a certain single-valuedness condition, that has caused a renewed interest in the problem. In the present thesis, we consider the problem of indistinguishability in Quantum Mechanics from a geometric-algebraic point of view. An approach is developed to study configuration spaces Q having a finite fundamental group, that allows us to describe different geometric structures of Q in terms of spaces of functions on the universal cover of Q. In particular, it is shown that the space of complex continuous functions over the universal cover of Q admits a decomposition into C(Q)-submodules, labelled by the irreducible representations of the fundamental group of Q, that can be interpreted as the spaces of sections of certain flat vector bundles over Q. With this technique, various results pertaining to the problem of quantum indistinguishability are reproduced in a clear and systematic way. Our method is also used in order to give a global formulation of the BR construction. As a result of this analysis, it is found that the single-valuedness condition of BR is inconsistent. Additionally, a proposal aiming at establishing the Fermi-Bose alternative, within our approach, is made.

3D-ultrastructure, functions and stress responses of rhogocytes from the freshwater gastropods Biomphalaria glabrata and Lymnaea stagnalis

Rhogocytes, also termed ‘pore cells’, exist free in the hemolymph or embedded in the connective tissue of different body parts of molluscs, notably gastropods. These unique cells can be round, elongated or irregularly shaped, and up to 30 μm in diameter. Their hallmark is the so-called slit apparatus: i.e. pocket-like invaginations of the plasma membrane creating extracellular lacunae, bridged by cytoplasmic bars. These bars form distinctive slits of ca. 20 nm width. A slit diaphragm composed of proteins establishes a molecular sieve with holes of 20 x 20 nm. Different functions have been assigned to this special molluscan cell type, notably biosynthesis of the hemolymph respiratory protein hemocyanin. It has further been proposed, but not proven, that in the case of red-blooded snail species rhogocytes might synthesize the hemoglobin. However, the secretion pathway of these hemolymph proteins, and the functional role of the enigmatic slit apparatus remained unclear. Additionally proposed functions of rhogocytes, such as heavy metal detoxification or hemolymph protein degradation, are also not well studied. This work provides more detailed electron microscopical, histological and immunobiochemical information on the structure and function of rhogocytes of the freshwater snails Biomphalaria glabrata and Lymnaea stagnalis. By in situ hybridization on mantle tissues, it proves that B. glabrata rhogocytes synthesize hemoglobin and L. stagnalis rhogocytes synthesize hemocyanin. Hemocyanin is present, in endoplasmic reticulum lacunae and in vesicles, as individual molecules or pseudo-crystalline arrays. The first 3D reconstructions of rhogocytes are provided by means of electron tomography and show unprecedented details of the slit apparatus. A highly dense material in the cytoplasmic bars close to the diaphragmatic slits was shown, by immunogold labeling, to contain actin. By immunofluorescence microscopy, the protein nephrin was localized at the periphery of rhogocytes. The presence of both proteins in the slit apparatus supports the previous hypothesis, hitherto solely based on similarities of the ultrastructure, that the molluscan rhogocytes are phylogenetically related to mammalian podocytes and insect nephrocytes. A possible secretion pathway of respiratory proteins that includes a transfer mechanism of vesicles through the diaphragmatic slits is proposed and discussed. We also studied, by electron microscopy, the reaction of rhogocytes in situ to two forms of animal stress: deprivation of food and cadmium contamination of the tank water. Significant cellular reactions to both stressors were observed and documented. Notably, the slit apparatus surface and the number of electron-dense cytoplasmic vesicles increased in response to cadmium stress. Food deprivation led to an increase in hemocyanin production. These observations are also discussed in the framework of using such animals as potential environmental biomarkers.

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

Hadronic correlation functions with quark-disconnected contributions in lattice QCD

One of the fundamental interactions in the Standard Model of particle physicsrnis the strong force, which can be formulated as a non-abelian gauge theoryrncalled Quantum Chromodynamics (QCD). rnIn the low-energy regime, where the QCD coupling becomes strong and quarksrnand gluons are confined to hadrons, a perturbativernexpansion in the coupling constant is not possible.rnHowever, the introduction of a four-dimensional Euclidean space-timernlattice allows for an textit{ab initio} treatment of QCD and provides arnpowerful tool to study the low-energy dynamics of hadrons.rnSome hadronic matrix elements of interest receive contributionsrnfrom diagrams including quark-disconnected loops, i.e. disconnected quarkrnlines from one lattice point back to the same point. The calculation of suchrnquark loops is computationally very demanding, because it requires knowledge ofrnthe all-to-all propagator. In this thesis we use stochastic sources and arnhopping parameter expansion to estimate such propagators.rnWe apply this technique to study two problems which relay crucially on therncalculation of quark-disconnected diagrams, namely the scalar form factor ofrnthe pion and the hadronic vacuum polarization contribution to the anomalousrnmagnet moment of the muon.rnThe scalar form factor of the pion describes the coupling of a charged pion torna scalar particle. We calculate the connected and the disconnected contributionrnto the scalar form factor for three different momentum transfers. The scalarrnradius of the pion is extracted from the momentum dependence of the form factor.rnThe use ofrnseveral different pion masses and lattice spacings allows for an extrapolationrnto the physical point. The chiral extrapolation is done using chiralrnperturbation theory ($chi$PT). We find that our pion mass dependence of thernscalar radius is consistent with $chi$PT at next-to-leading order.rnAdditionally, we are able to extract the low energy constant $ell_4$ from thernextrapolation, and ourrnresult is in agreement with results from other lattice determinations.rnFurthermore, our result for the scalar pion radius at the physical point isrnconsistent with a value that was extracted from $pipi$-scattering data. rnThe hadronic vacuum polarization (HVP) is the leading-order hadronicrncontribution to the anomalous magnetic moment $a_mu$ of the muon. The HVP canrnbe estimated from the correlation of two vector currents in the time-momentumrnrepresentation. We explicitly calculate the corresponding disconnectedrncontribution to the vector correlator. We find that the disconnectedrncontribution is consistent with zero within its statistical errors. This resultrncan be converted into an upper limit for the maximum contribution of therndisconnected diagram to $a_mu$ by using the expected time-dependence of therncorrelator and comparing it to the corresponding connected contribution. Wernfind the disconnected contribution to be smaller than $approx5%$ of thernconnected one. This value can be used as an estimate for a systematic errorrnthat arises from neglecting the disconnected contribution.rn