The papers in this book originate from lectures which were held at the "Vienna Workshop on Nonlinear Models and Analysis" - May 20-24, 2002. They represent a cross-section of the research field Applied Nonlinear Analysis with emphasis on free boundaries, fully nonlinear partial differential equations, variational methods, quasilinear partial differential equations and nonlinear kinetic models.

This book presents a hierarchy of macroscopic models for semiconductor devices, studying three classes of models in detail: isentropic drift-diffusion equations, energy-transport models, and quantum hydrodynamic equations. The derivation of each, including physical discussions, is shown. Numerical simulations for modern semiconductor devices are performed, showing the particular features of each. The author develops modern analytical techniques, such as positive solution methods, local energy methods for free-boundary problems and entropy methods.

Semiconductor devices are ubiquitous in the modern computer and telecommunications industry. A precise knowledge of the transport equations for electron flow in semiconductors when a voltage is applied is therefore of paramount importance for further technological breakthroughs.

In the present work, the author tackles their derivation in a systematic and rigorous way, depending on certain key parameters such as the number of free electrons in the device, the mean free path of the carriers, the device dimensions and the ambient temperature. Accordingly a hierarchy of models is examined which is reflected in the structure of the book: first the microscopic and macroscopic semi-classical approaches followed by their quantum-mechanical counterparts.

This book presents a range of entropy methods for diffusive PDEs devised by many researchers in the course of the past few decades, which allow us to understand the qualitative behavior of solutions to diffusive equations (and Markov diffusion processes). Applications include the large-time asymptotics of solutions, the derivation of convex Sobolev inequalities, the existence and uniqueness of weak solutions, and the analysis of discrete and geometric structures of the PDEs. The purpose of the book is to provide readers an introduction to selected entropy methods that can be found in the research literature. In order to highlight the core concepts, the results are not stated in the widest generality and most of the arguments are only formal (in the sense that the functional setting is not specified or sufficient regularity is supposed). The text is also suitable for advanced master and PhD students and could serve as a textbook for special courses and seminars.

In this book a hierarchy of macroscopic models for semiconductor devices is presented. Three classes of models are studied in detail: isentropic drift-diffusion equations, energy-transport models, and quantum hydrodynamic equations. The derivation of each of the models is shown, including physical discussions. Furthermore, the corresponding mathematical problems are analyzed, using modern techniques for nonlinear partial differential equations. The equations are discretized employing mixed finite-element methods. Also, numerical simulations for modern semiconductor devices are performed, showing the particular features of the models.
Modern analytical techniques have been used and further developed, such as positive solution methods, local energy methods for free-boundary problems and entropy methods.
The book is aimed at applied mathematicians and physicists interested in mathematics, as well as graduate and postdoc students and researchers in these fields.

The papers in this book originate from lectures which were held at the "Vienna Workshop on Nonlinear Models and Analysis" - May 20-24, 2002. They represent a cross-section of the research field Applied Nonlinear Analysis with emphasis on free boundaries, fully nonlinear partial differential equations, variational methods, quasilinear partial differential equations and nonlinear kinetic models.

Semiconductor devices are ubiquitous in the modern computer and telecommunications industry. A precise knowledge of the transport equations for electron flow in semiconductors when a voltage is applied is therefore of paramount importance for further technological breakthroughs. In the present work, the author tackles their derivation in a systematic and rigorous way, depending on certain key parameters such as the number of free electrons in the device, the mean free path of the carriers, the device dimensions and the ambient temperature. Accordingly a hierarchy of models is examined which is reflected in the structure of the book: first the microscopic and macroscopic semi-classical approaches followed by their quantum-mechanical counterparts.

In der Finanzwelt ist der Einsatz von Finanzderivaten zu einem unentbehrlichen Hilfsmittel zur Absicherung von Risiken geworden. Dieses Buch richtet sich an Studierende der (Finanz-) Mathematik und der Wirtschaftswissenschaften im Hauptstudium, die mehr uber Finanzderivate und ihre mathematische Behandlung erfahren moechten. Es werden moderne numerische Methoden vorgestellt, mit denen die entsprechenden Bewertungsgleichungen in der Programmierumgebung MATLAB geloest werden koennen. Betrachtet werden Binomialmethoden, Monte-Carlo-Simulationen und Verfahren zur Loesung parabolischer Differentialgleichungen und freier Randwertprobleme. Auch auf neuere Entwicklungen wie die Bewertung von Zins- und Wetterderivaten wird eingegangen. MATLAB-Befehle und theoretische Hilfsmittel (aus der Stochastik) sind in die einzelnen Kapitel integriert, so dass keine Vorkenntnisse notwendig sind. Das Buch eignet sich hervorragend zum Selbststudium. Der Text wurde fur die zweite Auflage grundlich uberarbeitet und durch aktuelle Entwicklungen auf den Finanzmarkten erganzt: u. a. Bewertung von Energiederivaten, die im Zuge der Liberalisierung der Energiemarkte entwickelt wurden - spezielle Kreditderivate, deren riskanter Umgang die Finanzkrise mit verursacht zu haben scheint- Adjusting Options, die in globalisierten Markten von grosser Bedeutung sind.