Numerical assessment of stability of interface discontinuous finite element pressure spaces

The stability of two recently developed pressure spaces has been assessed numerically: The space proposed by Ausas et al. [R.F. Ausas, F.S. Sousa, G.C. Buscaglia, An improved finite element space for discontinuous pressures, Comput. Methods Appl. Mech. Engrg. 199 (2010) 1019-1031], which is capable of representing discontinuous pressures, and the space proposed by Coppola-Owen and Codina [A.H. Coppola-Owen, R. Codina, Improving Eulerian two-phase flow finite element approximation with discontinuous gradient pressure shape functions, Int. J. Numer. Methods Fluids, 49 (2005) 1287-1304], which can represent discontinuities in pressure gradients. We assess the stability of these spaces by numerically computing the inf-sup constants of several meshes. The inf-sup constant results as the solution of a generalized eigenvalue problems. Both spaces are in this way confirmed to be stable in their original form. An application of the same numerical assessment tool to the stabilized equal-order P-1/P-1 formulation is then reported. An interesting finding is that the stabilization coefficient can be safely set to zero in an arbitrary band of elements without compromising the formulation's stability. An analogous result is also reported for the mini-element P-1(+)/P-1 when the velocity bubbles are removed in an arbitrary band of elements. (C) 2012 Elsevier B.V. All rights reserved.

An analysis of automatic gender classification

[EN]Different researches suggest that inner facial features are not the only discriminative features for tasks such as person identification or gender classification. Indeed, they have shown an influence of features which are part of the local face context, such as hair, on these tasks. However, object-centered approaches which ignore local context dominate the research in computational vision based facial analysis. In this paper, we performed an analysis to study which areas and which resolutions are diagnostic for the gender classification problem. We first demonstrate the importance of contextual features in human observers for gender classification using a psychophysical ”bubbles” technique.

Two fluid numerical model for coastal applications

Wave breaking is an important coastal process, influencing hydro-morphodynamic processes such as turbulence generation and wave energy dissipation, run-up on the beach and overtopping of coastal defence structures. During breaking, waves are complex mixtures of air and water (“white water”) whose properties affect velocity and pressure fields in the vicinity of the free surface and, depending on the breaker characteristics, different mechanisms for air entrainment are usually observed. Several laboratory experiments have been performed to investigate the role of air bubbles in the wave breaking process (Chanson & Cummings, 1994, among others) and in wave loading on vertical wall (Oumeraci et al., 2001; Peregrine et al., 2006, among others), showing that the air phase is not negligible since the turbulent energy dissipation involves air-water mixture. The recent advancement of numerical models has given valuable insights in the knowledge of wave transformation and interaction with coastal structures. Among these models, some solve the RANS equations coupled with a free-surface tracking algorithm and describe velocity, pressure, turbulence and vorticity fields (Lara et al. 2006 a-b, Clementi et al., 2007). The single-phase numerical model, in which the constitutive equations are solved only for the liquid phase, neglects effects induced by air movement and trapped air bubbles in water. Numerical approximations at the free surface may induce errors in predicting breaking point and wave height and moreover, entrapped air bubbles and water splash in air are not properly represented. The aim of the present thesis is to develop a new two-phase model called COBRAS2 (stands for Cornell Breaking waves And Structures 2 phases), that is the enhancement of the single-phase code COBRAS0, originally developed at Cornell University (Lin & Liu, 1998). In the first part of the work, both fluids are considered as incompressible, while the second part will treat air compressibility modelling. The mathematical formulation and the numerical resolution of the governing equations of COBRAS2 are derived and some model-experiment comparisons are shown. In particular, validation tests are performed in order to prove model stability and accuracy. The simulation of the rising of a large air bubble in an otherwise quiescent water pool reveals the model capability to reproduce the process physics in a realistic way. Analytical solutions for stationary and internal waves are compared with corresponding numerical results, in order to test processes involving wide range of density difference. Waves induced by dam-break in different scenarios (on dry and wet beds, as well as on a ramp) are studied, focusing on the role of air as the medium in which the water wave propagates and on the numerical representation of bubble dynamics. Simulations of solitary and regular waves, characterized by both spilling and plunging breakers, are analyzed with comparisons with experimental data and other numerical model in order to investigate air influence on wave breaking mechanisms and underline model capability and accuracy. Finally, modelling of air compressibility is included in the new developed model and is validated, revealing an accurate reproduction of processes. Some preliminary tests on wave impact on vertical walls are performed: since air flow modelling allows to have a more realistic reproduction of breaking wave propagation, the dependence of wave breaker shapes and aeration characteristics on impact pressure values is studied and, on the basis of a qualitative comparison with experimental observations, the numerical simulations achieve good results.

Velocity structure and seismic anisotropy in the crust and upper mantle from Receiver Function analysis: three case studies in Italy

The research for this PhD project consisted in the application of the RFs analysis technique to different data-sets of teleseismic events recorded at temporary and permanent stations located in three distinct study regions: Colli Albani area, Northern Apennines and Southern Apennines. We found some velocity models to interpret the structures in these regions, which possess very different geologic and tectonics characteristics and therefore offer interesting case study to face. In the Colli Albani some of the features evidenced in the RFs are shared by all the analyzed stations: the Moho is almost flat and is located at about 23 km depth, and the presence of a relatively shallow limestone layer is a stable feature; contrariwise there are features which vary from station to station, indicating local complexities. Three seismic stations, close to the central part of the former volcanic edifice, display relevant anisotropic signatures­­­ with symmetry axes consistent with the emplacement of the magmatic chamber. Two further anisotropic layers are present at greater depth, in the lower crust and the upper mantle, respectively, with symmetry axes directions related to the evolution of the volcano complex. In Northern Apennines we defined the isotropic structure of the area, finding the depth of the Tyrrhenian (almost 25 km and flat) and Adriatic (40 km and dipping underneath the Apennines crests) Mohos. We determined a zone in which the two Mohos overlap, and identified an anisotropic body in between, involved in the subduction and going down with the Adiratic Moho. We interpreted the downgoing anisotropic layer as generated by post-subduction delamination of the top-slab layer, probably made of metamorphosed crustal rocks caught in the subduction channel and buoyantly rising toward the surface. In the Southern Apennines, we found the Moho depth for 16 seismic stations, and highlighted the presence of an anisotropic layer underneath each station, at about 15-20 km below the whole study area. The moho displays a dome-like geometry, as it is shallow (29 km) in the central part of the study area, whereas it deepens peripherally (down to 45 km); the symmetry axes of anisotropic layer, interpreted as a layer separating the upper and the lower crust, show a moho-related pattern, indicated by the foliation of the layer which is parallel to the Moho trend. Moreover, due to the exceptional seismic event occurred on April 6th next to L’Aquila town, we determined the Vs model for two station located next to the epicenter. An extremely high velocity body is found underneath AQU station at 4-10 km depth, reaching Vs of about 4 km/s, while this body is lacking underneath FAGN station. We compared the presence of this body with other recent works and found an anti-correlation between the high Vs body, the max slip patches and earthquakes distribution. The nature of this body is speculative since such high velocities are consistent with deep crust or upper mantle, but can be interpreted as a as high strength barrier of which the high Vs is a typical connotation.

Ferroelektrische Netzwerksynthese und ihre Charakterisierung

Deutsch:Diese Arbeit beschäftigt sich zum einen mit der Synthese neuer, vernetzbarer, ferroelektrischer Verbindungen, welche eine höhere spontane Polarisation und damit ein besseres Schaltverhalten nach Vernetzung aufweisen sollten. Dazu wurde in bekannte Systemen die Halogene Fluor, Chlor und Brom erfolgreich eingebaut. Desweiteren konnten neue Untersuchungmethoden für ferroelektrische, flüssigkristalline Netzwerke erfolgreich angewendet und weiterentwickelt werden. Damit gelang es z. B. neue Erkenntnisse über die elastischen Eigenschaften von LC-Elastomeren zu gewinnen, wobei es erstmalig gelang, Seifenblasen aus LC-Polymeren herzustellen und durch UV-Bestrahlung zu vernetzen. Durch die Messung des Radius in Abhängigkeit des Druckes war es möglich festzustellen, daß sich das Verhalten des Polymers, welches zunächst oberflächenspannungskontrolliert war, nach UV-Bestrahlung, in ein elastisches Verhalten änderte. Aus der Radius vs. Druckbeziehung war es möglich, Daten über die elastischen Eigenschaften zu erhalten. Die Ballone zeigten dabei typische, gummielastische Eigenschaften. Ein Einfluß der Mesophase (d.h. SA oder SC-Phase) auf die Eigenschaften der Ballone konnte dabei nicht festgestellt werden. Für die beiden hier untersuchten Systeme des inter- und intralyer vernetzbaren System konnte festgestellt werden, daß ihr elastisches Verhalten sehr ähnlich ist, ganz im Gegensatz zu den früheren elektrooptischen Untersuchungen. D. h. beide Systeme zeigten nach der Vernetzung bis auf einen Faktor 2 das gleiche elastische Verhalten. Im Gegensatz zu nematischen Elastomeren, welche am Phasenübergang zum Teil große thermoelastische Änderungen zeigen, zeigten die hier untersuchten Elastomere keine Änderung der elastischen Eigenschaften beim Phasenübergang, was sich u.a. auf die relativ hohen Vernetzungsdichten zurückführen läßt. Weiterhin wurde die Elektrostriktion in ferroelektrischen flüssigkristallinen Elastomerenfilmen untersucht, welche zu einem neuen Weltrekord des elektrostriktiven Effektes führte. Es wurden Schichtdickenänderungen von 4% bei einem angelegten Feld von 1,5 kV gemessen. Röntgenstreuexperimente an gespincoateten, vernetzten Polymerfilmen haben überdies gezeigt, daß der gemessene Effekt voll und ganz auf den elektroklinen Effekt zurück zu führen ist. Zum Schluß wurde ein neuer Weg ausgearbeitet, um flüssigkristalline Netzwerke unter Einsatz von weniger präparativer Chemie zu erhalten. Dazu wurde die Möglichkeit der Netzwerkbildung mit organischen Gelbildnern untersucht. In diesem Zusammenhang ist es erstmalig gelungen, ferroelektrische Flüssigkristalle reversibel in dem einen oder anderen Zustand orientiert zu stabilisieren, wobei beliebig oft zwischen den stabilisierten Zuständen gewechselt werden konnte.

A structural and metamorphic study of the southern Menderes Massif (Western Turkey)

P-T conditions, paragenetic studies and the relation between mineral growth, deformation and - when possible- isograd minerals have been used to describe the type of metamorphism involved within lower units of the southern Menderes Massif of the Anatolide Belt in western Turkey. The study areas mainly consist of Proterozoic orthogneiss and surrounding schists of presumed Paleozoic age. Both units are seen as nappes in the southern study area, the Çine and the Selimiye nappe, on the whole corresponding to Proterozoic orthogneiss and surrounding schists, respectively. The Çine and Selimiye nappes are part of a complex geological structure within the core series of the Menderes Massif. Their emplacement under lower greenschist facies conditions, would result from closure of the northern Neo-Thethys branch during the Eocene. These two nappes are separated by a major tectonic structure, the Selimiye shear zone, which records top-to-the-S shearing under greenschist facies conditions. Amphibolite to upper amphibolite facies metamorphism is widely developed within the metasedimentary rocks of the Çine nappe whereas no metamorphism exceeding lower amphibolite facies has been observed in the Selimiye nappe. In the southern margin of the Çine Massif, around Selimiye and Millas villages, detailed sampling has been undertaken in order to map mineral isograds within the Selimiye nappe and to specify P-T conditions in this area. The data collected in this area reveals a global prograde normal erosion field gradient from south to north and toward the orthogneiss. The mineralogical parageneses and P-T estimates are correlated with Barrovian-type metamorphism. A jump of P-T conditions across the Selimiye shear zone has been identified and estimated c. 2 kbar and 100 °C which evidences the presence of amphibolite facies metasedimentary rocks near the orthogneiss. Metasedimentary rocks from the overlying Selimiye nappe have maximum P-T conditions of c. 4-5 kbar and c. 525 °C near the base of the nappe. Metasedimentary rocks from the Çine nappe underneath the Selimiye shear zone record maximum P-T conditions of about 7 kbar and >550 °C. Kinematic indicators in both nappes consistently show a top-S shear sense. Metamorphic grade in the Selimiye nappe decreases structurally upwards as indicated by mineral isograds defining the garnet-chlorite zone at the base, the chloritoid-biotite zone and the biotite-chlorite zone at the top of the nappe. The mineral isograds in the Selimiye nappe run parallel to the regional SR foliation. 40Ar/39Ar mica ages indicate an Eocene age of metamorphism in the Selimiye nappe and underneath the Çine nappe in this area. Metasedimentary rocks of the Çine nappe 20-30 km north of the Selimiye shear zone record maximum P-T conditions of 8-11 kbar and 600-650 °C. Kinematic indicators show mainly top-N shear sense associated with prograde amphibolite facies metamorphism. An age of about 550 Ma could be indicated for amphibolite facies metamorphism and associated top-N shear in the orthogneiss and metasedimentary rocks of the Çine nappe. However, there is no evidence for polymetamorphism in the 6 metasedimentary rocks of the Çine nappe, making tectonic interpretations about late Neoproterozoic to Cambrian and Tertiary metamorphic events speculative. In the western margin of the Çine Massif metamorphic mineral parageneses and pressure– temperature conditions lead to similar conclusion regarding the erosion field gradient, prograde normal toward the orthogneiss. The contact between orthogneiss and surrounding metasedimentary rocks is mylonitic and syn-metamorphism. P-T estimates are those already observed within the Selimiye nappe and correlated with lower amphibolite facies parageneses. Finally additional data in the eastern part and a general paragenetic study within the Menderes Massif lower units, the Çine and the Selimiye nappes, strongly suggest a single Barrovian-type metamorphism predating Eocene emplacement of the high pressure–low temperature Lycean and Cycladic blueschist nappes. Metamorphic mineral parageneses and pressure–temperature conditions do not support the recently proposed model of high pressure–low temperature metamorphic overprinting, which implies burial of the lower units of the Menderes Massif up to depth of 30 km, as a result of closure of the Neo-Tethys. According to the geochronological problem outlined during this thesis, there are two possible schemes: either Barrovian-type metamorphism is Proterozoic in age and part of the sediments from Selimiye nappe (lower amphibolite facies) has to be proterozoic of age too, or Barrovian-type metamorphism in Eocene of age. In the first case the structure observed now in the core series would correspond to simple exhumation of Proterozoic basement. In the latter case a possible correlation with closure of Neo-Tethys (sensu stricto, southern branch) is envisaged.

3D-Cryo-Elektronenmikroskopie des 4x6-Hämocyanins der Vogelspinne Eurypelma californicum unter Oxy- und Deoxybedingungen

Arthropodenhämocyanine und Molluskenhämocyanine, die extrazellulären Atmungsproteine der Arthropoden und Mollusken, unterscheiden sich grundsätzlich im Aufbau, besitzen aber ähnliche aktive Zentren, welche in ihrer oxydierten Form für die Blaufärbung der Hämocyanine verantwortlich sind. Sauerstoff wird im Bindungszentrum zwischen zwei, von sechs Histidinen ligandierten, Kupfer(I)Ionen gebunden. Arthropodenhämocyanine bauen sich artspezifisch aus 1, 2, 4, 6, oder 8 Hexameren mit D3-Symmetrie auf. Die Untereinheiten von je ca. 75 kDa falten sich in drei Domänen unterschiedlicher Funktionen. Der komplexe, hierarchische Zusammenbau der Arthropodenhämocyanine hängt von der Heterogenität der Untereinheiten ab. Die 7 verschieden Sequenzen des 4x6-Hämocyanins von Eurypelma californicum (EcHc) sind biochemisch in der Quartärstruktur lokalisiert. Bislang fehlte noch ein unabhängig erstelltes 3D-Modell der geometrischen Gesamtstruktur welche die hexamere und monomere Topographie eindeutig zeigt. Dessen Erstellung war Gegenstand dieser Arbeit, in Verbindung mit der Zielsetzung, die 3D-Rekonstruktion in den beiden extremen physiologischen Zuständen, mit und ohne gebundenen Sauerstoff, zu erzeugen. Dazu wurden in einer eigens entwickelten Atmosphären-Präparationskammer die Proteine in Lösung schockgefrorenen und mittels Cryo-3D-Elektronenmikroskopie gemessen. Aus den daraus gewonnen Projektionsbildern ließen sich mit der ”Single Particle Analyse“ die 3D-Informationen zurückberechnen. Die 3D-Rekonstruktionen wurden mit der publizierten Röntgenkristallstruktur des hexameren Referenz-Hämocyanins der Languste Panulirus interruptus verifiziert. Die Rekonstruktionen erlaubten die eindeutige Messung diverser in der Literatur diskutierter Parameter der Architektur des 4x6-EcHc und darüber hinaus weiterer geometrischer Parameter, welche hier erstmals veröffentlicht werden. SAXS-Daten sagen extreme Translationen und Rotationen von Teilquartärstrukturen zwischen oxy- und deoxy-EcHc voraus, was von den 3D-Rekonstruktionen der beiden Zustände nicht bestätigt werden konnte: Die 16 Å Rekonstruktion der Deoxyform weicht geometrisch nicht von der 21 Å Rekonstruktion der Oxyform ab. Die Einpassung der publizierten Röntgenstruktur der Untereinheit II des Hämocyanin des Pfeilschwanzkrebses Limulus polyphemus in die Rekonstruktionen unterstützt eine auf der hexameren Hierarchieebene lokalisierte Dynamik der Oxygenierung. Mittels Einpassung modellierter molekularer Strukturen der EcHc-Sequenzen konnte eine erste Vermutung zur Lokalisation der beiden zentralen Linker-Untereinheiten b und c des 4x6-Moleküls gemacht werden: Demnach würde Untereinheit b in den exponierten Hexameren des Moleküls liegen. Aussagen über die Quartärstrukturbindungen auf molekularer Ebene aufgrund der Einpassung modellierter molekularer Daten in die Rekonstruktionen sind als spekulativ einzustufen: a) Die Auflösung der Rekonstruktion ist verbesserungswürdig. b) Es gibt keine adäquate Vorlage für eine verlässliche Strukturvorhersage; die verschiedenen EcHc-Sequenzen liegen nur als Modellierung vor. c) Es wäre eine flexible Einpassung notwendig, um Ungenauigkeiten in den modellierten Strukturen durch Sekundärstrukturanpassung zu minimieren.

CFD modeling of two-phase boiling flows in the slug flow regime with an interface capturing technique

The objective of this thesis was to improve the commercial CFD software Ansys Fluent to obtain a tool able to perform accurate simulations of flow boiling in the slug flow regime. The achievement of a reliable numerical framework allows a better understanding of the bubble and flow dynamics induced by the evaporation and makes possible the prediction of the wall heat transfer trends. In order to save computational time, the flow is modeled with an axisymmetrical formulation. Vapor and liquid phases are treated as incompressible and in laminar flow. By means of a single fluid approach, the flow equations are written as for a single phase flow, but discontinuities at the interface and interfacial effects need to be accounted for and discretized properly. Ansys Fluent provides a Volume Of Fluid technique to advect the interface and to map the discontinuous fluid properties throughout the flow domain. The interfacial effects are dominant in the boiling slug flow and the accuracy of their estimation is fundamental for the reliability of the solver. Self-implemented functions, developed ad-hoc, are introduced within the numerical code to compute the surface tension force and the rates of mass and energy exchange at the interface related to the evaporation. Several validation benchmarks assess the better performances of the improved software. Various adiabatic configurations are simulated in order to test the capability of the numerical framework in modeling actual flows and the comparison with experimental results is very positive. The simulation of a single evaporating bubble underlines the dominant effect on the global heat transfer rate of the local transient heat convection in the liquid after the bubble transit. The simulation of multiple evaporating bubbles flowing in sequence shows that their mutual influence can strongly enhance the heat transfer coefficient, up to twice the single phase flow value.

Solving the cooling flow problem through mechanical AGN feedback

A fundamental gap in the current understanding of collapsed structures in the universe concerns the thermodynamical evolution of the ordinary, baryonic component. Unopposed radiative cooling of plasma would lead to the cooling catastrophe, a massive inflow of condensing gas toward the centre of galaxies, groups and clusters. The last generation of multiwavelength observations has radically changed our view on baryons, suggesting that the heating linked to the active galactic nucleus (AGN) may be the balancing counterpart of cooling. In this Thesis, I investigate the engine of the heating regulated by the central black hole. I argue that the mechanical feedback, based on massive subrelativistic outflows, is the key to solving the cooling flow problem, i.e. dramatically quenching the cooling rates for several billion years without destroying the cool-core structure. Using an upgraded version of the parallel 3D hydrodynamic code FLASH, I show that anisotropic AGN outflows can further reproduce fundamental observed features, such as buoyant bubbles, cocoon shocks, sonic ripples, metals dredge-up, and subsonic turbulence. The latter is an essential ingredient to drive nonlinear thermal instabilities, which cause cold gas condensation, a residual of the quenched cooling flow and, later, fuel for the AGN feedback engine. The self-regulated outflows are systematically tested on the scales of massive clusters, groups and isolated elliptical galaxies: in lighter less bound objects the feedback needs to be gentler and less efficient, in order to avoid drastic overheating. In this Thesis, I describe in depth the complex hydrodynamics, involving the coupling of the feedback energy to that of the surrounding hot medium. Finally, I present the merits and flaws of all the proposed models, with a critical eye toward observational concordance.

Origini dell'ucronia. La letteratura contro la storia

L’ucronia (Alternate History) è un fenomeno letterario ormai popolare e molto studiato, ma non lo sono altrettanto lo sue origini e i suoi rapporti con la storia “fatta con i se” (Counterfactual History), che risale a Erodoto e a Tito Livio. Solo nell’Ottocento alcuni autori, per vie largamente autonome, fecero della storia alternativa un genere di fiction: Louis Geoffroy con Napoléon apocryphe (1836), storia «della conquista del mondo e della monarchia universale», e Charles Renouvier con Uchronie. L’utopie dans l’histoire (1876), storia «della civiltà europea quale avrebbe potuto essere» se il cristianesimo fosse stato fermato nel II secolo. Questi testi intrattengono relazioni complesse con la letteratura dell’epoca di genere sia realistico, sia fantastico, ma altresì con fenomeni di altra natura: la storiografia, nelle sue forme e nel suo statuto epistemico, e ancor più il senso del possibile - o la filosofia della storia - derivato dall’esperienza della rivoluzione e dal confronto con le teorie utopistiche e di riforma sociale. Altri testi, prodotti in Inghilterra e negli Stati Uniti nello stesso periodo, esplorano le possibilità narrative e speculative del genere: tra questi P.s’ Correspondence di Nathaniel Hawthorne (1845), The Battle of Dorking di George Chesney (1871) e Hands Off di Edward Hale (1881); fino a una raccolta del 1931, If It Had Happened Otherwise, che anticipò molte forme e temi delle ucronie successive. Queste opere sono esaminate sia nel contesto storico e letterario in cui furono prodotte, sia con gli strumenti dell’analisi testuale. Una particolare attenzione è dedicata alle strategie di lettura prescritte dai testi, che subordinano i significati al confronto mentale tra gli eventi narrati e la serie dei fatti autentici. Le teorie sui counterfactuals prodotte in altri campi disciplinari, come la storia e la psicologia, arricchiscono la comprensione dei testi e dei loro rapporti con fenomeni extra-letterari.

Quantifying and modeling financial market fluctuations

Die Entstehung eines Marktpreises für einen Vermögenswert kann als Superposition der einzelnen Aktionen der Marktteilnehmer aufgefasst werden, die damit kumulativ Angebot und Nachfrage erzeugen. Dies ist in der statistischen Physik mit der Entstehung makroskopischer Eigenschaften vergleichbar, die von mikroskopischen Wechselwirkungen zwischen den beteiligten Systemkomponenten hervorgerufen werden. Die Verteilung der Preisänderungen an Finanzmärkten unterscheidet sich deutlich von einer Gaußverteilung. Dies führt zu empirischen Besonderheiten des Preisprozesses, zu denen neben dem Skalierungsverhalten nicht-triviale Korrelationsfunktionen und zeitlich gehäufte Volatilität zählen. In der vorliegenden Arbeit liegt der Fokus auf der Analyse von Finanzmarktzeitreihen und den darin enthaltenen Korrelationen. Es wird ein neues Verfahren zur Quantifizierung von Muster-basierten komplexen Korrelationen einer Zeitreihe entwickelt. Mit dieser Methodik werden signifikante Anzeichen dafür gefunden, dass sich typische Verhaltensmuster von Finanzmarktteilnehmern auf kurzen Zeitskalen manifestieren, dass also die Reaktion auf einen gegebenen Preisverlauf nicht rein zufällig ist, sondern vielmehr ähnliche Preisverläufe auch ähnliche Reaktionen hervorrufen. Ausgehend von der Untersuchung der komplexen Korrelationen in Finanzmarktzeitreihen wird die Frage behandelt, welche Eigenschaften sich beim Wechsel von einem positiven Trend zu einem negativen Trend verändern. Eine empirische Quantifizierung mittels Reskalierung liefert das Resultat, dass unabhängig von der betrachteten Zeitskala neue Preisextrema mit einem Anstieg des Transaktionsvolumens und einer Reduktion der Zeitintervalle zwischen Transaktionen einhergehen. Diese Abhängigkeiten weisen Charakteristika auf, die man auch in anderen komplexen Systemen in der Natur und speziell in physikalischen Systemen vorfindet. Über 9 Größenordnungen in der Zeit sind diese Eigenschaften auch unabhängig vom analysierten Markt - Trends, die nur für Sekunden bestehen, zeigen die gleiche Charakteristik wie Trends auf Zeitskalen von Monaten. Dies eröffnet die Möglichkeit, mehr über Finanzmarktblasen und deren Zusammenbrüche zu lernen, da Trends auf kleinen Zeitskalen viel häufiger auftreten. Zusätzlich wird eine Monte Carlo-basierte Simulation des Finanzmarktes analysiert und erweitert, um die empirischen Eigenschaften zu reproduzieren und Einblicke in deren Ursachen zu erhalten, die zum einen in der Finanzmarktmikrostruktur und andererseits in der Risikoaversion der Handelsteilnehmer zu suchen sind. Für die rechenzeitintensiven Verfahren kann mittels Parallelisierung auf einer Graphikkartenarchitektur eine deutliche Rechenzeitreduktion erreicht werden. Um das weite Spektrum an Einsatzbereichen von Graphikkarten zu aufzuzeigen, wird auch ein Standardmodell der statistischen Physik - das Ising-Modell - auf die Graphikkarte mit signifikanten Laufzeitvorteilen portiert. Teilresultate der Arbeit sind publiziert in [PGPS07, PPS08, Pre11, PVPS09b, PVPS09a, PS09, PS10a, SBF+10, BVP10, Pre10, PS10b, PSS10, SBF+11, PB10].

Untersuchungen zur Genauigkeit adaptiver unstetiger Galerkin-Simulationen mit Hilfe von Luftblasen-Testfällen

Allgemein erlaubt adaptive Gitterverfeinerung eine Steigerung der Effizienz numerischer Simulationen ohne dabei die Genauigkeit des Ergebnisses signifikant zu verschlechtern. Es ist jedoch noch nicht erforscht, in welchen Bereichen des Rechengebietes die räumliche Auflösung tatsächlich vergröbert werden kann, ohne die Genauigkeit des Ergebnisses signifikant zu beeinflussen. Diese Frage wird hier für ein konkretes Beispiel von trockener atmosphärischer Konvektion untersucht, nämlich der Simulation von warmen Luftblasen. Zu diesem Zweck wird ein neuartiges numerisches Modell entwickelt, das auf diese spezielle Anwendung ausgerichtet ist. Die kompressiblen Euler-Gleichungen werden mit einer unstetigen Galerkin Methode gelöst. Die Zeitintegration geschieht mit einer semi-implizite Methode und die dynamische Adaptivität verwendet raumfüllende Kurven mit Hilfe der Funktionsbibliothek AMATOS. Das numerische Modell wird validiert mit Hilfe einer Konvergenzstudie und fünf Standard-Testfällen. Eine Methode zum Vergleich der Genauigkeit von Simulationen mit verschiedenen Verfeinerungsgebieten wird eingeführt, die ohne das Vorhandensein einer exakten Lösung auskommt. Im Wesentlichen geschieht dies durch den Vergleich von Eigenschaften der Lösung, die stark von der verwendeten räumlichen Auflösung abhängen. Im Fall einer aufsteigenden Warmluftblase ist der zusätzliche numerische Fehler durch die Verwendung der Adaptivität kleiner als 1% des gesamten numerischen Fehlers, wenn die adaptive Simulation mehr als 50% der Elemente einer uniformen hoch-aufgelösten Simulation verwendet. Entsprechend ist die adaptive Simulation fast doppelt so schnell wie die uniforme Simulation.

Credit-Default-Swaps and the 2008 Financial Crisis: An Inquiry into the Underlying Legal Origins and the European Union’s Regulatory Reforms

After the 2008 financial crisis, the financial innovation product Credit-Default-Swap (CDS) was widely blamed as the main cause of this crisis. CDS is one type of over-the-counter (OTC) traded derivatives. Before the crisis, the trading of CDS was very popular among the financial institutions. But meanwhile, excessive speculative CDSs transactions in a legal environment of scant regulation accumulated huge risks in the financial system. This dissertation is divided into three parts. In Part I, we discussed the primers of the CDSs and its market development, then we analyzed in detail the roles CDSs had played in this crisis based on economic studies. It is advanced that CDSs not just promoted the eruption of the crisis in 2007 but also exacerbated it in 2008. In part II, we asked ourselves what are the legal origins of this crisis in relation with CDSs, as we believe that financial instruments could only function, positive or negative, under certain legal institutional environment. After an in-depth inquiry, we observed that at least three traditional legal doctrines were eroded or circumvented by OTC derivatives. It is argued that the malfunction of these doctrines, on the one hand, facilitated the proliferation of speculative CDSs transactions; on the other hand, eroded the original risk-control legal mechanism. Therefore, the 2008 crisis could escalate rapidly into a global financial tsunami, which was out of control of the regulators. In Part III, we focused on the European Union’s regulatory reform towards the OTC derivatives market. In specific, EU introduced mandatory central counterparty clearing obligation for qualified OTC derivatives, and requires that all OTC derivatives shall be reported to a trade repository. It is observable that EU’s approach in re-regulating the derivatives market is different with the traditional administrative regulation, but aiming at constructing a new market infrastructure for OTC derivatives.

Volatile organic compounds at the air-sea interface : gas exchange rates, oceanic emissions and the effect of ocean acidification

Oceans are key sources and sinks in the global budgets of significant atmospheric trace gases, termed Volatile Organic Compounds (VOCs). Despite their low concentrations, these species have an important role in the atmosphere, influencing ozone photochemistry and aerosol physics. Surprisingly, little work has been done on assessing their emissions or transport mechanisms and rates between ocean and atmosphere, all of which are important when modelling the atmosphere accurately.rnA new Needle Trap Device (NTD) - GC-MS method was developed for the effective sampling and analysis of VOCs in seawater. Good repeatability (RSDs <16 %), linearity (R2 = 0.96 - 0.99) and limits of detection in the range of pM were obtained for DMS, isoprene, benzene, toluene, p-xylene, (+)-α-pinene and (-)-α-pinene. Laboratory evaluation and subsequent field application indicated that the proposed method can be used successfully in place of the more usually applied extraction techniques (P&T, SPME) to extend the suite of species typically measured in the ocean and improve detection limits. rnDuring a mesocosm CO2 enrichment study, DMS, isoprene and α-pinene were identified and quantified in seawater samples, using the above mentioned method. Based on correlations with available biological datasets, the effects of ocean acidification as well as possible ocean biological sources were investigated for all examined compounds. Future ocean's acidity was shown to decrease oceanic DMS production, possibly impact isoprene emissions but not affect the production of α-pinene. rnIn a separate activity, ocean - atmosphere interactions were simulated in a large scale wind-wave canal facility, in order to investigate the gas exchange process and its controlling mechanisms. Air-water exchange rates of 14 chemical species (of which 11 VOCs) spanning a wide range of solubility (dimensionless solubility, α = 0:4 to 5470) and diffusivity (Schmidt number in water, Scw = 594 to 1194) were obtained under various turbulent (wind speed at ten meters height, u10 = 0:8 to 15ms-1) and surfactant modulated (two different sized Triton X-100 layers) surface conditions. Reliable and reproducible total gas transfer velocities were obtained and the derived values and trends were comparable to previous investigations. Through this study, a much better and more comprehensive understanding of the gas exchange process was accomplished. The role of friction velocity, uw* and mean square slope, σs2 in defining phenomena such as waves and wave breaking, near surface turbulence, bubbles and surface films was recognized as very significant. uw* was determined as the ideal turbulent parameter while σs2 described best the related surface conditions. A combination of both uw* and σs2 variables, was found to reproduce faithfully the air-water gas exchange process. rnA Total Transfer Velocity (TTV) model provided by a compilation of 14 tracers and a combination of both uw* and σs2 parameters, is proposed for the first time. Through the proposed TTV parameterization, a new physical perspective is presented which provides an accurate TTV for any tracer within the examined solubility range. rnThe development of such a comprehensive air-sea gas exchange parameterization represents a highly useful tool for regional and global models, providing accurate total transfer velocity estimations for any tracer and any sea-surface status, simplifying the calculation process and eliminating inevitable calculation uncertainty connected with the selection or combination of different parameterizations.rnrn

Clinical radiology and postmortem imaging (Virtopsy) are not the same: Specific and unspecific postmortem signs

The aim of this article is to disclose the characteristics of postmortem forensic imaging; give an overview of the several possible findings in postmortem imaging, which are uncommon or new to clinical radiologists; and discuss the possible pitfalls. Unspecific postmortem signs are enlisted and specific signs shall be presented, which are typical for one cause of death. Unspecific signs. Livor mortis may not only be seen from the outside, but also inside the body in the lungs: in chest CT internal livor mortis appear as ground glass opacity in the dependent lower lobes. The aortic wall is often hyperdense in postmortem CT due to wall contraction and loss of luminal pressure. Gas bubbles are very common postmortem due to systemic gas embolism after major open trauma, artificial respiration or initial decomposition; in particular putrefaction produces gas bubbles globally. Specific signs. Intracranial bleeding is hyperattenuating both in radiology and in postmortem imaging. Signs of strangulation are hemorrhage in the soft tissue of the neck like skin, subcutaneous tissue, platysma muscle and lymph nodes. The "vanishing" aorta is indicative for exsanguination. Fluid in the airways with mosaic lung densities and emphysema (aquosum) is typical for fresh-water drowning.