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The stability of the quiescent ground state of an incompressible, viscous and electrically conducting fluid sheet, bounded by stress-free parallel planes and driven by an external electric field tangential to the boundaries, is studied numerically. The electrical conductivity varies as cosh–2(x1/a), where x1 is the cross-sheet coordinate and a is the half width of a current layer centered about the midplane of the sheet. For a <~ 0.4L, where L is the distance between the boundary planes, the ground state is unstable to disturbances whose wavelengths parallel to the sheet lie between lower and upper bounds depending on the value of a and on the Hartmann number. Asymmetry of the configuration with respect to the midplane of the sheet, modelled by the addition of an externally imposed constant magnetic field to a symmetric equilibrium field, acts as a stabilizing factor.
The bifurcations in a three-dimensional incompressible, electrically conducting fluid with an external forcing of the Roberts type have been studied numerically. The corresponding flow can serve as a model for the convection in the outer core of the Earth and is realized in an ongoing laboratory experiment aimed at demonstrating a dynamo effect. The symmetry group of the problem has been determined and special attention has been paid to symmetry breaking by the bifurcations. The nonmagnetic, steady Roberts flow loses stability to a steady magnetic state, which in turn is subject to secondary bifurcations. The secondary solution branches have been traced until they end up in chaotic states.
Two-dimensional bouyancy-driven convection in a horizontal fluid layer with stress-free boundary conditions at top and bottom and periodic boundary conditions in the horizontal direction is investigated by means of numerical simulation and bifurcation-analysis techniques. As the bouyancy forces increase, the primary stationary and symmetric convection rolls undergo successive Hopf bifurcations, bifurcations to traveling waves, and phase lockings. We pay attention to symmetry breaking and its connection with the generation of large-scale horizontal flows. Calculations of Lyapunov exponents indicate that at a Rayleigh number of 2.3×105 no temporal chaos is reached yet, but the system moves nonchaotically on a 4-torus in phase space.
We investigate the cognitive control in polyrhythmic hand movements as a model paradigm for bimanual coordination. Using a symbolic coding of the recorded time series, we demonstrate the existence of qualitative transitions induced by experimental manipulation of the tempo. A nonlinear model with delayed feedback control is proposed, which accounts for these dynamical transitions in terms of bifurcations resulting from variation of the external control parameter. Furthermore, it is shown that transitions can also be observed due to fluctuations in the timing control level. We conclude that the complexity of coordinated bimanual movements results from interactions between nonlinear control mechanisms with delayed feedback and stochastic timing components.
The stability of the quiescent ground state of an incompressible viscous fluid sheet bounded by two parallel planes, with an electrical conductivity varying across the sheet, and driven by an external electric field tangential to the boundaries is considered. It is demonstrated that irrespective of the conductivity profile, as magnetic and kinetic Reynolds numbers (based on the Alfvén velocity) are raised from small values, two-dimensional perturbations become unstable first.
Three-dimensional bouyancy-driven convection in a horizontal fluid layer with stress-free boundary conditions at the top and bottom and periodic boundary conditions in the horizontal directions is investigated by means of numerical simulation and bifurcation-analysis techniques. The aspect ratio is fixed to a value of 2√2 and the Prandtl number to a value of 6.8. Two-dimensional convection rolls are found to be stable up to a Rayleigh number of 17 950, where a Hopf bifurcation leads to traveling waves. These are stable up to a Rayleigh number of 30 000, where a secondary Hopf bifurcation generates modulated traveling waves. We pay particular attention to the symmetries of the solutions and symmetry breaking by the bifurcations.
The ill-posed problem of aerosol size distribution determination from a small number of backscatter and extinction measurements was solved successfully with a mollifier method which is advantageous since the ill-posed part is performed on exactly given quantities, the points r where n(r) is evaluated may be freely selected. A new twodimensional model for the troposphere is proposed.
We have studied the bifurcation structure of the incompressible two-dimensional Navier-Stokes equations with a special external forcing driving an array of 8×8 counterrotating vortices. The study has been motivated by recent experiments with thin layers of electrolytes showing, among other things, the formation of large-scale spatial patterns. As the strength of the forcing or the Reynolds number is raised the original stationary vortex array becomes unstable and a complex sequence of bifurcations is observed. The bifurcations lead to several periodic branches, torus and chaotic solutions, and other stationary solutions. Most remarkable is the appearance of solutions characterized by structures on spatial scales large compared to the scale of the forcing. We also characterize the different dynamic regimes by means of tracers injected into the fluid. Stretching rates and Hausdorff dimensions of convected line elements are calculated to quantify the mixing process. It turns out that for time-periodic velocity fields the mixing can be very effective.
The dynamics of noisy bistable systems is analyzed by means of Lyapunov exponents and measures of complexity. We consider both the classical Kramers problem with additive white noise and the case when the barrier fluctuates due to additional external colored noise. In case of additive noise we calculate the Lyapunov exponents and all measures of complexity analytically as functions of the noise intensity resp. the mean escape time. For the problem of fluctuating barrier the usual description of the dynamics with the mean escape time is not sufficient. The application of the concept of measures of complexity allows to describe the structures of motion in more detail. Most complexity measures sign the value of correlation time at which the phenomenon of resonant activation occurs with an extremum.
The usage of nonlinear Galerkin methods for the numerical solution of partial differential equations is demonstrated by treating an example. We desribe the implementation of a nonlinear Galerkin method based on an approximate inertial manifold for the 3D magnetohydrodynamic equations and compare its efficiency with the linear Galerkin approximation. Special bifurcation points, time-averaged values of energy and enstrophy as well as Kaplan-Yorke dimensions are calculated for both schemes in order to estimate the number of modes necessary to correctly describe the behavior of the exact solutions.
Anhand eines paradigmatischen Modellbeispiels werden die Konsequenzen der Koexistenz vieler Attraktoren auf die globale Dynamik schwach dissipativer Systeme studiert. Es wird gezeigt, dass diese Systeme eine sehr reichhaltige Dynamik besitzen und extrem sensitiv gegenüber Störungen in den Anfangsbedingungen sind. Diese Systeme zeichnen sich durch eine extrem hohe Flexibilität ihres Verhaltens aus.
The paper presents a method that determines, by standard numerical means, the type of mutual relations of fold and flip bifurcations (configured as a so-called communication area) of a map. Equation systems are developed for the computation of points where a transition between areas of different types occurs. Furthermore, it is shown that saddle area<->spring area transitions can exist which have not yet been considered in the literature. Analytical conditions of that transition are derived.
We have numerically studied the bifurcation properties of a sheet pinch with impenetrable stress-free boundaries. An incompressible, electrically conducting fluid with spatially and temporally uniform kinematic viscosity and magnetic diffusivity is confined between planes at x1=0 and 1. Periodic boundary conditions are assumed in the x2 and x3 directions and the magnetofluid is driven by an electric field in the x3 direction, prescribed on the boundary planes. There is a stationary basic state with the fluid at rest and a uniform current J=(0,0,J3). Surprisingly, this basic state proves to be stable and apparently to be the only time-asymptotic state, no matter how strong the applied electric field and irrespective of the other control parameters of the system, namely, the magnetic Prandtl number, the spatial periods L2 and L3 in the x2 and x3 directions, and the mean values B¯2 and B¯3 of the magnetic-field components in these directions.
We have studied the bifurcations in a three-dimensional incompressible magnetofluid with periodic boundary conditions and an external forcing of the Arnold-Beltrami-Childress (ABC) type. Bifurcation-analysis techniques have been applied to explore the qualitative behavior of solution branches. Due to the symmetry of the forcing, the equations are equivariant with respect to a group of transformations isomorphic to the octahedral group, and we have paid special attention to symmetry-breaking effects. As the Reynolds number is increased, the primary nonmagnetic steady state, the ABC flow, loses its stability to a periodic magnetic state, showing the appearance of a generic dynamo effect; the critical value of the Reynolds number for the instability of the ABC flow is decreased compared to the purely hydrodynamic case. The bifurcating magnetic branch in turn is subject to secondary, symmetry-breaking bifurcations. We have traced periodic and quasi- periodic branches until they end up in chaotic states. In particular detail we have analyzed the subgroup symmetries of the bifurcating periodic branches, which are closely related to the spatial structure of the magnetic field.
Ziel dieser Arbeit ist die phänomenologische Untersuchung der Feuchteempfindlichkeit der elektrischen Eigenschaften dünner Polymerschichten. Diese Untersuchungen stellen gleichzeitig Vorarbeiten zur Entwicklung von Prototypen von zwei polymeren Dünnschicht-Feuchtesensoren dar, die sich durch die spezielle Auswahl der feuchtesensitiven Materialien jeweils durch eine besondere Eigenschaft gegenüber kommerziellen Massenprodukten auszeichnen. Ziel der Entwicklungsarbeiten für den ersten Prototypen war die Konstruktion eines schnellen Feuchtesensors, der plötzliche und sprunghafte Feuchteänderungen in der umgebenden Atmosphäre möglichst rasch detektieren kann. Dafür wurden dünne Schichten von Poly-DADMAC auf Interdigitalstrukturen aufgebracht, die einen möglichst direkten Kontakt zwischen feuchtesensitiver Schicht und umgebender, feuchter Atmosphäre gewährleisten. Als Messgrößen dienten die Wechselstromgrößen Widerstand und Kapazität der Schichten. Die Feuchtekennlinien der Schichten zeigen gute Konstanz und hohe Reproduzierbarkeit. Der Widerstand der Schichten ändert sich durch den Einfluss von Feuchte je nach Schichtdicke um 3 bis 5 Größenordnungen und eignet sich als Messgröße für die Feuchtigkeit im gesamten Feuchtebereich. Die Hysterese der Filme konnte auf kleiner als 2,5% r.F. bestimmt werden, die Reproduzierbarkeit auf besser als 1% r.F. Die Ansprechzeit der Schichten lässt sich schichtdickenabhängig zu 1 bis 10 Sekunden bestimmen. Hierbei zeigen besonders die dünnen Schichten kurze Ansprechzeiten. Zielstellung für den zweiten Feuchtesensor war die Entwicklung eines Prototypen, dessen sensitive Schicht sich biostatisch und biozid verhält, so dass er in biotischen Umgebungen eingesetzt werden kann. Es wurden fünf Polysulfobetaine synthetisiert, deren Biozidität und Biostatik mit dem Kontakttest nach Rönnpagel, dem ISO846-Test und Abbautests bestimmt wurde. Zwei Polymere – Poly-DMMAAPS (BT2) und Poly-[MSA-Styren-Sulfobetain] (BT5) – erwiesen sich als ausreichend biozid und biostatisch. Schichten dieser Polymere wurden auf Interdigitalstrukturen aufgezogen, anschließend wurden die Kennlinien dieser Proben aufgenommen. Die Messwerte zeigen für beide Polymere gute Konstanz und eine hohe Reproduzierbarkeit. BT2-Proben sind zwischen 20% und 80% r.F. besonders empfindlich und zeigen über einen Monat keine Langzeitdrift. Vernetzte Proben zeigen bis 50°C keinen temperaturbedingten Abfall der Feuchteempfindlichkeit. Der Einsatz vernetzter BT5-Schichten als kapazitiver Feuchtesensor ist bis etwa 70°C möglich, die Schichten sind selbst nach Lagerung im Hochvakuum und mehrfacher Betauung stabil. Damit liegen zwei funktionsfähige Prototypen von Feuchtesensoren vor, für die die meisten Kennwerte denen von vergleichbaren kommerziellen Feuchtesensoren entsprechen. Gleichzeitig zeichnen sie sich aber durch eine sehr niedrige Ansprechzeit bzw. eine ausreichende Lebensdauer unter biotischen Bedingungen aus.
Box-Simulationen von rotierender Magnetokonvektion im flüssigen Erdkern Numerische Simulationen der 3D-MHD Gleichungen sind mit Hilfe des Codes NIRVANA durchgeführt worden. Die Gleichungen für kompressible rotierende Magnetokonvektion wurden für erdähnliche Bedingungen numerisch in einer kartesischen Box gelöst. Charakteristische Eigenschaften mittlerer Größen, wie der Turbulenz-Intensität oder der turbulente Wärmefluss, die durch die kombinierte Wirkung kleinskaliger Fluktuationen entstehen, wurden bestimmt. Die Korrelationslänge der Turbulenz hängt signifikant von der Stärke und der Orientierung des Magnetfeldes ab, und das anisotrope Verhalten der Turbulenz aufgrund von Coriolis- und Lorentzkraft ist für schnellere Rotation wesentlich stärker ausgeprägt. Die Ausbildung eines isotropen Verhaltens auf kleinen Skalen unter dem Einfluss von Rotation alleine wird bereits durch ein schwaches Magnetfeld verhindert. Dies resultiert in einer turbulenten Strömung, die durch die vertikale Komponente dominiert wird. In Gegenwart eines horizontalen Magnetfeldes nimmt der vertikale turbulente Wärmefluss leicht mit zunehmender Feldstärke zu, so dass die Kühlung eines rotierenden Systems verbessert wird. Der horizontale Wärmetransport ist stets westwärts und in Richtung der Pole orientiert. Letzteres kann unter Umständen die Quelle für eine großskalige meridionale Strömung darstellen, während erstes in globalen Simulationen mit nicht axialsymmetrischen Randbedingungen für den Wärmefluss von Bedeutung ist. Die mittlere elektromotorische Kraft, die die Erzeugung von magnetischem Fluss durch die Turbulenz beschreibt, wurde unmittelbar aus den Lösungen für Geschwindigkeit und Magnetfeld berechnet. Hieraus konnten die entsprechenden α-Koeffizienten hergeleitet werden. Aufgrund der sehr schwachen Dichtestratifizierung ändert der α-Effekt sein Vorzeichen nahezu exakt in der Mitte der Box. Der α-Effekt ist positiv in der oberen Hälfte und negativ in der unteren Hälfte einer auf der Nordhalbkugel rotierenden Box. Für ein starkes Magnetfeld ergibt sich zudem eine deutliche abwärts orientierte Advektion von magnetischem Fluss. Ein Mean-Field Modell des Geodynamos wurde konstruiert, das auf dem α-Effekt basiert, wie er aus den Box-Simulationen berechnet wurde. Für eine äußerst beschränkte Klasse von radialen α-Profilen weist das lineare α^2-Modell Oszillationen auf einer Zeitskala auf, die durch die turbulente Diffusionszeit bestimmt wird. Die wesentlichen Eigenschaften der periodischen Lösungen werden präsentiert, und der Einfluss der Größe des inneren Kerns auf die Charakteristiken des kritischen Bereichs, innerhalb dessen oszillierende Lösungen auftreten, wurden untersucht. Reversals werden als eine halbe Oszillation interpretiert. Sie sind ein recht seltenes Ereignis, da sie lediglich dann stattfinden können, wenn das α-Profil ausreichend lange in dem periodische Lösungen erlaubenden Bereich liegt. Aufgrund starker Fluktuationen auf der konvektiven Zeitskala ist die Wahrscheinlichkeit eines solchen Reversals relativ klein. In einem einfachen nicht-linearen Mean-Field Modell mit realistischen Eingabeparametern, die auf den Box-Simulationen beruhen, konnte die Plausibilität des Reversal-Modells anhand von Langzeitsimulationen belegt werden.
Contents: 1 Introduction 1.1 Tikhanov-Phillips Regularization of Ill-Posed Problems 1.2 A Compact Course to Wavelets 2 A Multilevel Iteration for Tikhonov-Phillips Regularization 2.1 Multilevel Splitting 2.2 The Multilevel Iteration 2.3 Multilevel Approach to Cone Beam Reconstuction 3 The use of approximating operators 3.1 Computing approximating families {Ah}
We have shown that the two-dimensional complex Ginzburg-Landau equation exhibits supertransient chaos in a certain parameter range. Using numerical methods this behavior is found near the transition line separating frozen spiral solutions from turbulence. Supertransient chaos seems to be a common phenomenon in extended spatiotemporal systems. These supertransients are characterized by an average transient lifetime which depends exponentially on the size of the system and are due to an underlying nonattracting chaotic set.
Using a special technique of data analysis, we have found out 34 grand minima of solar activity obtained from a 7,700 years long Δ14C record. The method used rests on a proper filtering of the Δ14C record and the extrapolation of verifiable results for the later history back in time. Additionally, we use a method of nonlinear dynamics, the recurrence rate, to back up the results. Our findings are not contradictory to the record of solar maxima resp. minima by Eddy [5], but constitute a considerable extension. Hence, it has become possible to look closer at the validity of models. This way, we have tested several models for solar activity, esp. the model of Barnes et al. [1]. There are hints for that the grand minima might solely be driven by the 209 year period found in the Δ14C record.
Contents: I. Algorithms 1. Theoretical Backround 2. Numerical Procedures 3. Graph Representation of the Solutions 4. Applications and Example II. Users' Manual 5. About the Program 6. The Course of a Qualitative Analysis 7. The Model Module 8. Input description 9. Output Description 10. Example 11. Graphics
It is shown that the ff effect of mean-field magnetohydrodynamics, which consists in the generation of a mean electromotive force along the mean magnetic field by turbulently fluctuating parts of velocity and magnetic field, is equivalent to the simultaneous generation of both turbulent and mean-field magnetic helicities, the generation rates being equal in magnitude and opposite in sign. In the particular case of statistically stationary and homogeneous fluctuations this implies that the ff effect can increase the energy in the mean magnetic field only under the condition that also magnetic helicity is accumulated there.
We report on bifurcation studies for the incompressible Navier-Stokes equations in two space dimensions with periodic boundary conditions and an external forcing of the Kolmogorov type. Fourier representations of velocity and pressure have been used to approximate the original partial differential equations by a finite-dimensional system of ordinary differential equations, which then has been studied by means of bifurcation-analysis techniques. A special route into chaos observed for increasing Reynolds number or strength of the imposed forcing is described. It includes several steady states, traveling waves, modulated traveling waves, periodic and torus solutions, as well as a period-doubling cascade for a torus solution. Lyapunov exponents and Kaplan-Yorke dimensions have been calculated to characterize the chaotic branch. While studying the dynamics of the system in Fourier space, we also have transformed solutions to real space and examined the relation between the different bifurcations in Fourier space and toplogical changes of the streamline portrait. In particular, the time-dependent solutions, such as, e.g., traveling waves, torus, and chaotic solutions, have been characterized by the associated fluid-particle motion (Lagrangian dynamics).
Projection methods based on wavelet functions combine optimal convergence rates with algorithmic efficiency. The proofs in this paper utilize the approximation properties of wavelets and results from the general theory of regularization methods. Moreover, adaptive strategies can be incorporated still leading to optimal convergence rates for the resulting algorithms. The so-called wavelet-vaguelette decompositions enable the realization of especially fast algorithms for certain operators.
The bifurcation behaviour of the 3D magnetohydrodynamic equations has been studied for external forcings of varying degree of helicity. With increasing strength of the forcing a primary non-magnetic steady state loses stability to a magnetic periodic state if the helicity exceeds a threshold value and to different non-magnetic states otherwise.
The present paper is related to the problem of approximating the exact solution to the magnetohydrodynamic equations (MHD). The behaviour of a viscous, incompressible and resistive fluid is exemined for a long period of time. Contents: 1 The magnetohydrodynamic equations 2 Notations and precise functional setting of the problem 3 Existence, uniqueness and regularity results 4 Statement and Proof of the main theorem 5 The approximate inertial manifold 6 Summary
We demonstrate the occurrence of regimes with singular continuous (fractal) Fourier spectra in autonomous dissipative dynamical systems. The particular example in an ODE system at the accumulation points of bifurcation sequences associated to the creation of complicated homoclinic orbits. Two different machanisms responsible for the appearance of such spectra are proposed. In the first case when the geometry of the attractor is symbolically represented by the Thue-Morse sequence, both the continuous-time process and its descrete Poincaré map have singular power spectra. The other mechanism owes to the logarithmic divergence of the first return times near the saddle point; here the Poincaré map possesses the discrete spectrum, while the continuous-time process displays the singular one. A method is presented for computing the multifractal characteristics of the singular continuous spectra with the help of the usual Fourier analysis technique.
The Voyager 2 Photopolarimeter experiment has yielded the highest resolved data of Saturn's rings, exhibiting a wide variety of features. The B-ring region between 105000 km and 110000 km distance from Saturn has been investigated. It has a high matter density and contains no significance features visible by eye. Analysis with statistical methods has let us to the detection of two significant events. These features are correlated with the inner 3:2 resonances of the F-ring shepherd satellites Pandora and Prometheus, and may be evidence of large ring paricles caught in the corotation resonances.
We report on bifurcation studies for the incompressible magnetohydrodynamic equations in three space dimensions with periodic boundary conditions and a temporally constant external forcing. Fourier reprsentations of velocity, pressure and magnetic field have been used to transform the original partial differential equations into systems of ordinary differential equations (ODE), to which then special numerical methods for the qualitative analysis of systems of ODE have been applied, supplemented by the simulative calculation of solutions for selected initial conditions. In a part of the calculations, in order to reduce the number of modes to be retained, the concept of approximate inertial manifolds has been applied. For varying (incereasing from zero) strength of the imposed forcing, or varying Reynolds number, respectively, time-asymptotic states, notably stable stationary solutions, have been traced. A primary non-magnetic steady state loses, in a Hopf bifurcation, stability to a periodic state with a non-vanishing magnetic field, showing the appearance of a generic dynamo effect. From now on the magnetic field is present for all values of the forcing. The Hopf bifurcation is followed by furhter, symmetry-breaking, bifurcations, leading finally to chaos. We pay particular attention to kinetic and magnetic helicities. The dynamo effect is observed only if the forcing is chosen such that a mean kinetic helicity is generated; otherwise the magnetic field diffuses away, and the time-asymptotic states are non-magnetic, in accordance with traditional kinematic dynamo theory.
It is desirable to reduce the potential threats that result from the variability of nature, such as droughts or heat waves that lead to food shortage, or the other extreme, floods that lead to severe damage. To prevent such catastrophic events, it is necessary to understand, and to be capable of characterising, nature's variability. Typically one aims to describe the underlying dynamics of geophysical records with differential equations. There are, however, situations where this does not support the objectives, or is not feasible, e.g., when little is known about the system, or it is too complex for the model parameters to be identified. In such situations it is beneficial to regard certain influences as random, and describe them with stochastic processes. In this thesis I focus on such a description with linear stochastic processes of the FARIMA type and concentrate on the detection of long-range dependence. Long-range dependent processes show an algebraic (i.e. slow) decay of the autocorrelation function. Detection of the latter is important with respect to, e.g. trend tests and uncertainty analysis. Aiming to provide a reliable and powerful strategy for the detection of long-range dependence, I suggest a way of addressing the problem which is somewhat different from standard approaches. Commonly used methods are based either on investigating the asymptotic behaviour (e.g., log-periodogram regression), or on finding a suitable potentially long-range dependent model (e.g., FARIMA[p,d,q]) and test the fractional difference parameter d for compatibility with zero. Here, I suggest to rephrase the problem as a model selection task, i.e.comparing the most suitable long-range dependent and the most suitable short-range dependent model. Approaching the task this way requires a) a suitable class of long-range and short-range dependent models along with suitable means for parameter estimation and b) a reliable model selection strategy, capable of discriminating also non-nested models. With the flexible FARIMA model class together with the Whittle estimator the first requirement is fulfilled. Standard model selection strategies, e.g., the likelihood-ratio test, is for a comparison of non-nested models frequently not powerful enough. Thus, I suggest to extend this strategy with a simulation based model selection approach suitable for such a direct comparison. The approach follows the procedure of a statistical test, with the likelihood-ratio as the test statistic. Its distribution is obtained via simulations using the two models under consideration. For two simple models and different parameter values, I investigate the reliability of p-value and power estimates obtained from the simulated distributions. The result turned out to be dependent on the model parameters. However, in many cases the estimates allow an adequate model selection to be established. An important feature of this approach is that it immediately reveals the ability or inability to discriminate between the two models under consideration. Two applications, a trend detection problem in temperature records and an uncertainty analysis for flood return level estimation, accentuate the importance of having reliable methods at hand for the detection of long-range dependence. In the case of trend detection, falsely concluding long-range dependence implies an underestimation of a trend and possibly leads to a delay of measures needed to take in order to counteract the trend. Ignoring long-range dependence, although present, leads to an underestimation of confidence intervals and thus to an unjustified belief in safety, as it is the case for the return level uncertainty analysis. A reliable detection of long-range dependence is thus highly relevant in practical applications. Examples related to extreme value analysis are not limited to hydrological applications. The increased uncertainty of return level estimates is a potentially problem for all records from autocorrelated processes, an interesting examples in this respect is the assessment of the maximum strength of wind gusts, which is important for designing wind turbines. The detection of long-range dependence is also a relevant problem in the exploration of financial market volatility. With rephrasing the detection problem as a model selection task and suggesting refined methods for model comparison, this thesis contributes to the discussion on and development of methods for the detection of long-range dependence.
In the modern industrialized countries every year several hundred thousands of people die due to the sudden cardiac death. The individual risk for this sudden cardiac death cannot be defined precisely by common available, non-invasive diagnostic tools like Holter-monitoring, highly amplified ECG and traditional linear analysis of heart rate variability (HRV). Therefore, we apply some rather unconventional methods of nonlinear dynamics to analyse the HRV. Especially, some complexity measures that are basing on symbolic dynamics as well as a new measure, the renormalized entropy, detect some abnormalities in the HRV of several patients who have been classified in the low risk group by traditional methods. A combination of these complexity measures with the parameters in the frequency domain seems to be a promising way to get a more precise definition of the individual risk. These findings have to be validated by a representative number of patients.
We have used techniques of nonlinear dynamics to compare a special model for the reversals of the Earth's magnetic field with the observational data. Although this model is rather simple, there is no essential difference to the data by means of well-known characteristics, such as correlation function and probability distribution. Applying methods of symbolic dynamics we have found that the considered model is not able to describe the dynamical properties of the observed process. These significant differences are expressed by algorithmic complexity and Renyi information.
Two deterministic processes leading to roughening interfaces are considered. It is shown that the dynamics of linear perturbations of turbulent regimes in coupled map lattices is governed by a discrete version of the Kardar-Parisi-Zhang equation. The asymptotic scaling behavior of the perturbation field is investigated in the case of large lattices. Secondly, the dynamics of an order-disorder interface is modelled with a simple two-dimensional coupled map lattice, possesing a turbulent and a laminar state. It is demonstrated, that in some range of parameters the spreading of the turbulent state is accompanied by kinetic roughening of the interface.
Strange nonchaotic attractors typically appear in quasiperiodically driven nonlinear systems. Two methods of their characterization are proposed. The first one is based on the bifurcation analysis of the systems, resulting from periodic approximations of the quasiperiodic forcing. Secondly, we propose th characterize their strangeness by calculating a phase sensitivity exponent, that measures the sensitivity with respect to changes of the phase of the external force. It is shown, that phase sensitivity appears if there is a non-zero probability for positive local Lyapunov exponents to occur.
We have studied bifurcation phenomena for the incompressable Navier-Stokes equations in two space dimensions with periodic boundary conditions. Fourier representations of velocity and pressure have been used to transform the original partial differential equations into systems of ordinary differential equations (ODE), to which then numerical methods for the qualitative analysis of systems of ODE have been applied, supplemented by the simulative calculation of solutions for selected initial conditions. Invariant sets, notably steady states, have been traced for varying Reynolds number or strength of the imposed forcing, respectively. A complete bifurcation sequence leading to chaos is described in detail, including the calculation of the Lyapunov exponents that characterize the resulting chaotic branch in the bifurcation diagram.
Nowadays, colloidal rods can be synthesized in large amounts. The rods are typically cylindrically and their length ranges from several nanometers to a few micrometers. In solution, systems of colloidal rodlike molecules or aggregates can form liquid-crystalline phases with long-range orientational and spatial order. In the present work, we investigate structure formation and fractionation in systems of rodlike colloids with the help of Monte Carlo simulations in the NPT ensemble. Repulsive interactions can successfully be mimicked by the hard rod model, which has been studied extensively in the past. In many cases, attractive interactions like van der Waals or depletion forces cannot be neglected, however. In the first part of this work, the phase behavior of monodisperse attractive rods is characterized for different interaction strengths. Phase diagrams as a function of rod length and pressure are presented. Most systems of synthesized mesoscopic rods have a polydisperse length distribution as a consequence of the longitudinal growth process of the rods. For many technical and research applications, a rather small polydispersity is desired in order to have well defined material properties. The polydispersity can be reduced by a spatial demixing (fractionation) of long and short rods. Fractionation and structure formation is studied in a tridisperse and a polydisperse bulk suspension of rods. We observe that the resulting structures depend distinctly on the interaction strength. The fractionation in the system is strongly enhanced with increasing interaction strength. Suspensions are typically confined in a container. We also examine the influence of adjacent substrates in systems of tridisperse and polydisperse rod suspensions. Three different substrate types are studied in detail: a planar wall, a corrugated substrate, and a substrate with rectangular cavities. We analyze the fluid structure close to the substrate and substrate controlled fractionation. The spatial arrangement of long and short rods in front of the substrate depends sensitively on the substrate structure and the pressure. Rods with a predefined length are segregated at substrates with rectangular cavities.
In this thesis the interplay between hydrodynamic transport and specific adhesion is theoretically investigated. An important biological motivation for this work is the rolling adhesion of white blood cells experimentally investigated in flow chambers. There, specific adhesion is mediated by weak bonds between complementary molecular building blocks which are either located on the cell surface (receptors) or attached to the bottom plate of the flow chamber (ligands). The model system under consideration is a hard sphere covered with receptors moving above a planar ligand-bearing wall. The motion of the sphere is influenced by a simple shear flow, deterministic forces, and Brownian motion. An algorithm is given that allows to numerically simulate this motion as well as the formation and rupture of bonds between receptors and ligands. The presented algorithm spatially resolves receptors and ligands. This opens up the perspective to apply the results also to flow chamber experiments done with patterned substrates based on modern nanotechnological developments. In the first part the influence of flow rate, as well as of the number and geometry of receptors and ligands, on the probability for initial binding is studied. This is done by determining the mean time that elapses until the first encounter between a receptor and a ligand occurs. It turns out that besides the number of receptors, especially the height by which the receptors are elevated above the surface of the sphere plays an important role. These findings are in good agreement with observations of actual biological systems like white blood cells or malaria-infected red blood cells. Then, the influence of bonds which have formed between receptors and ligands, but easily rupture in response to force, on the motion of the sphere is studied. It is demonstrated that different states of motion-for example rolling-can be distinguished. The appearance of these states depending on important model parameters is then systematically investigated. Furthermore, it is shown by which bond property the ability of cells to stably roll in a large range of applied flow rates is increased. Finally, the model is applied to another biological process, the transport of spherical cargo particles by molecular motors. In analogy to the so far described systems molecular motors can be considered as bonds that are able to actively move. In this part of the thesis the mean distance the cargo particles are transported is determined.
The separation of natural and anthropogenically caused climatic changes is an important task of contemporary climate research. For this purpose, a detailed knowledge of the natural variability of the climate during warm stages is a necessary prerequisite. Beside model simulations and historical documents, this knowledge is mostly derived from analyses of so-called climatic proxy data like tree rings or sediment as well as ice cores. In order to be able to appropriately interpret such sources of palaeoclimatic information, suitable approaches of statistical modelling as well as methods of time series analysis are necessary, which are applicable to short, noisy, and non-stationary uni- and multivariate data sets. Correlations between different climatic proxy data within one or more climatological archives contain significant information about the climatic change on longer time scales. Based on an appropriate statistical decomposition of such multivariate time series, one may estimate dimensions in terms of the number of significant, linear independent components of the considered data set. In the presented work, a corresponding approach is introduced, critically discussed, and extended with respect to the analysis of palaeoclimatic time series. Temporal variations of the resulting measures allow to derive information about climatic changes. For an example of trace element abundances and grain-size distributions obtained near the Cape Roberts (Eastern Antarctica), it is shown that the variability of the dimensions of the investigated data sets clearly correlates with the Oligocene/Miocene transition about 24 million years before present as well as regional deglaciation events. Grain-size distributions in sediments give information about the predominance of different transportation as well as deposition mechanisms. Finite mixture models may be used to approximate the corresponding distribution functions appropriately. In order to give a complete description of the statistical uncertainty of the parameter estimates in such models, the concept of asymptotic uncertainty distributions is introduced. The relationship with the mutual component overlap as well as with the information missing due to grouping and truncation of the measured data is discussed for a particular geological example. An analysis of a sequence of grain-size distributions obtained in Lake Baikal reveals that there are certain problems accompanying the application of finite mixture models, which cause an extended climatological interpretation of the results to fail. As an appropriate alternative, a linear principal component analysis is used to decompose the data set into suitable fractions whose temporal variability correlates well with the variations of the average solar insolation on millenial to multi-millenial time scales. The abundance of coarse-grained material is obviously related to the annual snow cover, whereas a significant fraction of fine-grained sediments is likely transported from the Taklamakan desert via dust storms in the spring season.
Variationen der stratosphärischen Residualzirkulation und ihr Einfluss auf die Ozonverteilung
(2006)
Die Residualzirkulation entspricht der mittleren Massenzirkulation und beschreibt die im zonalen Mittel stattfindenden meridionalen Transportprozesse. Die Variationen der Residualzirkulation bestimmen gemeinsam mit dem anthropogen verursachten Ozonabbau die jährlichen Schwankungen der Ozongesamtsäule im arktischen Frühling. In der vorliegenden Arbeit wird die Geschwindigkeit des arktischen Astes der Residualzirkulation aus atmosphärischen Daten gewonnen. Zu diesem Zweck wird das diabatische Absinken im Polarwirbel mit Hilfe von Trajektorienrechnungen bestimmt. Die vertikalen Bewegungen der Luftpakete können mit vertikalen Windfeldern oder entsprechend einem neuen Ansatz mit diabatischen Heizraten angetrieben werden. Die Eingabedaten stammen aus dem 45 Jahre langen Reanalyse-Datensatz des "European Centre for Medium Range Weather Forecast" (ECMWF). Außerdem kann für die Jahre ab 1984 die operationelle ECMWF-Analyse verwendet werden. Die Qualität und Robustheit der Heizraten- und Trajektorienrechnungen werden durch Sensitivitätsstudien und Vergleiche mit anderen Modellen untermauert. Anschließend werden umfangreiche Trajektorienensemble statistisch ausgewertet, um ein detailliertes, zeit- und höhenaufgelöstes Bild des diabatischen Absinkens zu ermitteln. In diesem Zusammenhang werden zwei Methoden entwickelt, um das Absinken gemittelt im Polarwirbel oder als Funktion der äquivalenten Breite zu bestimmen. Es wird gezeigt, dass es notwendig ist den Lagrangeschen auf Trajektorienrechnungen basierenden Ansatz zu verfolgen, da die einfachen Eulerschen Mittel Abweichungen zu den Lagrangeschen Vertikalgeschwindigkeiten aufweisen. Das wirbelgemittelte Absinken wird für einzelne Winter mit dem beobachteten Absinken langlebiger Spurengase und anderen Modellstudien verglichen. Der Vergleich zeigt, dass das Absinken basierend auf den vertikalen Windfeldern der ECMWF-Datensätze den Nettoluftmassentransport durch die Residualzirkulation sehr stark überschätzt. Der neue Ansatz basierend auf den Heizraten ergibt hingegen realistische Ergebnisse und wird aus diesem Grund für alle Rechnungen verwendet. Es wird erstmalig eine Klimatologie des diabatischen Absinkens über einen fast fünf Jahrzehnte umfassenden Zeitraum erstellt. Die Klimatologie beinhaltet das vertikal und zeitlich aufgelöste diabatische Absinken gemittelt über den gesamten Polarwirbel und Informationen über die räumliche Struktur des vertikalen Absinkens. Die natürliche Jahr-zu-Jahr Variabilität des diabatischen Absinkens ist sehr stark ausgeprägt. Es wird gezeigt, dass zwischen der ECMWF-Zeitreihe des diabatischen Absinkens und der Zeitreihe aus einem unabhängig analysierten Temperaturdatensatz hohe Korrelationen bestehen. Erstmals wird der Einfluss von Transportprozessen auf die Ozongesamtsäule im arktischen Frühling direkt quantifiziert. Es wird gezeigt, dass die Jahr-zu-Jahr Variabilität der Ozongesamtsäule im arktischen Frühling zu gleichen Anteilen durch die Variabilität der dynamischen Komponente und durch die Variabilität der chemischen Komponente beeinflusst wird. Die gefundenen Variabilitäten von diabatischem Absinken und Ozoneintrag in hohen Breiten werden mit der vertikalen Ausbreitung planetarer Wellen aus der Troposphäre in die Stratosphäre in Beziehung gesetzt.
The primary objective of this work was to develop a laser source for fundamental investigations in the field of laser – materials interactions. In particular it is supposed to facilitate the study of the influence of the temporal energy distribution such as the interaction between adjacent pulses on ablation processes. Therefore, the aim was to design a laser with a highly flexible and easily controllable temporal energy distribution. The laser to meet these demands is an SBS-laser with optional active mode-locking. The nonlinear reflectivity of the SBS-mirror leads to a passive Q-switching and issues ns-pulse bursts with µs spacing. The pulse train parameters such as pulse duration, pulse spacing, pulse energy and number of pulses within a burst can be individually adjusted by tuning the pump parameters and the starting conditions for the laser. Another feature of the SBS-reflection is phase conjugation, which leads to an excellent beam quality thanks to the compensation of phase distortions. Transverse fundamental mode operation and a beam quality better than 1.4 times diffraction limited can be maintained for average output powers of up to 10 W. In addition to the dynamics on a ns-timescale described above, a defined splitting up of each ns-pulse into a train of ps-pulses can be achieved by additional active mode-locking. This twofold temporal focussing of the intensity leads to single pulse energies of up to 2 mJ at pulse durations of approximately 400 ps which corresponds to a pulse peak power of 5 MW. While the pulse duration is of the same order of magnitude as those of other passively Q-switched lasers with simultaneous mode-locking, the pulse energy and pulse peak power exceeds the values of these systems found in the literature by an order of magnitude. To the best of my knowledge the laser presented here is the first implementation of a self-starting mode-locked SBS-laser oscillator. In order to gain a better understanding and control of the transient output of the laser two complementary numerical models were developed. The first is based on laser rate equations which are solved for each laser mode individually while the mode-locking dynamics are calculated from the resultant transient spectrum. The rate equations consider the mean photon densities in the resonator, therefore the propagation of the light inside the resonator is not properly displayed. The second model, in contrast, introduces a spatial resolution of the resonator and hence the propagation inside the resonator can more accurately be considered. Consequently, a mismatch between the loss modulation frequency and the resonator round trip time can be conceived. The model calculates all dynamics in the time domain and therefore the spectral influences such as the Stokes-shift have to be neglected. Both models achieve an excellent reproduction of the ns-dynamics that are generated by the SBS-Q-switch. Separately, each model fails to reproduce all aspects of the ps-dynamics of the SBS-laser in detail. This can be attributed to the complexity of the numerous physical processes involved in this system. But thanks to their complementary nature they provide a very useful tool for investigating the various influences on the dynamics of the mode-locked SBS-laser individually. These aspects can eventually be recomposed to give a complete picture of the mechanisms which govern the output dynamics. Among the aspects under scrutiny were in particular the start resonator quality which determines the starting condition for the SBS-Q-switch, the modulation depth of the AOM and the phonon lifetime as well as the Brillouin-frequency of the SBS-medium. The numerical simulations and the experiments have opened several doors inviting further investigations and promising a potential for further improvement of the experimental results: The results of the simulations in combination with the experimental results which determined the starting conditions for the simulations leave no doubt that the bandwidth generation can primarily be attributed to the SBS-Stokes-shift during the buildup of the Q-switch pulse. For each resonator round trip, bandwidth is generated by shifting a part of the revolving light in frequency. The magnitude of the frequency shift corresponds to the Brillouin-frequency which is a constant of the SBS material and amounts in the case of SF6 to 240 MHz. The modulation of the AOM merely provides an exchange of population between spectrally adjacent modes and therefore diminishes a modulation in the spectrum. By use of a material with a Brillouin-frequency in the GHz range the bandwidth generation can be considerably accelerated thereby shortening the pulse duration. Also, it was demonstrated that yet another nonlinear effect of the SBS can be exploited: If the phonon lifetime is short compared to the resonator round trip time we obtain a modulation in the SBS-reflectivity that supports the modulation of the AOM. The application of an external optical feedback by a conventional mirror turns out to be an alternative to the AOM in synchronizing the longitudinal resonator modes. The interesting feature about this system is that it is ― although highly complex in the physical processes and the temporal output dynamics ― very simple and inexpensive from a technical point of view. No expensive modulators and no control electronics are necessary. Finally, the numerical models constitute a powerful tool for the investigation of emission dynamics of complex laser systems on arbitrary timescales and can also display the spectral evolution of the laser output. In particular it could be demonstrated that differences in the results of the complementary models vanish for systems of lesser complexity.
Uncertainties are pervasive in the Earth System modelling. This is not just due to a lack of knowledge about physical processes but has its seeds in intrinsic, i.e. inevitable and irreducible, uncertainties concerning the process of modelling as well. Therefore, it is indispensable to quantify uncertainty in order to determine, which are robust results under this inherent uncertainty. The central goal of this thesis is to explore how uncertainties map on the properties of interest such as phase space topology and qualitative dynamics of the system. We will address several types of uncertainty and apply methods of dynamical systems theory on a trendsetting field of climate research, i.e. the Indian monsoon. For the systematic analysis concerning the different facets of uncertainty, a box model of the Indian monsoon is investigated, which shows a saddle node bifurcation against those parameters that influence the heat budget of the system and that goes along with a regime shift from a wet to a dry summer monsoon. As some of these parameters are crucially influenced by anthropogenic perturbations, the question is whether the occurrence of this bifurcation is robust against uncertainties in parameters and in the number of considered processes and secondly, whether the bifurcation can be reached under climate change. Results indicate, for example, the robustness of the bifurcation point against all considered parameter uncertainties. The possibility of reaching the critical point under climate change seems rather improbable. A novel method is applied for the analysis of the occurrence and the position of the bifurcation point in the monsoon model against parameter uncertainties. This method combines two standard approaches: a bifurcation analysis with multi-parameter ensemble simulations. As a model-independent and therefore universal procedure, this method allows investigating the uncertainty referring to a bifurcation in a high dimensional parameter space in many other models. With the monsoon model the uncertainty about the external influence of El Niño / Southern Oscillation (ENSO) is determined. There is evidence that ENSO influences the variability of the Indian monsoon, but the underlying physical mechanism is discussed controversially. As a contribution to the debate three different hypotheses are tested of how ENSO and the Indian summer monsoon are linked. In this thesis the coupling through the trade winds is identified as key in linking these two key climate constituents. On the basis of this physical mechanism the observed monsoon rainfall data can be reproduced to a great extent. Moreover, this mechanism can be identified in two general circulation models (GCMs) for the present day situation and for future projections under climate change. Furthermore, uncertainties in the process of coupling models are investigated, where the focus is on a comparison of forced dynamics as opposed to fully coupled dynamics. The former describes a particular type of coupling, where the dynamics from one sub-module is substituted by data. Intrinsic uncertainties and constraints are identified that prevent the consistency of a forced model with its fully coupled counterpart. Qualitative discrepancies between the two modelling approaches are highlighted, which lead to an overestimation of predictability and produce artificial predictability in the forced system. The results suggest that bistability and intermittent predictability, when found in a forced model set-up, should always be cross-validated with alternative coupling designs before being taken for granted. All in this, this thesis contributes to the fundamental issue of dealing with uncertainties the climate modelling community is confronted with. Although some uncertainties allow for including them in the interpretation of the model results, intrinsic uncertainties could be identified, which are inevitable within a certain modelling paradigm and are provoked by the specific modelling approach.
This Thesis was devoted to the study of the coupled system composed by El Niño/Southern Oscillation and the Annual Cycle. More precisely, the work was focused on two main problems: 1. How to separate both oscillations into an affordable model for understanding the behaviour of the whole system. 2. How to model the system in order to achieve a better understanding of the interaction, as well as to predict future states of the system. We focused our efforts in the Sea Surface Temperature equations, considering that atmospheric effects were secondary to the ocean dynamics. The results found may be summarised as follows: 1. Linear methods are not suitable for characterising the dimensionality of the sea surface temperature in the tropical Pacific Ocean. Therefore they do not help to separate the oscillations by themselves. Instead, nonlinear methods of dimensionality reduction are proven to be better in defining a lower limit for the dimensionality of the system as well as in explaining the statistical results in a more physical way [1]. In particular, Isomap, a nonlinear modification of Multidimensional Scaling methods, provides a physically appealing method of decomposing the data, as it substitutes the euclidean distances in the manifold by an approximation of the geodesic distances. We expect that this method could be successfully applied to other oscillatory extended systems and, in particular, to meteorological systems. 2. A three dimensional dynamical system could be modeled, using a backfitting algorithm, for describing the dynamics of the sea surface temperature in the tropical Pacific Ocean. We observed that, although there were few data points available, we could predict future behaviours of the coupled ENSO-Annual Cycle system with an accuracy of less than six months, although the constructed system presented several drawbacks: few data points to input in the backfitting algorithm, untrained model, lack of forcing with external data and simplification using a close system. Anyway, ensemble prediction techniques showed that the prediction skills of the three dimensional time series were as good as those found in much more complex models. This suggests that the climatological system in the tropics is mainly explained by ocean dynamics, while the atmosphere plays a secondary role in the physics of the process. Relevant predictions for short lead times can be made using a low dimensional system, despite its simplicity. The analysis of the SST data suggests that nonlinear interaction between the oscillations is small, and that noise plays a secondary role in the fundamental dynamics of the oscillations [2]. A global view of the work shows a general procedure to face modeling of climatological systems. First, we should find a suitable method of either linear or nonlinear dimensionality reduction. Then, low dimensional time series could be extracted out of the method applied. Finally, a low dimensional model could be found using a backfitting algorithm in order to predict future states of the system.
When Galactic microlensing events of stars are observed, one usually measures a symmetric light curve corresponding to a single lens, or an asymmetric light curve, often with caustic crossings, in the case of a binary lens system. In principle, the fraction of binary stars at a certain separation range can be estimated based on the number of measured microlensing events. However, a binary system may produce a light curve which can be fitted well as a single lens light curve, in particullary if the data sampling is poor and the errorbars are large. We investigate what fraction of microlensing events produced by binary stars for different separations may be well fitted by and hence misinterpreted as single lens events for various observational conditions. We find that this fraction strongly depends on the separation of the binary components, reaching its minimum at between 0.6 and 1.0 Einstein radius, where it is still of the order of 5% The Einstein radius is corresponding to few A.U. for typical Galactic microlensing scenarios. The rate for misinterpretation is higher for short microlensing events lasting up to few months and events with smaller maximum amplification. For fixed separation it increases for binaries with more extreme mass ratios. Problem of degeneracy in photometric light curve solution between binary lens and binary source microlensing events was studied on simulated data, and data observed by the PLANET collaboration. The fitting code BISCO using the PIKAIA genetic algorithm optimizing routine was written for optimizing binary-source microlensing light curves observed at different sites, in I, R and V photometric bands. Tests on simulated microlensing light curves show that BISCO is successful in finding the solution to a binary-source event in a very wide parameter space. Flux ratio method is suggested in this work for breaking degeneracy between binary-lens and binary-source photometric light curves. Models show that only a few additional data points in photometric V band, together with a full light curve in I band, will enable breaking the degeneracy. Very good data quality and dense data sampling, combined with accurate binary lens and binary source modeling, yielded the discovery of the lowest-mass planet discovered outside of the Solar System so far, OGLE-2005-BLG-390Lb, having only 5.5 Earth masses. This was the first observed microlensing event in which the degeneracy between a planetary binary-lens and an extreme flux ratio binary-source model has been successfully broken. For events OGLE-2003-BLG-222 and OGLE-2004-BLG-347, the degeneracy was encountered despite of very dense data sampling. From light curve modeling and stellar evolution theory, there was a slight preference to explain OGLE-2003-BLG-222 as a binary source event, and OGLE-2004-BLG-347 as a binary lens event. However, without spectra, this degeneracy cannot be fully broken. No planet was found so far around a white dwarf, though it is believed that Jovian planets should survive the late stages of stellar evolution, and that white dwarfs will retain planetary systems in wide orbits. We want to perform high precision astrometric observations of nearby white dwarfs in wide binary systems with red dwarfs in order to find planets around white dwarfs. We selected a sample of observing targets (WD-RD binary systems, not published yet), which can possibly have planets around the WD component, and modeled synthetic astrometric orbits which can be observed for these targets using existing and future astrometric facilities. Modeling was performed for the astrometric accuracy of 0.01, 0.1, and 1.0 mas, separation between WD and planet of 3 and 5 A.U., binary system separation of 30 A.U., planet masses of 10 Earth masses, 1 and 10 Jupiter masses, WD mass of 0.5M and 1.0 Solar masses, and distances to the system of 10, 20 and 30 pc. It was found that the PRIMA facility at the VLTI will be able to detect planets around white dwarfs once it is operating, by measuring the astrometric wobble of the WD due to a planet companion, down to 1 Jupiter mass. We show for the simulated observations that it is possible to model the orbits and find the parameters describing the potential planetary systems.
Since their discovery in 1610 by Galileo Galilei, Saturn's rings continue to fascinate both experts and amateurs. Countless numbers of icy grains in almost Keplerian orbits reveal a wealth of structures such as ringlets, voids and gaps, wakes and waves, and many more. Grains are found to increase in size with increasing radial distance to Saturn. Recently discovered "propeller" structures in the Cassini spacecraft data, provide evidence for the existence of embedded moonlets. In the wake of these findings, the discussion resumes about origin and evolution of planetary rings, and growth processes in tidal environments. In this thesis, a contact model for binary adhesive, viscoelastic collisions is developed that accounts for agglomeration as well as restitution. Collisional outcomes are crucially determined by the impact speed and masses of the collision partners and yield a maximal impact velocity at which agglomeration still occurs. Based on the latter, a self-consistent kinetic concept is proposed. The model considers all possible collisional outcomes as there are coagulation, restitution, and fragmentation. Emphasizing the evolution of the mass spectrum and furthermore concentrating on coagulation alone, a coagulation equation, including a restricted sticking probability is derived. The otherwise phenomenological Smoluchowski equation is reproduced from basic principles and denotes a limit case to the derived coagulation equation. Qualitative and quantitative analysis of the relevance of adhesion to force-free granular gases and to those under the influence of Keplerian shear is investigated. Capture probability, agglomerate stability, and the mass spectrum evolution are investigated in the context of adhesive interactions. A size dependent radial limit distance from the central planet is obtained refining the Roche criterion. Furthermore, capture probability in the presence of adhesion is generally different compared to the case of pure gravitational capture. In contrast to a Smoluchowski-type evolution of the mass spectrum, numerical simulations of the obtained coagulation equation revealed, that a transition from smaller grains to larger bodies cannot occur via a collisional cascade alone. For parameters used in this study, effective growth ceases at an average size of centimeters.
<img src="http://vg00.met.vgwort.de/na/806c85cec18906a64e06" width="1" height="1" alt=""> Subject of this work is the possibility to synchronize nonlinear systems via correlated noise and automatic control. The thesis is divided into two parts. The first part is motivated by field studies on feral sheep populations on two islands of the St. Kilda archipelago, which revealed strong correlations due to environmental noise. For a linear system the population correlation equals the noise correlation (Moran effect). But there exists no systematic examination of the properties of nonlinear maps under the influence of correlated noise. Therefore, in the first part of this thesis the noise-induced correlation of logistic maps is systematically examined. For small noise intensities it can be shown analytically that the correlation of quadratic maps in the fixed-point regime is always smaller than or equal to the noise correlation. In the period-2 regime a Markov model explains qualitatively the main dynamical characteristics. Furthermore, two different mechanisms are introduced which lead to a higher correlation of the systems than the environmental correlation. The new effect of "correlation resonance" is described, i. e. the correlation yields a maximum depending on the noise intensity. In the second part of the thesis an automatic control method is presented which synchronizes different systems in a robust way. This method is inspired by phase-locked loops and is based on a feedback loop with a differential control scheme, which allows to change the phases of the controlled systems. The effectiveness of the approach is demonstrated for controlled phase synchronization of regular oscillators and foodweb models.
In this work the first observation of new type of liquid crystals is presented. This is ionic self-assembly (ISA) liquid crystals formed by introduction of oppositely charged ions between different low molecular tectonic units. As practically all conventional liquid crystals consist of rigid core and alkyl chains the attention is focused to the simplest case where oppositely charged ions are placed between a rigid core and alkyl tails. The aim of this work is to investigate and understand liquid crystalline and alignment properties of these materials. It was found that ionic interactions within complexes play the main role. Presence of these interactions restricts transition to isotropic phase. In addition, these interactions hold the system (like network) allowing crystallization into a single domain from aligned LC state. Alignment of these simple ISA complexes was spontaneous on a glass substrate. In order to show potentials for application perylenediimide and azobenzene containing ISA complexes have been investigated for correlations between phase behavior and their alignment properties. The best results of macroscopic alignment of perylenediimide-based ISA complexes have been obtained by zone-casting method. In the aligned films the columns of the complex align perpendicular to the phase-transition front. The obtained anisotropy (DR = 18) is thermally stable. The investigated photosensitive (azobenzene-based) ISA complexes show formation of columnar LC phases. It was demonstrated that photo alignment of such complexes was very effective (DR = 50 has been obtained). It was shown that photo-reorientation in the photosensitive ISA complexes is cooperative process. The size of domains has direct influence on efficiency of the photo-reorientation process. In the case of small domains the photo-alignment is the most effective. Under irradiation with linearly polarized light domains reorient in the plane of the film leading to macroscopic alignment of columns parallel to the light polarization and joining of small domains into big ones. Finally, the additional distinguishable properties of the ISA liquid crystalline complexes should be noted: (I) the complexes do not solve in water but readily solve in organic solvents; (II) the complexes have good film-forming properties when cast or spin-coated from organic solvent; (III) alignment of the complexes depends on their structure and secondary interactions between tectonic units.
In Leuchtdioden wird Licht durch die Rekombination von injizierten Ladungsträgern erzeugt. Das kann einerseits in anorganischen Materialien geschehen. In diesem Fall ist es notwendig, hochgeordnete Kristallstrukturen herzustellen, die die Eigenschaften der Leuchtdioden bestimmen. Ein anderer Ansatz ist die Verwendung von organischen Molekülen und Polymeren. Auf Grund der Vielseitigkeit der organischen Chemie können die Eigenschaften der verwendeten halbleitenden Polymere schon während der Synthese beeinflusst werden. Außerdem weisen auch diese Polymere die bekannte mechanische Flexibilität auf. Die Herstellung von flexiblen, großflächigen Beleuchtungsquellen und Anzeigelementen ist so möglich. Die erste Leuchtdiode mit einem halbleitenden Polymer als Emitter wurde 1990 hergestellt. Seither hat das Forschungsgebiet eine rasante Entwicklung genommen. Auch erste kommerzielle Produkte sind erhältlich. Im Zuge dieser Entwicklung wurde deutlich, dass die Eigenschaften von polymeren Leuchtdioden – beispielsweise Farbe und Effizienz – durch die Verwendung mehrerer Komponenten in der aktiven Schicht deutlich verbessert werden können. Gleichzeitig ergeben sich neue Herausforderungen durch die Wechselwirkungen der verschiedenen Filmbestandteile. Während die Komponenten oft entweder zur Verbesserung des Ladungstransportes oder zur Beeinflussung der Emission zugegeben werden, muss darauf geachtet werden, dass die anderen Prozesse nicht negativ beeinflusst werden. In dieser Arbeit werden einige dieser Wechselwirkungen untersucht und mit einfachen physikalischen Modellen erklärt. So werden zunächst blau emittierende Leuchtdioden auf der Basis von Polyfluoren untersucht. Dieses Material ist zwar ein sehr effizienter blauer Emitter, jedoch ist es anfällig für chemische Defekte, diese sich nicht vollständig verhindern lassen. Die Defekte bilden Fallenzustände für Elektronen, ihr Einfluss lässt sich durch die Zugabe von Lochfallen unterdrücken. Der zugrunde liegende Prozess, die Beeinflussung der Ladungsträgerbalance, wird erklärt. Im Folgenden werden Mischsystemen mit dendronisierten Emittern, die gleichzeitig eine Falle für Elektronen bilden, untersucht. Hier wird die unterschiedliche Wirkung der isolierenden Hülle auf die Ladungs- und Energieübertragung zwischen Matrix und Farbstoffkern der Dendrimere untersucht. In Mischsystemen haben die Natur der angeregten Zustände sowie die Art und Weise des Ladungsträgertransportes einen großen Einfluss auf diese Transferprozesse. Außerden hat auch hier die Ladungsträgerbalance Auswirkungen auf die Emission. Um den Ladungsträgereinfang in Fallenzuständen zu charakterisieren, wird eine Methode auf Grundlage der Messung des zeitaufgelösten Photostroms in organischen Mischfilmen weiterentwickelt. Die erzielten Ergebnisse zeigen, dass die Übertragung der für geordnete Systeme entwickelten Modelle des Ladungsträgertransportes nicht ohne weiteres auf Polymersysteme mit hoher Unordnung übertragen werden können. Abschließend werden zeitaufgelöste Messungen der Phosphoreszenz in entsprechenden Mischungen aus Polymeren und organometallischen Verbindungen vorgestellt. Auch diese Systeme enthalten üblicherweise weitere Komponenten, die den Ladungstransport verbessern. In diesen Filmen kann es zu einer Übertragung der Tripletts vom Emitter auf die weiteren Filmbestandteile kommen. Bei Kenntnis der in Frage kommenden Wechselwirkungen können die unerwünschten Prozesse vermieden werden.
In view of the importance of charge storage in polymer electrets for electromechanical transducer applications, the aim of this work is to contribute to the understanding of the charge-retention mechanisms. Furthermore, we will try to explain how the long-term storage of charge carriers in polymeric electrets works and to identify the probable trap sites. Charge trapping and de-trapping processes were investigated in order to obtain evidence of the trap sites in polymeric electrets. The charge de-trapping behavior of two particular polymer electrets was studied by means of thermal and optical techniques. In order to obtain evidence of trapping or de-trapping, charge and dipole profiles in the thickness direction were also monitored. In this work, the study was performed on polyethylene terephthalate (PETP) and on cyclic-olefin copolymers (COCs). PETP is a photo-electret and contains a net dipole moment that is located in the carbonyl group (C = O). The electret behavior of PETP arises from both the dipole orientation and the charge storage. In contrast to PETP, COCs are not photo-electrets and do not exhibit a net dipole moment. The electret behavior of COCs arises from the storage of charges only. COC samples were doped with dyes in order to probe their internal electric field. COCs show shallow charge traps at 0.6 and 0.11 eV, characteristic for thermally activated processes. In addition, deep charge traps are present at 4 eV, characteristic for optically stimulated processes. PETP films exhibit a photo-current transient with a maximum that depends on the temperature with an activation energy of 0.106 eV. The pair thermalization length (rc) calculated from this activation energy for the photo-carrier generation in PETP was estimated to be approx. 4.5 nm. The generated photo-charge carriers can recombine, interact with the trapped charge, escape through the electrodes or occupy an empty trap. PETP possesses a small quasi-static pyroelectric coefficient (QPC): ~0.6 nC/(m²K) for unpoled samples, ~60 nC/(m²K) for poled samples and ~60 nC/(m²K) for unpoled samples under an electric bias (E ~10 V/µm). When stored charges generate an internal electric field of approx. 10 V/µm, they are able to induce a QPC comparable to that of the oriented dipoles. Moreover, we observe charge-dipole interaction. Since the raw data of the QPC-experiments on PETP samples is noisy, a numerical Fourier-filtering procedure was applied. Simulations show that the data analysis is reliable when the noise level is up to 3 times larger than the calculated pyroelectric current for the QPC. PETP films revealed shallow traps at approx. 0.36 eV during thermally-stimulated current measurements. These energy traps are associated with molecular dipole relaxations (C = O). On the other hand, photo-activated measurements yield deep charge traps at 4.1 and 5.2 eV. The observed wavelengths belong to the transitions in PETP that are analogous to the π - π* benzene transitions. The observed charge de-trapping selectivity in the photocharge decay indicates that the charge detrapping is from a direct photon-charge interaction. Additionally, the charge de-trapping can be facilitated by photo-exciton generation and the interaction of the photo-excitons with trapped charge carriers. These results indicate that the benzene rings (C6H4) and the dipolar groups (C = O) can stabilize and share an extra charge carrier in a chemical resonance. In this way, this charge could be de-trapped in connection with the photo-transitions of the benzene ring and with the dipole relaxations. The thermally-activated charge release shows a difference in the trap depth to its optical counterpart. This difference indicates that the trap levels depend on the de-trapping process and on the chemical nature of the trap site. That is, the processes of charge detrapping from shallow traps are related to secondary forces. The processes of charge de-trapping from deep traps are related to primary forces. Furthermore, the presence of deep trap levels causes the stability of the charge for long periods of time.
What can we learn from climate data? : Methods for fluctuation, time/scale and phase analysis
(2006)
Since Galileo Galilei invented the first thermometer, researchers have tried to understand the complex dynamics of ocean and atmosphere by means of scientific methods. They observe nature and formulate theories about the climate system. Since some decades powerful computers are capable to simulate the past and future evolution of climate. Time series analysis tries to link the observed data to the computer models: Using statistical methods, one estimates characteristic properties of the underlying climatological processes that in turn can enter the models. The quality of an estimation is evaluated by means of error bars and significance testing. On the one hand, such a test should be capable to detect interesting features, i.e. be sensitive. On the other hand, it should be robust and sort out false positive results, i.e. be specific. This thesis mainly aims to contribute to methodological questions of time series analysis with a focus on sensitivity and specificity and to apply the investigated methods to recent climatological problems. First, the inference of long-range correlations by means of Detrended Fluctuation Analysis (DFA) is studied. It is argued that power-law scaling of the fluctuation function and thus long-memory may not be assumed a priori but have to be established. This requires to investigate the local slopes of the fluctuation function. The variability characteristic for stochastic processes is accounted for by calculating empirical confidence regions. The comparison of a long-memory with a short-memory model shows that the inference of long-range correlations from a finite amount of data by means of DFA is not specific. When aiming to infer short memory by means of DFA, a local slope larger than $\alpha=0.5$ for large scales does not necessarily imply long-memory. Also, a finite scaling of the autocorrelation function is shifted to larger scales in the fluctuation function. It turns out that long-range correlations cannot be concluded unambiguously from the DFA results for the Prague temperature data set. In the second part of the thesis, an equivalence class of nonstationary Gaussian stochastic processes is defined in the wavelet domain. These processes are characterized by means of wavelet multipliers and exhibit well defined time dependent spectral properties; they allow one to generate realizations of any nonstationary Gaussian process. The dependency of the realizations on the wavelets used for the generation is studied, bias and variance of the wavelet sample spectrum are calculated. To overcome the difficulties of multiple testing, an areawise significance test is developed and compared to the conventional pointwise test in terms of sensitivity and specificity. Applications to Climatological and Hydrological questions are presented. The thesis at hand mainly aims to contribute to methodological questions of time series analysis and to apply the investigated methods to recent climatological problems. In the last part, the coupling between El Nino/Southern Oscillation (ENSO) and the Indian Monsoon on inter-annual time scales is studied by means of Hilbert transformation and a curvature defined phase. This method allows one to investigate the relation of two oscillating systems with respect to their phases, independently of their amplitudes. The performance of the technique is evaluated using a toy model. From the data, distinct epochs are identified, especially two intervals of phase coherence, 1886-1908 and 1964-1980, confirming earlier findings from a new point of view. A significance test of high specificity corroborates these results. Also so far unknown periods of coupling invisible to linear methods are detected. These findings suggest that the decreasing correlation during the last decades might be partly inherent to the ENSO/Monsoon system. Finally, a possible interpretation of how volcanic radiative forcing could cause the coupling is outlined.
Uncertainty about the sensitivity of the climate system to changes in the Earth’s radiative balance constitutes a primary source of uncertainty for climate projections. Given the continuous increase in atmospheric greenhouse gas concentrations, constraining the uncertainty range in such type of sensitivity is of vital importance. A common measure for expressing this key characteristic for climate models is the climate sensitivity, defined as the simulated change in global-mean equilibrium temperature resulting from a doubling of atmospheric CO2 concentration. The broad range of climate sensitivity estimates (1.5-4.5°C as given in the last Assessment Report of the Intergovernmental Panel on Climate Change, 2001), inferred from comprehensive climate models, illustrates that the strength of simulated feedback mechanisms varies strongly among different models. The central goal of this thesis is to constrain uncertainty in climate sensitivity. For this objective we first generate a large ensemble of model simulations, covering different feedback strengths, and then request their consistency with present-day observational data and proxy-data from the Last Glacial Maximum (LGM). Our analyses are based on an ensemble of fully-coupled simulations, that were realized with a climate model of intermediate complexity (CLIMBER-2). These model versions cover a broad range of different climate sensitivities, ranging from 1.3 to 5.5°C, and have been generated by simultaneously perturbing a set of 11 model parameters. The analysis of the simulated model feedbacks reveals that the spread in climate sensitivity results from different realizations of the feedback strengths in water vapour, clouds, lapse rate and albedo. The calculated spread in the sum of all feedbacks spans almost the entire plausible range inferred from a sampling of more complex models. We show that the requirement for consistency between simulated pre-industrial climate and a set of seven global-mean data constraints represents a comparatively weak test for model sensitivity (the data constrain climate sensitivity to 1.3-4.9°C). Analyses of the simulated latitudinal profile and of the seasonal cycle suggest that additional present-day data constraints, based on these characteristics, do not further constrain uncertainty in climate sensitivity. The novel approach presented in this thesis consists in systematically combining a large set of LGM simulations with data information from reconstructed regional glacial cooling. Irrespective of uncertainties in model parameters and feedback strengths, the set of our model versions reveals a close link between the simulated warming due to a doubling of CO2, and the cooling obtained for the LGM. Based on this close relationship between past and future temperature evolution, we define a method (based on linear regression) that allows us to estimate robust 5-95% quantiles for climate sensitivity. We thus constrain the range of climate sensitivity to 1.3-3.5°C using proxy-data from the LGM at low and high latitudes. Uncertainties in glacial radiative forcing enlarge this estimate to 1.2-4.3°C, whereas the assumption of large structural uncertainties may increase the upper limit by an additional degree. Using proxy-based data constraints for tropical and Antarctic cooling we show that very different absolute temperature changes in high and low latitudes all yield very similar estimates of climate sensitivity. On the whole, this thesis highlights that LGM proxy-data information can offer an effective means of constraining the uncertainty range in climate sensitivity and thus underlines the potential of paleo-climatic data to reduce uncertainty in future climate projections.
The layer-by-layer assembly (LBL) of polyelectrolytes has been extensively studied for the preparation of ultrathin films due to the versatility of the build-up process. The control of the permeability of these layers is particularly important as there are potential drug delivery applications. Multilayered polyelectrolyte microcapsules are also of great interest due to their possible use as microcontainers. This work will present two methods that can be used as employable drug delivery systems, both of which can encapsulate an active molecule and tune the release properties of the active species. Poly-(N-isopropyl acrylamide), (PNIPAM) is known to be a thermo-sensitive polymer that has a Lower Critical Solution Temperature (LCST) around 32oC; above this temperature PNIPAM is insoluble in water and collapses. It is also known that with the addition of salt, the LCST decreases. This work shows Differential Scanning Calorimetry (DSC) and Confocal Laser Scanning Microscopy (CLSM) evidence that the LCST of the PNIPAM can be tuned with salt type and concentration. Microcapsules were used to encapsulate this thermo-sensitive polymer, resulting in a reversible and tunable stimuli- responsive system. The encapsulation of the PNIPAM inside of the capsule was proven with Raman spectroscopy, DSC (bulk LCST measurements), AFM (thickness change), SEM (morphology change) and CLSM (in situ LCST measurement inside of the capsules). The exploitation of the capsules as a microcontainer is advantageous not only because of the protection the capsules give to the active molecules, but also because it facilitates easier transport. The second system investigated demonstrates the ability to reduce the permeability of polyelectrolyte multilayer films by the addition of charged wax particles. The incorporation of this hydrophobic coating leads to a reduced water sensitivity particularly after heating, which melts the wax, forming a barrier layer. This conclusion was proven with Neutron Reflectivity by showing the decreased presence of D2O in planar polyelectrolyte films after annealing creating a barrier layer. The permeability of capsules could also be decreased by the addition of a wax layer. This was proved by the increase in recovery time measured by Florescence Recovery After Photobleaching, (FRAP) measurements. In general two advanced methods, potentially suitable for drug delivery systems, have been proposed. In both cases, if biocompatible elements are used to fabricate the capsule wall, these systems provide a stable method of encapsulating active molecules. Stable encapsulation coupled with the ability to tune the wall thickness gives the ability to control the release profile of the molecule of interest.