This thesis treats a range of stochastic methods with various applications, most notably in finance. It is comprised of five articles, and a summary of the key concepts and results these are built on. The first two papers consider a jump-to-default model, which is a model where some quantity, e.g. the price of a financial asset, is represented by a stochastic process which has continuous sample paths except for the possibility of a sudden drop to zero. In Paper I prices of European-type options in this model are studied together with the partial integro-differential equation that characterizes the price. In Paper II the price of a perpetual American put option in the same model is found in terms of explicit formulas. Both papers also study the parameter monotonicity and convexity properties of the option prices. The third and fourth articles both deal with valuation problems in a jump-diffusion model. Paper III concerns the optimal level at which to exercise an American put option with finite time horizon. More specifically, the integral equation that characterizes the optimal boundary is studied. In Paper IV we consider a stochastic game between two players and determine the optimal value and exercise strategy using an iterative technique. Paper V employs a similar iterative method to solve the statistical problem of determining the unknown drift of a stochastic process, where not only running time but also each observation of the process is costly.

<p>This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. We also study qualitative behavior of different optimal stopping boundaries appearing in option pricing.</p><p>In Paper I a new condition on the contract function of an American option is provided under which the option price increases monotonically in the volatility. It is also shown that American option prices are continuous in the volatility.</p><p>In Paper II an explicit pricing formula for the perpetual American put option in the Constant Elasticity of Variance model is derived. Moreover, different properties of this price are studied.</p><p>Paper III deals with the Russian option with a finite time horizon. It is shown that the value of the Russian option solves a certain free boundary problem. This information is used to analyze the optimal stopping boundary.</p><p>A study of perpetual game options is performed in Paper IV. One of the main results provides a condition under which the value of the option is increasing in the volatility.</p><p>In Paper V options written on several underlying assets are considered. It is shown that, within a large class of models, the only model for the stock prices that assigns convex option prices to all convex contract functions is geometric Brownian motion.</p><p>Finally, in Paper VI it is shown that the optimal stopping boundary for the American put option is convex in the standard Black-Scholes model. </p>

This thesis, consisting of six papers and a summary, studies the area of continuous time financial mathematics. A unifying theme for many of the problems studied is the implications of possible mis-specifications of models. Intimately connected with this question is, perhaps surprisingly, convexity properties of option prices. We also study qualitative behavior of different optimal stopping boundaries appearing in option pricing. In Paper I a new condition on the contract function of an American option is provided under which the option price increases monotonically in the volatility. It is also shown that American option prices are continuous in the volatility. In Paper II an explicit pricing formula for the perpetual American put option in the Constant Elasticity of Variance model is derived. Moreover, different properties of this price are studied. Paper III deals with the Russian option with a finite time horizon. It is shown that the value of the Russian option solves a certain free boundary problem. This information is used to analyze the optimal stopping boundary. A study of perpetual game options is performed in Paper IV. One of the main results provides a condition under which the value of the option is increasing in the volatility. In Paper V options written on several underlying assets are considered. It is shown that, within a large class of models, the only model for the stock prices that assigns convex option prices to all convex contract functions is geometric Brownian motion. Finally, in Paper VI it is shown that the optimal stopping boundary for the American put option is convex in the standard Black-Scholes model.

Αντικείμενο της παρούσας εργασίας είναι η πρόβλεψη τόσο της κίνησης, αλληλεπίδρασης και παραμόρφωσης δύο φυσαλίδων λόγω μεταβολής της πίεσης στο περιβάλλον ιξώδες υγρό, όσο και της ανοδικής κίνησης μιας φυσαλίδας λόγω άνωσης σε ένα Νευτωνικό ή ιξωδοπλαστικό ρευστό. Για τη μοντελοποίηση των αλληλεπιδρώντων φυσαλίδων, αναπτύχθηκε μιας νέα ελλειπτική μεθόδος κατασκευής του υπολογιστικού πλέγματος προκειμένου να αντιμετωπιστούν επιτυχώς τα ιδιάζοντα σημεία (πόλοι) των φυσαλίδων και οι μεγάλες παραμορφώσεις των διεπιφανειών τους. Με τη μέθοδο αυτή η πύκνωση του πλέγματος περιορίζεται μόνο στις περιοχές που είναι αναγκαίο, μειώνοντας έτσι το υπολογιστικό κόστος και αυξάνοντας την ακρίβεια των υπολογισμών. Για την επίλυση των παρακάτω προβλημάτων χρησιμοποιήθηκε η μέθοδος των μικτών πεπερασμένων στοιχείων κατά Galerkin. Στην περίπτωση των αλληλεπιδρώντων φυσαλίδων έχει εξετασθεί η επίδραση του σχετικού μεγέθους τους, της συχνότητας και του εύρους μεταβολής της επιβαλλόμενης πίεσης και πότε οδηγούν σε έλξη ή άπωση των φυσαλίδων. Στην περίπτωση ελκτικής δύναμης, ακολουθείται η κίνηση και η παραμόρφωσή τους μέχρι του σημείου που έρχονται σε επαφή, όπου αυτό είναι εφικτό. Για τη μελέτη του προβλήματος της φυσαλίδας που ανέρχεται λόγω άνωσης, υποθέτουμε αξονική συμμετρία και μόνιμη κατάσταση. Σύγκριση των προβλέψεών μας για το σχήμα των φυσαλίδων και το πεδίο ροής γύρω τους με προηγούμενα θεωρητικά και πειραματικά αποτελέσματα για Νευτωνικά ρευστά έδειξε άριστη συμφωνία. Στην περίπτωση του ιξωδοπλαστικού ρευστού εξετάστηκαν λεπτομερώς οι παραμορφώσεις των φυσαλίδων σαν συνάρτηση των αριθμών Bingham, Bond και Αρχιμήδη και υπολογίσθηκαν οι συνθήκες υπό τις οποίες είναι δυνατή η παγίδευση της φυσαλίδας μέσα σε αυτό. / The present study deals with the numerical simulation of the motion, interaction and deformation of two bubbles due to variation of the pressure of the ambient Newtonian fluid, and the buoyancy-driven rise of a bubble in a Newtonian or a viscoplastic fluid. A new elliptic mesh generation method is developed in order to deal with the singular points (poles) of the bubbles and the large deformations of their surface. This method permits us to increase the mesh resolution only in the regions that is necessary, decreasing thus the computational cost and increasing the precision of our calculations. The following problems are solved using the mixed finite element/Galerkin method. In the case of the interacting bubbles the effect of their relative size, the frequency and the width of the imposed pressure is examined as well as the conditions that lead in attraction or repulsion of the bubbles. In the case that attractive forces exist, the motion and the deformation of the bubbles followed up to the point that they come in contact, whenever this is possible. In order to study the problem of the bubble that rises due to buoyancy, axial symmetry and steady flow is assumed. Our results for the shape of the bubbles and the flow around them are in very good agreement with previous theoretical and experimental results for Newtonian fluids. The deformations of the bubbles rising in a viscoplastic material are also examined for various values of the Bingham, Bond and Archimedes numbers and the conditions under which entrapment of a bubble is possible are determined.

Cette thèse est dédiée à l'analyse mathématique de quelques problèmes variationnels motivés par le modèle de Ginzburg-Landau en théorie de la supraconductivité. Dans la première partie on étudie l'existence de solutions pour les équations de Ginzburg-Landau sans champ magnétique et avec données au bord de type semi-rigides. Ces données consistent à prescrire le module de la fonction sur le bord du domaine ainsi que son degré topologique. C'est un cas particulier de problèmes à bord libre, ou la donnée complète de la fonction sur le bord est une inconnue du problème. L'existence de solutions à ce problème n'est pas assurée. En effet la méthode directe du calcul des variations ne peut pas s'appliquer car le degré sur le bord n'est pas continu pour la convergence faible dans l'espace de Sobolev adapté. On dit que c'est un problème sans compacité. En étudiant le phénomène de "bubbling" qui apparaît dans l'étude de tels problèmes on donne des résultats d'existence et de non existence de solutions. Dans le Chapitre 1 on étudie des conditions qui permettent d'affirmer que la différence entre deux niveaux d'énergie est strictement optimale. Pour cela on adapte une technique due à Brezis-Coron. Ceci nous permet de redémontrer un résultat (précédemment obtenu par Berlaynd Rybalko et Dos Santos) d'existence de solutions stables pour les équations de Ginzburg-Landau dans des domaines multiplement connexes. Dans le Chapitre 2 on considère les applications harmoniques a valeurs dans $R^2$ avec des conditions au bord de type degrés prescrits sur un anneau. On fait un lien entre ce problème et la théorie des surfaces minimales dans $R^3$ grâce à la différentielle quadratique de Hopf. Ceci nous conduit à l'étude des surfaces minimales bordées par deux cercles dans des plans parallèles. On prouve l'existence de telles surfaces qui ne sont pas des catenoides grâce a un résultat de bifurcation. On utilise alors les résultats obtenus pour déduire des théorèmes d'existence et de non existence de minimiseurs de l'énergie de Ginzburg-Landau à degrés prescrits dans un anneau. Dans ce troisième Chapitre on obtient des résultats pour une valeur du paramètre " grand. Le Chapitre 4 a pour objet l'étude des problèmes a degrés prescrits en dimension n3. On y montre la non existence des minimiseurs de la n-énergie de Ginzburg-Landau a degrés prescrits dans un domaine simplement connexe. On étudie ensuite des points critiques de type min-max pour une énergie perturbée. La deuxième partie est consacrée a l'analyse asymptotique des solutions des équations deGinzburg-Landau lorsque " tend vers zero. Sandier et Serfaty ont étudié le comportement asymptotique des mesures de vorticité associées aux équations. Ils ont notamment trouvé des conditions critiques sur les mesures limites dans le cas des équations avec et sans champ magnétique. Nous nous intéressons alors à ces conditions critiques dans le cas sans champ magnétique. Le problème de la régularité locale des mesures limites se ramène ainsi a l'étude de la régularité des fonctions stationnaires harmoniques dont le Laplacien est une mesure. Nous montrons que localement de telles mesures sont supportées par une union de lignes appartenant à l'ensemble des zéros d'une fonction harmonique / This thesis is devoted to the mathematical analysis of some variational problems. These problem sare motivated by the Ginzburg-Landau model related to the super conductivity. In the first part we study existence of solutions of the Ginzburg-Landau equations without magnetic eld but with semi-sti boundary conditions. These conditions are obtained by prescribing the modulus of the function on the boundary of the domain along with its topological degree. This is a particular case of free boundary problems, where the function on the boundary is an unknown of the problem. Existence of solutions of that problem does not necessary hold. Indeed we can not apply the direct method of the calculus of variations since the degree on the boundaryis not continuous with respect to the weak convergence in an appropriated Sobolev space. This is problem with loss of compactness. By studying the bublling" phenomenon which come upin such problems we obtain some existence and non existence results .In Chapter 1 we study conditions under which the dierence between two energy levels is strictly optimal. In order to do that we adapt a technique due to Brezis-Coron. This allow us to recover known existence results (previously obtained by Berlyand and Rybalko and DosSantos) for stable solutions of the Ginzburg-Landau equations in multiply connected domains. In Chapter 2 we are interested in harmonic maps with values in $R^2$ with prescribed degree boundary condition in an annulus. We make a link between this problem and the minimal surface theory in $R^3$ thanks to the so-called Hopf quadratic differential. This leads us to study immersed minimal surfaces bounded by two circles in parallel planes. We prove the existence of such surfaces die rent from catenoids by using a bifurcation argument. We then apply the results obtained to deduce existence and non existence results for minimizers of the Ginzburg-Landau energy with prescribed degrees. This is done in Chapter 3 where the results are obtained for large ".Chapter 4 is devoted to prescribed degree problems in dimension n3 . We prove the non existence of minimizers of the Ginzburg-Landau energy in simply connected domains. We then study min-max critical points of a perturbed energy. The second part is devoted to the asymptotic analysis of solutions of the Ginzburg-Landau equations when "goes to zero. Sandier and Serfaty studied the asymptotic behavior of the vorticity measures associated to these equations. They derived critical conditions on the limiting measures both with and without magnetic Field. We are interested by these conditions when there is no magnetic Field. The problem of the local regularity of the limiting measures is then equivalent to the study of regularity of stationary harmonic functions whose Laplacianis a measure. We show that locally such measures are concentrated on a union of lines which belong to the zero set of an harmonic function

This thesis is in the field of non-linear partial differential equations (PDE), focusing on problems which show some type of phase-transition. A single phase Hele-Shaw flow models a Newtoninan fluid which is being injected in the space between two narrowly separated parallel planes. The time evolution of the space that the fluid occupies can be modelled by a semi-linear PDE. This is a problem within the field of free boundary problems. In the multi-phase problem we consider the time-evolution of a system of phases which interact according to the principle that the joint boundary which emerges when two phases meet is fixed for all future times. The problem is handled by introducing a parameterized equation which is regularized and penalized. The penalization is non-local in time and tracks the history of the system, penalizing the joint support of two different phases in space-time. The main result in the first paper is the existence theory of a weak solution to the parameterized equations in a Bochner space using the implicit function theorem. The family of solutions to the parameterized problem is uniformly bounded allowing us to extract a weakly convergent subsequence for the case when the penalization tends to infinity. The second problem deals with a parameterized highly oscillatory quasi-linear elliptic equation in divergence form. As the regularization parameter tends to zero the equation gets a jump in the conductivity which occur at the level set of a locally periodic function, the obstacle. As the oscillations in the problem data increases the solution to the equation experiences high frequency jumps in the conductivity, resulting in the corresponding solutions showing an effective global behaviour. The global behavior is related to the so called homogenized solution. We show that the parameterized equation has a weak solution in a Sobolev space and derive bounds on the solutions used in the analysis for the case when the regularization is lost. Surprisingly, the limiting problem in this case includes an extra term describing the interaction between the solution and the obstacle, not appearing in the case when obstacle is the zero level-set. The oscillatory nature of the problem makes standard numerical algorithms computationally expensive, since the global domain needs to be resolved on the micro scale. We develop a multi scale method for this problem based on the heterogeneous multiscale method (HMM) framework and using a finite element (FE) approach to capture the macroscopic variations of the solutions at a significantly lower cost. We numerically investigate the effect of the obstacle on the homogenized solution, finding empirical proof that certain choices of obstacles make the limiting problem have a form structurally different from that of the parameterized problem. / <p>QC 20180222</p>

In this thesis, we study mathematical models that describe the morphology of a generalized biological cell in equilibrium or under the influence of external forces. Within these models, the cell is considered as a thermodynamic system, where streaming effects in the cell bulk and the surrounding are coupled with a Helfrich-type model for the cell membrane. The governing evolution equations for the cell given in a continuum formulation are derived using an energy variation approach. Such two-phase flow problems that combine streaming effects with a free boundary problem that accounts for bending and surface tension can be described effectively by a diffuse interface approach. An advantage of the diffuse interface approach is that models for e.g. different biophysical processes can easily be combined. That makes this method suitable to describe complex phenomena such as cell motility and multi-cell dynamics. Within the first model for cell motility, we combine a biological network for GTPases with the hydrodynamic Helfrich-type model. This model allows to account for cell motility driven by membrane protrusion as a result of actin polymerization. Within the second model, we moreover extend the Helfrich-type model by an active gel theory to account for the actin filaments in the cell bulk. Caused by contractile stress within the actin-myosin solution, a spontaneous symmetry breaking event occurs that lead to cell motility. In this thesis, we further study the dynamics of multiple cells which is of wide interest since it reveals rich non-linear behavior. To apply the diffuse interface framework, we introduce several phase field variables to account for several cells that are coupled by a local interaction potential. In a first application, we study white blood cell margination, a biological phenomenon that results from the complex relation between collisions, different mechanical properties and lift forces of red blood cells and white blood cells within the vascular system. Here, it is shown that inertial effects, which can become of relevance in various parts of the cardiovascular system, lead to a decreasing tendency for margination with increasing Reynolds number. Finally, we combine the active polar gel theory and the multi-cell approach that is capable of studying collective migration of cells. This hydrodynamic approach predicts that collective migration emerges spontaneously forming coherently-moving clusters as a result of the mutual alignment of the velocity vectors during inelastic collisions. We further observe that hydrodynamics heavily influence those systems. However, a complete suppression of the onset of collective migration cannot be confirmed. Moreover, we give a brief insight how such highly coupled systems can be treated numerically using finite elements and how the numerical costs can be limited using operator splitting approaches and problem parallelization with OPENMP. / Diese Dissertation beschäftigt sich mit mathematischen Modellen zur Beschreibung von Gleichgewichts- und dynamischen Zuständen von verallgemeinerten biologischen Zellen. Die Zellen werden dabei als thermodynamisches System aufgefasst, bei dem Strömungseffekte innerhalb und außerhalb der Zelle zusammen mit einem Helfrich-Modell für Zellmembranen kombiniert werden. Schließlich werden durch einen Energie-Variations-Ansatz die Evolutionsgleichungen für die Zelle hergeleitet. Es ergeben sie dabei Mehrphasen-Systeme, die Strömungseffekte mit einem freien Randwertproblem, das zusätzlich physikalischen Einflüssen wie Biegung und Oberflächenspannung unterliegt, vereinen. Um solche Probleme effizient zu lösen, wird in dieser Arbeit die Diffuse-Interface-Methode verwendet. Ein Vorteil dieser Methode ist, dass es sehr einfach möglich ist, Modelle, die verschiedenste Prozesse beschreiben, miteinander zu vereinen. Dies erlaubt es, komplexe biologische Phänomene, wie zum Beispiel Zellmotilität oder auch die kollektive Bewegung von Zellen, zu beschreiben. In den Modellen für Zellmotilität wird ein biologisches Netzwerk-Modell für GTPasen oder auch ein Active-Polar-Gel-Modell, das die Aktinfilamente im Inneren der Zellen als Flüssigkristall auffasst, mit dem Multi-Phasen-Modell kombiniert. Beide Modelle erlauben es, komplexe Vorgänge bei der selbst hervorgerufenen Bewegung von Zellen, wie das Vorantreiben der Zellmembran durch Aktinpolymerisierung oder auch die Kontraktionsbewegung des Zellkörpers durch kontraktile Spannungen innerhalb des Zytoskelets der Zelle, zu verstehen. Weiterhin ist die kollektive Bewegung von vielen Zellen von großem Interesse, da sich hier viele nichtlineare Phänomene zeigen. Um das Diffuse-Interface-Modell für eine Zelle auf die Beschreibung mehrerer Zellen zu übertragen, werden mehrere Phasenfelder eingeführt, die die Zellen jeweils kennzeichnen. Schließlich werden die Zellen durch ein lokales Abstoßungspotential gekoppelt. Das Modell wird angewendet, um White blood cell margination, das die Annäherung von Leukozyten an die Blutgefäßwand bezeichnet, zu verstehen. Dieser Prozess wird dabei bestimmt durch den komplexen Zusammenhang zwischen Kollisionen, den jeweiligen mechanischen Eigenschaften der Zellen, sowie deren Auftriebskraft innerhalb der Adern. Die Simulationen zeigen, dass diese Annäherung sich in bestimmten Gebieten des kardiovaskulären Systems stark vermindert, in denen die Blutströmung das Stokes-Regime verlässt. Schließlich wird das Active-Polar-Gel-Modell mit dem Modell für die kollektive Bewegung vom Zellen kombiniert. Dies macht es möglich, die kollektive Bewegung der Zellen und den Einfluss von Hydrodynamik auf diese Bewegung zu untersuchen. Es zeigt sich dabei, dass der Zustand der kollektiven gerichteten Bewegung sich spontan aus der Neuausrichtung der jeweiligen Zellen durch inelastische Kollisionen ergibt. Obwohl die Hydrodynamik einen großen Einfluss auf solche Systeme hat, deuten die Simulationen nicht daraufhin, dass Hydrodynamik die kollektive Bewegung vollständig unterdrückt. Weiterhin wird in dieser Arbeit gezeigt, wie die stark gekoppelten Systeme numerisch gelöst werden können mit Hilfe der Finiten-Elemente-Methode und wie die Effizienz der Methode gesteigert werden kann durch die Anwendung von Operator-Splitting-Techniken und Problemparallelisierung mittels OPENMP.

In this thesis, we study mathematical models that describe the morphology of a generalized biological cell in equilibrium or under the influence of external forces. Within these models, the cell is considered as a thermodynamic system, where streaming effects in the cell bulk and the surrounding are coupled with a Helfrich-type model for the cell membrane. The governing evolution equations for the cell given in a continuum formulation are derived using an energy variation approach. Such two-phase flow problems that combine streaming effects with a free boundary problem that accounts for bending and surface tension can be described effectively by a diffuse interface approach. An advantage of the diffuse interface approach is that models for e.g. different biophysical processes can easily be combined. That makes this method suitable to describe complex phenomena such as cell motility and multi-cell dynamics. Within the first model for cell motility, we combine a biological network for GTPases with the hydrodynamic Helfrich-type model. This model allows to account for cell motility driven by membrane protrusion as a result of actin polymerization. Within the second model, we moreover extend the Helfrich-type model by an active gel theory to account for the actin filaments in the cell bulk. Caused by contractile stress within the actin-myosin solution, a spontaneous symmetry breaking event occurs that lead to cell motility. In this thesis, we further study the dynamics of multiple cells which is of wide interest since it reveals rich non-linear behavior. To apply the diffuse interface framework, we introduce several phase field variables to account for several cells that are coupled by a local interaction potential. In a first application, we study white blood cell margination, a biological phenomenon that results from the complex relation between collisions, different mechanical properties and lift forces of red blood cells and white blood cells within the vascular system. Here, it is shown that inertial effects, which can become of relevance in various parts of the cardiovascular system, lead to a decreasing tendency for margination with increasing Reynolds number. Finally, we combine the active polar gel theory and the multi-cell approach that is capable of studying collective migration of cells. This hydrodynamic approach predicts that collective migration emerges spontaneously forming coherently-moving clusters as a result of the mutual alignment of the velocity vectors during inelastic collisions. We further observe that hydrodynamics heavily influence those systems. However, a complete suppression of the onset of collective migration cannot be confirmed. Moreover, we give a brief insight how such highly coupled systems can be treated numerically using finite elements and how the numerical costs can be limited using operator splitting approaches and problem parallelization with OPENMP. / Diese Dissertation beschäftigt sich mit mathematischen Modellen zur Beschreibung von Gleichgewichts- und dynamischen Zuständen von verallgemeinerten biologischen Zellen. Die Zellen werden dabei als thermodynamisches System aufgefasst, bei dem Strömungseffekte innerhalb und außerhalb der Zelle zusammen mit einem Helfrich-Modell für Zellmembranen kombiniert werden. Schließlich werden durch einen Energie-Variations-Ansatz die Evolutionsgleichungen für die Zelle hergeleitet. Es ergeben sie dabei Mehrphasen-Systeme, die Strömungseffekte mit einem freien Randwertproblem, das zusätzlich physikalischen Einflüssen wie Biegung und Oberflächenspannung unterliegt, vereinen. Um solche Probleme effizient zu lösen, wird in dieser Arbeit die Diffuse-Interface-Methode verwendet. Ein Vorteil dieser Methode ist, dass es sehr einfach möglich ist, Modelle, die verschiedenste Prozesse beschreiben, miteinander zu vereinen. Dies erlaubt es, komplexe biologische Phänomene, wie zum Beispiel Zellmotilität oder auch die kollektive Bewegung von Zellen, zu beschreiben. In den Modellen für Zellmotilität wird ein biologisches Netzwerk-Modell für GTPasen oder auch ein Active-Polar-Gel-Modell, das die Aktinfilamente im Inneren der Zellen als Flüssigkristall auffasst, mit dem Multi-Phasen-Modell kombiniert. Beide Modelle erlauben es, komplexe Vorgänge bei der selbst hervorgerufenen Bewegung von Zellen, wie das Vorantreiben der Zellmembran durch Aktinpolymerisierung oder auch die Kontraktionsbewegung des Zellkörpers durch kontraktile Spannungen innerhalb des Zytoskelets der Zelle, zu verstehen. Weiterhin ist die kollektive Bewegung von vielen Zellen von großem Interesse, da sich hier viele nichtlineare Phänomene zeigen. Um das Diffuse-Interface-Modell für eine Zelle auf die Beschreibung mehrerer Zellen zu übertragen, werden mehrere Phasenfelder eingeführt, die die Zellen jeweils kennzeichnen. Schließlich werden die Zellen durch ein lokales Abstoßungspotential gekoppelt. Das Modell wird angewendet, um White blood cell margination, das die Annäherung von Leukozyten an die Blutgefäßwand bezeichnet, zu verstehen. Dieser Prozess wird dabei bestimmt durch den komplexen Zusammenhang zwischen Kollisionen, den jeweiligen mechanischen Eigenschaften der Zellen, sowie deren Auftriebskraft innerhalb der Adern. Die Simulationen zeigen, dass diese Annäherung sich in bestimmten Gebieten des kardiovaskulären Systems stark vermindert, in denen die Blutströmung das Stokes-Regime verlässt. Schließlich wird das Active-Polar-Gel-Modell mit dem Modell für die kollektive Bewegung vom Zellen kombiniert. Dies macht es möglich, die kollektive Bewegung der Zellen und den Einfluss von Hydrodynamik auf diese Bewegung zu untersuchen. Es zeigt sich dabei, dass der Zustand der kollektiven gerichteten Bewegung sich spontan aus der Neuausrichtung der jeweiligen Zellen durch inelastische Kollisionen ergibt. Obwohl die Hydrodynamik einen großen Einfluss auf solche Systeme hat, deuten die Simulationen nicht daraufhin, dass Hydrodynamik die kollektive Bewegung vollständig unterdrückt. Weiterhin wird in dieser Arbeit gezeigt, wie die stark gekoppelten Systeme numerisch gelöst werden können mit Hilfe der Finiten-Elemente-Methode und wie die Effizienz der Methode gesteigert werden kann durch die Anwendung von Operator-Splitting-Techniken und Problemparallelisierung mittels OPENMP.