Representation of transmission lines: comparison of models and parameters distributed discrete parameters

A transmission line is characterized by the fact that its parameters are distributed along its length. This fact makes the voltages and currents along the line to behave like waves and these are described by differential equations. In general, the differential equations mentioned are difficult to solve in the time domain, due to the convolution integral, but in the frequency domain these equations become simpler and their solutions are known. The transmission line can be represented by a cascade of π circuits. This model has the advantage of being developed directly in the time domain, but there is a need to apply numerical integration methods. In this work a comparison of the model that considers the fact that the parameters are distributed (Universal Line Model) and the fact that the parameters considered concentrated along the line (π circuit model) using the trapezoidal integration method, and Simpson's rule Runge-Kutta in a single-phase transmission line length of 100 km subjected to an operation power. © 2003-2012 IEEE.

Additional scaled solutions to Richards' equation for infiltration and drainage

Warrick and Hussen developed in the nineties of the last century a method to scale Richards' equation (RE) for similar soils. In this paper, new scaled solutions are added to the method of Warrick and Hussen considering a wider range of soils regardless of their dissimilarity. Gardner-Kozeny hydraulic functions are adopted instead of Brooks-Corey functions used originally by Warrick and Hussen. These functions allow to reduce the dependence of the scaled RE on the soil properties. To evaluate the proposed method (PM), the scaled RE was solved numerically using a finite difference method with a fully implicit scheme. Three cases were considered: constant-head infiltration, constant-flux infiltration, and drainage of an initially uniform wet soil. The results for five texturally different soils ranging from sand to clay (adopted from the literature) showed that the scaled solutions were invariant to a satisfactory degree. However, slight deviations were observed mainly for the sandy soil. Moreover, the scaled solutions deviated when the soil profile was initially wet in the infiltration case or when deeply wet in the drainage condition. Based on the PM, a Philip-type model was also developed to approximate RE solutions for the constant-head infiltration. The model showed a good agreement with the scaled RE for the same range of soils and conditions, however only for Gardner-Kozeny soils. Such a procedure reduces numerical calculations and provides additional opportunities for solving the highly nonlinear RE for unsaturated water flow in soils. (C) 2011 Elsevier B.V. All rights reserved.

TDEM survey in urban environmental for hydrogeological study at USP campus in Sao Paulo city, Brazil

In this work, some TDEM (Time Domain Electromagnetic) results at USP (University of Sao Paulo) campus in Sao Paulo city, Brazil, are presented. The data were acquired focusing on two mains objectives: (i) to map geoelectrical stratigraphy of Sao Paulo sedimentary basin, emphasizing on hydrogeological studies about sedimentary and crystalline aquifers, and (ii) to analyze the viability of TDEM data acquisition use in urban environment. The study area is located in Sao Paulo basin border, characterized by Resende and Sao Paulo formations, which are constituted by sand-clays sediments over a granite-gneissic basement. Two equipments were used in order to acquire database: Protem47 (low power), and Protem57-MK2 (high power). Capacitive noise affect obtained data with Protem47 due to the presence of metal pipes buried at IAG/USP (Institute of Astronomy, Geophysics, and Atmospheric Science) test site at USP. On the other hand, capacitive noise did not affect acquired data with Protem57-MK2, and the data present high signal to noise ratio. Surveys helped in determining sedimentary and crystalline aquifers, characterized by a fracture zone with water inside basin basement (conductive zone). Results show good agreement with local geology obtained from lithological boreholes located in the study areas. Moreover, it shows that TDEM method can be used in urban environments with a countless potential in hydrogeological studies, offering great reliability. Studies showed that main TDEM-method limitation at USP was the lack of space for opening the transmitter loop. Results are very promising and open new perspectives for TDEM-method use in urban environments as this area remains unexplored. (C) 2011 Elsevier B.V. All rights reserved.

Numerical simulation of drop impact and jet buckling problems using the eXtended Pom-Pom model

This work presents numerical simulations of two fluid flow problems involving moving free surfaces: the impacting drop and fluid jet buckling. The viscoelastic model used in these simulations is the eXtended Pom-Pom (XPP) model. To validate the code, numerical predictions of the drop impact problem for Newtonian and Oldroyd-B fluids are presented and compared with other methods. In particular, a benchmark on numerical simulations for a XPP drop impacting on a rigid plate is performed for a wide range of the relevant parameters. Finally, to provide an additional application of free surface flows of XPP fluids, the viscous jet buckling problem is simulated and discussed. (C) 2011 Elsevier B.V. All rights reserved.

A marker-and-cell approach to free surface 2-D multiphase flows

This work describes a methodology to simulate free surface incompressible multiphase flows. This novel methodology allows the simulation of multiphase flows with an arbitrary number of phases, each of them having different densities and viscosities. Surface and interfacial tension effects are also included. The numerical technique is based on the GENSMAC front-tracking method. The velocity field is computed using a finite-difference discretization of a modification of the NavierStokes equations. These equations together with the continuity equation are solved for the two-dimensional multiphase flows, with different densities and viscosities in the different phases. The governing equations are solved on a regular Eulerian grid, and a Lagrangian mesh is employed to track free surfaces and interfaces. The method is validated by comparing numerical with analytic results for a number of simple problems; it was also employed to simulate complex problems for which no analytic solutions are available. The method presented in this paper has been shown to be robust and computationally efficient. Copyright (c) 2012 John Wiley & Sons, Ltd.

Quantification of Retinal Neural Loss in Patients with Neuromyelitis Optica and Multiple Sclerosis with or without Optic Neuritis Using Fourier-Domain Optical Coherence Tomography

PURPOSE. We compared retinal nerve fiber layer (RNFL) and macular thickness measurements in patients with multiple sclerosis (MS) and neuromyelitis optica (NMO) with or without a history of optic neuritis, and in controls using Fourier-domain (FD) optical coherence tomography (OCT). METHODS. Patients with MS (n = 60), NMO (n = 33), longitudinal extensive transverse myelitis (LETM, n = 28) and healthy controls (n = 41) underwent ophthalmic examination, including automated perimetry, and FD-OCT RNFL and macular thickness measurements. Five groups of eyes were compared: MS with or without previous optic neuritis, NMO, LETM, and controls. Correlation between OCT and visual field (VF) findings was investigated. RESULTS. With regard to most parameters, RNFL and macular thickness measurements were significantly smaller in eyes of each group of patients compared to controls. MS eyes with optic neuritis did not differ significantly from MS eyes without optic neuritis, but measurements were smaller in NMO eyes than in all other groups. RNFL (but not macular thickness) measurements were significantly smaller in LETM eyes than in controls. While OCT abnormalities were correlated significantly with VF loss in NMO/LETM and MS, the correlation was much stronger in the former. CONCLUSIONS. Although FD-OCT RNFL and macular thickness measurements can reveal subclinical or optic neuritis-related abnormalities in NMO-spectrum and MS patients, abnormalities are predominant in the macula of MS patients and in RFNL measurements in NMO patients. The correlation between OCT and VF abnormalities was stronger in NMO than in MS, suggesting the two conditions differ regarding structural and functional damage. (ClinicalTrials.gov number, NCT01024985.) Invest Ophthalmol Vis Sci. 2012;53:3959-3966) DOI:10.1167/iovs.11-9324

Use of a Single L1 GPS Receiver for Monitoring Structures: First Results of the Detection of Millimetric Dynamic Oscillations

This paper presents preliminary results to determine small displacements of a global positioning system (GPS) antenna fastened to a structure using only one L1 GPS receiver. Vibrations, periodic or not, are common in large structures, such as bridges, footbridges, tall buildings, and towers under dynamic loads. The behavior in time and frequency leads to structural analysis studies. The hypothesis of this article is that any large structure that presents vibrations in the centimeter-to-millimeter range can be monitored by phase measurements of a single L1 receiver with a high data rate, as long as the direction of the displacement is pointing to a particular satellite. Within this scenario, the carrier phase will be modulated by antenna displacement. During a period of a few dozen seconds, the relative displacement to the satellite, the satellite clock, and the atmospheric phase delays can be assumed as a polynomial time function. The residuals from a polynomial adjustment contain the phase modulation owing to small displacements, random noise, receiver clock short time instabilities, and multipath. The results showed that it is possible to detect displacements of centimeters in the phase data of a single satellite and millimeters in the difference between the phases of two satellites. After applying a periodic nonsinusoidal displacement of 10 m to the antenna, it is clearly recovered in the difference of the residuals. The time domain spectrum obtained by the fast Fourier transform (FFT) exhibited a defined peak of the third harmonic much more than the random noise using the proposed third-degree polynomial model. DOI: 10.1061/(ASCE)SU.1943-5428.0000070. (C) 2012 American Society of Civil Engineers.

Use of Carr-Purcell pulse sequence with low refocusing flip angle to measure T-1 and T-2 in a single experiment

The Carr-Purcell pulse sequence, with low refocusing flip angle, produces echoes midway between refocusing pulses that decay to a minimum value dependent on T*(2). When the refocusing flip angle was pi/2 (CP90) and tau > T*(2), the signal after the minimum value, increased to reach a steady-state free precession regime (SSFP), composed of a free induction decay signal after each pulse and an echo, before the next pulse. When tau < T*(2), the signal increased from the minimum value to the steady-state regime with a time constant (T*) = 2T(1)T(2)/(T-1 + T-2). identical to the time constant observed in the SSFP sequence, known as the continuous wave free precession (CWFP). The steady-state amplitude obtained with M-cp90 = M0T2/(T-1+T-2) was identical to CWFP. Therefore, this sequence was named CP-CWFP because it is a Carr-Purcell sequence that produces results similar to the CWFP. However, CP-CWFP is a better sequence for measuring the longitudinal and transverse relaxation times in single scan, when the sample exhibits T-1 similar to T-2. Therefore, this sequence can be a useful method in time domain NMR and can be widely used in the agriculture, food and petrochemical industries because those samples tend to have similar relaxation times in low magnetic fields. (C) 2011 Elsevier Inc. All rights reserved.

Detection of partial discharges at field in SF6 insulated equipments

This paper presents the results of research aiming to develop partial discharge detection techniques in high voltage equipment, at substation environment. Measurements of high frequency components of leakage current, at equipments' grounding conductor, were performed. This procedure was performed with the equipment energized and without disconnecting it from the system. The partial discharge generated current pulse is picked up by a high frequency CT, and is detected by an oscilloscope. The partial discharge identification was made considering previously obtained laboratory results, where partial discharges were characterized by means of its time domain signatures. This paper focuses measurements in SF6 circuit breakers. Encouraging results were obtained, showing the feasibility of detecting partial discharges in energized equipment in the laboratory and in the field, in a substation environment, using this method.

Parameters and algorithms to evaluate cardiac mechanics by conductance catheter

This work is structured as follows: In Section 1 we discuss the clinical problem of heart failure. In particular, we present the phenomenon known as ventricular mechanical dyssynchrony: its impact on cardiac function, the therapy for its treatment and the methods for its quantification. Specifically, we describe the conductance catheter and its use for the measurement of dyssynchrony. At the end of the Section 1, we propose a new set of indexes to quantify the dyssynchrony that are studied and validated thereafter. In Section 2 we describe the studies carried out in this work: we report the experimental protocols, we present and discuss the results obtained. Finally, we report the overall conclusions drawn from this work and we try to envisage future works and possible clinical applications of our results. Ancillary studies that were carried out during this work mainly to investigate several aspects of cardiac resynchronization therapy (CRT) are mentioned in Appendix. -------- Ventricular mechanical dyssynchrony plays a regulating role already in normal physiology but is especially important in pathological conditions, such as hypertrophy, ischemia, infarction, or heart failure (Chapter 1,2.). Several prospective randomized controlled trials supported the clinical efficacy and safety of cardiac resynchronization therapy (CRT) in patients with moderate or severe heart failure and ventricular dyssynchrony. CRT resynchronizes ventricular contraction by simultaneous pacing of both left and right ventricle (biventricular pacing) (Chapter 1.). Currently, the conductance catheter method has been used extensively to assess global systolic and diastolic ventricular function and, more recently, the ability of this instrument to pick-up multiple segmental volume signals has been used to quantify mechanical ventricular dyssynchrony. Specifically, novel indexes based on volume signals acquired with the conductance catheter were introduced to quantify dyssynchrony (Chapter 3,4.). Present work was aimed to describe the characteristics of the conductancevolume signals, to investigate the performance of the indexes of ventricular dyssynchrony described in literature and to introduce and validate improved dyssynchrony indexes. Morevoer, using the conductance catheter method and the new indexes, the clinical problem of the ventricular pacing site optimization was addressed and the measurement protocol to adopt for hemodynamic tests on cardiac pacing was investigated. In accordance to the aims of the work, in addition to the classical time-domain parameters, a new set of indexes has been extracted, based on coherent averaging procedure and on spectral and cross-spectral analysis (Chapter 4.). Our analyses were carried out on patients with indications for electrophysiologic study or device implantation (Chapter 5.). For the first time, besides patients with heart failure, indexes of mechanical dyssynchrony based on conductance catheter were extracted and studied in a population of patients with preserved ventricular function, providing information on the normal range of such a kind of values. By performing a frequency domain analysis and by applying an optimized coherent averaging procedure (Chapter 6.a.), we were able to describe some characteristics of the conductance-volume signals (Chapter 6.b.). We unmasked the presence of considerable beat-to-beat variations in dyssynchrony that seemed more frequent in patients with ventricular dysfunction and to play a role in discriminating patients. These non-recurrent mechanical ventricular non-uniformities are probably the expression of the substantial beat-to-beat hemodynamic variations, often associated with heart failure and due to cardiopulmonary interaction and conduction disturbances. We investigated how the coherent averaging procedure may affect or refine the conductance based indexes; in addition, we proposed and tested a new set of indexes which quantify the non-periodic components of the volume signals. Using the new set of indexes we studied the acute effects of the CRT and the right ventricular pacing, in patients with heart failure and patients with preserved ventricular function. In the overall population we observed a correlation between the hemodynamic changes induced by the pacing and the indexes of dyssynchrony, and this may have practical implications for hemodynamic-guided device implantation. The optimal ventricular pacing site for patients with conventional indications for pacing remains controversial. The majority of them do not meet current clinical indications for CRT pacing. Thus, we carried out an analysis to compare the impact of several ventricular pacing sites on global and regional ventricular function and dyssynchrony (Chapter 6.c.). We observed that right ventricular pacing worsens cardiac function in patients with and without ventricular dysfunction unless the pacing site is optimized. CRT preserves left ventricular function in patients with normal ejection fraction and improves function in patients with poor ejection fraction despite no clinical indication for CRT. Moreover, the analysis of the results obtained using new indexes of regional dyssynchrony, suggests that pacing site may influence overall global ventricular function depending on its relative effects on regional function and synchrony. Another clinical problem that has been investigated in this work is the optimal right ventricular lead location for CRT (Chapter 6.d.). Similarly to the previous analysis, using novel parameters describing local synchrony and efficiency, we tested the hypothesis and we demonstrated that biventricular pacing with alternative right ventricular pacing sites produces acute improvement of ventricular systolic function and improves mechanical synchrony when compared to standard right ventricular pacing. Although no specific right ventricular location was shown to be superior during CRT, the right ventricular pacing site that produced the optimal acute hemodynamic response varied between patients. Acute hemodynamic effects of cardiac pacing are conventionally evaluated after stabilization episodes. The applied duration of stabilization periods in most cardiac pacing studies varied considerably. With an ad hoc protocol (Chapter 6.e.) and indexes of mechanical dyssynchrony derived by conductance catheter we demonstrated that the usage of stabilization periods during evaluation of cardiac pacing may mask early changes in systolic and diastolic intra-ventricular dyssynchrony. In fact, at the onset of ventricular pacing, the main dyssynchrony and ventricular performance changes occur within a 10s time span, initiated by the changes in ventricular mechanical dyssynchrony induced by aberrant conduction and followed by a partial or even complete recovery. It was already demonstrated in normal animals that ventricular mechanical dyssynchrony may act as a physiologic modulator of cardiac performance together with heart rate, contractile state, preload and afterload. The present observation, which shows the compensatory mechanism of mechanical dyssynchrony, suggests that ventricular dyssynchrony may be regarded as an intrinsic cardiac property, with baseline dyssynchrony at increased level in heart failure patients. To make available an independent system for cardiac output estimation, in order to confirm the results obtained with conductance volume method, we developed and validated a novel technique to apply the Modelflow method (a method that derives an aortic flow waveform from arterial pressure by simulation of a non-linear three-element aortic input impedance model, Wesseling et al. 1993) to the left ventricular pressure signal, instead of the arterial pressure used in the classical approach (Chapter 7.). The results confirmed that in patients without valve abnormalities, undergoing conductance catheter evaluations, the continuous monitoring of cardiac output using the intra-ventricular pressure signal is reliable. Thus, cardiac output can be monitored quantitatively and continuously with a simple and low-cost method. During this work, additional studies were carried out to investigate several areas of uncertainty of CRT. The results of these studies are briefly presented in Appendix: the long-term survival in patients treated with CRT in clinical practice, the effects of CRT in patients with mild symptoms of heart failure and in very old patients, the limited thoracotomy as a second choice alternative to transvenous implant for CRT delivery, the evolution and prognostic significance of diastolic filling pattern in CRT, the selection of candidates to CRT with echocardiographic criteria and the prediction of response to the therapy.

Models and methods for power monolithic microwave integrated circuits

Computer aided design of Monolithic Microwave Integrated Circuits (MMICs) depends critically on active device models that are accurate, computationally efficient, and easily extracted from measurements or device simulators. Empirical models of active electron devices, which are based on actual device measurements, do not provide a detailed description of the electron device physics. However they are numerically efficient and quite accurate. These characteristics make them very suitable for MMIC design in the framework of commercially available CAD tools. In the empirical model formulation it is very important to separate linear memory effects (parasitic effects) from the nonlinear effects (intrinsic effects). Thus an empirical active device model is generally described by an extrinsic linear part which accounts for the parasitic passive structures connecting the nonlinear intrinsic electron device to the external world. An important task circuit designers deal with is evaluating the ultimate potential of a device for specific applications. In fact once the technology has been selected, the designer would choose the best device for the particular application and the best device for the different blocks composing the overall MMIC. Thus in order to accurately reproducing the behaviour of different-in-size devices, good scalability properties of the model are necessarily required. Another important aspect of empirical modelling of electron devices is the mathematical (or equivalent circuit) description of the nonlinearities inherently associated with the intrinsic device. Once the model has been defined, the proper measurements for the characterization of the device are performed in order to identify the model. Hence, the correct measurement of the device nonlinear characteristics (in the device characterization phase) and their reconstruction (in the identification or even simulation phase) are two of the more important aspects of empirical modelling. This thesis presents an original contribution to nonlinear electron device empirical modelling treating the issues of model scalability and reconstruction of the device nonlinear characteristics. The scalability of an empirical model strictly depends on the scalability of the linear extrinsic parasitic network, which should possibly maintain the link between technological process parameters and the corresponding device electrical response. Since lumped parasitic networks, together with simple linear scaling rules, cannot provide accurate scalable models, either complicate technology-dependent scaling rules or computationally inefficient distributed models are available in literature. This thesis shows how the above mentioned problems can be avoided through the use of commercially available electromagnetic (EM) simulators. They enable the actual device geometry and material stratification, as well as losses in the dielectrics and electrodes, to be taken into account for any given device structure and size, providing an accurate description of the parasitic effects which occur in the device passive structure. It is shown how the electron device behaviour can be described as an equivalent two-port intrinsic nonlinear block connected to a linear distributed four-port passive parasitic network, which is identified by means of the EM simulation of the device layout, allowing for better frequency extrapolation and scalability properties than conventional empirical models. Concerning the issue of the reconstruction of the nonlinear electron device characteristics, a data approximation algorithm has been developed for the exploitation in the framework of empirical table look-up nonlinear models. Such an approach is based on the strong analogy between timedomain signal reconstruction from a set of samples and the continuous approximation of device nonlinear characteristics on the basis of a finite grid of measurements. According to this criterion, nonlinear empirical device modelling can be carried out by using, in the sampled voltage domain, typical methods of the time-domain sampling theory.

Enabling Blocks for Integrated CMOS UWB Transceivers

The last decades have seen an unrivaled growth and diffusion of mobile telecommunications. Several standards have been developed to this purposes, from GSM mobile phone communications to WLAN IEEE 802.11, providing different services for the the transmission of signals ranging from voice to high data rate digital communications and Digital Video Broadcasting (DVB). In this wide research and market field, this thesis focuses on Ultra Wideband (UWB) communications, an emerging technology for providing very high data rate transmissions over very short distances. In particular the presented research deals with the circuit design of enabling blocks for MB-OFDM UWB CMOS single-chip transceivers, namely the frequency synthesizer and the transmission mixer and power amplifier. First we discuss three different models for the simulation of chargepump phase-locked loops, namely the continuous time s-domain and discrete time z-domain approximations and the exact semi-analytical time-domain model. The limitations of the two approximated models are analyzed in terms of error in the computed settling time as a function of loop parameters, deriving practical conditions under which the different models are reliable for fast settling PLLs up to fourth order. Besides, a phase noise analysis method based upon the time-domain model is introduced and compared to the results obtained by means of the s-domain model. We compare the three models over the simulation of a fast switching PLL to be integrated in a frequency synthesizer for WiMedia MB-OFDM UWB systems. In the second part, the theoretical analysis is applied to the design of a 60mW 3.4 to 9.2GHz 12 Bands frequency synthesizer for MB-OFDM UWB based on two wide-band PLLs. The design is presented and discussed up to layout level. A test chip has been implemented in TSMC CMOS 90nm technology, measured data is provided. The functionality of the circuit is proved and specifications are met with state-of-the-art area occupation and power consumption. The last part of the thesis deals with the design of a transmission mixer and a power amplifier for MB-OFDM UWB band group 1. The design has been carried on up to layout level in ST Microlectronics 65nm CMOS technology. Main characteristics of the systems are the wideband behavior (1.6 GHz of bandwidth) and the constant behavior over process parameters, temperature and supply voltage thanks to the design of dedicated adaptive biasing circuits.

Collective effects for the LHC injectors: non-ultrarelativistic approaches

The upgrade of the CERN accelerator complex has been planned in order to further increase the LHC performances in exploring new physics frontiers. One of the main limitations to the upgrade is represented by the collective instabilities. These are intensity dependent phenomena triggered by electromagnetic fields excited by the interaction of the beam with its surrounding. These fields are represented via wake fields in time domain or impedances in frequency domain. Impedances are usually studied assuming ultrarelativistic bunches while we mainly explored low and medium energy regimes in the LHC injector chain. In a non-ultrarelativistic framework we carried out a complete study of the impedance structure of the PSB which accelerates proton bunches up to 1.4 GeV. We measured the imaginary part of the impedance which creates betatron tune shift. We introduced a parabolic bunch model which together with dedicated measurements allowed us to point to the resistive wall impedance as the source of one of the main PSB instability. These results are particularly useful for the design of efficient transverse instability dampers. We developed a macroparticle code to study the effect of the space charge on intensity dependent instabilities. Carrying out the analysis of the bunch modes we proved that the damping effects caused by the space charge, which has been modelled with semi-analytical method and using symplectic high order schemes, can increase the bunch intensity threshold. Numerical libraries have been also developed in order to study, via numerical simulations of the bunches, the impedance of the whole CERN accelerator complex. On a different note, the experiment CNGS at CERN, requires high-intensity beams. We calculated the interpolating Hamiltonian of the beam for highly non-linear lattices. These calculations provide the ground for theoretical and numerical studies aiming to improve the CNGS beam extraction from the PS to the SPS.

Rheology and Fourier-transform rheology on water-based systems

The influence of shear fields on water-based systems was investigated within this thesis. The non-linear rheological behaviour of spherical and rod-like particles was examined with Fourier-Transform rheology under LAOS conditions. As a model system for spherical particles two different kinds of polystyrene dispersions, with a solid content higher than 0.3 each, were synthesised within this work. Due to the differences in polydispersity and Debye-length, differences were also found in the rheology. In the FT-rheology both kinds of dispersions showed a similar rise in the intensities of the magnitudes of the odd higher harmonics, which were predicted by a model. The in some cases additionally appearing second harmonics were not predicted. A novel method to analyse the time domain signal was developed, that splits the time domain signal up in four characteristic functions. Those characteristic functions correspond to rheological phenomena. In some cases the intensities of the Fourier components can interfere negatively. FD-virus particles were used as a rod-like model system, which already shows a highly non-linear behaviour at concentrations below 1. % wt. Predictions for the dependence of the higher harmonics from the strain amplitude described the non-linear behaviour well at large, but no so good at small strain amplitudes. Additionally the trends of the rheological behaviour could be described by a theory for rod-like particles. An existing rheo-optical set-up was enhanced by reducing the background birefringence by a factor of 20 and by increasing the time resolution by a factor of 24. Additionally a combination of FT-rheology and rheo-optics was achieved. The influence of a constant shear field on the crystallisation process of zinc oxide in the presence of a polymer was examined. The crystallites showed a reduction in length by a factor of 2. The directed addition of polymers in combination with a defined shear field can be an easy way for a defined change of the form of crystallites.

Black-scholes type equations

In this work we are concerned with the analysis and numerical solution of Black-Scholes type equations arising in the modeling of incomplete financial markets and an inverse problem of determining the local volatility function in a generalized Black-Scholes model from observed option prices. In the first chapter a fully nonlinear Black-Scholes equation which models transaction costs arising in option pricing is discretized by a new high order compact scheme. The compact scheme is proved to be unconditionally stable and non-oscillatory and is very efficient compared to classical schemes. Moreover, it is shown that the finite difference solution converges locally uniformly to the unique viscosity solution of the continuous equation. In the next chapter we turn to the calibration problem of computing local volatility functions from market data in a generalized Black-Scholes setting. We follow an optimal control approach in a Lagrangian framework. We show the existence of a global solution and study first- and second-order optimality conditions. Furthermore, we propose an algorithm that is based on a globalized sequential quadratic programming method and a primal-dual active set strategy, and present numerical results. In the last chapter we consider a quasilinear parabolic equation with quadratic gradient terms, which arises in the modeling of an optimal portfolio in incomplete markets. The existence of weak solutions is shown by considering a sequence of approximate solutions. The main difficulty of the proof is to infer the strong convergence of the sequence. Furthermore, we prove the uniqueness of weak solutions under a smallness condition on the derivatives of the covariance matrices with respect to the solution, but without additional regularity assumptions on the solution. The results are illustrated by a numerical example.