Stochastic Modeling of Reversible Biochemical Reaction-Diffusion Systems and High-Resolution Shock-Capturing Methods for Fluid Interfaces

Thesis (Ph.D.)--University of Washington, 2016-08

Failure detection for transport processes on networks

Diffusion on networks is a convenient framework to describe transport systems of different nature (from biological transport systems to urban mobility). The mathematical models are based on master equations that describe the diffusion processes by means of the weighted Laplacian matrix that connects the nodes. The link weight represent the coupling strength between the nodes. In this thesis we cope with the problem of localizing a single-edge failure that occurs in the network. An edge failure is meant to be as a sudden decrease of its transport capacities. An incomplete observation of the dynamical state of the network is available. An optimal clustering procedure based on the correlation properties among the node states is proposed. The network dimensionality is then reduced introducing representative nodes for each cluster, whose dynamical state is observed. We check the efficiency of the failure localization for our clustering method in comparison with more traditional techniques, using different graph configurations.

First stars XIII. Two extremely metal-poor RR Lyrae stars

Context. The chemical composition of extremely metal-poor stars (EMP stars; [Fe/H] < similar to -3) is a unique tracer of early nucleosynthesis in the Galaxy. As such stars are rare, we wish to find classes of luminous stars which can be studied at high spectral resolution. Aims. We aim to determine the detailed chemical composition of the two EMP stars CS 30317-056 and CS 22881-039, originally thought to be red horizontal-branch (RHB) stars, and compare it to earlier results for EMP stars as well as to nucleosynthesis yields from various supernova (SN) models. In the analysis, we discovered that our targets are in fact the two most metal-poor RR Lyrae stars known. Methods. Our detailed abundance analysis, taking into account the variability of the stars, is based on VLT/UVES spectra (R similar or equal to 43 000) and 1D LTE OSMARCS model atmospheres and synthetic spectra. For comparison with SN models we also estimate NLTE corrections for a number of elements. Results. We derive LTE abundances for the 16 elements O, Na, Mg, Al, Si, S, Ca, Sc, Ti, Cr, Mn, Fe, Co, Ni, Sr and Ba, in good agreement with earlier values for EMP dwarf, giant and RHB stars. Li and C are not detected in either star. NLTE abundance corrections are newly calculated for O and Mg and taken from the literature for other elements. The resulting abundance pattern is best matched by model yields for supernova explosions with high energy and/or significant asphericity effects. Conclusions. Our results indicate that, except for Li and C, the surface composition of EMP RR Lyr stars is not significantly affected by mass loss, mixing or diffusion processes; hence, EMP RR Lyr stars should also be useful tracers of the chemical evolution of the early Galactic halo. The observed abundance ratios indicate that these stars were born from an ISM polluted by energetic, massive (25-40 M(circle dot)) and/or aspherical supernovae, but the NLTE corrections for Sc and certain other elements do play a role in the choice of model.

Hyaluronidase Behavior at the Air/Liquid and Air/Lipid Interfaces and Improved Enzymatic Activity by Its Immobilization in a Biomembrane Model

Bovine testicular hyalurphidase (BT-HAase), a tetrameric enzyme responsible for randomly hyaluronic acid, catalytic hydrolysis, was successfully immobilized on Langmuir- Blodgett films prepared with the sodium salt of dihexadacylphosphoric acid, (DHP-Zn(II)) ending with dipalmitoylphosphatidylcholine, DPPC. Data of protein, adsorption at the air-liquid interface by means of pendant drop shipe analysis and interaction of the protein with Langmuir monolayers of DPPC, using a Langmuir trough, have provided information. about the conditions to be used in the protein immobilization. The dynamic surface pressure curves obtained from pendant drop experiments for the enzyme in buffer solutions indicate that, within the range of concentration investigated in this study, the enzyme exhibits the largest induction time at 5 mu g L(-1) attributed to diffusion processes. Nevertheless, it seems that, at this concentration, the most probable conformation should be the one which occupies the smallest area at pi -> 0. The surface pressure (pi) area curves obtained for BT-HAase and mixed DPPC- BT-HAase monolayers reveal the presence of the enzyme at the air-lipid interface up to 45 mN m(-1). Tests of enzymatic activity, using hyaluronic acid, HA, as the substrate, showed an increase of activity compared to the homogeneous medium. A simplified model of protein insertion into the lipid matrix is used to explain the obtained results.

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Large deviation for BSDE with subdifferential operator

In this paper we prove that the solution of a backward stochastic differential equation, which involves a subdifferential operator and associated to a family of reflecting diffusion processes, converges to the solution of a deterministic backward equation and satisfes a large deviation principle.

Could cell membranes produce acoustic streaming? Making the case for synechococcus self-propulsion

Sir James Lighthill proposed in 1992 that acoustic streaming occurs in the inner ear, as part of the cochlear amplifier mechanism. Here we hypothesize that some of the most ancient organisms use acoustic streaming not only for self-propulsion but also to enhance their nutrient uptake. We focus on a motile strain of Synechococcus, a yanobacteria whose mechanism for self-propulsion is not known. Molecular motors could work like piezoelectric transducers acting on the crystalline structure surrounding the outer cell membrane. Our calculations show that a traveling surface acoustic wave (SAW)could account for the observed velocities. These SAW waves will also produce a non-negligible Stokes layer surrounding the cell: motion within this region being essentially chaotic. Therefore, an AS mechanism would be biologically advantageous, enhancing localized diffusion processes and consequently, chemical reactions. We believe that acoustic streaming, produced by nanometer scale membrane vibrations could be widespread in cell biology. Other possible instances are yeast cells and erythrocytes. Flows generated by acoustic streaming may also be produced by silica coated diatoms along their raphe. We note that microelectromechanical (MEMS) acoustic streaming devices were first introduced in the 1990���s. Nature may have preceded this invention by 2.7 Gyr.

Mechanical and elemental characterization of solder joints and welds using a gold-palladium alloy

Purpose. This study was conducted to determine whether newer infrared or laser welding technologies created joints superior to traditional furnace or torch soldering methods of joining metals. It was designed to assess the mechanical resistance, the characteristics of the fractured surfaces, and the elemental diffusion of joints obtained by four different techniques: (1) preceramic soldering with a propane-oxygen torch, (2) postceramic soldering with a porcelain furnace, (3) preceramic and (4) postceramic soldering with an infrared heat source, and (5) laser welding. Material and methods. Mechanical resistance was determined by measuring the ultimate tensile strength of the joint and by determining their resistance to fatigue loading. Elemental diffusion to and from the joint was assessed with microprobe tracings. Scanning electron microscopy micrographs of the fractured surface were also obtained and evaluated. Results. Under monotonic tensile stress, three groups emerged: The laser welds were the strongest, the preceramic joints ranged second, and the postceramic joints were the weakest. Under fatigue stress, the order was as follows: first, the preceramic joints, and second, a group that comprised both postceramic joints and the laser welds. Inspection of the fractographs revealed several fracture modes but no consistent pattern emerged. Microprobe analyses demonstrated minor diffusion processes in the preceramic joints, whereas significant diffusion was observed in the postceramic joints. Clinical Implications. The mechanical resistance data conflicted as to the strength that could be expected of laser welded joints. On the basis of fatigue resistance of the joints, neither infrared solder joints nor laser welds were stronger than torch or furnace soldered joints.

Spectral properties of the Laplacian of multiplex networks.

One of the more challenging tasks in the understanding of dynamical properties of models on top of complex networks is to capture the precise role of multiplex topologies. In a recent paper, G��mez et al. [ Phys. Rev. Lett. 110 028701 (2013)], some of the authors proposed a framework for the study of diffusion processes in such networks. Here, we extend the previous framework to deal with general configurations in several layers of networks and analyze the behavior of the spectrum of the Laplacian of the full multiplex. We derive an interesting decoupling of the problem that allow us to unravel the role played by the interconnections of the multiplex in the dynamical processes on top of them. Capitalizing on this decoupling we perform an asymptotic analysis that allow us to derive analytical expressions for the full spectrum of eigenvalues. This spectrum is used to gain insight into physical phenomena on top of multiplex, specifically, diffusion processes and synchronizability.

Description of diffusive and propagative behavior on fractals

The known properties of diffusion on fractals are reviewed in order to give a general outlook of these dynamic processes. After that, we propose a description developed in the context of the intrinsic metric of fractals, which leads us to a differential equation able to describe diffusion in real fractals in the asymptotic regime. We show that our approach has a stronger physical justification than previous works on this field. The most important result we present is the introduction of a dependence on time and space for the conductivity in fractals, which is deduced by scaling arguments and supported by computer simulations. Finally, the diffusion equation is used to introduce the possibility of reaction-diffusion processes on fractals and analyze their properties. Specifically, an analytic expression for the speed of the corresponding travelling fronts, which can be of great interest for application purposes, is derived

Thermal-biological aspects on the seed germination of Cucumis anguria L.: influence of the seed coat

The seed coat influences the early stages of germination of many seeds and sometimes maintains seed dormancy. Early reports have shown that the testa influences the germination response of Cucumis anguria seeds to light although the response to temperature as influenced by the tegument is not well understood. The main purpose of this study was to observe the influence of the testa on the germination of Cucumis anguria by using parameters as germinability and isothermal germination rate. The assays were carried out in a thermal-gradient block with water imbibed seeds kept in darkness. Estimates of the activation enthalpies (deltaH) show |deltaH| < 50 kJ.mol-1 between 26.1 ��C and 35.2 ��C (intact seeds) and between 25.4 ��C and 35.2 ��C (scarified seeds), whereas at temperatures greater than 35.2 ��C the germination may be limited by processes with |deltaH| > 125 kJ.mol-1. It is suggested that the testa limits embryo expansion rather than interfering with diffusion processes.

Aggregations and Marginalization of GARCH and Stochastic Volatility Models

The GARCH and Stochastic Volatility paradigms are often brought into conflict as two competitive views of the appropriate conditional variance concept : conditional variance given past values of the same series or conditional variance given a larger past information (including possibly unobservable state variables). The main thesis of this paper is that, since in general the econometrician has no idea about something like a structural level of disaggregation, a well-written volatility model should be specified in such a way that one is always allowed to reduce the information set without invalidating the model. To this respect, the debate between observable past information (in the GARCH spirit) versus unobservable conditioning information (in the state-space spirit) is irrelevant. In this paper, we stress a square-root autoregressive stochastic volatility (SR-SARV) model which remains true to the GARCH paradigm of ARMA dynamics for squared innovations but weakens the GARCH structure in order to obtain required robustness properties with respect to various kinds of aggregation. It is shown that the lack of robustness of the usual GARCH setting is due to two very restrictive assumptions : perfect linear correlation between squared innovations and conditional variance on the one hand and linear relationship between the conditional variance of the future conditional variance and the squared conditional variance on the other hand. By relaxing these assumptions, thanks to a state-space setting, we obtain aggregation results without renouncing to the conditional variance concept (and related leverage effects), as it is the case for the recently suggested weak GARCH model which gets aggregation results by replacing conditional expectations by linear projections on symmetric past innovations. Moreover, unlike the weak GARCH literature, we are able to define multivariate models, including higher order dynamics and risk premiums (in the spirit of GARCH (p,p) and GARCH in mean) and to derive conditional moment restrictions well suited for statistical inference. Finally, we are able to characterize the exact relationships between our SR-SARV models (including higher order dynamics, leverage effect and in-mean effect), usual GARCH models and continuous time stochastic volatility models, so that previous results about aggregation of weak GARCH and continuous time GARCH modeling can be recovered in our framework.

Le mythe de la chanson qu��b��coise : une ��tude sur les liens entre la tradition orale et le mouvement chansonnier des ann��es soixante

Il est �� noter que le texte de La Manikoutai a ��t�� reproduit dans ce m��moire (voir l���annexe 4, p. xv-xvii), avec l���aimable autorisation de Francyne Furtado des Nouvelles ��ditions de l���Arc.

Probl��mes de premier passage et de commande optimale pour des cha��nes de Markov �� temps discret.

Nous consid��rons des processus de diffusion, d�����nis par des ��quations diff��rentielles stochastiques, et puis nous nous int��ressons �� des probl��mes de premier passage pour les cha��nes de Markov en temps discret correspon- dant �� ces processus de diffusion. Comme il est connu dans la litt��rature, ces cha��nes convergent en loi vers la solution des ��quations diff��rentielles stochas- tiques consid��r��es. Notre contribution consiste �� trouver des formules expli- cites pour la probabilit�� de premier passage et la dur��e de la partie pour ces cha��nes de Markov �� temps discret. Nous montrons aussi que les r��sultats ob- tenus convergent selon la m��trique euclidienne (i.e topologie euclidienne) vers les quantit��s correspondantes pour les processus de diffusion. En dernier lieu, nous ��tudions un probl��me de commande optimale pour des cha��nes de Markov en temps discret. L���objectif est de trouver la valeur qui mi- nimise l���esp��rance math��matique d���une certaine fonction de co��t. Contraire- ment au cas continu, il n���existe pas de formule explicite pour cette valeur op- timale dans le cas discret. Ainsi, nous avons ��tudi�� dans cette th��se quelques cas particuliers pour lesquels nous avons trouv�� cette valeur optimale.

High-Speed Semiconductor Lasers based on Low-Dimensional Active Materials for Optical Telecommunication

The scope of this work is the fundamental growth, tailoring and characterization of self-organized indium arsenide quantum dots (QDs) and their exploitation as active region for diode lasers emitting in the 1.55 ��m range. This wavelength regime is especially interesting for long-haul telecommunications as optical fibers made from silica glass have the lowest optical absorption. Molecular Beam Epitaxy is utilized as fabrication technique for the quantum dots and laser structures. The results presented in this thesis depict the first experimental work for which this reactor was used at the University of Kassel. Most research in the field of self-organized quantum dots has been conducted in the InAs/GaAs material system. It can be seen as the model system of self-organized quantum dots, but is not suitable for the targeted emission wavelength. Light emission from this system at 1.55 ��m is hard to accomplish. To stay as close as possible to existing processing technology, the In(AlGa)As/InP (100) material system is deployed. Depending on the epitaxial growth technique and growth parameters this system has the drawback of producing a wide range of nano species besides quantum dots. Best known are the elongated quantum dashes (QDash). Such structures are preferentially formed, if InAs is deposited on InP. This is related to the low lattice-mismatch of 3.2 %, which is less than half of the value in the InAs/GaAs system. The task of creating round-shaped and uniform QDs is rendered more complex considering exchange effects of arsenic and phosphorus as well as anisotropic effects on the surface that do not need to be dealt with in the InAs/GaAs case. While QDash structures haven been studied fundamentally as well as in laser structures, they do not represent the theoretical ideal case of a zero-dimensional material. Creating round-shaped quantum dots on the InP(100) substrate remains a challenging task. Details of the self-organization process are still unknown and the formation of the QDs is not fully understood yet. In the course of the experimental work a novel growth concept was discovered and analyzed that eases the fabrication of QDs. It is based on different crystal growth and ad-atom diffusion processes under supply of different modifications of the arsenic atmosphere in the MBE reactor. The reactor is equipped with special valved cracking effusion cells for arsenic and phosphorus. It represents an all-solid source configuration that does not rely on toxic gas supply. The cracking effusion cell are able to create different species of arsenic and phosphorus. This constitutes the basis of the growth concept. With this method round-shaped QD ensembles with superior optical properties and record-low photoluminescence linewidth were achieved. By systematically varying the growth parameters and working out a detailed analysis of the experimental data a range of parameter values, for which the formation of QDs is favored, was found. A qualitative explanation of the formation characteristics based on the surface migration of In ad-atoms is developed. Such tailored QDs are finally implemented as active region in a self-designed diode laser structure. A basic characterization of the static and temperature-dependent properties was carried out. The QD lasers exceed a reference quantum well laser in terms of inversion conditions and temperature-dependent characteristics. Pulsed output powers of several hundred milli watt were measured at room temperature. In particular, the lasers feature a high modal gain that even allowed cw-emission at room temperature of a processed ridge wave guide device as short as 340 ��m with output powers of 17 mW. Modulation experiments performed at the Israel Institute of Technology (Technion) showed a complex behavior of the QDs in the laser cavity. Despite the fact that the laser structure is not fully optimized for a high-speed device, data transmission capabilities of 15 Gb/s combined with low noise were achieved. To the best of the author`s knowledge, this renders the lasers the fastest QD devices operating at 1.55 ��m. The thesis starts with an introductory chapter that pronounces the advantages of optical fiber communication in general. Chapter 2 will introduce the fundamental knowledge that is necessary to understand the importance of the active region`s dimensions for the performance of a diode laser. The novel growth concept and its experimental analysis are presented in chapter 3. Chapter 4 finally contains the work on diode lasers.