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- ItemEDP-convergence for a linear reaction-diffusion system with fast reversible reaction(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Stephan, ArturWe perform a fast-reaction limit for a linear reaction-diffusion system consisting of two diffusion equations coupled by a linear reaction. We understand the linear reaction-diffusion system as a gradient flow of the free energy in the space of probability measures equipped with a geometric structure, which contains the Wasserstein metric for the diffusion part and cosh-type functions for the reaction part. The fast-reaction limit is done on the level of the gradient structure by proving EDP-convergence with tilting. The limit gradient system induces a diffusion system with Lagrange multipliers on the linear slow-manifold. Moreover, the limit gradient system can be equivalently described by a coarse-grained gradient system, which induces a diffusion equation with a mixed diffusion constant for the coarse-grained slow variable.
- ItemLow-dimensional approximations of high-dimensional asset price models(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Redmann, Martin; Bayer, Christian; Goyal, PawanWe consider high-dimensional asset price models that are reduced in their dimension in order to reduce the complexity of the problem or the effect of the curse of dimensionality in the context of option pricing. We apply model order reduction (MOR) to obtain a reduced system. MOR has been previously studied for asymptotically stable controlled stochastic systems with zero initial conditions. However, stochastic differential equations modeling price processes are uncontrolled, have non-zero initial states and are often unstable. Therefore, we extend MOR schemes and combine ideas of techniques known for deterministic systems. This leads to a method providing a good pathwise approximation. After explaining the reduction procedure, the error of the approximation is analyzed and the performance of the algorithm is shown conducting several numerical experiments. Within the numerics section, the benefit of the algorithm in the context of option pricing is pointed out.
- ItemRevealing all states of dewetting of a thin gold layer on a silicon surface by nanosecond laser conditioning(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Ernst, Owen C.; Uebel, David; Kayser, Stefan; Lange, Felix; Teubner, Thomas; Boeck, TorstenDewetting is a ubiquitous phenomenon which can be applied to the laser synthesis of nanoparticles. A classical spinodal dewetting process takes place in four successive states, which differ from each other in their morphology. In this study all states are revealed by interaction of pulsed nanosecond UV laser light with thin gold layers with thicknesses between 1 nm and 10 nm on (100) silicon wafers. The specific morphologies of the dewetting states are discussed with particular emphasis on the state boundaries. The main parameter determining which state is formed is not the duration for which the gold remains liquid, but rather the input energy provided by the laser. This shows that each state transition has a separate measurable activation energy. The temperature during the nanosecond pulses and the duration during which the gold remains liquid was determined by simulation using the COMSOL Multiphysics software package. Using these calculations, an accurate local temperature profile and its development over time was simulated. An analytical study of the morphologies and formed structures was performed using Minkowski measures. With aid of this tool, the laser induced structures were compared with thermally annealed samples, with perfectly ordered structures and with perfectly random structures. The results show that both, structures of the laser induced and the annealed samples, strongly resemble the perfectly ordered structures. This reveals a close relationship between these structures and suggests that the phenomenon under investigation is indeed a spinodal dewetting generated by an internal material wave function. The purposeful generation of these structures and the elucidation of the underlying mechanism of dewetting by ultrashort pulse lasers may assist the realisation of various technical elements such as nanowires in science and industry.
- ItemLocking free and gradient robust H(div)-conforming HDG methods for linear elasticity(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Fu, Guosheng; Lehrenfeld, Christoph; Linke, Alexander; Streckenbach, TimoRobust discretization methods for (nearly-incompressible) linear elasticity are free of volume-locking and gradient-robust. While volume-locking is a well-known problem that can be dealt with in many different discretization approaches, the concept of gradient-robustness for linear elasticity is new. We discuss both aspects and propose novel Hybrid Discontinuous Galerkin (HDG) methods for linear elasticity. The starting point for these methods is a divergence-conforming discretization. As a consequence of its well-behaved Stokes limit the method is gradient-robust and free of volume-locking. To improve computational efficiency, we additionally consider discretizations with relaxed divergence-conformity and a modification which re-enables gradient-robustness, yielding a robust and quasi-optimal discretization also in the sense of HDG superconvergence.
- ItemModeling and simulation of the lateral photovoltage scanning method(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Farrell, Patricio; Kayser, Stefan; Rotundo, NellaThe fast, cheap and nondestructive lateral photovoltage scanning (LPS) method detects inhomogeneities in semiconductors crystals. The goal of this paper is to model and simulate this technique for a given doping profile. Our model is based on the semiconductor device equations combined with a nonlinear boundary condition, modelling a volt meter. To validate our 2D and 3D finite volume simulations, we use theory developed by Tauc [21] to derive three analytical predictions which our simulation results corroborate, even for anisotropic 2D and 3D meshes. Our code runs about two orders of magnitudes faster than earlier implementations based on commercial software [15]. It also performs well for small doping concentrations which previously could not be simulated at all due to numerical instabilities. Our simulations provide experimentalists with reference laser powers for which meaningful voltages can still be measured. For higher laser power the screening effect does not allow this anymore.
- ItemDynamical phase transitions for flows on finite graphs(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Gabrielli, Davide; Renger, D. R. MichielWe study the time-averaged flow in a model of particles that randomly hop on a finite directed graph. In the limit as the number of particles and the time window go to infinity but the graph remains finite, the large-deviation rate functional of the average flow is given by a variational formulation involving paths of the density and flow. We give sufficient conditions under which the large deviations of a given time averaged flow is determined by paths that are constant in time. We then consider a class of models on a discrete ring for which it is possible to show that a better strategy is obtained producing a time-dependent path. This phenomenon, called a dynamical phase transition, is known to occur for some particle systems in the hydrodynamic scaling limit, which is thus extended to the setting of a finite graph.
- ItemA pressure-robust discretization of Oseen's equation using stabilization in the vorticity equation(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Ahmed, Naveed; Barrenechea, Gabriel R.; Burman, Erik; Guzmán, Johnny; Linke, Alexander; Merdon, ChristianDiscretization of Navier--Stokes' equations using pressure-robust finite element methods is considered for the high Reynolds number regime. To counter oscillations due to dominating convection we add a stabilization based on a bulk term in the form of a residual-based least squares stabilization of the vorticity equation supplemented by a penalty term on (certain components of) the gradient jump over the elements faces. Since the stabilization is based on the vorticity equation, it is independent of the pressure gradients, which makes it pressure-robust. Thus, we prove pressureindependent error estimates in the linearized case, known as Oseen's problem. In fact, we prove an O(hk+1/2) error estimate in the L2-norm that is known to be the best that can be expected for this type of problem. Numerical examples are provided that, in addition to confirming the theoretical results, show that the present method compares favorably to the classical residual-based SUPG stabilization.
- ItemQuantitative heat kernel estimates for diffusions with distributional drift(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Perkowski, Nicolas; van Zuijlen, WillemWe consider the stochastic differential equation on ℝ d given by d X t = b(t,Xt ) d t + d Bt, where B is a Brownian motion and b is considered to be a distribution of regularity > - 1/2. We show that the martingale solution of the SDE has a transition kernel Γt and prove upper and lower heat kernel bounds for Γt with explicit dependence on t and the norm of b.
- ItemRadiation conditions for the Helmholtz equation in a half plane filled by inhomogeneous periodic material(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Hu, Guanghui; Rathsfeld, AndreasIn this paper we consider time-harmonic acoustic wave propagation in a half-plane filled by inhomogeneous periodic medium. If the refractive index depends on the horizontal coordinate only, we define upward and downward radiating modes by solving a one-dimensional Sturm-Liouville eigenvalue problem with a complex-valued periodic coefficient. The upward and downward radiation conditions are introduced based on a generalized Rayleigh series. Using the variational method, we then prove uniqueness and existence for the scattering of an incoming wave mode by a grating located between an upper and lower half plane with such inhomogeneous periodic media. Finally, we discuss the application of the new radiation conditions to the scattering matrix algorithm, i.e., to rigorous coupled wave analysis or Fourier modal method.
- ItemData-driven confidence bands for distributed nonparametric regression(Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2020) Avanesov, ValeriyGaussian Process Regression and Kernel Ridge Regression are popular nonparametric regression approaches. Unfortunately, they suffer from high computational complexity rendering them inapplicable to the modern massive datasets. To that end a number of approximations have been suggested, some of them allowing for a distributed implementation. One of them is the divide and conquer approach, splitting the data into a number of partitions, obtaining the local estimates and finally averaging them. In this paper we suggest a novel computationally efficient fully data-driven algorithm, quantifying uncertainty of this method, yielding frequentist $L_2$-confidence bands. We rigorously demonstrate validity of the algorithm. Another contribution of the paper is a minimax-optimal high-probability bound for the averaged estimator, complementing and generalizing the known risk bounds.