Analysis and numerical solution of the Peterlin viscoelastic model

Liquids and gasses form a vital part of nature. Many of these are complex fluids with non-Newtonian behaviour. We introduce a mathematical model describing the unsteady motion of an incompressible polymeric fluid. Each polymer molecule is treated as two beads connected by a spring. For the nonlinear spring force it is not possible to obtain a closed system of equations, unless we approximate the force law. The Peterlin approximation replaces the length of the spring by the length of the average spring. Consequently, the macroscopic dumbbell-based model for dilute polymer solutions is obtained. The model consists of the conservation of mass and momentum and time evolution of the symmetric positive definite conformation tensor, where the diffusive effects are taken into account. In two space dimensions we prove global in time existence of weak solutions. Assuming more regular data we show higher regularity and consequently uniqueness of the weak solution. For the Oseen-type Peterlin model we propose a linear pressure-stabilized characteristics finite element scheme. We derive the corresponding error estimates and we prove, for linear finite elements, the optimal first order accuracy. Theoretical error of the pressure-stabilized characteristic finite element scheme is confirmed by a series of numerical experiments.

Numerical simulation of some viscoelastic fluids

Numerical simulation of the Oldroyd-B type viscoelastic fluids is a very challenging problem. rnThe well-known High Weissenberg Number Problem" has haunted the mathematicians, computer scientists, and rnengineers for more than 40 years. rnWhen the Weissenberg number, which represents the ratio of elasticity to viscosity, rnexceeds some limits, simulations done by standard methods break down exponentially fast in time. rnHowever, some approaches, such as the logarithm transformation technique can significantly improve rnthe limits of the Weissenberg number until which the simulations stay stable. rnrnWe should point out that the global existence of weak solutions for the Oldroyd-B model is still open. rnLet us note that in the evolution equation of the elastic stress tensor the terms describing diffusive rneffects are typically neglected in the modelling due to their smallness. However, when keeping rnthese diffusive terms in the constitutive law the global existence of weak solutions in two-space dimension rncan been shown. rnrnThis main part of the thesis is devoted to the stability study of the Oldroyd-B viscoelastic model. rnFirstly, we show that the free energy of the diffusive Oldroyd-B model as well as its rnlogarithm transformation are dissipative in time. rnFurther, we have developed free energy dissipative schemes based on the characteristic finite element and finite difference framework. rnIn addition, the global linear stability analysis of the diffusive Oldroyd-B model has also be discussed. rnThe next part of the thesis deals with the error estimates of the combined finite element rnand finite volume discretization of a special Oldroyd-B model which covers the limiting rncase of Weissenberg number going to infinity. Theoretical results are confirmed by a series of numerical rnexperiments, which are presented in the thesis, too.

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.

Verifikation der Niederschlagsvorhersage für Deutschland von 2001 - 2004

Die Verifikation numerischer Modelle ist für die Verbesserung der Quantitativen Niederschlagsvorhersage (QNV) unverzichtbar. Ziel der vorliegenden Arbeit ist die Entwicklung von neuen Methoden zur Verifikation der Niederschlagsvorhersagen aus dem regionalen Modell der MeteoSchweiz (COSMO-aLMo) und des Globalmodells des Europäischen Zentrums für Mittelfristvorhersage (engl.: ECMWF). Zu diesem Zweck wurde ein neuartiger Beobachtungsdatensatz für Deutschland mit stündlicher Auflösung erzeugt und angewandt. Für die Bewertung der Modellvorhersagen wurde das neue Qualitätsmaß „SAL“ entwickelt. Der neuartige, zeitlich und räumlich hoch-aufgelöste Beobachtungsdatensatz für Deutschland wird mit der während MAP (engl.: Mesoscale Alpine Program) entwickelten Disaggregierungsmethode erstellt. Die Idee dabei ist, die zeitlich hohe Auflösung der Radardaten (stündlich) mit der Genauigkeit der Niederschlagsmenge aus Stationsmessungen (im Rahmen der Messfehler) zu kombinieren. Dieser disaggregierte Datensatz bietet neue Möglichkeiten für die quantitative Verifikation der Niederschlagsvorhersage. Erstmalig wurde eine flächendeckende Analyse des Tagesgangs des Niederschlags durchgeführt. Dabei zeigte sich, dass im Winter kein Tagesgang existiert und dies vom COSMO-aLMo gut wiedergegeben wird. Im Sommer dagegen findet sich sowohl im disaggregierten Datensatz als auch im COSMO-aLMo ein deutlicher Tagesgang, wobei der maximale Niederschlag im COSMO-aLMo zu früh zwischen 11-14 UTC im Vergleich zu 15-20 UTC in den Beobachtungen einsetzt und deutlich um das 1.5-fache überschätzt wird. Ein neues Qualitätsmaß wurde entwickelt, da herkömmliche, gitterpunkt-basierte Fehlermaße nicht mehr der Modellentwicklung Rechnung tragen. SAL besteht aus drei unabhängigen Komponenten und basiert auf der Identifikation von Niederschlagsobjekten (schwellwertabhängig) innerhalb eines Gebietes (z.B. eines Flusseinzugsgebietes). Berechnet werden Unterschiede der Niederschlagsfelder zwischen Modell und Beobachtungen hinsichtlich Struktur (S), Amplitude (A) und Ort (L) im Gebiet. SAL wurde anhand idealisierter und realer Beispiele ausführlich getestet. SAL erkennt und bestätigt bekannte Modelldefizite wie das Tagesgang-Problem oder die Simulation zu vieler relativ schwacher Niederschlagsereignisse. Es bietet zusätzlichen Einblick in die Charakteristiken der Fehler, z.B. ob es sich mehr um Fehler in der Amplitude, der Verschiebung eines Niederschlagsfeldes oder der Struktur (z.B. stratiform oder kleinskalig konvektiv) handelt. Mit SAL wurden Tages- und Stundensummen des COSMO-aLMo und des ECMWF-Modells verifiziert. SAL zeigt im statistischen Sinne speziell für stärkere (und damit für die Gesellschaft relevante Niederschlagsereignisse) eine im Vergleich zu schwachen Niederschlägen gute Qualität der Vorhersagen des COSMO-aLMo. Im Vergleich der beiden Modelle konnte gezeigt werden, dass im Globalmodell flächigere Niederschläge und damit größere Objekte vorhergesagt werden. Das COSMO-aLMo zeigt deutlich realistischere Niederschlagsstrukturen. Diese Tatsache ist aufgrund der Auflösung der Modelle nicht überraschend, konnte allerdings nicht mit herkömmlichen Fehlermaßen gezeigt werden. Die im Rahmen dieser Arbeit entwickelten Methoden sind sehr nützlich für die Verifikation der QNV zeitlich und räumlich hoch-aufgelöster Modelle. Die Verwendung des disaggregierten Datensatzes aus Beobachtungen sowie SAL als Qualitätsmaß liefern neue Einblicke in die QNV und lassen angemessenere Aussagen über die Qualität von Niederschlagsvorhersagen zu. Zukünftige Anwendungsmöglichkeiten für SAL gibt es hinsichtlich der Verifikation der neuen Generation von numerischen Wettervorhersagemodellen, die den Lebenszyklus hochreichender konvektiver Zellen explizit simulieren.

Real time monitoring of DNA hybridization and replication using optical and acoustic biosensors

Während in den letzten Jahren zahlreiche Biosensoren zum spezifischen Nachweis von DNA entwickelt wurden, ist die Anwendung oberflächen-sensitiver Methoden auf enzymatische Reaktionen ein vergleichsweise neues Forschungsgebiet. Trotz der hohen Empfindlichkeit und der Möglichkeit zur Echtzeit-Beobachtung molekularer Prozesse, ist die Anwendung dieser Methoden nicht etabliert, da die Enzymaktivität durch die Nähe zur Oberfläche beeinträchtigt sein kann. Im Rahmen dieser Arbeit wurde die enzymatische Verlängerung immobilisierter DNA durch eine DNA Polymerase mit Hilfe von Oberflächenplasmonen-Fluoreszenzspektroskopie (SPFS) und einer Quarzkristall-Mikrowaage (QCM) untersucht. Die Synthese von DNA wurde im Fall der QCM als Massenzuwachs detektiert, der sich im Abfall der Resonanzfrequenz des Schwingquarzes und einem Anstieg seiner Dissipationsenergie ausdrückte. Die viskoelastischen Eigenschaften der DNA-Schichten wurden bestimmt, indem die erhaltenen Daten mit einem auf Voigt basierenden Modell ausgewertet wurden. SPFS nutzt das evaneszente elektromagnetische Feld, das mit Oberflächenplasmonen einhergeht, zur oberflächen-sensitiven Anregung von Chromophoren. Auf diese Weise wurde der Einbau von Farbstoff-markierten Nukleotiden in die entstehende DNA-Sequenz als Indikator für das Voranschreiten der Reaktion ausgenutzt. Beide Meßtechniken konnten erfolgreich zum Nachweis der DNA-Synthese herangezogen werden, wobei die katalytische Aktivität des Enzyms vergleichbar zu der in Lösung gemessenen war.

Die Faktorisierungsmethode für die elektrische Impedanztomographie im Halbraum

In der vorliegenden Arbeit wird die Faktorisierungsmethode zur Erkennung von Inhomogenitäten der Leitfähigkeit in der elektrischen Impedanztomographie auf unbeschränkten Gebieten - speziell der Halbebene bzw. dem Halbraum - untersucht. Als Lösungsräume für das direkte Problem, d.h. die Bestimmung des elektrischen Potentials zu vorgegebener Leitfähigkeit und zu vorgegebenem Randstrom, führen wir gewichtete Sobolev-Räume ein. In diesen wird die Existenz von schwachen Lösungen des direkten Problems gezeigt und die Gültigkeit einer Integraldarstellung für die Lösung der Laplace-Gleichung, die man bei homogener Leitfähigkeit erhält, bewiesen. Mittels der Faktorisierungsmethode geben wir eine explizite Charakterisierung von Einschlüssen an, die gegenüber dem Hintergrund eine sprunghaft erhöhte oder erniedrigte Leitfähigkeit haben. Damit ist zugleich für diese Klasse von Leitfähigkeiten die eindeutige Rekonstruierbarkeit der Einschlüsse bei Kenntnis der lokalen Neumann-Dirichlet-Abbildung gezeigt. Die mittels der Faktorisierungsmethode erhaltene Charakterisierung der Einschlüsse haben wir in ein numerisches Verfahren umgesetzt und sowohl im zwei- als auch im dreidimensionalen Fall mit simulierten, teilweise gestörten Daten getestet. Im Gegensatz zu anderen bekannten Rekonstruktionsverfahren benötigt das hier vorgestellte keine Vorabinformation über Anzahl und Form der Einschlüsse und hat als nicht-iteratives Verfahren einen vergleichsweise geringen Rechenaufwand.

The surface exchange of trace gases in the tropics and savannas

ZusammenfassungDie Spurengase NOx (Stickstoffoxid (NO) und Stickstoffdioxid (NO2)) haben massgeblichen Einfluss auf die Produktion von OH (Hydroxylradikal) und Ozon (O3) in der Troposphäre. Die Bodenemissionen dieser Gase sind weitgehend unbekannt. Das Ziel dieser Arbeit war, die für die NO Bodenemissionen relevanten Prozesse durch Labor und Feldmessungen zu untersuchen und diese durch Modellsimulationen für zwei Regionen, ein tropisches Regenwaldgebiet in Rondônia (Brasilien) und subtropische Savannen in Zimbabwe abzuschätzen. Unter Verwendung der gemessenen NO Werte ergaben die Simulationen mit einem modifizierten prozessorientierten Modell, dass Abholzung in den Tropen nach einer kurzzeitigen Erhöhung zu einer langfristigen Abnahme der Bodenemissionen führt. Ein 'up scaling' der Modellresultate ergab ausgehend von der ursprünglichen Bewaldung der Region eine Verdopplung der NO Bodenemission bis 1999. Sowohl für nährstoffarme Böden der Tropen als auch für die nährstoffreichen Savannenböden waren Landnutzung und Bodenfeuchte die wichtigsten Einflussgrössen für die Regulierung der Emissionen. Über den Zeitraum eines Jahres waren die Emissionsraten der Tropen (0.49 kgNhayr-1) ungefähr halb so gross wie die der subtropischen Savannen (0.86 kgNhayr-1). Solange die Abholzung der Regenwälder voranschreitet werden die Tropen starken Einfluss auf die troposphärische Chemie haben.

Sustainable improvement of water networks : to achieve best decisions for rehabilitation plans using advanced GIS and statistical techniques

Many of developing countries are facing crisis in water management due to increasing of population, water scarcity, water contaminations and effects of world economic crisis. Water distribution systems in developing countries are facing many challenges of efficient repair and rehabilitation since the information of water network is very limited, which makes the rehabilitation assessment plans very difficult. Sufficient information with high technology in developed countries makes the assessment for rehabilitation easy. Developing countries have many difficulties to assess the water network causing system failure, deterioration of mains and bad water quality in the network due to pipe corrosion and deterioration. The limited information brought into focus the urgent need to develop economical assessment for rehabilitation of water distribution systems adapted to water utilities. Gaza Strip is subject to a first case study, suffering from severe shortage in the water supply and environmental problems and contamination of underground water resources. This research focuses on improvement of water supply network to reduce the water losses in water network based on limited database using techniques of ArcGIS and commercial water network software (WaterCAD). A new approach for rehabilitation water pipes has been presented in Gaza city case study. Integrated rehabilitation assessment model has been developed for rehabilitation water pipes including three components; hydraulic assessment model, Physical assessment model and Structural assessment model. WaterCAD model has been developed with integrated in ArcGIS to produce the hydraulic assessment model for water network. The model have been designed based on pipe condition assessment with 100 score points as a maximum points for pipe condition. As results from this model, we can indicate that 40% of water pipeline have score points less than 50 points and about 10% of total pipes length have less than 30 score points. By using this model, the rehabilitation plans for each region in Gaza city can be achieved based on available budget and condition of pipes. The second case study is Kuala Lumpur Case from semi-developed countries, which has been used to develop an approach to improve the water network under crucial conditions using, advanced statistical and GIS techniques. Kuala Lumpur (KL) has water losses about 40% and high failure rate, which make severe problem. This case can represent cases in South Asia countries. Kuala Lumpur faced big challenges to reduce the water losses in water network during last 5 years. One of these challenges is high deterioration of asbestos cement (AC) pipes. They need to replace more than 6500 km of AC pipes, which need a huge budget to be achieved. Asbestos cement is subject to deterioration due to various chemical processes that either leach out the cement material or penetrate the concrete to form products that weaken the cement matrix. This case presents an approach for geo-statistical model for modelling pipe failures in a water distribution network. Database of Syabas Company (Kuala Lumpur water company) has been used in developing the model. The statistical models have been calibrated, verified and used to predict failures for both networks and individual pipes. The mathematical formulation developed for failure frequency in Kuala Lumpur was based on different pipeline characteristics, reflecting several factors such as pipe diameter, length, pressure and failure history. Generalized linear model have been applied to predict pipe failures based on District Meter Zone (DMZ) and individual pipe levels. Based on Kuala Lumpur case study, several outputs and implications have been achieved. Correlations between spatial and temporal intervals of pipe failures also have been done using ArcGIS software. Water Pipe Assessment Model (WPAM) has been developed using the analysis of historical pipe failure in Kuala Lumpur which prioritizing the pipe rehabilitation candidates based on ranking system. Frankfurt Water Network in Germany is the third main case study. This case makes an overview for Survival analysis and neural network methods used in water network. Rehabilitation strategies of water pipes have been developed for Frankfurt water network in cooperation with Mainova (Frankfurt Water Company). This thesis also presents a methodology of technical condition assessment of plastic pipes based on simple analysis. This thesis aims to make contribution to improve the prediction of pipe failures in water networks using Geographic Information System (GIS) and Decision Support System (DSS). The output from the technical condition assessment model can be used to estimate future budget needs for rehabilitation and to define pipes with high priority for replacement based on poor condition. rn

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.

Quantifying the OH radical by global scale NMHC measurements from the NOAA - ESRL cooperative flask sampling network

Summary PhD Thesis Jan Pollmann: This thesis focuses on global scale measurements of light reactive non-methane hydrocarbon (NMHC), in the volatility range from ethane to toluene with a special focus on ethane, propane, isobutane, butane, isopentane and pentane. Even though they only occur at the ppt level (nmol mol-1) in the remote troposphere these species can yield insight into key atmospheric processes. An analytical method was developed and subsequently evaluated to analyze NMHC from the NOAA – ERSL cooperative air sampling network. Potential analytical interferences through other atmospheric trace gases (water vapor and ozone) were carefully examined. The analytical parameters accuracy and precision were analyzed in detail. It was proven that more than 90% of the data points meet the Global Atmospheric Watch (GAW) data quality objective. Trace gas measurements from 28 measurement stations were used to derive the global atmospheric distribution profile for 4 NMHC (ethane, propane, isobutane, butane). A close comparison of the derived ethane data with previously published reports showed that northern hemispheric ethane background mixing ratio declined by approximately 30% since 1990. No such change was observed for southern hemispheric ethane. The NMHC data and trace gas data supplied by NOAA ESRL were used to estimate local diurnal averaged hydroxyl radical (OH) mixing ratios by variability analysis. Comparison of the variability derived OH with directly measured OH and modeled OH mixing ratios were found in good agreement outside the tropics. Tropical OH was on average two times higher than predicted by the model. Variability analysis was used to assess the effect of chlorine radicals on atmospheric oxidation chemistry. It was found that Cl is probably not of significant relevance on a global scale.

Numerical modelling of fluid-structure interaction with application in hemodynamics

The thesis deals with numerical algorithms for fluid-structure interaction problems with application in blood flow modelling. It starts with a short introduction on the mathematical description of incompressible viscous flow with non-Newtonian viscosity and a moving linear viscoelastic structure. The mathematical model consists of the generalized Navier-Stokes equation used for the description of fluid flow and the generalized string model for structure movement. The arbitrary Lagrangian-Eulerian approach is used in order to take into account moving computational domain. A part of the thesis is devoted to the discussion on the non-Newtonian behaviour of shear-thinning fluids, which is in our case blood, and derivation of two non-Newtonian models frequently used in the blood flow modelling. Further we give a brief overview on recent fluid-structure interaction schemes with discussion about the difficulties arising in numerical modelling of blood flow. Our main contribution lies in numerical and experimental study of a new loosely-coupled partitioned scheme called the kinematic splitting fluid-structure interaction algorithm. We present stability analysis for a coupled problem of non-Newtonian shear-dependent fluids in moving domains with viscoelastic boundaries. Here, we assume both, the nonlinearity in convective as well is diffusive term. We analyse the convergence of proposed numerical scheme for a simplified fluid model of the Oseen type. Moreover, we present series of experiments including numerical error analysis, comparison of hemodynamic parameters for the Newtonian and non-Newtonian fluids and comparison of several physiologically relevant computational geometries in terms of wall displacement and wall shear stress. Numerical analysis and extensive experimental study for several standard geometries confirm reliability and accuracy of the proposed kinematic splitting scheme in order to approximate fluid-structure interaction problems.

Process-based modelling of lichens and bryophytes and their role in global biogeochemical cycles

This thesis presents a process-based modelling approach to quantify carbon uptake by lichens and bryophytes at the global scale. Based on the modelled carbon uptake, potential global rates of nitrogen fixation, phosphorus uptake and chemical weathering by the organisms are estimated. In this way, the significance of lichens and bryophytes for global biogeochemical cycles can be assessed. The model uses gridded climate data and key properties of the habitat (e.g. disturbance intervals) to predict processes which control net carbon uptake, namely photosynthesis, respiration, water uptake and evaporation. It relies on equations used in many dynamical vegetation models, which are combined with concepts specific to lichens and bryophytes, such as poikilohydry or the effect of water content on CO2 diffusivity. To incorporate the great functional variation of lichens and bryophytes at the global scale, the model parameters are characterised by broad ranges of possible values instead of a single, globally uniform value. The predicted terrestrial net uptake of 0.34 to 3.3 Gt / yr of carbon and global patterns of productivity are in accordance with empirically-derived estimates. Based on the simulated estimates of net carbon uptake, further impacts of lichens and bryophytes on biogeochemical cycles are quantified at the global scale. Thereby the focus is on three processes, namely nitrogen fixation, phosphorus uptake and chemical weathering. The presented estimates have the form of potential rates, which means that the amount of nitrogen and phosphorus is quantified which is needed by the organisms to build up biomass, also accounting for resorption and leaching of nutrients. Subsequently, the potential phosphorus uptake on bare ground is used to estimate chemical weathering by the organisms, assuming that they release weathering agents to obtain phosphorus. The predicted requirement for nitrogen ranges from 3.5 to 34 Tg / yr and for phosphorus it ranges from 0.46 to 4.6 Tg / yr. Estimates of chemical weathering are between 0.058 and 1.1 km³ / yr of rock. These values seem to have a realistic order of magnitude and they support the notion that lichens and bryophytes have the potential to play an important role for global biogeochemical cycles.