Existence of solutions and asymtptotic limits of the Euler-Poisson and the quantum drift-diffusion systems

My work concerns two different systems of equations used in the mathematical modeling of semiconductors and plasmas: the Euler-Poisson system and the quantum drift-diffusion system. The first is given by the Euler equations for the conservation of mass and momentum, with a Poisson equation for the electrostatic potential. The second one takes into account the physical effects due to the smallness of the devices (quantum effects). It is a simple extension of the classical drift-diffusion model which consists of two continuity equations for the charge densities, with a Poisson equation for the electrostatic potential. Using an asymptotic expansion method, we study (in the steady-state case for a potential flow) the limit to zero of the three physical parameters which arise in the Euler-Poisson system: the electron mass, the relaxation time and the Debye length. For each limit, we prove the existence and uniqueness of profiles to the asymptotic expansion and some error estimates. For a vanishing electron mass or a vanishing relaxation time, this method gives us a new approach in the convergence of the Euler-Poisson system to the incompressible Euler equations. For a vanishing Debye length (also called quasineutral limit), we obtain a new approach in the existence of solutions when boundary layers can appear (i.e. when no compatibility condition is assumed). Moreover, using an iterative method, and a finite volume scheme or a penalized mixed finite volume scheme, we numerically show the smallness condition on the electron mass needed in the existence of solutions to the system, condition which has already been shown in the literature. In the quantum drift-diffusion model for the transient bipolar case in one-space dimension, we show, by using a time discretization and energy estimates, the existence of solutions (for a general doping profile). We also prove rigorously the quasineutral limit (for a vanishing doping profile). Finally, using a new time discretization and an algorithmic construction of entropies, we prove some regularity properties for the solutions of the equation obtained in the quasineutral limit (for a vanishing pressure). This new regularity permits us to prove the positivity of solutions to this equation for at least times large enough.

Quantum hydrodynamic models for semiconductors with and without collisions

In dieser Arbeit werden Quantum-Hydrodynamische (QHD) Modelle betrachtet, die ihren Einsatz besonders in der Modellierung von Halbleiterbauteilen finden. Das QHD Modell besteht aus den Erhaltungsgleichungen für die Teilchendichte, das Momentum und die Energiedichte, inklusive der Quanten-Korrekturen durch das Bohmsche Potential. Zu Beginn wird eine Übersicht über die bekannten Ergebnisse der QHD Modelle unter Vernachlässigung von Kollisionseffekten gegeben, die aus ein­em Schrödinger-System für den gemischten-Zustand oder aus der Wigner-Glei­chung hergeleitet werden können. Nach der Reformulierung der eindimensionalen QHD Gleichungen mit linearem Potential als stationäre Schrö­din­ger-Gleichung werden die semianalytischen Fassungen der QHD Gleichungen für die Gleichspannungs-Kurve betrachtet. Weiterhin werden die viskosen Stabilisierungen des QHD Modells be­rück­sich­tigt, sowie die von Gardner vorgeschlagene numerische Viskosität für das {sf upwind} Finite-Differenzen Schema berechnet. Im Weiteren wird das viskose QHD Modell aus der Wigner-Glei­chung mit Fokker-Planck Kollisions-Ope­ra­tor hergeleitet. Dieses Modell enthält die physikalische Viskosität, die durch den Kollision-Operator eingeführt wird. Die Existenz der Lösungen (mit strikt positiver Teilchendichte) für das isotherme, stationäre, eindimensionale, viskose Modell für allgemeine Daten und nichthomogene Randbedingungen wird gezeigt. Die dafür notwendigen Abschätzungen hängen von der Viskosität ab und erlauben daher den Grenzübergang zum nicht-viskosen Fall nicht. Numerische Simulationen der Resonanz-Tunneldiode modelliert mit dem nichtisothermen, stationären, eindimensionalen, viskosen QHD Modell zeigen den Einfluss der Viskosität auf die Lösung. Unter Verwendung des von Degond und Ringhofer entwickelten Quanten-Entropie-Minimierungs-Verfahren werden die allgemeinen QHD-Gleichungen aus der Wigner-Boltzmann-Gleichung mit dem BGK-Kollisions-Operator hergeleitet. Die Herleitung basiert auf der vorsichtige Entwicklung des Quanten-Max­well­ians in Potenzen der skalierten Plankschen Konstante. Das so erhaltene Modell enthält auch vertex-Terme und dispersive Terme für die Ge­schwin­dig­keit. Dadurch bleibt die Gleichspannungs-Kurve für die Re­so­nanz-Tunnel­diode unter Verwendung des allgemeinen QHD Modells in einer Dimension numerisch erhalten. Die Ergebnisse zeigen, dass der dispersive Ge­schwin­dig­keits-Term die Lösung des Systems stabilisiert.

A Design Method for Flexure-Based Compliant Mechanisms on the Basis of Stiffness and Stress Characteristics

Geometric nonlinearities of flexure hinges introduced by large deflections often complicate the analysis of compliant mechanisms containing such members, and therefore, Pseudo-Rigid-Body Models (PRBMs) have been well proposed and developed by Howell [1994] to analyze the characteristics of slender beams under large deflection. These models, however, fail to approximate the characteristics for the deep beams (short beams) or the other flexure hinges. Lobontiu's work [2001] contributed to the diverse flexure hinge analysis building on the assumptions of small deflection, which also limits the application range of these flexure hinges and cannot analyze the stiffness and stress characteristics of these flexure hinges for large deflection. Therefore, the objective of this thesis is to analyze flexure hinges considering both the effects of large-deflection and shear force, which guides the design of flexure-based compliant mechanisms. The main work conducted in the thesis is outlined as follows. 1. Three popular types of flexure hinges: (circular flexure hinges, elliptical flexure hinges and corner-filleted flexure hinges) are chosen for analysis at first. 2. Commercial software (Comsol) based Finite Element Analysis (FEA) method is then used for correcting the errors produced by the equations proposed by Lobontiu when the chosen flexure hinges suffer from large deformation. 3. Three sets of generic design equations for the three types of flexure hinges are further proposed on the basis of stiffness and stress characteristics from the FEA results. 4. A flexure-based four-bar compliant mechanism is finally studied and modeled using the proposed generic design equations. The load-displacement relationships are verified by a numerical example. The results show that a maximum error about the relationship between moment and rotation deformation is less than 3.4% for a flexure hinge, and it is lower than 5% for the four-bar compliant mechanism compared with the FEA results.

The Dynamics of Passive Torsional Fatigue Test Rigs: Innovative Applications of Universal Joints

The dynamics of a passive back-to-back test rig have been characterised, leading to a multi-coordinate approach for the analysis of arbitrary test configurations. Universal joints have been introduced into a typical pre-loaded back-to-back system in order to produce an oscillating torsional moment in a test specimen. Two different arrangements have been investigated using a frequency-based sub-structuring approach: the receptance method. A numerical model has been developed in accordance with this theory, allowing interconnection of systems with two-coordinates and closed multi-loop schemes. The model calculates the receptance functions and modal and deflected shapes of a general system. Closed form expressions of the following individual elements have been developed: a servomotor, damped continuous shaft and a universal joint. Numerical results for specific cases have been compared with published data in literature and experimental measurements undertaken in the present work. Due to the complexity of the universal joint and its oscillating dynamic effects, a more detailed analysis of this component has been developed. Two models have been presented. The first represents the joint as two inertias connected by a massless cross-piece. The second, derived by the dynamic analysis of a spherical four-link mechanism, considers the contribution of the floating element and its gyroscopic effects. An investigation into non-linear behaviour has led to a time domain model that utilises the Runge-Kutta fourth order method for resolution of the dynamic equations. It has been demonstrated that the torsional receptances of a universal joint, derived using the simple model, result in representation of the joint as an equivalent variable inertia. In order to verify the model, a test rig has been built and experimental validation undertaken. The variable inertia of a universal joint has lead to a novel application of the component as a passive device for the balancing of inertia variations in slider-crank mechanisms.

A new double laser pulse pumping scheme for transient collisionally excited plasma soft X-ray lasers

Within this thesis a new double laser pulse pumping scheme for plasma-based, transient collisionally excited soft x-ray lasers (SXRL) was developed, characterized and utilized for applications. SXRL operations from ~50 up to ~200 electron volt were demonstrated applying this concept. As a central technical tool, a special Mach-Zehnder interferometer in the chirped pulse amplification (CPA) laser front-end was developed for the generation of fully controllable double-pulses to optimally pump SXRLs.rnThis Mach-Zehnder device is fully controllable and enables the creation of two CPA pulses of different pulse duration and variable energy balance with an adjustable time delay. Besides the SXRL pumping, the double-pulse configuration was applied to determine the B-integral in the CPA laser system by amplifying short pulse replica in the system, followed by an analysis in the time domain. The measurement of B-integral values in the 0.1 to 1.5 radian range, only limited by the reachable laser parameters, proved to be a promising tool to characterize nonlinear effects in the CPA laser systems.rnContributing to the issue of SXRL pumping, the double-pulse was configured to optimally produce the gain medium of the SXRL amplification. The focusing geometry of the two collinear pulses under the same grazing incidence angle on the target, significantly improved the generation of the active plasma medium. On one hand the effect was induced by the intrinsically guaranteed exact overlap of the two pulses on the target, and on the other hand by the grazing incidence pre-pulse plasma generation, which allows for a SXRL operation at higher electron densities, enabling higher gain in longer wavelength SXRLs and higher efficiency at shorter wavelength SXRLs. The observation of gain enhancement was confirmed by plasma hydrodynamic simulations.rnThe first introduction of double short-pulse single-beam grazing incidence pumping for SXRL pumping below 20 nanometer at the laser facility PHELIX in Darmstadt (Germany), resulted in a reliable operation of a nickel-like palladium SXRL at 14.7 nanometer with a pump energy threshold strongly reduced to less than 500 millijoule. With the adaptation of the concept, namely double-pulse single-beam grazing incidence pumping (DGRIP) and the transfer of this technology to the laser facility LASERIX in Palaiseau (France), improved efficiency and stability of table-top high-repetition soft x-ray lasers in the wavelength region below 20 nanometer was demonstrated. With a total pump laser energy below 1 joule the target, 2 mircojoule of nickel-like molybdenum soft x-ray laser emission at 18.9 nanometer was obtained at 10 hertz repetition rate, proving the attractiveness for high average power operation. An easy and rapid alignment procedure fulfilled the requirements for a sophisticated installation, and the highly stable output satisfied the need for a reliable strong SXRL source. The qualities of the DGRIP scheme were confirmed in an irradiation operation on user samples with over 50.000 shots corresponding to a deposited energy of ~ 50 millijoule.rnThe generation of double-pulses with high energies up to ~120 joule enabled the transfer to shorter wavelength SXRL operation at the laser facility PHELIX. The application of DGRIP proved to be a simple and efficient method for the generation of soft x-ray lasers below 10 nanometer. Nickel-like samarium soft x-ray lasing at 7.3 nanometer was achieved at a low total pump energy threshold of 36 joule, which confirmed the suitability of the applied pumping scheme. A reliable and stable SXRL operation was demonstrated, due to the single-beam pumping geometry despite the large optical apertures. The soft x-ray lasing of nickel-like samarium was an important milestone for the feasibility of applying the pumping scheme also for higher pumping pulse energies, which are necessary to obtain soft x-ray laser wavelengths in the water window. The reduction of the total pump energy below 40 joule for 7.3 nanometer short wavelength lasing now fulfilled the requirement for the installation at the high-repetition rate operation laser facility LASERIX.rn

Validation of a new method to assess the long-term Hypothalamic-Pituitary-Adrenal Activity using hair glucocorticoids as biomarkers. - Studies on pigs and laboratory Sprague-Dawley Rats

The evaluation of chronic activity of the hypothalamic-pituitary-adrenal (HPA) axis is critical for determining the impact of chronic stressful situations. The potential use of hair glucocorticoids as a non-invasive, retrospective, biomarker of long term HPA activity is of great interest, and it is gaining acceptance in humans and animals. However, there are still no studies in literature examining hair cortisol concentration in pigs and corticosterone concentration in laboratory rodents. Therefore, we developed and validated, for the first time, a method for measuring hair glucocorticoids concentration in commercial sows and in Sprague-Dawley rats. Our preliminary data demonstrated: 1) a validated and specific washing protocol and extraction assay method with a good sensitivity in both species; 2) the effect of the reproductive phase, housing conditions and seasonality on hair cortisol concentration in sows; 3) similar hair corticosterone concentration in male and female rats; 4) elevated hair corticosterone concentration in response to chronic stress manipulations and chronic ACTH administration, demonstrating that hair provides a good direct index of HPA activity over long periods than other indirect parameters, such adrenal or thymus weight. From these results we believe that this new non-invasive tool needs to be applied to better characterize the overall impact in livestock animals and in laboratory rodents of chronic stressful situations that negatively affect animals welfare. Nevertheless, further studies are needed to improve this methodology and maybe to develop animal models for chronic stress of high interest and translational value in human medicine.

Stochastic local volatility model for fx markets

Questa tesi verte sullo studio di un modello a volatilità stocastica e locale, utilizzato per valutare opzioni esotiche nei mercati dei cambio. La difficoltà nell'implementare un modello di tal tipo risiede nella calibrazione della leverage surface e uno degli scopi principali di questo lavoro è quello di mostrarne la procedura.

Numerical simulation of some viscoelastic fluids

Numerical simulation of the Oldroyd-B type viscoelastic fluids is a very challenging problem. rnThe well-known High Weissenberg Number Problem" has haunted the mathematicians, computer scientists, and rnengineers for more than 40 years. rnWhen the Weissenberg number, which represents the ratio of elasticity to viscosity, rnexceeds some limits, simulations done by standard methods break down exponentially fast in time. rnHowever, some approaches, such as the logarithm transformation technique can significantly improve rnthe limits of the Weissenberg number until which the simulations stay stable. rnrnWe should point out that the global existence of weak solutions for the Oldroyd-B model is still open. rnLet us note that in the evolution equation of the elastic stress tensor the terms describing diffusive rneffects are typically neglected in the modelling due to their smallness. However, when keeping rnthese diffusive terms in the constitutive law the global existence of weak solutions in two-space dimension rncan been shown. rnrnThis main part of the thesis is devoted to the stability study of the Oldroyd-B viscoelastic model. rnFirstly, we show that the free energy of the diffusive Oldroyd-B model as well as its rnlogarithm transformation are dissipative in time. rnFurther, we have developed free energy dissipative schemes based on the characteristic finite element and finite difference framework. rnIn addition, the global linear stability analysis of the diffusive Oldroyd-B model has also be discussed. rnThe next part of the thesis deals with the error estimates of the combined finite element rnand finite volume discretization of a special Oldroyd-B model which covers the limiting rncase of Weissenberg number going to infinity. Theoretical results are confirmed by a series of numerical rnexperiments, which are presented in the thesis, too.

Performance analysis of reconstruction algorithms for breast microwave imaging

The problem of localizing a scatterer, which represents a tumor, in a homogeneous circular domain, which represents a breast, is addressed. A breast imaging method based on microwaves is considered. The microwave imaging involves to several techniques for detecting, localizing and characterizing tumors in breast tissues. In all such methods an electromagnetic inverse scattering problem exists. For the scattering detection method, an algorithm based on a linear procedure solution, inspired by MUltiple SIgnal Classification algorithm (MUSIC) and Time Reversal method (TR), is implemented. The algorithm returns a reconstructed image of the investigation domain in which it is detected the scatterer position. This image is called pseudospectrum. A preliminary performance analysis of the algorithm vying the working frequency is performed: the resolution and the signal-to-noise ratio of the pseudospectra are improved if a multi-frequency approach is considered. The Geometrical Mean-MUSIC algorithm (GM- MUSIC) is proposed as multi-frequency method. The performance of the GMMUSIC is tested in different real life computer simulations. The performed analysis shows that the algorithm detects the scatterer until the electrical parameters of the breast are known. This is an evident limit, since, in a real life situation, the anatomy of the breast is unknown. An improvement in GM-MUSIC is proposed: the Eye-GMMUSIC algorithm. Eye-GMMUSIC algorithm needs no a priori information on the electrical parameters of the breast. It is an optimizing algorithm based on the pattern search algorithm: it searches the breast parameters which minimize the Signal-to-Clutter Mean Ratio (SCMR) in the signal. Finally, the GM-MUSIC and the Eye-GMMUSIC algorithms are tested on a microwave breast cancer detection system consisting of an dipole antenna, a Vector Network Analyzer and a novel breast phantom built at University of Bologna. The reconstruction of the experimental data confirm the GM-MUSIC ability to localize a scatterer in a homogeneous medium.

Reproducibility of retinal thickness measurements in patients with age-related macular degeneration using 3D Fourier-domain optical coherence tomography (OCT) (Topcon 3D-OCT 1000)

Conventional time-domain optical coherence tomography (OCT) has become an important tool for following dry or exudative age-related macular degeneration (AMD). Fourier-domain three-dimensional (3D) OCT was recently introduced. This study tested the reproducibility of 3D-OCT retinal thickness measurements in patients with dry and exudative AMD.

A pharmaco-EEG study on antipsychotic drugs in healthy volunteers

RATIONALE: Both psychotropic drugs and mental disorders have typical signatures in quantitative electroencephalography (EEG). Previous studies found that some psychotropic drugs had EEG effects opposite to the EEG effects of the mental disorders treated with these drugs (key-lock principle). OBJECTIVES: We performed a placebo-controlled pharmaco-EEG study on two conventional antipsychotics (chlorpromazine and haloperidol) and four atypical antipsychotics (olanzapine, perospirone, quetiapine, and risperidone) in healthy volunteers. We investigated differences between conventional and atypical drug effects and whether the drug effects were compatible with the key-lock principle. METHODS: Fourteen subjects underwent seven EEG recording sessions, one for each drug (dosage equivalent of 1 mg haloperidol). In a time-domain analysis, we quantified the EEG by identifying clusters of transiently stable EEG topographies (microstates). Frequency-domain analysis used absolute power across electrodes and the location of the center of gravity (centroid) of the spatial distribution of power in different frequency bands. RESULTS: Perospirone increased duration of a microstate class typically shortened in schizophrenics. Haloperidol increased mean microstate duration of all classes, increased alpha 1 and beta 1 power, and tended to shift the beta 1 centroid posterior. Quetiapine decreased alpha 1 power and shifted the centroid anterior in both alpha bands. Olanzapine shifted the centroid anterior in alpha 2 and beta 1. CONCLUSIONS: The increased microstate duration under perospirone and haloperidol was opposite to effects previously reported in schizophrenic patients, suggesting a key-lock mechanism. The opposite centroid changes induced by olanzapine and quetiapine compared to haloperidol might characterize the difference between conventional and atypical antipsychotics.

Brain connectivity at different time-scales measured with EEG

We present an overview of different methods for decomposing a multichannel spontaneous electroencephalogram (EEG) into sets of temporal patterns and topographic distributions. All of the methods presented here consider the scalp electric field as the basic analysis entity in space. In time, the resolution of the methods is between milliseconds (time-domain analysis), subseconds (time- and frequency-domain analysis) and seconds (frequency-domain analysis). For any of these methods, we show that large parts of the data can be explained by a small number of topographic distributions. Physically, this implies that the brain regions that generated one of those topographies must have been active with a common phase. If several brain regions are producing EEG signals at the same time and frequency, they have a strong tendency to do this in a synchronized mode. This view is illustrated by several examples (including combined EEG and functional magnetic resonance imaging (fMRI)) and a selective review of the literature. The findings are discussed in terms of short-lasting binding between different brain regions through synchronized oscillations, which could constitute a mechanism to form transient, functional neurocognitive networks.

Wind plant interaction with series-compensated power systems

Wind power based generation has been rapidly growing world-wide during the recent past. In order to transmit large amounts of wind power over long distances, system planners may often add series compensation to existing transmission lines owing to several benefits such as improved steady-state power transfer limit, improved transient stability, and efficient utilization of transmission infrastructure. Application of series capacitors has posed resonant interaction concerns such as through subsynchronous resonance (SSR) with conventional turbine-generators. Wind turbine-generators may also be susceptible to such resonant interactions. However, not much information is available in literature and even engineering standards are yet to address these issues. The motivation problem for this research is based on an actual system switching event that resulted in undamped oscillations in a 345-kV series-compensated, typical ring-bus power system configuration. Based on time-domain ATP (Alternative Transients Program) modeling, simulations and analysis of system event records, the occurrence of subsynchronous interactions within the existing 345-kV series-compensated power system has been investigated. Effects of various small-signal and large-signal power system disturbances with both identical and non-identical wind turbine parameters (such as with a statistical-spread) has been evaluated. Effect of parameter variations on subsynchronous oscillations has been quantified using 3D-DFT plots and the oscillations have been identified as due to electrical self-excitation effects, rather than torsional interaction. Further, the generator no-load reactance and the rotor-side converter inner-loop controller gains have been identified as bearing maximum sensitivity to either damping or exacerbating the self-excited oscillations. A higher-order spectral analysis method based on modified Prony estimation has been successfully applied to the field records identifying dominant 9.79 Hz subsynchronous oscillations. Recommendations have been made for exploring countermeasures.

High precision range estimation techniques for multi-path wireless environments

Range estimation is the core of many positioning systems such as radar, and Wireless Local Positioning Systems (WLPS). The estimation of range is achieved by estimating Time-of-Arrival (TOA). TOA represents the signal propagation delay between a transmitter and a receiver. Thus, error in TOA estimation causes degradation in range estimation performance. In wireless environments, noise, multipath, and limited bandwidth reduce TOA estimation performance. TOA estimation algorithms that are designed for wireless environments aim to improve the TOA estimation performance by mitigating the effect of closely spaced paths in practical (positive) signal-to-noise ratio (SNR) regions. Limited bandwidth avoids the discrimination of closely spaced paths. This reduces TOA estimation performance. TOA estimation methods are evaluated as a function of SNR, bandwidth, and the number of reflections in multipath wireless environments, as well as their complexity. In this research, a TOA estimation technique based on Blind signal Separation (BSS) is proposed. This frequency domain method estimates TOA in wireless multipath environments for a given signal bandwidth. The structure of the proposed technique is presented and its complexity and performance are theoretically evaluated. It is depicted that the proposed method is not sensitive to SNR, number of reflections, and bandwidth. In general, as bandwidth increases, TOA estimation performance improves. However, spectrum is the most valuable resource in wireless systems and usually a large portion of spectrum to support high performance TOA estimation is not available. In addition, the radio frequency (RF) components of wideband systems suffer from high cost and complexity. Thus, a novel, multiband positioning structure is proposed. The proposed technique uses the available (non-contiguous) bands to support high performance TOA estimation. This system incorporates the capabilities of cognitive radio (CR) systems to sense the available spectrum (also called white spaces) and to incorporate white spaces for high-performance localization. First, contiguous bands that are divided into several non-equal, narrow sub-bands that possess the same SNR are concatenated to attain an accuracy corresponding to the equivalent full band. Two radio architectures are proposed and investigated: the signal is transmitted over available spectrum either simultaneously (parallel concatenation) or sequentially (serial concatenation). Low complexity radio designs that handle the concatenation process sequentially and in parallel are introduced. Different TOA estimation algorithms that are applicable to multiband scenarios are studied and their performance is theoretically evaluated and compared to simulations. Next, the results are extended to non-contiguous, non-equal sub-bands with the same SNR. These are more realistic assumptions in practical systems. The performance and complexity of the proposed technique is investigated as well. This study’s results show that selecting bandwidth, center frequency, and SNR levels for each sub-band can adapt positioning accuracy.

Maximum principle preserving high order schemes for convection-dominated diffusion equations

The maximum principle is an important property of solutions to PDE. Correspondingly, it's of great interest for people to design a high order numerical scheme solving PDE with this property maintained. In this thesis, our particular interest is solving convection-dominated diffusion equation. We first review a nonconventional maximum principle preserving(MPP) high order finite volume(FV) WENO scheme, and then propose a new parametrized MPP high order finite difference(FD) WENO framework, which is generalized from the one solving hyperbolic conservation laws. A formal analysis is presented to show that a third order finite difference scheme with this parametrized MPP flux limiters maintains the third order accuracy without extra CFL constraint when the low order monotone flux is chosen appropriately. Numerical tests in both one and two dimensional cases are performed on the simulation of the incompressible Navier-Stokes equations in vorticity stream-function formulation and several other problems to show the effectiveness of the proposed method.