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.

Two-dimensional drift-diffusion simulation of organic solar cells

The aim of this master's thesis is to develop a two-dimensional drift-di usion model, which describes charge transport in organic solar cells. The main bene t of a two-dimensional model compared to a one-dimensional one is the inclusion of the nanoscale morphology of the active layer of a bulk heterojunction solar cell. The developed model was used to study recombination dynamics at the donor-acceptor interface. In some cases, it was possible to determine e ective parameters, which reproduce the results of the two-dimensional model in the one-dimensional case. A summary of the theory of charge transport in semiconductors was presented and discussed in the context of organic materials. Additionally, the normalization and discretization procedures required to nd a numerical solution to the charge transport problem were outlined. The charge transport problem was solved by implementing an iterative scheme called successive over-relaxation. The obtained solution is given as position-dependent electric potential, free charge carrier concentrations and current densities in the active layer. An interfacial layer, separating the pure phases, was introduced in order to describe charge dynamics occurring at the interface between the donor and acceptor. For simplicity, an e ective generation of free charge carriers in the interfacial layer was implemented. The pure phases simply act as transport layers for the photogenerated charges. Langevin recombination was assumed in the two-dimensional model and an analysis of the apparent recombination rate in the one-dimensional case is presented. The recombination rate in a two-dimensional model is seen to e ectively look like reduced Langevin recombination at open circuit. Replicating the J-U curves obtained in the two-dimensional model is, however, not possible by introducing a constant reduction factor in the Langevin recombination rate. The impact of an acceptor domain in the pure donor phase was investigated. Two cases were considered, one where the acceptor domain is isolated and another where it is connected to the bulk of the acceptor. A comparison to the case where no isolated domains exist was done in order to quantify the observed reduction in the photocurrent. The results show that all charges generated at the isolated domain are lost to recombination, but the domain does not have a major impact on charge transport. Trap-assisted recombination at interfacial trap states was investigated, as well as the surface dipole caused by the trapped charges. A theoretical expression for the ideality factor n_id as a function of generation was derived and shown to agree with simulation data. When the theoretical expression was fitted to simulation data, no interface dipole was observed.

Brownian motion with drift threshold model

In this thesis we implement estimating procedures in order to estimate threshold parameters for the continuous time threshold models driven by stochastic di®erential equations. The ¯rst procedure is based on the EM (expectation-maximization) algorithm applied to the threshold model built from the Brownian motion with drift process. The second procedure mimics one of the fundamental ideas in the estimation of the thresholds in time series context, that is, conditional least squares estimation. We implement this procedure not only for the threshold model built from the Brownian motion with drift process but also for more generic models as the ones built from the geometric Brownian motion or the Ornstein-Uhlenbeck process. Both procedures are implemented for simu- lated data and the least squares estimation procedure is also implemented for real data of daily prices from a set of international funds. The ¯rst fund is the PF-European Sus- tainable Equities-R fund from the Pictet Funds company and the second is the Parvest Europe Dynamic Growth fund from the BNP Paribas company. The data for both funds are daily prices from the year 2004. The last fund to be considered is the Converging Europe Bond fund from the Schroder company and the data are daily prices from the year 2005.

Why do scientists migrate? A diffusion model

The article is intended to improve our understanding of the reasons underlying the intellectual migration of scientists from well-known cognitive domains to nascent scientific fields. To that purpose we present, first, a number of findings from the sociology of science that give different insights about this phenomenon. We then attempt to bring some of these insights together under the conceptual roof of an actor-based approach linking expected utility and diffusion theory. Intellectual migration is regarded as the rational choice of scientists who decide under uncertainty and on the base of a number of decision-making variables, which define probabilities, costs, and benefits of the migration.

A Hull and White formula for a general stochastic volatility jump-diffusion model with applications to the study of the short-time behavior of the implied volatility

In this paper, generalizing results in Alòs, León and Vives (2007b), we see that the dependence of jumps in the volatility under a jump-diffusion stochastic volatility model, has no effect on the short-time behaviour of the at-the-money implied volatility skew, although the corresponding Hull and White formula depends on the jumps. Towards this end, we use Malliavin calculus techniques for Lévy processes based on Løkka (2004), Petrou (2006), and Solé, Utzet and Vives (2007).

Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Stationary states and phase diagram for a model of the Gunn effect under realistic boundary conditions

A general formulation of boundary conditions for semiconductor-metal contacts follows from a phenomenological procedure sketched here. The resulting boundary conditions, which incorporate only physically well-defined parameters, are used to study the classical unipolar drift-diffusion model for the Gunn effect. The analysis of its stationary solutions reveals the presence of bistability and hysteresis for a certain range of contact parameters. Several types of Gunn effect are predicted to occur in the model, when no stable stationary solution exists, depending on the value of the parameters of the injecting contact appearing in the boundary condition. In this way, the critical role played by contacts in the Gunn effect is clearly established.

Analysis of a finite volume method for a cross-diffusion model in population dynamics

The main goal of this paper is to propose a convergent finite volume method for a reactionâeuro"diffusion system with cross-diffusion. First, we sketch an existence proof for a class of cross-diffusion systems. Then the standard two-point finite volume fluxes are used in combination with a nonlinear positivity-preserving approximation of the cross-diffusion coefficients. Existence and uniqueness of the approximate solution are addressed, and it is also shown that the scheme converges to the corresponding weak solution for the studied model. Furthermore, we provide a stability analysis to study pattern-formation phenomena, and we perform two-dimensional numerical examples which exhibit formation of nonuniform spatial patterns. From the simulations it is also found that experimental rates of convergence are slightly below second order. The convergence proof uses two ingredients of interest for various applications, namely the discrete Sobolev embedding inequalities with general boundary conditions and a space-time $L^1$ compactness argument that mimics the compactness lemma due to Kruzhkov. The proofs of these results are given in the Appendix.

Diffusion Model Applied to Postfeeding Larval Dispersal in Blowflies (Diptera: Calliphoridae)

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

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.

Laplace operator on finite graphs and a network diffusion model for the progression of the Alzheimer disease

Nella tesi viene descritto il Network Diffusion Model, ovvero il modello di A. Ray, A. Kuceyeski, M. Weiner inerente i meccanismi di progressione della demenza senile. In tale modello si approssima l'encefalo sano con una rete cerebrale (ovvero un grafo pesato), si identifica un generale fattore di malattia e se ne analizza la propagazione che avviene secondo meccanismi analoghi a quelli di un'infezione da prioni. La progressione del fattore di malattia e le conseguenze macroscopiche di tale processo(tra cui principalmente l'atrofia corticale) vengono, poi, descritte mediante approccio matematico. I risultati teoretici vengono confrontati con quanto osservato sperimentalmente in pazienti affetti da demenza senile. Nella tesi, inoltre, si fornisce una panoramica sui recenti studi inerenti i processi neurodegenerativi e si costruisce il contesto matematico di riferimento del modello preso in esame. Si presenta una panoramica sui grafi finiti, si introduce l'operatore di Laplace sui grafi e si forniscono stime dall'alto e dal basso per gli autovalori. Al fine di costruire una cornice matematica completa si analizza la relazione tra caso discreto e continuo: viene descritto l'operatore di Laplace-Beltrami sulle varietà riemanniane compatte e vengono fornite stime dall'alto per gli autovalori dell'operatore di Laplace-Beltrami associato a tali varietà a partire dalle stime dall'alto per gli autovalori del laplaciano sui grafi finiti.