## Doctoral Thesis

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- Distributed Real-time Systems - Deterministic Protocols for Wireless Networks and Model-Driven Development with SDL (2015)
- In a networked system, the communication system is indispensable but often the weakest link w.r.t. performance and reliability. This, particularly, holds for wireless communication systems, where the error- and interference-prone medium and the character of network topologies implicate special challenges. However, there are many scenarios of wireless networks, in which a certain quality-of-service has to be provided despite these conditions. In this regard, distributed real-time systems, whose realization by wireless multi-hop networks becomes increasingly popular, are a particular challenge. For such systems, it is of crucial importance that communication protocols are deterministic and come with the required amount of efficiency and predictability, while additionally considering scarce hardware resources that are a major limiting factor of wireless sensor nodes. This, in turn, does not only place demands on the behavior of a protocol but also on its implementation, which has to comply with timing and resource constraints. The first part of this thesis presents a deterministic protocol for wireless multi-hop networks with time-critical behavior. The protocol is referred to as Arbitrating and Cooperative Transfer Protocol (ACTP), and is an instance of a binary countdown protocol. It enables the reliable transfer of bit sequences of adjustable length and deterministically resolves contest among nodes based on a flexible priority assignment, with constant delays, and within configurable arbitration radii. The protocol's key requirement is the collision-resistant encoding of bits, which is achieved by the incorporation of black bursts. Besides revisiting black bursts and proposing measures to optimize their detection, robustness, and implementation on wireless sensor nodes, the first part of this thesis presents the mode of operation and time behavior of ACTP. In addition, possible applications of ACTP are illustrated, presenting solutions to well-known problems of distributed systems like leader election and data dissemination. Furthermore, results of experimental evaluations with customary wireless transceivers are outlined to provide evidence of the protocol's implementability and benefits. In the second part of this thesis, the focus is shifted from concrete deterministic protocols to their model-driven development with the Specification and Description Language (SDL). Though SDL is well-established in the domain of telecommunication and distributed systems, the predictability of its implementations is often insufficient as previous projects have shown. To increase this predictability and to improve SDL's applicability to time-critical systems, real-time tasks, an approved concept in the design of real-time systems, are transferred to SDL and extended to cover node-spanning system tasks. In this regard, a priority-based execution and suspension model is introduced in SDL, which enables task-specific priority assignments in the SDL specification that are orthogonal to the static structure of SDL systems and control transition execution orders on design as well as on implementation level. Both the formal incorporation of real-time tasks into SDL and their implementation in a novel scheduling strategy are discussed in this context. By means of evaluations on wireless sensor nodes, evidence is provided that these extensions reduce worst-case execution times substantially, and improve the predictability of SDL implementations and the language's applicability to real-time systems.

- Coercive functions from a topological viewpoint and properties of minimizing sets of convex functions appearing in image restoration (2015)
- Many tasks in image processing can be tackled by modeling an appropriate data fidelity term \(\Phi: \mathbb{R}^n \rightarrow \mathbb{R} \cup \{+\infty\}\) and then solve one of the regularized minimization problems \begin{align*} &{}(P_{1,\tau}) \qquad \mathop{\rm argmin}_{x \in \mathbb R^n} \big\{ \Phi(x) \;{\rm s.t.}\; \Psi(x) \leq \tau \big\} \\ &{}(P_{2,\lambda}) \qquad \mathop{\rm argmin}_{x \in \mathbb R^n} \{ \Phi(x) + \lambda \Psi(x) \}, \; \lambda > 0 \end{align*} with some function \(\Psi: \mathbb{R}^n \rightarrow \mathbb{R} \cup \{+\infty\}\) and a good choice of the parameter(s). Two tasks arise naturally here: \begin{align*} {}& \text{1. Study the solver sets \({\rm SOL}(P_{1,\tau})\) and \({\rm SOL}(P_{2,\lambda})\) of the minimization problems.} \\ {}& \text{2. Ensure that the minimization problems have solutions.} \end{align*} This thesis provides contributions to both tasks: Regarding the first task for a more special setting we prove that there are intervals \((0,c)\) and \((0,d)\) such that the setvalued curves \begin{align*} \tau \mapsto {}& {\rm SOL}(P_{1,\tau}), \; \tau \in (0,c) \\ {} \lambda \mapsto {}& {\rm SOL}(P_{2,\lambda}), \; \lambda \in (0,d) \end{align*} are the same, besides an order reversing parameter change \(g: (0,c) \rightarrow (0,d)\). Moreover we show that the solver sets are changing all the time while \(\tau\) runs from \(0\) to \(c\) and \(\lambda\) runs from \(d\) to \(0\). In the presence of lower semicontinuity the second task is done if we have additionally coercivity. We regard lower semicontinuity and coercivity from a topological point of view and develop a new technique for proving lower semicontinuity plus coercivity. Dropping any lower semicontinuity assumption we also prove a theorem on the coercivity of a sum of functions.

- Exploration and Design of DC MEMS Switches for Integrated Self-x Sensory Systems (2015)
- The advances in sensor technology have introduced smart electronic products with high integration of multi-sensor elements, sensor electronics and sophisticated signal processing algorithms, resulting in intelligent sensor systems with a significant level of complexity. This complexity leads to higher vulnerability in performing their respective functions in a dynamic environment. The system dependability can be improved via the implementation of self-x features in reconfigurable systems. The reconfiguration capability requires capable switching elements, typically in the form of a CMOS switch or miniaturized electromagnetic relay. The emerging DC-MEMS switch has the potential to complement the CMOS switch in System-in-Package as well as integrated circuits solutions. The aim of this thesis is to study the feasibility of using DC-MEMS switches to enable the self-x functionality at system level. The self-x implementation is also extended to the component level, in which the ISE-DC-MEMS switch is equipped with self-monitoring and self-repairing features. The MEMS electrical behavioural model generated by the design tool is inadequate, so additional electrical models have been proposed, simulated and validated. The simplification of the mechanical MEMS model has produced inaccurate simulation results that lead to the occurrence of stiction in the actual device. A stiction conformity test has been proposed, implemented, and successfully validated to compensate the inaccurate mechanical model. Four different system simulations of representative applications were carried out using the improved behavioural MEMS model, to show the aptness and the performances of the ISE-DC-MEMS switch in sensitive reconfiguration tasks in the application and to compare it with transmission gates. The current design of the ISE-DC-MEMS switch needs further optimization in terms of size, driving voltage, and the robustness of the design to guarantee high output yield in order to match the performance of commercial DC MEMS switches.

- Upscaling Approaches for Nonlinear Processes in Lithium-Ion Batteries (2015)
- Lithium-ion batteries are broadly used nowadays in all kinds of portable electronics, such as laptops, cell phones, tablets, e-book readers, digital cameras, etc. They are preferred to other types of rechargeable batteries due to their superior characteristics, such as light weight and high energy density, no memory effect, and a big number of charge/discharge cycles. The high demand and applicability of Li-ion batteries naturally give rise to the unceasing necessity of developing better batteries in terms of performance and lifetime. The aim of the mathematical modelling of Li-ion batteries is to help engineers test different battery configurations and electrode materials faster and cheaper. Lithium-ion batteries are multiscale systems. A typical Li-ion battery consists of multiple connected electrochemical battery cells. Each cell has two electrodes - anode and cathode, as well as a separator between them that prevents a short circuit. Both electrodes have porous structure composed of two phases - solid and electrolyte. We call macroscale the lengthscale of the whole electrode and microscale - the lengthscale at which we can distinguish the complex porous structure of the electrodes. We start from a Li-ion battery model derived on the microscale. The model is based on nonlinear diffusion type of equations for the transport of Lithium ions and charges in the electrolyte and in the active material. Electrochemical reactions on the solid-electrolyte interface couple the two phases. The interface kinetics is modelled by the highly nonlinear Butler-Volmer interface conditions. Direct numerical simulations with standard methods, such as the Finite Element Method or Finite Volume Method, lead to ill-conditioned problems with a huge number of degrees of freedom which are difficult to solve. Therefore, the aim of this work is to derive upscaled models on the lengthscale of the whole electrode so that we do not have to resolve all the small-scale features of the porous microstructure thus reducing the computational time and cost. We do this by applying two different upscaling techniques - the Asymptotic Homogenization Method and the Multiscale Finite Element Method (MsFEM). We consider the electrolyte and the solid as two self-complementary perforated domains and we exploit this idea with both upscaling methods. The first method is restricted only to periodic media and periodically oscillating solutions while the second method can be applied to randomly oscillating solutions and is based on the Finite Element Method framework. We apply the Asymptotic Homogenization Method to derive a coupled macro-micro upscaled model under the assumption of periodic electrode microstructure. A crucial step in the homogenization procedure is the upscaling of the Butler-Volmer interface conditions. We rigorously determine the asymptotic order of the interface exchange current densities and we perform a comprehensive numerical study in order to validate the derived homogenized Li-ion battery model. In order to upscale the microscale battery problem in the case of random electrode microstructure we apply the MsFEM, extended to problems in perforated domains with Neumann boundary conditions on the holes. We conduct a detailed numerical investigation of the proposed algorithm and we show numerical convergence of the method that we design. We also apply the developed technique to a simplified two-dimensional Li-ion battery problem and we show numerical convergence of the solution obtained with the MsFEM to the reference microscale one.

- Simulation of Degradation Processes in Lithium-Ion Batteries (2015)
- Lithium-ion batteries are increasingly becoming an ubiquitous part of our everyday life - they are present in mobile phones, laptops, tools, cars, etc. However, there are still many concerns about their longevity and their safety. In this work we focus on the simulation of several degradation mechanisms on the microscopic scale, where one can resolve the active materials inside the electrodes of the lithium-ion batteries as porous structures. We mainly study two aspects - heat generation and mechanical stress. For the former we consider an electrochemical non-isothermal model on the spatially resolved porous scale to observe the temperature increase inside a battery cell, as well as to observe the individual heat sources to assess their contributions to the total heat generation. As a result from our experiments, we determined that the temperature has very small spatial variance for our test cases and thus allows for an ODE formulation of the heat equation. The second aspect that we consider is the generation of mechanical stress as a result of the insertion of lithium ions in the electrode materials. We study two approaches - using small strain models and finite strain models. For the small strain models, the initial geometry and the current geometry coincide. The model considers a diffusion equation for the lithium ions and equilibrium equation for the mechanical stress. First, we test a single perforated cylindrical particle using different boundary conditions for the displacement and with Neumann boundary conditions for the diffusion equation. We also test for cylindrical particles, but with boundary conditions for the diffusion equation in the electrodes coming from an isothermal electrochemical model for the whole battery cell. For the finite strain models we take in consideration the deformation of the initial geometry as a result of the intercalation and the mechanical stress. We compare two elastic models to study the sensitivity of the predicted elastic behavior on the specific model used. We also consider a softening of the active material dependent on the concentration of the lithium ions and using data for silicon electrodes. We recover the general behavior of the stress from known physical experiments. Some models, like the mechanical models we use, depend on the local values of the concentration to predict the mechanical stress. In that sense we perform a short comparative study between the Finite Element Method with tetrahedral elements and the Finite Volume Method with voxel volumes for an isothermal electrochemical model. The spatial discretizations of the PDEs are done using the Finite Element Method. For some models we have discontinuous quantities where we adapt the FEM accordingly. The time derivatives are discretized using the implicit Backward Euler method. The nonlinear systems are linearized using the Newton method. All of the discretized models are implemented in a C++ framework developed during the thesis.

- Isogeometric Finite Element Analysis of Nonlinear Structural Vibrations (2015)
- In this thesis we present a new method for nonlinear frequency response analysis of mechanical vibrations. For an efficient spatial discretization of nonlinear partial differential equations of continuum mechanics we employ the concept of isogeometric analysis. Isogeometric finite element methods have already been shown to possess advantages over classical finite element discretizations in terms of exact geometry representation and higher accuracy of numerical approximations using spline functions. For computing nonlinear frequency response to periodic external excitations, we rely on the well-established harmonic balance method. It expands the solution of the nonlinear ordinary differential equation system resulting from spatial discretization as a truncated Fourier series in the frequency domain. A fundamental aspect for enabling large-scale and industrial application of the method is model order reduction of the spatial discretization of the equation of motion. Therefore we propose the utilization of a modal projection method enhanced with modal derivatives, providing second-order information. We investigate the concept of modal derivatives theoretically and using computational examples we demonstrate the applicability and accuracy of the reduction method for nonlinear static computations and vibration analysis. Furthermore, we extend nonlinear vibration analysis to incompressible elasticity using isogeometric mixed finite element methods.

- Isogeometric Shell Discretizations for Flexible Multibody Dynamics (2015)
- This work aims at including nonlinear elastic shell models in a multibody framework. We focus our attention to Kirchhoff-Love shells and explore the benefits of an isogeometric approach, the latest development in finite element methods, within a multibody system. Isogeometric analysis extends isoparametric finite elements to more general functions such as B-Splines and Non-Uniform Rational B-Splines (NURBS) and works on exact geometry representations even at the coarsest level of discretizations. Using NURBS as basis functions, high regularity requirements of the shell model, which are difficult to achieve with standard finite elements, are easily fulfilled. A particular advantage is the promise of simplifying the mesh generation step, and mesh refinement is easily performed by eliminating the need for communication with the geometry representation in a Computer-Aided Design (CAD) tool. Quite often the domain consists of several patches where each patch is parametrized by means of NURBS, and these patches are then glued together by means of continuity conditions. Although the techniques known from domain decomposition can be carried over to this situation, the analysis of shell structures is substantially more involved as additional angle preservation constraints between the patches might arise. In this work, we address this issue in the stationary and transient case and make use of the analogy to constrained mechanical systems with joints and springs as interconnection elements. Starting point of our work is the bending strip method which is a penalty approach that adds extra stiffness to the interface between adjacent patches and which is found to lead to a so-called stiff mechanical system that might suffer from ill-conditioning and severe stepsize restrictions during time integration. As a remedy, an alternative formulation is developed that improves the condition number of the system and removes the penalty parameter dependence. Moreover, we study another alternative formulation with continuity constraints applied to triples of control points at the interface. The approach presented here to tackle stiff systems is quite general and can be applied to all penalty problems fulfilling some regularity requirements. The numerical examples demonstrate an impressive convergence behavior of the isogeometric approach even for a coarse mesh, while offering substantial savings with respect to the number of degrees of freedom. We show a comparison between the different multipatch approaches and observe that the alternative formulations are well conditioned, independent of any penalty parameter and give the correct results. We also present a technique to couple the isogeometric shells with multibody systems using a pointwise interaction.

- Robustness against Relaxed Memory Models (2015)
- Sequential Consistency (SC) is the memory model traditionally applied by programmers and verification tools for the analysis of multithreaded programs. SC guarantees that instructions of each thread are executed atomically and in program order. Modern CPUs implement memory models that relax the SC guarantees: threads can execute instructions out of order, stores to the memory can be observed by different threads in different order. As a result of these relaxations, multithreaded programs can show unexpected, potentially undesired behaviors, when run on real hardware. The robustness problem asks if a program has the same behaviors under SC and under a relaxed memory model. Behaviors are formalized in terms of happens-before relations — dataflow and control-flow relations between executed instructions. Programs that are robust against a memory model produce the same results under this memory model and under SC. This means, they only need to be verified under SC, and the verification results will carry over to the relaxed setting. Interestingly, robustness is a suitable correctness criterion not only for multithreaded programs, but also for parallel programs running on computer clusters. Parallel programs written in Partitioned Global Address Space (PGAS) programming model, when executed on cluster, consist of multiple processes, each running on its cluster node. These processes can directly access memories of each other over the network, without the need of explicit synchronization. Reorderings and delays introduced on the network level, just as the reorderings done by the CPUs, may result into unexpected behaviors that are hard to reproduce and fix. Our first contribution is a generic approach for solving robustness against relaxed memory models. The approach involves two steps: combinatorial analysis, followed by an algorithmic development. The aim of combinatorial analysis is to show that among program computations violating robustness there is always a computation in a certain normal form, where reorderings are applied in a restricted way. In the algorithmic development we work out a decision procedure for checking whether a program has violating normal-form computations. Our second contribution is an application of the generic approach to widely implemented memory models, including Total Store Order used in Intel x86 and Sun SPARC architectures, the memory model of Power architecture, and the PGAS memory model. We reduce robustness against TSO to SC state reachability for a modified input program. Robustness against Power and PGAS is reduced to language emptiness for a novel class of automata — multiheaded automata. The reductions lead to new decidability results. In particular, robustness is PSPACE-complete for all the considered memory models.

- Portfolio Optimization and Stochastic Control under Transaction Costs (2015)
- This thesis is concerned with stochastic control problems under transaction costs. In particular, we consider a generalized menu cost problem with partially controlled regime switching, general multidimensional running cost problems and the maximization of long-term growth rates in incomplete markets. The first two problems are considered under a general cost structure that includes a fixed cost component, whereas the latter is analyzed under proportional and Morton-Pliska transaction costs. For the menu cost problem and the running cost problem we provide an equivalent characterization of the value function by means of a generalized version of the Ito-Dynkin formula instead of the more restrictive, traditional approach via the use of quasi-variational inequalities (QVIs). Based on the finite element method and weak solutions of QVIs in suitable Sobolev spaces, the value function is constructed iteratively. In addition to the analytical results, we study a novel application of the menu cost problem in management science. We consider a company that aims to implement an optimal investment and marketing strategy and must decide when to issue a new version of a product and when and how much to invest into marketing. For the long-term growth rate problem we provide a rigorous asymptotic analysis under both proportional and Morton-Pliska transaction costs in a general incomplete market that includes, for instance, the Heston stochastic volatility model and the Kim-Omberg stochastic excess return model as special cases. By means of a dynamic programming approach leading-order optimal strategies are constructed and the leading-order coefficients in the expansions of the long-term growth rates are determined. Moreover, we analyze the asymptotic performance of Morton-Pliska strategies in settings with proportional transaction costs. Finally, pathwise optimality of the constructed strategies is established.

- Image based characterization and geometric modeling of 3d materials microstructures (2015)
- It is well known that the structure at a microscopic point of view strongly influences the macroscopic properties of materials. Moreover, the advancement in imaging technologies allows to capture the complexity of the structures at always decreasing scales. Therefore, more sophisticated image analysis techniques are needed. This thesis provides tools to geometrically characterize different types of three-dimensional structures with applications to industrial production and to materials science. Our goal is to enhance methods that allow the extraction of geometric features from images and the automatic processing of the information. In particular, we investigate which characteristics are sufficient and necessary to infer the desired information, such as particles classification for technical cleanliness and fitting of stochastic models in materials science. In the production line of automotive industry, dirt particles collect on the surface of mechanical components. Residual dirt might reduce the performance and durability of assembled products. Geometric characterization of these particles allows to identify their potential danger. While the current standards are based on 2d microscopic images, we extend the characterization to 3d. In particular, we provide a collection of parameters that exhaustively describe size and shape of three-dimensional objects and can be efficiently estimated from binary images. Furthermore, we show that only a few features are sufficient to classify particles according to the standards of technical cleanliness. In the context of materials science, we consider two types of microstructures: fiber systems and foams. Stochastic geometry grants the fundamentals for versatile models able to encompass the geometry observed in the samples. To allow automatic model fitting, we need rules stating which parameters of the model yield the best-fitting characteristics. However, the validity of such rules strongly depends on the properties of the structures and on the choice of the model. For instance, isotropic orientation distribution yields the best theoretical results for Boolean models and Poisson processes of cylinders with circular cross sections. Nevertheless, fiber systems in composites are often anisotropic. Starting from analytical results from the literature, we derive formulae for anisotropic Poisson processes of cylinders with polygonal cross sections that can be directly used in applications. We apply this procedure to a sample of medium density fiber board. Even if image resolution does not allow to estimate reliably characteristics of the singles fibers, we can fit Boolean models and Poisson cylinder processes. In particular, we show the complete model fitting and validation procedure with cylinders with circular and squared cross sections. Different problems arise when modeling cellular materials. Motivated by the physics of foams, random Laguerre tessellations are a good choice to model the pore system of foams. Considering tessellations generated by systems of non-overlapping spheres allows to control the cell size distribution, but yields the loss of an analytical description of the model. Nevertheless, automatic model fitting can still be obtained by approximating the characteristics of the tessellation depending on the parameters of the model. We investigate how to improve the choice of the model parameters. Angles between facets and between edges were never considered so far. We show that the distributions of angles in Laguerre tessellations depend on the model parameters. Thus, including the moments of the angles still allows automatic model fitting. Moreover, we propose an algorithm to estimate angles from images of real foams. We observe that angles are matched well in random Laguerre tessellations also when they are not employed to choose the model parameters. Then, we concentrate on the edge length distribution. In Laguerre tessellations occur many more short edges than in real foams. To deal with this problem, we consider relaxed models. Relaxation refers to topological and structural modifications of a tessellation in order to make it comply with Plateau's laws of mechanical equilibrium. We inspect samples of different types of foams, closed and open cell foams, polymeric and metallic. By comparing the geometric characteristics of the model and of the relaxed tessellations, we conclude that whether the relaxation improves the edge length distribution strongly depends on the type of foam.