@article{StojkoskiSandevBasnarkovetal.2020, author = {Stojkoski, Viktor and Sandev, Trifce and Basnarkov, Lasko and Kocarev, Ljupco and Metzler, Ralf}, title = {Generalised geometric Brownian motion}, series = {Entropy}, volume = {22}, journal = {Entropy}, number = {12}, publisher = {MDPI}, address = {Basel}, issn = {1099-4300}, doi = {10.3390/e22121432}, pages = {34}, year = {2020}, abstract = {Classical option pricing schemes assume that the value of a financial asset follows a geometric Brownian motion (GBM). However, a growing body of studies suggest that a simple GBM trajectory is not an adequate representation for asset dynamics, due to irregularities found when comparing its properties with empirical distributions. As a solution, we investigate a generalisation of GBM where the introduction of a memory kernel critically determines the behaviour of the stochastic process. We find the general expressions for the moments, log-moments, and the expectation of the periodic log returns, and then obtain the corresponding probability density functions using the subordination approach. Particularly, we consider subdiffusive GBM (sGBM), tempered sGBM, a mix of GBM and sGBM, and a mix of sGBMs. We utilise the resulting generalised GBM (gGBM) in order to examine the empirical performance of a selected group of kernels in the pricing of European call options. Our results indicate that the performance of a kernel ultimately depends on the maturity of the option and its moneyness.}, language = {en} } @phdthesis{Krivenkov2020, author = {Krivenkov, Maxim}, title = {Spin textures and electron scattering in nanopatterned monolayer graphene}, doi = {10.25932/publishup-48701}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-487017}, school = {Universit{\"a}t Potsdam}, pages = {x, 176}, year = {2020}, abstract = {The current thesis is focused on the properties of graphene supported by metallic substrates and specifically on the behaviour of electrons in such systems. Methods of scanning tunneling microscopy, electron diffraction and photoemission spectroscopy were applied to study the structural and electronic properties of graphene. The purpose of the first part of this work is to introduce the most relevant aspects of graphene physics and the methodical background of experimental techniques used in the current thesis. The scientific part of this work starts with the extensive study by means of scanning tunneling microscopy of the nanostructures that appear in Au intercalated graphene on Ni(111). This study was aimed to explore the possible structural explanations of the Rashba-type spin splitting of ~100 meV experimentally observed in this system — much larger than predicted by theory. It was demonstrated that gold can be intercalated under graphene not only as a dense monolayer, but also in the form of well-periodic arrays of nanoclusters, a structure previously not reported. Such nanocluster arrays are able to decouple graphene from the strongly interacting Ni substrate and render it quasi-free-standing, as demonstrated by our DFT study. At the same time calculations confirm strong enhancement of the proximity-induced SOI in graphene supported by such nanoclusters in comparison to monolayer gold. This effect, attributed to the reduced graphene-Au distance in the case of clusters, provides a large Rashba-type spin splitting of ~60 meV. The obtained results not only provide a possible mechanism of SOI enhancement in this particular system, but they can be also generalized for graphene on other strongly interacting substrates intercalated by nanostructures of heavy noble d metals. Even more intriguing is the proximity of graphene to heavy sp-metals that were predicted to induce an intrinsic SOI and realize a spin Hall effect in graphene. Bismuth is the heaviest stable sp-metal and its compounds demonstrate a plethora of exciting physical phenomena. This was the motivation behind the next part of the current thesis, where structural and electronic properties of a previously unreported phase of Bi-intercalated graphene on Ir(111) were studied by means of scanning tunneling microscopy, spin- and angle-resolved photoemission spectroscopy and electron diffraction. Photoemission experiments revealed a remarkable, nearly ideal graphene band structure with strongly suppressed signatures of interaction between graphene and the Ir(111) substrate, moreover, the characteristic moir{\´e} pattern observed in graphene on Ir(111) by electron diffraction and scanning tunneling microscopy was strongly suppressed after intercalation. The whole set of experimental data evidences that Bi forms a dense intercalated layer that efficiently decouples graphene from the substrate. The interaction manifests itself only in the n-type charge doping (~0.4 eV) and a relatively small band gap at the Dirac point (~190 meV). The origin of this minor band gap is quite intriguing and in this work it was possible to exclude a wide range of mechanisms that could be responsible for it, such as induced intrinsic spin-orbit interaction, hybridization with the substrate states and corrugation of the graphene lattice. The main origin of the band gap was attributed to the A-B symmetry breaking and this conclusion found support in the careful analysis of the interference effects in photoemission that provided the band gap estimate of ~140 meV. While the previous chapters were focused on adjusting the properties of graphene by proximity to heavy metals, graphene on its own is a great object to study various physical effects at crystal surfaces. The final part of this work is devoted to a study of surface scattering resonances by means of photoemission spectroscopy, where this effect manifests itself as a distinct modulation of photoemission intensity. Though scattering resonances were widely studied in the past by means of electron diffraction, studies about their observation in photoemission experiments started to appear only recently and they are very scarce. For a comprehensive study of scattering resonances graphene was selected as a versatile model system with adjustable properties. After the theoretical and historical introduction to the topic of scattering resonances follows a detailed description of the unusual features observed in the photoemission spectra obtained in this work and finally the equivalence between these features and scattering resonances is proven. The obtained photoemission results are in a good qualitative agreement with the existing theory, as verified by our calculations in the framework of the interference model. This simple model gives a suitable explanation for the general experimental observations. The possibilities of engineering the scattering resonances were also explored. A systematic study of graphene on a wide range of substrates revealed that the energy position of the resonances is in a direct relation to the magnitude of charge transfer between graphene and the substrate. Moreover, it was demonstrated that the scattering resonances in graphene on Ir(111) can be suppressed by nanopatterning either by a superlattice of Ir nanoclusters or by atomic hydrogen. These effects were attributed to strong local variations of tork function and/or destruction of long-range order of thephene lattice. The tunability of scattering resonances can be applied for optoelectronic devices based on graphene. Moreover, the results of this study expand the general understanding of the phenomenon of scattering resonances and are applicable to many other materials besides graphene.}, language = {en} } @article{KuentzerJuracyMoreiraetal.2020, author = {Kuentzer, Felipe A. and Juracy, Leonardo R. and Moreira, Matheus T. and Amory, Alexandre M.}, title = {Testing the blade resilient asynchronous template}, series = {Analog integrated circuits and signal processing : an international journal}, volume = {106}, journal = {Analog integrated circuits and signal processing : an international journal}, number = {1}, publisher = {Springer}, address = {Dordrecht}, issn = {0925-1030}, doi = {10.1007/s10470-020-01651-8}, pages = {219 -- 234}, year = {2020}, abstract = {As VLSI design moves into ultra-deep-submicron technologies, timing margins added to the clock period are mandatory, to ensure correct circuit behavior under worst-case conditions. Timing resilient architectures emerged as a promising solution to alleviate these worst-case timing margins. These architectures allow improving system performance and reducing energy consumption. Asynchronous systems, on the other hand, have the potential to improve energy efficiency and performance. Blade is an asynchronous timing resilient template that leverages the advantages of both asynchronous and timing resilient techniques. However, Blade still presents challenges regarding its testability, which hinders its commercial or large-scale application. This paper demonstrates that scan chains can be prohibitive for Blade due to their high silicon costs., which can reach more than 100\%. Then, it proposes an alternative test approach that allows concurrent testing, stuck-at, and delay testing. The test approach is based on the reuse the Blade features to provide testability, with silicon area overheads between 4 and 7\%.}, language = {en} } @phdthesis{Mandal2020, author = {Mandal, Partha Sarathi}, title = {Controlling the surface band gap in topological states of matter}, doi = {10.25932/publishup-48045}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-480459}, school = {Universit{\"a}t Potsdam}, pages = {122}, year = {2020}, abstract = {In the present study, we employ the angle-resolved photoemission spectroscopy (ARPES) technique to study the electronic structure of topological states of matter. In particular, the so-called topological crystalline insulators (TCIs) Pb1-xSnxSe and Pb1-xSnxTe, and the Mn-doped Z2 topological insulators (TIs) Bi2Te3 and Bi2Se3. The Z2 class of strong topological insulators is protected by time-reversal symmetry and is characterized by an odd number of metallic Dirac type surface states in the surface Brillouin zone. The topological crystalline insulators on the other hand are protected by the individual crystal symmetries and exhibit an even number of Dirac cones. The topological properties of the lead tin chalcogenides topological crystalline insulators can be tuned by temperature and composition. Here, we demonstrate that Bi-doping of the Pb1-xSnxSe(111) epilayers induces a quantum phase transition from a topological crystalline insulator to a Z2 topological insulator. This occurs because Bi-doping lifts the fourfold valley degeneracy in the bulk. As a consequence a gap appears at ⌈¯, while the three Dirac cones at the M̅ points of the surface Brillouin zone remain intact. We interpret this new phase transition is caused by lattice distortion. Our findings extend the topological phase diagram enormously and make strong topological insulators switchable by distortions or electric field. In contrast, the bulk Bi doping of epitaxial Pb1-xSnxTe(111) films induces a giant Rashba splitting at the surface that can be tuned by the doping level. Tight binding calculations identify their origin as Fermi level pinning by trap states at the surface. Magnetically doped topological insulators enable the quantum anomalous Hall effect (QAHE) which provide quantized edge states for lossless charge transport applications. The edge states are hosted by a magnetic energy gap at the Dirac point which has not been experimentally observed to date. Our low temperature ARPES studies unambiguously reveal the magnetic gap of Mn-doped Bi2Te3. Our analysis shows a five times larger gap size below the Tc than theoretically predicted. We assign this enhancement to a remarkable structure modification induced by Mn doping. Instead of a disordered impurity system, a self-organized alternating sequence of MnBi2Te4 septuple and Bi2Te3quintuple layers is formed. This enhances the wave-function overlap and gives rise to a large magnetic gap. Mn-doped Bi2Se3 forms similar heterostructure, but only a nonmagnetic gap is observed in this system. This correlates with the difference in magnetic anisotropy due to the much larger spin-orbit interaction in Bi2Te3 compared to Bi2Se3. These findings provide crucial insights for pushing lossless transport in topological insulators towards room-temperature applications.}, language = {en} } @phdthesis{Christ2020, author = {Christ, Simon}, title = {Morphological transitions of vesicles exposed to nonuniform spatio-temporal conditions}, doi = {10.25932/publishup-48078}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-480788}, school = {Universit{\"a}t Potsdam}, pages = {viii, 105}, year = {2020}, abstract = {Giant unilamellar vesicles are an important tool in todays experimental efforts to understand the structure and behaviour of biological cells. Their simple structure allows the isolation of the physical elastic properties of the lipid membrane. A central physical property is the bending energy of the membrane, since the many different shapes of giant vesicles can be obtained by finding the minimum of the bending energy. In the spontaneous curvature model the bending energy is a function of the bending rigidity as well as the mean curvature and an additional parameter called the spontaneous curvature, which describes an internal preference of the lipid-bilayer to bend towards one side or the other. The spontaneous and mean curvature are local properties of the membrane. Additional constraints arise from the conservation of the membrane surface area and the enclosed volume, which are global properties. In this thesis the spontaneous curvature model is used to explain the experimental observation of a periodic shape oscillation of a giant unilamellar vesicle that was filled with a protein complex that periodically binds to and unbinds from the membrane. By assuming that the binding of the proteins to the membrane induces a change in the spontaneous curvature the experimentally observed shapes could successfully be explained. This involves the numerical solution of the differential equations as obtained from the minimization of the bending energy respecting the area and volume constraints, the so called shape equations. Vice versa this approach can be used to estimate the spontaneous curvature from experimentally measurable quantities. The second topic of this thesis is the analysis of concentration gradients in rigid conic membrane compartments. Gradients of an ideal gas due to gravity and gradients generated by the directed stochastic movement of molecular motors along a microtubulus were considered. It was possible to calculate the free energy and the bending energy analytically for the ideal gas. In the case of the non-equilibrium system with molecular motors, the characteristic length of the density profile, the jam-length, and its dependency on the opening angle of the conic compartment have been calculated in the mean-field limit. The mean field results agree qualitatively with stochastic particle simulations.}, language = {en} } @misc{AbdallaAdamAharonianetal.2020, author = {Abdalla, Hassan E. and Adam, Remi and Aharonian, Felix A. and Benkhali, Faical Ait and Ang{\"u}ner, Ekrem Oǧuzhan and Arakawa, Masanori and Arcaro, C and Armand, Catherine and Armstrong, T. and Egberts, Kathrin}, title = {Very high energy γ-ray emission from two blazars of unknown redshift and upper limits on their distance}, series = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, journal = {Postprints der Universit{\"a}t Potsdam : Mathematisch-Naturwissenschaftliche Reihe}, number = {4}, issn = {1866-8372}, doi = {10.25932/publishup-52600}, url = {http://nbn-resolving.de/urn:nbn:de:kobv:517-opus4-526000}, pages = {15}, year = {2020}, abstract = {We report on the detection of very high energy (VHE; E > 100 GeV) gamma-ray emission from the BL Lac objects KUV 00311-1938 and PKS 1440-389 with the High Energy Stereoscopic System (H.E.S.S.). H.E.S.S. observations were accompanied or preceded by multiwavelength observations with Fermi/LAT, XRT and UVOT onboard the Swift satellite, and ATOM. Based on an extrapolation of the Fermi/LAT spectrum towards the VHE gamma-ray regime, we deduce a 95 per cent confidence level upper limit on the unknown redshift of KUV 00311-1938 of z < 0.98 and of PKS 1440-389 of z < 0.53. When combined with previous spectroscopy results, the redshift of KUV 00311-1938 is constrained to 0.51 <= z < 0.98 and of PKS 1440-389 to 0.14 (sic) z < 0.53.}, language = {en} } @article{VollbrechtBrus2020, author = {Vollbrecht, Joachim and Brus, Viktor V.}, title = {On charge carrier density in organic solar cells obtained via capacitance spectroscopy}, series = {Advanced electronic materials}, volume = {6}, journal = {Advanced electronic materials}, number = {10}, publisher = {Wiley}, address = {Hoboken}, issn = {2199-160X}, doi = {10.1002/aelm.202000517}, pages = {9}, year = {2020}, abstract = {The determination of the voltage-dependent density of free charge carriers via capacitance spectroscopy is considered an important step in the analysis of emerging photovoltaic technologies, such as organic and perovskite solar cells. In particular, an intimate knowledge of the density of free charge carriers is required for the determination of crucial parameters such as the effective mobility, charge carrier lifetime, nongeminate recombination coefficients, average extraction times, and competition factors. Hence, it is paramount to verify the validity of the commonly employed approaches to obtain the density of free charge carriers. The advantages, drawbacks, and limitations of the most common approaches are investigated in detail and strategies to mitigate misleading values are explored. To this end, two types of nonfullerene organic solar cells based on a PTB7-Th:ITIC-2F blend and a PM6:Y6 blend, respectively, are used as a case study to assess how subsequent analyses of the nongeminate recombination dynamics depend on the chosen approach to calculate the density of free charge carriers via capacitance spectroscopy.}, language = {en} } @article{VollbrechtBrus2020, author = {Vollbrecht, Joachim and Brus, Viktor V.}, title = {On the recombination order of surface recombination under open circuit conditions}, series = {Organic electronics : physics, materials and applications}, volume = {86}, journal = {Organic electronics : physics, materials and applications}, publisher = {Elsevier Science}, address = {Amsterdam [u.a.]}, issn = {1566-1199}, doi = {10.1016/j.orgel.2020.105905}, pages = {7}, year = {2020}, abstract = {Understanding the recombination dynamics of organic and perovskite solar cells has been a crucial prerequisite in the steadily increasing performance of these promising new types of photovoltaics. Surface recombination in particular has turned out to be one of the last remaining roadblocks, which specifically reduces the open circuit voltage. In this study, the relationship between the rate of surface recombination and the density of charge carriers is analyzed, revealing a cubic dependence between these two parameters. This hypothesis is then tested and verified with the recombination dynamics of an organic solar cell known to exhibit significant surface recombination and a high energy proton irradiated CH3NH3PbI3 pemvskite solar cell during white light illumination. Incidentally, these results can also explain recombination orders exceeding the commonly known threshold for bimolecular recombination that have been observed in some studies without the need for a charge carrier dependent bimolecular recombination coefficient.}, language = {en} } @article{ChigarevKazakovPikovsky2020, author = {Chigarev, Vladimir and Kazakov, Alexey and Pikovsky, Arkady}, title = {Kantorovich-Rubinstein-Wasserstein distance between overlapping attractor and repeller}, series = {Chaos : an interdisciplinary journal of nonlinear science}, volume = {30}, journal = {Chaos : an interdisciplinary journal of nonlinear science}, number = {7}, publisher = {American Institute of Physics}, address = {Melville}, issn = {1054-1500}, doi = {10.1063/5.0007230}, pages = {10}, year = {2020}, abstract = {We consider several examples of dynamical systems demonstrating overlapping attractor and repeller. These systems are constructed via introducing controllable dissipation to prototypic models with chaotic dynamics (Anosov cat map, Chirikov standard map, and incompressible three-dimensional flow of the ABC-type on a three-torus) and ergodic non-chaotic behavior (skew-shift map). We employ the Kantorovich-Rubinstein-Wasserstein distance to characterize the difference between the attractor and the repeller, in dependence on the dissipation level.}, language = {en} } @article{HolmesAndersMintert2020, author = {Holmes, Zoe and Anders, Janet and Mintert, Florian}, title = {Enhanced energy transfer to an optomechanical piston from indistinguishable photons}, series = {Physical review letters}, volume = {124}, journal = {Physical review letters}, number = {21}, publisher = {American Physical Society}, address = {College Park, Md.}, issn = {0031-9007}, doi = {10.1103/PhysRevLett.124.210601}, pages = {6}, year = {2020}, abstract = {Thought experiments involving gases and pistons, such as Maxwell's demon and Gibbs' mixing, are central to our understanding of thermodynamics. Here, we present a quantum thermodynamic thought experiment in which the energy transfer from two photonic gases to a piston membrane grows quadratically with the number of photons for indistinguishable gases, while it grows linearly for distinguishable gases. This signature of bosonic bunching may be observed in optomechanical experiments, highlighting the potential of these systems for the realization of thermodynamic thought experiments in the quantum realm.}, language = {en} }