Bistable elliptic equations with fractional diffusion

This work concerns the study of bounded solutions to elliptic nonlinear equations with fractional diffusion. More precisely, the aim of this thesis is to investigate some open questions related to a conjecture of De Giorgi about the one-dimensional symmetry of bounded monotone solutions in all space, at least up to dimension 8. This property on 1-D symmetry of monotone solutions for fractional equations was known in dimension n=2. The question remained open for n>2. In this work we establish new sharp energy estimates and one-dimensional symmetry property in dimension 3 for certain solutions of fractional equations. Moreover we study a particular type of solutions, called saddle-shaped solutions, which are the candidates to be global minimizers not one-dimensional in dimensions bigger or equal than 8. This is an open problem and it is expected to be true from the classical theory of minimal surfaces.

Elektrokinetik konzentrierter kolloidaler Suspensionen

In dieser Arbeit wurden wässrige Suspensionen ladungsstabilisierter kolloidaler Partikel bezüglich ihres Verhaltens unter dem Einfluss elektrischer Felder untersucht. Insbesondere wurde die elektrophoretische Mobilität µ über einen weiten Partikelkonzentrationsbereich studiert, um das individuelle Verhalten einzelner Partikel mit dem bisher nur wenig untersuchten kollektiven Verhalten von Partikelensembles (speziell von fluid oder kristallin geordneten Ensembles) zu vergleichen. Dazu wurde ein superheterodynes Dopplervelocimetrisches Lichtstreuexperiment mit integraler und lokaler Datenerfassung konzipiert, das es erlaubt, die Geschwindigkeit der Partikel in elektrischen Feldern zu studieren. Das Experiment wurde zunächst erfolgreich im Bereich nicht-ordnender und fluid geordneter Suspensionen getestet. Danach konnte mit diesem Gerät erstmals das elektrophoretische Verhalten von kristallin geordneten Suspensionen untersucht werden. Es wurde ein komplexes Fließverhalten beobachtet und ausführlich dokumentiert. Dabei wurden bisher in diesem Zusammenhang noch nicht beobachtete Effekte wie Blockfluss, Scherbandbildung, Scherschmelzen oder elastische Resonanzen gefunden. Andererseits machte dieses Verhalten die Entwicklung einer neuen Auswertungsroutine für µ im kristallinen Zustand notwendig, wozu die heterodyne Lichtstreutheorie auf den superheterodynen Fall mit Verscherung erweitert werden musste. Dies wurde zunächst für nicht geordnete Systeme durchgeführt. Diese genäherte Beschreibung genügte, um unter den gegebenen Versuchbedingungen auch das Lichtstreuverhalten gescherter kristalliner Systeme zu interpretieren. Damit konnte als weiteres wichtiges Resultat eine generelle Mobilitäts-Konzentrations-Kurve erhalten werden. Diese zeigt bei geringen Partikelkonzentrationen den bereits bekannten Anstieg und bei mittleren Konzentrationen ein Plateau. Bei hohen Konzentrationen sinkt die Mobilität wieder ab. Zur Interpretation dieses Verhaltens bzgl. Partikelladung stehen derzeit nur Theorien für nicht wechselwirkende Partikel zur Verfügung. Wendet man diese an, so findet man eine überraschend gute Übereinstimmung der elektrophoretisch bestimmten Partikelladung Z*µ mit numerisch bestimmten effektiven Partikelladungen Z*PBC.

Partial reconstruction of the trajectories of a discretely observed branching diffusion with immigration and an application to inference

In this treatise we consider finite systems of branching particles where the particles move independently of each other according to d-dimensional diffusions. Particles are killed at a position dependent rate, leaving at their death position a random number of descendants according to a position dependent reproduction law. In addition particles immigrate at constant rate (one immigrant per immigration time). A process with above properties is called a branching diffusion withimmigration (BDI). In the first part we present the model in detail and discuss the properties of the BDI under our basic assumptions. In the second part we consider the problem of reconstruction of the trajectory of a BDI from discrete observations. We observe positions of the particles at discrete times; in particular we assume that we have no information about the pedigree of the particles. A natural question arises if we want to apply statistical procedures on the discrete observations: How can we find couples of particle positions which belong to the same particle? We give an easy to implement 'reconstruction scheme' which allows us to redraw or 'reconstruct' parts of the trajectory of the BDI with high accuracy. Moreover asymptotically the whole path can be reconstructed. Further we present simulations which show that our partial reconstruction rule is tractable in practice. In the third part we study how the partial reconstruction rule fits into statistical applications. As an extensive example we present a nonparametric estimator for the diffusion coefficient of a BDI where the particles move according to one-dimensional diffusions. This estimator is based on the Nadaraya-Watson estimator for the diffusion coefficient of one-dimensional diffusions and it uses the partial reconstruction rule developed in the second part above. We are able to prove a rate of convergence of this estimator and finally we present simulations which show that the estimator works well even if we leave our set of assumptions.

Molekulardynamik-Computersimulation einer amorph-kristallinen SiO 2 Grenzschicht

In dieser Arbeit werden Molekulardynamik-Computersimulationen zur Untersuchung der statischen und dynamischen Eigenschaften einer amorph/kristallinen Siliziumdioxid(SiO2)-Grenzschicht durchgefuehrt.Die Grenzflaeche wird von der [100]-Ebene des beta-Kristobalit-Kristalls und der fluessigen SiO2-Phase gebildet und in einem Temperaturbereich zwischen 2900K und 3100K im Zustand eines metastabilen Gleichgewichts untersucht. Als Modellpotential zur Beschreibung der mikroskopischen Wechselwirkungen zwischen den Teilchen wird ein einfaches Paarpotential aus der Literatur verwendet, das sowohl die Struktur der kristallinen Phase als auch die der fluessigen Phase gut reproduziert. Bezogen auf die Dichte und die potentielle Energie der Teilchen erstreckt sich der Uebergang von der fluessigen in die kristalline Phase ueber 3-5 Atomlagen. Ein Layering-Effekt der Dichte in der fluessigen Phase in der Naehe der Grenzschicht wird nicht beobachtet. Der Einfluss der Grenzschicht auf statische Groessen, welche das System auf einer mittelreichweitigen Laengenskala beschreiben (z. B. Koordinationszahlverteilung und Ringverteilung) reicht im Vergleich dazu weiter in die fluessige Phase hinein und manifestiert sich in Defektstrukturen, wie z. B. der Erhoehung der Wahrscheinlichkeit fuer das Auftreten von 5-fach koordiniertem Silizium und der vermehrten Bildung von 2er-Ringen in der Fluessigkeit. Dies beguenstigt das Aufbrechen und Umklappen von Si-O-Bindungen und fuehrt zu einer Beschleunigung der Dynamik und einer Erhoehung der Diffusionsgeschwindigkeit in der Fluessigkeit. Im weiteren wird die Hochfrequenzdynamik der reinen SiO2-Fluessigkeit untersucht. Dazu berechnen wir die vibratorische Zustandsdichte in harmonischer Naeherung aus der inhaerenten Struktur. Wir finden einen stark ausgepraegten Peak bei einer Frequenz von 0.6 THz. Dieser Peak kann der niederenergetischsten transversalen akustischen Mode zugeordnet werden, die auch als Scherschwingung des Systems direkt sichtbar ist.

Analysis of nonlinear diffusion equations of second and fourth order

Wegen der fortschreitenden Miniaturisierung von Halbleiterbauteilen spielen Quanteneffekte eine immer wichtigere Rolle. Quantenphänomene werden gewöhnlich durch kinetische Gleichungen beschrieben, aber manchmal hat eine fluid-dynamische Beschreibung Vorteile: die bessere Nutzbarkeit für numerische Simulationen und die einfachere Vorgabe von Randbedingungen. In dieser Arbeit werden drei Diffusionsgleichungen zweiter und vierter Ordnung untersucht. Der erste Teil behandelt die implizite Zeitdiskretisierung und das Langzeitverhalten einer degenerierten Fokker-Planck-Gleichung. Der zweite Teil der Arbeit besteht aus der Untersuchung des viskosen Quantenhydrodynamischen Modells in einer Raumdimension und dessen Langzeitverhaltens. Im letzten Teil wird die Existenz von Lösungen einer parabolischen Gleichung vierter Ordnung in einer Raumdimension bewiesen, und deren Langzeitverhalten studiert.

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.

Diffusion of laser polarized gases in MRI

The use of Magnetic Resonance Imaging (MRI) as a diagnostic tool is increasingly employing functional contrast agents to study or contrast entire mechanisms. Contrast agents in MRI can be classified in two categories. One type of contrast agents alters the NMR signal of the protons in its surrounding, e.g. lowers the T1 relaxation time. The other type enhances the Nuclear Magnetic Resonance (NMR) signal of specific nuclei. For hyperpolarized gases the NMR signal is improved up to several orders of magnitude. However, gases have a high diffusivity which strongly influences the NMR signal strength, hence the resolution and appearance of the images. The most interesting question in spatially resolved experiments is of course the achievable resolution and contrast by controlling the diffusivity of the gas. The influence of such diffusive processes scales with the diffusion coefficient, the strength of the magnetic field gradients and the timings used in the experiment. Diffusion may not only limit the MRI resolution, but also distort the line shape of MR images for samples, which contain boundaries or diffusion barriers within the sampled space. In addition, due to the large polarization in gaseous 3He and 129Xe, spin diffusion (different from particle diffusion) could play a role in MRI experiments. It is demonstrated that for low temperatures some corrections to the NMR measured diffusion coefficient have to be done, which depend on quantum exchange effects for indistinguishable particles. Physically, if these effects can not change the spin current, they can do it indirectly by modifying the velocity distribution of the different spin states separately, so that the subsequent collisions between atoms and therefore the diffusion coefficient can eventually be affected. A detailed study of the hyperpolarized gas diffusion coefficient is presented, demonstrating the absence of spin diffusion (different from particle diffusion) influence in MRI at clinical conditions. A novel procedure is proposed to control the diffusion coefficient of gases in MRI by admixture of inert buffer gases. The experimental measured diffusion agrees with theoretical simulations. Therefore, the molecular mass and concentration enter as additional parameters into the equations that describe structural contrast. This allows for setting a structural threshold up to which structures contribute to the image. For MRI of the lung this allows for images of very small structural elements (alveoli) only, or in the other extreme, all airways can be displayed with minimal signal loss due to diffusion.

Diffusion in polymer systems studied by fluorescence correlation spectroscopy

Fluorescence correlation spectroscopy (FCS) is a powerful technique to determine the diffusion of fluorescence molecules in various environments. The technique is based on detecting and analyzing the fluctuation of fluorescence light emitted by fluorescence species diffusing through a small and fixed observation volume, formed by a laser focused into the sample. Because of its great potential and high versatility in addressing the diffusion and transport properties in complex systems, FCS has been successfully applied to a great variety of systems. In my thesis, I focused on the application of FCS to study the diffusion of fluorescence molecules in organic environments, especially in polymer melts. In order to examine our FCS setup and a developed measurement protocol, I first utilized FCS to measure tracer diffusion in polystyrene (PS) solutions, for which abundance data exist in the literature. I studied molecular and polymeric tracer diffusion in polystyrene solutions over a broad range of concentrations and different tracer and matrix molecular weights (Mw). Then FCS was further established to study tracer dynamics in polymer melts. In this part I investigated the diffusion of molecular tracers in linear flexible polymer melts [polydimethylsiloxane (PDMS), polyisoprene (PI)], a miscible polymer blend [PI and poly vinyl ethylene (PVE)], and star-shaped polymer [3-arm star polyisoprene (SPI)]. The effects of tracer sizes, polymer Mw, polymer types, and temperature on the diffusion coefficients of small tracers were discussed. The distinct topology of the host polymer, i.e. star polymer melt, revealed the notably different motion of the small tracer, as compared to its linear counterpart. Finally, I emphasized the advantage of the small observation volume which allowed FCS to investigate the tracer diffusions in heterogeneous systems; a swollen cross-linked PS bead and silica inverse opals, where high spatial resolution technique was required.

In defence of modeling simultaneity for a correct approximation of cultural aspects: implications for food consumers studies with latent variables

Dealing with latent constructs (loaded by reflective and congeneric measures) cross-culturally compared means studying how these unobserved variables vary, and/or covary each other, after controlling for possibly disturbing cultural forces. This yields to the so-called ‘measurement invariance’ matter that refers to the extent to which data collected by the same multi-item measurement instrument (i.e., self-reported questionnaire of items underlying common latent constructs) are comparable across different cultural environments. As a matter of fact, it would be unthinkable exploring latent variables heterogeneity (e.g., latent means; latent levels of deviations from the means (i.e., latent variances), latent levels of shared variation from the respective means (i.e., latent covariances), levels of magnitude of structural path coefficients with regard to causal relations among latent variables) across different populations without controlling for cultural bias in the underlying measures. Furthermore, it would be unrealistic to assess this latter correction without using a framework that is able to take into account all these potential cultural biases across populations simultaneously. Since the real world ‘acts’ in a simultaneous way as well. As a consequence, I, as researcher, may want to control for cultural forces hypothesizing they are all acting at the same time throughout groups of comparison and therefore examining if they are inflating or suppressing my new estimations with hierarchical nested constraints on the original estimated parameters. Multi Sample Structural Equation Modeling-based Confirmatory Factor Analysis (MS-SEM-based CFA) still represents a dominant and flexible statistical framework to work out this potential cultural bias in a simultaneous way. With this dissertation I wanted to make an attempt to introduce new viewpoints on measurement invariance handled under covariance-based SEM framework by means of a consumer behavior modeling application on functional food choices.

Functional hydrogels

Hydrogels are used in a variety of applications in daily life, such as super absorbers, contact lenses and in drug delivery. Functional hydrogels that allow the incorporation of additional functionalities have enormous potential for future development. The properties of such hydrogels can be diversified by introducing responsiveness to external stimuli. These crosslinked polymers are known to respond to changes in temperature, pH and pressure, as well as chemical and electrical stimuli, magnetic fields and irradiation. From this responsive behavior possible applications arise in many fields like drug delivery, tissue engineering, purification and implementation as actuators, biosensors or for medical coatings. However, their interaction with biomaterial and way of functioning are yet not fully understood. Therefore, thorough investigations regarding their optical, mechanical and chemical nature have to be conducted. A UV-crosslinkable polymer, consisting of N-isopropylacrylamide, methacrylic acid and the UV-crosslinker 4-benzoylphenyl methacrylate was synthesized. Its composition, determined by a comprehensive NMR study, is equivalent to the composition of the monomer mixture. The chemical characteristics were preserved during the subsequently formation of hydrogel films by photo-crosslinking as proved by XPS. For the optical characterization, e.g. the degree of swelling of very thin films, the spectroscopy of coupled long range surface plasmons is introduced. Thicker films, able to guide light waves were analyzed with combined surface plasmon and optical waveguide mode spectroscopy (SPR/OWS). The evaluation of the data was facilitated by the reverse Wentzel-Kramers-Brillouin (WKB) approximation. The meshsize and proper motion of the surface anchored hydrogels were investigated by fluorescence correlation spectroscopy (FCS), micro photon correlation spectroscopy (µPCS) and SPR/OWS. The studied gels exhibit a meshsize that allowed for the diffusion of small biomolecules inside their network. For future enhancement of probing diffusants, a dye that enables FRET in FCS was immobilized in the gel and the diffusion of gold-nanoparticles embedded in the polymer solution was studied by PCS. These properties can be conveniently tuned by the crosslinking density, which depends on the irradiation dose. Additionally, protocols and components for polymer analogous reactions based on active ester chemistry of the hydrogel were developed. Based on these syntheses and investigations, the hydrogel films are applied in the fields of medical coatings as well as in biosensing as matrix and biomimetic cushion. Their non-adhesive properties were proved in cell experiments, SPR/OWS and ToF-SIMS studies. The functionality and non-fouling property of the prepared hydrogels allowed for adaption to the needs of the respective application.

Diffusion maps in the Subriemannian motion group and perceptual grouping

Il presente lavoro è motivato dal problema della constituzione di unità percettive a livello della corteccia visiva primaria V1. Si studia dettagliatamente il modello geometrico di Citti-Sarti con particolare attenzione alla modellazione di fenomeni di associazione visiva. Viene studiato nel dettaglio un modello di connettività. Il contributo originale risiede nell'adattamento del metodo delle diffusion maps, recentemente introdotto da Coifman e Lafon, alla geometria subriemanniana della corteccia visiva. Vengono utilizzati strumenti di teoria del potenziale, teoria spettrale, analisi armonica in gruppi di Lie per l'approssimazione delle autofunzioni dell'operatore del calore sul gruppo dei moti rigidi del piano. Le autofunzioni sono utilizzate per l'estrazione di unità percettive nello stimolo visivo. Sono presentate prove sperimentali e originali delle capacità performanti del metodo.

Pricing in stochastic-local volatility models with default

In recent years is becoming increasingly important to handle credit risk. Credit risk is the risk associated with the possibility of bankruptcy. More precisely, if a derivative provides for a payment at cert time T but before that time the counterparty defaults, at maturity the payment cannot be effectively performed, so the owner of the contract loses it entirely or a part of it. It means that the payoff of the derivative, and consequently its price, depends on the underlying of the basic derivative and on the risk of bankruptcy of the counterparty. To value and to hedge credit risk in a consistent way, one needs to develop a quantitative model. We have studied analytical approximation formulas and numerical methods such as Monte Carlo method in order to calculate the price of a bond. We have illustrated how to obtain fast and accurate pricing approximations by expanding the drift and diffusion as a Taylor series and we have compared the second and third order approximation of the Bond and Call price with an accurate Monte Carlo simulation. We have analysed JDCEV model with constant or stochastic interest rate. We have provided numerical examples that illustrate the effectiveness and versatility of our methods. We have used Wolfram Mathematica and Matlab.

High precision swept volume approximation with conservative error bounds

In technical design processes in the automotive industry, digital prototypes rapidly gain importance, because they allow for a detection of design errors in early development stages. The technical design process includes the computation of swept volumes for maintainability analysis and clearance checks. The swept volume is very useful, for example, to identify problem areas where a safety distance might not be kept. With the explicit construction of the swept volume an engineer gets evidence on how the shape of components that come too close have to be modified.rnIn this thesis a concept for the approximation of the outer boundary of a swept volume is developed. For safety reasons, it is essential that the approximation is conservative, i.e., that the swept volume is completely enclosed by the approximation. On the other hand, one wishes to approximate the swept volume as precisely as possible. In this work, we will show, that the one-sided Hausdorff distance is the adequate measure for the error of the approximation, when the intended usage is clearance checks, continuous collision detection and maintainability analysis in CAD. We present two implementations that apply the concept and generate a manifold triangle mesh that approximates the outer boundary of a swept volume. Both algorithms are two-phased: a sweeping phase which generates a conservative voxelization of the swept volume, and the actual mesh generation which is based on restricted Delaunay refinement. This approach ensures a high precision of the approximation while respecting conservativeness.rnThe benchmarks for our test are amongst others real world scenarios that come from the automotive industry.rnFurther, we introduce a method to relate parts of an already computed swept volume boundary to those triangles of the generator, that come closest during the sweep. We use this to verify as well as to colorize meshes resulting from our implementations.