Non-Markovian stochastic processes and their applications: from anomalous diffusion to time series analysis

This work provides a forward step in the study and comprehension of the relationships between stochastic processes and a certain class of integral-partial differential equation, which can be used in order to model anomalous diffusion and transport in statistical physics. In the first part, we brought the reader through the fundamental notions of probability and stochastic processes, stochastic integration and stochastic differential equations as well. In particular, within the study of H-sssi processes, we focused on fractional Brownian motion (fBm) and its discrete-time increment process, the fractional Gaussian noise (fGn), which provide examples of non-Markovian Gaussian processes. The fGn, together with stationary FARIMA processes, is widely used in the modeling and estimation of long-memory, or long-range dependence (LRD). Time series manifesting long-range dependence, are often observed in nature especially in physics, meteorology, climatology, but also in hydrology, geophysics, economy and many others. We deepely studied LRD, giving many real data examples, providing statistical analysis and introducing parametric methods of estimation. Then, we introduced the theory of fractional integrals and derivatives, which indeed turns out to be very appropriate for studying and modeling systems with long-memory properties. After having introduced the basics concepts, we provided many examples and applications. For instance, we investigated the relaxation equation with distributed order time-fractional derivatives, which describes models characterized by a strong memory component and can be used to model relaxation in complex systems, which deviates from the classical exponential Debye pattern. Then, we focused in the study of generalizations of the standard diffusion equation, by passing through the preliminary study of the fractional forward drift equation. Such generalizations have been obtained by using fractional integrals and derivatives of distributed orders. In order to find a connection between the anomalous diffusion described by these equations and the long-range dependence, we introduced and studied the generalized grey Brownian motion (ggBm), which is actually a parametric class of H-sssi processes, which have indeed marginal probability density function evolving in time according to a partial integro-differential equation of fractional type. The ggBm is of course Non-Markovian. All around the work, we have remarked many times that, starting from a master equation of a probability density function f(x,t), it is always possible to define an equivalence class of stochastic processes with the same marginal density function f(x,t). All these processes provide suitable stochastic models for the starting equation. Studying the ggBm, we just focused on a subclass made up of processes with stationary increments. The ggBm has been defined canonically in the so called grey noise space. However, we have been able to provide a characterization notwithstanding the underline probability space. We also pointed out that that the generalized grey Brownian motion is a direct generalization of a Gaussian process and in particular it generalizes Brownain motion and fractional Brownain motion as well. Finally, we introduced and analyzed a more general class of diffusion type equations related to certain non-Markovian stochastic processes. We started from the forward drift equation, which have been made non-local in time by the introduction of a suitable chosen memory kernel K(t). The resulting non-Markovian equation has been interpreted in a natural way as the evolution equation of the marginal density function of a random time process l(t). We then consider the subordinated process Y(t)=X(l(t)) where X(t) is a Markovian diffusion. The corresponding time-evolution of the marginal density function of Y(t) is governed by a non-Markovian Fokker-Planck equation which involves the same memory kernel K(t). We developed several applications and derived the exact solutions. Moreover, we considered different stochastic models for the given equations, providing path simulations.

Simulative Investigation on the Electronic, Vibrational and Optical Properties of the Ge2Sb2Te5 Chalcogenide

Chalcogenides are chemical compounds with at least one of the following three chemical elements: Sulfur (S), Selenium (Sn), and Tellurium (Te). As opposed to other materials, chalcogenide atomic arrangement can quickly and reversibly inter-change between crystalline, amorphous and liquid phases. Therefore they are also called phase change materials. As a results, chalcogenide thermal, optical, structural, electronic, electrical properties change pronouncedly and significantly with the phase they are in, leading to a host of different applications in different areas. The noticeable optical reflectivity difference between crystalline and amorphous phases has allowed optical storage devices to be made. Their very high thermal conductivity and heat fusion provided remarkable benefits in the frame of thermal energy storage for heating and cooling in residential and commercial buildings. The outstanding resistivity difference between crystalline and amorphous phases led to a significant improvement of solid state storage devices from the power consumption to the re-writability to say nothing of the shrinkability. This work focuses on a better understanding from a simulative stand point of the electronic, vibrational and optical properties for the crystalline phases (hexagonal and faced-centered cubic). The electronic properties are calculated implementing the density functional theory combined with pseudo-potentials, plane waves and the local density approximation. The phonon properties are computed using the density functional perturbation theory. The phonon dispersion and spectrum are calculated using the density functional perturbation theory. As it relates to the optical constants, the real part dielectric function is calculated through the Drude-Lorentz expression. The imaginary part results from the real part through the Kramers-Kronig transformation. The refractive index, the extinctive and absorption coefficients are analytically calculated from the dielectric function. The transmission and reflection coefficients are calculated using the Fresnel equations. All calculated optical constants compare well the experimental ones.

Adiabatic and local approximations for the kohn-sham potential in the hubbard model

We obtain the exact time-dependent Kohn-Sham potentials Vks for 1D Hubbard chains, driven by a d.c. external field, using the time-dependent electron density and current density obtained from exact many-body time-evolution. The exact Vxc is compared to the adiabatically-exact Vad-xc and the “instantaneous ground state” Vigs-xc. The effectiveness of these two approximations is analyzed. Approximations for the exchange-correlation potential Vxc and its gradient, based on the local density and on the local current density, are also considered and both physical quantities are observed to be far outside the reach of any possible local approximation. Insight into the respective roles of ground-state and excited-state correlation in the time-dependent system, as reflected in the potentials, is provided by the pair correlation function.

Ab-initio determination of x-ray absorption near edge structure (xanes) spectra in an ultrasoft and norm conserving pseudopotentials scheme

X-ray absorption spectroscopy (XAS) is a powerful means of investigation of structural and electronic properties in condensed -matter physics. Analysis of the near edge part of the XAS spectrum, the so – called X-ray Absorption Near Edge Structure (XANES), can typically provide the following information on the photoexcited atom: - Oxidation state and coordination environment. - Speciation of transition metal compounds. - Conduction band DOS projected on the excited atomic species (PDOS). Analysis of XANES spectra is greatly aided by simulations; in the most common scheme the multiple scattering framework is used with the muffin tin approximation for the scattering potential and the spectral simulation is based on a hypothetical, reference structure. This approach has the advantage of requiring relatively little computing power but in many cases the assumed structure is quite different from the actual system measured and the muffin tin approximation is not adequate for low symmetry structures or highly directional bonds. It is therefore very interesting and justified to develop alternative methods. In one approach, the spectral simulation is based on atomic coordinates obtained from a DFT (Density Functional Theory) optimized structure. In another approach, which is the object of this thesis, the XANES spectrum is calculated directly based on an ab – initio DFT calculation of the atomic and electronic structure. This method takes full advantage of the real many-electron final wavefunction that can be computed with DFT algorithms that include a core-hole in the absorbing atom to compute the final cross section. To calculate the many-electron final wavefunction the Projector Augmented Wave method (PAW) is used. In this scheme, the absorption cross section is written in function of several contributions as the many-electrons function of the finale state; it is calculated starting from pseudo-wavefunction and performing a reconstruction of the real-wavefunction by using a transform operator which contains some parameters, called partial waves and projector waves. The aim of my thesis is to apply and test the PAW methodology to the calculation of the XANES cross section. I have focused on iron and silicon structures and on some biological molecules target (myoglobin and cytochrome c). Finally other inorganic and biological systems could be taken into account for future applications of this methodology, which could become an important improvement with respect to the multiscattering approach.

Scale bridging concepts in molecular simulation : coarse-graining and thermodynamic coupling

In dieser Arbeit wurden Simulation von Flüssigkeiten auf molekularer Ebene durchgeführt, wobei unterschiedliche Multi-Skalen Techniken verwendet wurden. Diese erlauben eine effektive Beschreibung der Flüssigkeit, die weniger Rechenzeit im Computer benötigt und somit Phänomene auf längeren Zeit- und Längenskalen beschreiben kann.rnrnEin wesentlicher Aspekt ist dabei ein vereinfachtes (“coarse-grained”) Modell, welches in einem systematischen Verfahren aus Simulationen des detaillierten Modells gewonnen wird. Dabei werden ausgewählte Eigenschaften des detaillierten Modells (z.B. Paar-Korrelationsfunktion, Druck, etc) reproduziert.rnrnEs wurden Algorithmen untersucht, die eine gleichzeitige Kopplung von detaillierten und vereinfachten Modell erlauben (“Adaptive Resolution Scheme”, AdResS). Dabei wird das detaillierte Modell in einem vordefinierten Teilvolumen der Flüssigkeit (z.B. nahe einer Oberfläche) verwendet, während der Rest mithilfe des vereinfachten Modells beschrieben wird.rnrnHierzu wurde eine Methode (“Thermodynamische Kraft”) entwickelt um die Kopplung auch dann zu ermöglichen, wenn die Modelle in verschiedenen thermodynamischen Zuständen befinden. Zudem wurde ein neuartiger Algorithmus der Kopplung beschrieben (H-AdResS) der die Kopplung mittels einer Hamilton-Funktion beschreibt. In diesem Algorithmus ist eine zur Thermodynamischen Kraft analoge Korrektur mit weniger Rechenaufwand möglich.rnrnAls Anwendung dieser grundlegenden Techniken wurden Pfadintegral Molekulardynamik (MD) Simulationen von Wasser untersucht. Mithilfe dieser Methode ist es möglich, quantenmechanische Effekte der Kerne (Delokalisation, Nullpunktsenergie) in die Simulation einzubeziehen. Hierbei wurde zuerst eine Multi-Skalen Technik (“Force-matching”) verwendet um eine effektive Wechselwirkung aus einer detaillierten Simulation auf Basis der Dichtefunktionaltheorie zu extrahieren. Die Pfadintegral MD Simulation verbessert die Beschreibung der intra-molekularen Struktur im Vergleich mit experimentellen Daten. Das Modell eignet sich auch zur gleichzeitigen Kopplung in einer Simulation, wobei ein Wassermolekül (beschrieben durch 48 Punktteilchen im Pfadintegral-MD Modell) mit einem vereinfachten Modell (ein Punktteilchen) gekoppelt wird. Auf diese Weise konnte eine Wasser-Vakuum Grenzfläche simuliert werden, wobei nur die Oberfläche im Pfadintegral Modell und der Rest im vereinfachten Modell beschrieben wird.

Excited state properties of formamide in water solution: An ab initio study

We present ab initio quantum calculation of the optical properties of formamide in vapor phase and in water solution. We employ time dependent density functional theory for the isolated molecule and many-body perturbation theory methods for the system in solution. An average over several molecular dynamics snapshots is performed to take into account the disorder of the liquid. We find that the excited stateproperties of the gas-phase formamide are strongly modified by the presence of the water solvent: the geometry of the molecule is distorted and the electronic and optical properties are severely modified. The important interaction among the formamide and the water molecules forces us to use fully quantum methods for the calculation of the excited stateproperties of this system. The excitonic wave function is localized both on the solute and on part of the solvent.

Charge and spin transport in nanoscale junction from first principles

Recently nanoscale junctions consisting of 0-D nanostructures (single molecule) or 1-D nanostructures (semiconducting nanowire) sandwiched between two metal electrodes are successfully fabricated and characterized. What lacks in the recent developments is the understanding of the mechanism behind the observed phenomena at the level of atoms and electrons. For example, the origin of observed switching effect in a semiconducting nanowire due to the influence of an external gate bias is not yet understood at the electronic structure level. On the same context, different experimental groups have reported different signs in tunneling magneto-resistance for the same organic spin valve structure, which has baffled researchers working in this field. In this thesis, we present the answers to some of these subtle questions by investigating the charge and spin transport in different nanoscale junctions. A parameter-free, single particle Green’s function approach in conjunction with a posteriori density functional theory (DFT) involving a hybrid orbital dependent functional is used to calculate the tunneling current in the coherent transport limit. The effect of spin polarization is explicitly incorporated to investigate spin transport in a nanoscale junction. Through the electron transport studies in PbS nanowire junction, a new orbital controlled mechanism behind the switching of the current is proposed. It can explain the switching behavior, not only in PbS nanowire, but in other lead-chalcogenide nanowires as well. Beside this, the electronic structure properties of this nanowire are studied using periodic DFT. The quantum confinement effect was investigated by calculating the bandgap of PbS nanowires with different diameters. Subsequently, we explain an observed semiconducting to metallic phase transition of this nanowire by calculating the bandgap of the nanowire under uniform radial strain. The compressive radial strain on the nanowire was found to be responsible for the metallic to semiconducting phase transition. Apart from studying one dimensional nanostructure, we also present transport properties in zero dimensional single molecular junctions. We proposed a new codoping approach in a single molecular carborane junction, where a cation and an anion are simultaneously doped to find the role of a single atom in the device. The main purpose was to build a molecular junction where a single atom can dictate the flow of electrons in a circuit. Recent observations of both positive and negative sign in tunneling magnetoresistance (TMR) the using same organic spin-valve structure hasmystified researchers. From our spin dependent transport studies in a prototypical organic molecular tunneling device, we found that a 3% change in metal-molecule interfacial distance can alter the sign of TMR. Changing the interfacial distance by 3%, the number of participating eigenstates as well as their orbital characteristic changes for anti-parallel configuration of the magnetization at the two electrodes, leading to the sign reversal of the TMR. Apart from this, the magnetic proximity effect under applied bias is investigated quantitatively, which can be used to understand the observed unexpectedmagnetismin carbon basedmaterials when they are in close proximity with magnetic substrates.

Controlling electronic and magnetic properties of ultra narrow multilayered nanowires

Interest in the study of magnetic/non-magnetic multilayered structures took a giant leap since Grünberg and his group established that the interlayer exchange coupling (IEC) is a function of the non-magnetic spacer width. This interest was further fuelled by the discovery of the phenomenal Giant Magnetoresistance (GMR) effect. In fact, in 2007 Albert Fert and Peter Grünberg were awarded the Nobel Prize in Physics for their contribution to the discovery of GMR. GMR is the key property that is being used in the read-head of the present day computer hard drive as it requires a high sensitivity in the detection of magnetic field. The recent increase in demand for device miniaturization encouraged researchers to look for GMR in nanoscale multilayered structures. In this context, one dimensional(1-D) multilayerd nanowire structure has shown tremendous promise as a viable candidate for ultra sensitive read head sensors. In fact, the phenomenal giant magnetoresistance(GMR) effect, which is the novel feature of the currently used multilayered thin film, has already been observed in multilayered nanowire systems at ambient temperature. Geometrical confinement of the supper lattice along the 2-dimensions (2-D) to construct the 1-D multilayered nanowire prohibits the minimization of magnetic interaction- offering a rich variety of magnetic properties in nanowire that can be exploited for novel functionality. In addition, introduction of non-magnetic spacer between the magnetic layers presents additional advantage in controlling magnetic properties via tuning the interlayer magnetic interaction. Despite of a large volume of theoretical works devoted towards the understanding of GMR and IEC in super lattice structures, limited theoretical calculations are reported in 1-D multilayered systems. Thus to gauge their potential application in new generation magneto-electronic devices, in this thesis, I have discussed the usage of first principles density functional theory (DFT) in predicting the equilibrium structure, stability as well as electronic and magnetic properties of one dimensional multilayered nanowires. Particularly, I have focused on the electronic and magnetic properties of Fe/Pt multilayered nanowire structures and the role of non-magnetic Pt spacer in modulating the magnetic properties of the wire. It is found that the average magnetic moment per atom in the nanowire increases monotonically with an ~1/(N(Fe)) dependance, where N(Fe) is the number of iron layers in the nanowire. A simple model based upon the interfacial structure is given to explain the 1/(N(Fe)) trend in magnetic moment obtained from the first principle calculations. A new mechanism, based upon spin flip with in the layer and multistep electron transfer between the layers, is proposed to elucidate the enhancement of magnetic moment of Iron atom at the Platinum interface. The calculated IEC in the Fe/Pt multilayered nanowire is found to switch sign as the width of the non-magnetic spacer varies. The competition among short and long range direct exchange and the super exchange has been found to play a key role for the non-monotonous sign in IEC depending upon the width of the Platinum spacer layer. The calculated magnetoresistance from Julliere's model also exhibit similar switching behavior as that of IEC. The universality of the behavior of exchange coupling has also been looked into by introducing different non-magnetic spacers like Palladium, Copper, Silver, and Gold in between magnetic Iron layers. The nature of hybridization between Fe and other non-magnetic spacer is found to dictate the inter layer magnetic interaction. For example, in Fe/Pd nanowire the d-p hybridization in two spacer layer case favors anti-ferromagnetic (AFM) configuration over ferromagnetic (FM) configuration. However, the hybridization between half-filled Fe(d) and filled Cu(p) state in Fe/Cu nanowire favors FM coupling in the 2-spacer system.

Calculation of the average travel distance in a low-level picker-to-part system considering any distribution function within the aisles

The estimation of the average travel distance in a low-level picker-to-part order picking system can be done by analytical methods in most cases. Often a uniform distribution of the access frequency over all bin locations is assumed in the storage system. This only applies if the bin location assignment is done randomly. If the access frequency of the articles is considered in the bin location assignment to reduce the average total travel distance of the picker, the access frequency over the bin locations of one aisle can be approximated by an exponential density function or any similar density function. All known calculation methods assume that the average number of orderlines per order is greater than the number of aisles of the storage system. In case of small orders this assumption is often invalid. This paper shows a new approach for calculating the average total travel distance taking into account that the average number of orderlines per order is lower than the total number of aisles in the storage system and the access frequency over the bin locations of an aisle can be approximated by any density function.

Electronic band dispersion of graphene nanoribbons via Fourier-transformed scanning tunneling spectroscopy

The electronic structure of atomically precise armchair graphene nanoribbons of width N=7 (7-AGNRs) are investigated by scanning tunneling spectroscopy (STS) on Au(111). We record the standing waves in the local density of states of finite ribbons as a function of sample bias and extract the dispersion relation of frontier electronic states by Fourier transformation. The wave-vector-dependent contributions from these states agree with density functional theory calculations, thus enabling the unambiguous assignment of the states to the valence band, the conduction band, and the next empty band with effective masses of 0.41±0.08me,0.40±0.18me, and 0.20±0.03me, respectively. By comparing the extracted dispersion relation for the conduction band to corresponding height-dependent tunneling spectra, we find that the conduction band edge can be resolved only at small tip-sample separations and has not been observed before. As a result, we report a band gap of 2.37±0.06 eV for 7-AGNRs adsorbed on Au(111).

Distributed Atomic Polarizabilities of Amino Acids and their Hydrogen-Bonded Aggregates

With the purpose of rational design of optical materials, distributed atomic polarizabilities of amino acid molecules and their hydrogen-bonded aggregates are calculated in order to identify the most efficient functional groups, able to buildup larger electric susceptibilities in crystals. Moreover, we carefully analyze how the atomic polarizabilities depend on the one-electron basis set or the many-electron Hamiltonian, including both wave function and density functional theory methods. This is useful for selecting the level of theory that best combines high accuracy and low computational costs, very important in particular when using the cluster method to estimate susceptibilities of molecular-based materials.

Experimental and Theoretical Electron Density Analysis of Copper Pyrazine Nitrate Quasi-Low-Dimensional Quantum Magnets

The accurate electron density distribution and magnetic properties of two metal-organic polymeric magnets, the quasi-one-dimensional (1D) Cu(pyz)(NO3)2 and the quasi-two-dimensional (2D) [Cu(pyz)2(NO3)]NO3·H2O, have been investigated by high-resolution single-crystal X-ray diffraction and density functional theory calculations on the whole periodic systems and on selected fragments. Topological analyses, based on quantum theory of atoms in molecules, enabled the characterization of possible magnetic exchange pathways and the establishment of relationships between the electron (charge and spin) densities and the exchange-coupling constants. In both compounds, the experimentally observed antiferromagnetic coupling can be quantitatively explained by the Cu-Cu superexchange pathway mediated by the pyrazine bridging ligands, via a σ-type interaction. From topological analyses of experimental charge-density data, we show for the first time that the pyrazine tilt angle does not play a role in determining the strength of the magnetic interaction. Taken in combination with molecular orbital analysis and spin density calculations, we find a synergistic relationship between spin delocalization and spin polarization mechanisms and that both determine the bulk magnetic behavior of these Cu(II)-pyz coordination polymers.

Ionization levels of doped copper indium sulfide chalcopyrites

The electronic structure of modified chalcopyrite CuInS2 has been analyzed from first principles within the density functional theory. The host chalcopyrite has been modified by introducing atomic impurities M at substitutional sites in the lattice host with M = C, Si, Ge, Sn, Ti, V, Cr, Fe, Co, Ni, Rh, and Ir. Both substitutions M for In and M for Cu have been analyzed. The gap and ionization energies are obtained as a function of the M-S displacements. It is interesting for both spintronic and optoelectronic applications because it can provide significant information with respect to the pressure effect and the nonradiative recombination.

Propriedades magnéticas de trímeros de FexCo1-x depositados em Pt(111)

Quais propriedades magnéticas são modificadas quando se agrupam átomos de Fe/Co para formar estruturas quasi-2D, se comparadas aos nanofios (quasi-1D) de FexCo1-x? E como estas propriedades reagem com a variação da proporção de Fe/Co nos aglomerados? A fim de responder a estas questões, trímeros de FexCo1-x depositados em Pt(111) são investigados utilizando o método de primeiros princípios Real Space-Linear Muffin-Tin Orbital-Atomic Sphere Approximation (RS-LMTO-ASA) no âmbito da Teoria do Funcional da Densidade (DFT). Diferentes configurações de trímeros triangulares são consideradas, variando-se as posições e a concentração dos átomos de Fe/Co. Neste trabalho, demonstra-se a ocorrência de uma tendência não-linear estritamente decrescente dos momentos orbitais médios como função da concentração de Fe, distinta do encontrado tanto para os nanofios de FexCo1-x (dependência linear) quanto para a monocamada correspondente (dependência não-linear). Os resultados obtidos mostram ainda que os momentos orbitais variam com o ambiente local e com a direção de magnetização, especialmente quando associados aos átomos de Co, em concordância com publicações anteriores. A mudança de dimensionalidade quasi-1D (nanofios) para quasi-2D (trímeros compactos) não afeta o comportamento dos momentos de spin, que permanecem descritos por uma função linear com respeito à proporção de Fe/Co. Ambos o formato e a concentração de Fe nos sistemas apresentam um papel importante nos valores de energia de anisotropia magnética. Em adição, observou-se que o subtrato de Pt opera ativamente na definição das propriedades magnéticas dos aglomerados. Embora todas as configurações lineares e compactas dos aglomerados de FexCo1-x sejam estáveis e exibam interações fortemente ferromagnéticas entre os primeiros vizinhos, nem todas revelaram o ordenamento colinear como estado fundamental, apresentando uma interação de Dzyaloshinskii-Moriya não-desprezível induzida pelo acoplamento spin-órbita. Estes casos específicos são: o trímero triangular de Co puro e o trímero linear (nanofio) de Fe puro, para o qual foi verificado o acoplamento do tipo Ruderman-Kittel-Kasuya-Yosida entre os átomos de Fe constituintes. Os resultados obtidos contribuem para o entendimento de quais mecanismos definem o magnetismo nos trímeros de FexCo1-x/Pt(111), e discutem as questões presentes atualmente na literatura no contexto destes sistemas.

Theory of ferromagnetism in planar heterostructures of (Mn,III)-V semiconductors

A density-functional theory of ferromagnetism in heterostructures of compound semiconductors doped with magnetic impurities is presented. The variable functions in the density-functional theory are the charge and spin densities of the itinerant carriers and the charge and localized spins of the impurities. The theory is applied to study the Curie temperature of planar heterostructures of III-V semiconductors doped with manganese atoms. The mean-field, virtual-crystal and effective-mass approximations are adopted to calculate the electronic structure, including the spin-orbit interaction, and the magnetic susceptibilities, leading to the Curie temperature. By means of these results, we attempt to understand the observed dependence of the Curie temperature of planar δ-doped ferromagnetic structures on variation of their properties. We predict a large increase of the Curie temperature by additional confinement of the holes in a δ-doped layer of Mn by a quantum well.