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.

Influence of spatial constraints in non-crystalline regions on the polymer dynamics in semi-crystalline polyethylene: a solid state NMR study

A broad variety of solid state NMR techniques were used to investigate the chain dynamics in several polyethylene (PE) samples, including ultrahigh molecular weight PEs (UHMW-PEs) and low molecular weight PEs (LMW-PEs). Via changing the processing history, i.e. melt/solution crystallization and drawing processes, these samples gain different morphologies, leading to different molecular dynamics. Due to the long chain nature, the molecular dynamics of polyethylene can be distinguished in local fluctuation and long range motion. With the help of NMR these different kinds of molecular dynamics can be monitored separately. In this work the local chain dynamics in non-crystalline regions of polyethylene samples was investigated via measuring 1H-13C heteronuclear dipolar coupling and 13C chemical shift anisotropy (CSA). By analyzing the motionally averaged 1H-13C heteronuclear dipolar coupling and 13C CSA, the information about the local anisotropy and geometry of motion was obtained. Taking advantage of the big difference of the 13C T1 relaxation time in crystalline and non-crystalline regions of PEs, the 1D 13C MAS exchange experiment was used to investigate the cooperative chain motion between these regions. The different chain organizations in non-crystalline regions were used to explain the relationship between the local fluctuation and the long range motion of the samples. In a simple manner the cooperative chain motion between crystalline and non-crystalline regions of PE results in the experimentally observed diffusive behavior of PE chain. The morphological influences on the diffusion motion have been discussed. The morphological factors include lamellar thickness, chain organization in non-crystalline regions and chain entanglements. Thermodynamics of the diffusion motion in melt and solution crystallized UHMW-PEs is discussed, revealing entropy-controlled features of the chain diffusion in PE. This thermodynamic consideration explains the counterintuitive relationship between the local fluctuation and the long range motion of the samples. Using the chain diffusion coefficient, the rates of jump motion in crystals of the melt crystallized PE have been calculated. A concept of "effective" jump motion has been proposed to explain the difference between the values derived from the chain diffusion coefficients and those in literatures. The observations of this thesis give a clear demonstration of the strong relationship between the sample morphology and chain dynamics. The sample morphologies governed by the processing history lead to different spatial constraints for the molecular chains, leading to different features of the local and long range chain dynamics. The knowledge of the morphological influence on the microscopic chain motion has many implications in our understanding of the alpha-relaxation process in PE and the related phenomena such as crystal thickening, drawability of PE, the easy creep of PE fiber, etc.

Ergodicity and regularity of invariant measure for branching Markov processes with immigration

In this thesis we consider systems of finitely many particles moving on paths given by a strong Markov process and undergoing branching and reproduction at random times. The branching rate of a particle, its number of offspring and their spatial distribution are allowed to depend on the particle's position and possibly on the configuration of coexisting particles. In addition there is immigration of new particles, with the rate of immigration and the distribution of immigrants possibly depending on the configuration of pre-existing particles as well. In the first two chapters of this work, we concentrate on the case that the joint motion of particles is governed by a diffusion with interacting components. The resulting process of particle configurations was studied by E. Löcherbach (2002, 2004) and is known as a branching diffusion with immigration (BDI). Chapter 1 contains a detailed introduction of the basic model assumptions, in particular an assumption of ergodicity which guarantees that the BDI process is positive Harris recurrent with finite invariant measure on the configuration space. This object and a closely related quantity, namely the invariant occupation measure on the single-particle space, are investigated in Chapter 2 where we study the problem of the existence of Lebesgue-densities with nice regularity properties. For example, it turns out that the existence of a continuous density for the invariant measure depends on the mechanism by which newborn particles are distributed in space, namely whether branching particles reproduce at their death position or their offspring are distributed according to an absolutely continuous transition kernel. In Chapter 3, we assume that the quantities defining the model depend only on the spatial position but not on the configuration of coexisting particles. In this framework (which was considered by Höpfner and Löcherbach (2005) in the special case that branching particles reproduce at their death position), the particle motions are independent, and we can allow for more general Markov processes instead of diffusions. The resulting configuration process is a branching Markov process in the sense introduced by Ikeda, Nagasawa and Watanabe (1968), complemented by an immigration mechanism. Generalizing results obtained by Höpfner and Löcherbach (2005), we give sufficient conditions for ergodicity in the sense of positive recurrence of the configuration process and finiteness of the invariant occupation measure in the case of general particle motions and offspring distributions.