Transportphänomene treten in biologischen und künstlichen Systemen auf allen Längenskalen auf. In dieser Arbeit untersuchen wir sie für verschiedene Systeme aus einer mesoskopischen Perspektive, in der Fluktuationen physikalischer Größen um ihre Mittelwerte eine wichtige Rolle spielen. Im ersten Teil untersuchen wir die persistente Bewegung aktiver Brownscher Teilchen mit zusätzlichem Drehmoment, wie sie z.B. für Spermien oder Janus Teilchen auftritt. Wird ihre Bewegung auf einen Tunnel variierender Breite beschränkt, so setzt im thermischen Nichtgleichgewicht Transport ein; ungerichtete Fluktuationen des rauschhaften Antriebs werden gleichgerichtet. Hierdurch wird ein neuer Ratschentyp realisiert. Im zweiten Teil untersuchen wir den intrazellulären Cargotransport in den Axonen von Nervenzellen mithilfe molekularer Motoren. Sie werden als asymmetrischer Ausschlussprozess simuliert. Zusätzlich können die Cargos zwischen benachbarten Motoren ausgetauscht werden. Dadurch lassen sich charakteristische Eigenschaften des langsamen axonalen Transports mit einer einzigen Motorspezies reproduzieren. Bewerkstelligt wird dies durch die transiente Anbindung der Cargos an rückwärtslaufende Motorstaus. Im dritten Teil diskutieren wir resistive switching, die nicht volatile Widerstandsänderung eines Dielektrikums durch elektrische Impulse. Es wird für Anwendungen im Computerspeicher ausgenutzt, dem resistive RAM. Wir schlagen ein auf Sauerstoffvakanzen basierendes stochastisches Gitterhüpfmodell vor. Wir definieren binäre logische Zustände mit Hilfe der zugrunde liegenden Vakanzenverteilung und definieren Schreibe- und Leseoperationen durch Spannungsimpulse für ein solches Speicherelement. Überlegungen über die Unterscheidbarkeit dieser Operationen unter Fluktuationen zusammen mit der Deutlichkeit der unterschiedlichen Widerstandszustände selbst ermöglichen es uns, eine optimale Vakanzenzahl vorherzusagen. / Transport phenomena occur in biological and artificial systems at all length scales. In this thesis, we investigate them for various systems from a mesoscopic perspective, in which fluctuations around their average properties play an important role. In the first part, we investigate the persistent diffusive motion of active Brownian particles with an additional torque. It can appear in many real life systems, for example in sperm cells or Janus particles. If their motion is confined to a tunnel of varying width, transport arises out of thermal equilibrium; unbiased fluctuations of the noisy drive are rectified. This way, we have realized a novel kind of ratchet. In the second part, we study intracellular cargo transport in the axons of nerve cells by molecular motors. They are modeled by an asymmetric exclusion process. In a new approach, we add a cargo exchange interaction between the motors. This way, the characteristics of slow axonal transport can be accounted for with a single motor species. It is explained by the transient attachment of cargos to reverse walking motors jams. In the third part, we discuss resistive switching, the non-volatile change of resistance in a dielectric due to electric pulses. It is exploited for applications in computer memory, the resistive random access memory (ReRAM). We propose a stochastic lattice hopping model based on the on oxygen vacancies. We define binary logical states by means of the underlying vacancy distributions, and establish a framework of writing and reading such a memory element with voltage pulses. Considerations about the discriminability of these operations under fluctuations together with the markedness of the resistive switching effect itself enable us to predict an optimal vacancy number.

Fundação Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro / O processo de recuperação secundária de petróleo é comumente realizado com a injeção de água no reservatório a fim de manter a pressão necessária para sua extração. Para que o investimento seja viável, os gastos com a extração têm de ser menores do que o retorno financeiro obtido com o petróleo. Para tanto, tornam-se extremamente importantes as simulações dos processos de extração. Neste trabalho são estudados os problemas de Burgers e de Buckley-Leverett visando o escoamento imiscível água-óleo em meios porosos, onde o escoamento é incompressível e os efeitos difusivos (devido à pressão capilar) são desprezados. Com o objetivo de incorporar conhecimento matemático mais avançado, para em seguida utilizá-lo no entendimento do problema estudado, abordou-se com razoável profundidade a teoria das leis de conservação. Foram consideradas soluções fracas que, fisicamente, podem ser interpretadas como ondas de choque ou rarefações, então, para que fossem distinguidas as fisicamente admissíveis, foi utilizado o princípio de entropia, nas suas diversas formas. Inicialmente consideramos alguns exemplos clássicos de métodos numéricos para uma lei de conservação escalar, os quais podem ser vistos como esquemas conservativos de três pontos. Entre eles, o método de Lax-Friedrichs (LF) e o método de Lax-Wendroff (LW). Em seguida, um esquema composto foi testado, o qual inclui na sua formulação os métodos LF e LW (chamado de LWLF-4). Respeitando a condição CFL, foram obtidas soluções numéricas de todos os problemas tratados aqui. Com o objetivo de validar tais soluções, foram utilizadas soluções analíticas oriundas dos problemas de Burgers e Buckley- Leverett. Também foi feita uma comparação com os métodos do tipo TVDs com limitadores de fluxo, obtendo resultado satisfatório. Vale à pena ressaltar que o esquema LWLF-4, pelo que nos consta, nunca foi antes utilizado nas resoluções das equações de Burgers e Buckley- Leverett. / The secondary recovery of petroleum is usually performed with injection of water through an oil reservoir to keep the oil pressure for the exploration. In order to make the exploration profitable, the extraction cost must be less than the financial return, which means that the simulation of the exploration process is extremely relevant. In this work, the Burgers- and- Buckley-Leverett problems are studied seeking a two-phase displacement in porous media. The flow is considered incompressible and capillary effects are ignored. In order to analyze the problem, it was necessary to use the theory of conservation law in a spatial variable. Weak solutions, which can be understood as shock or rarefaction waves, are studied with the entropy condition, so that only the physically correct solutions are considered. Some classical numerical methods, which can be seen as conservative schemes of three points, are studied, among them the Lax-Friedrichs (LF) and Lax-Wendroff (LW) methods. A composite scheme, called LWLF-k, is tested using LF and LW methods, being respected the CFL condition, with satisfactory results. In order to validate the numerical schemes, we consider analytical solutions of the Burgers-and-Buckley-Leverett equations. Was also made a comparison with TVDs methods with flux limiters, obtaining satisfactory results. We emphasize that to the best of our knowledge, the LWLF-4 scheme has never been used to solve the Buckley-Leverett equation.

Fundação Carlos Chagas Filho de Amparo a Pesquisa do Estado do Rio de Janeiro / O processo de recuperação secundária de petróleo é comumente realizado com a injeção de água no reservatório a fim de manter a pressão necessária para sua extração. Para que o investimento seja viável, os gastos com a extração têm de ser menores do que o retorno financeiro obtido com o petróleo. Para tanto, tornam-se extremamente importantes as simulações dos processos de extração. Neste trabalho são estudados os problemas de Burgers e de Buckley-Leverett visando o escoamento imiscível água-óleo em meios porosos, onde o escoamento é incompressível e os efeitos difusivos (devido à pressão capilar) são desprezados. Com o objetivo de incorporar conhecimento matemático mais avançado, para em seguida utilizá-lo no entendimento do problema estudado, abordou-se com razoável profundidade a teoria das leis de conservação. Foram consideradas soluções fracas que, fisicamente, podem ser interpretadas como ondas de choque ou rarefações, então, para que fossem distinguidas as fisicamente admissíveis, foi utilizado o princípio de entropia, nas suas diversas formas. Inicialmente consideramos alguns exemplos clássicos de métodos numéricos para uma lei de conservação escalar, os quais podem ser vistos como esquemas conservativos de três pontos. Entre eles, o método de Lax-Friedrichs (LF) e o método de Lax-Wendroff (LW). Em seguida, um esquema composto foi testado, o qual inclui na sua formulação os métodos LF e LW (chamado de LWLF-4). Respeitando a condição CFL, foram obtidas soluções numéricas de todos os problemas tratados aqui. Com o objetivo de validar tais soluções, foram utilizadas soluções analíticas oriundas dos problemas de Burgers e Buckley- Leverett. Também foi feita uma comparação com os métodos do tipo TVDs com limitadores de fluxo, obtendo resultado satisfatório. Vale à pena ressaltar que o esquema LWLF-4, pelo que nos consta, nunca foi antes utilizado nas resoluções das equações de Burgers e Buckley- Leverett. / The secondary recovery of petroleum is usually performed with injection of water through an oil reservoir to keep the oil pressure for the exploration. In order to make the exploration profitable, the extraction cost must be less than the financial return, which means that the simulation of the exploration process is extremely relevant. In this work, the Burgers- and- Buckley-Leverett problems are studied seeking a two-phase displacement in porous media. The flow is considered incompressible and capillary effects are ignored. In order to analyze the problem, it was necessary to use the theory of conservation law in a spatial variable. Weak solutions, which can be understood as shock or rarefaction waves, are studied with the entropy condition, so that only the physically correct solutions are considered. Some classical numerical methods, which can be seen as conservative schemes of three points, are studied, among them the Lax-Friedrichs (LF) and Lax-Wendroff (LW) methods. A composite scheme, called LWLF-k, is tested using LF and LW methods, being respected the CFL condition, with satisfactory results. In order to validate the numerical schemes, we consider analytical solutions of the Burgers-and-Buckley-Leverett equations. Was also made a comparison with TVDs methods with flux limiters, obtaining satisfactory results. We emphasize that to the best of our knowledge, the LWLF-4 scheme has never been used to solve the Buckley-Leverett equation.

This work develops a discontinuous Galerkin finite element discretization of non- linear hyperbolic conservation equations with efficient and robust high order stabilization built on an entropy-based artificial viscosity approximation. The solutions of equations are represented by elementwise polynomials of an arbitrary degree p > 0 which are continuous within each element but discontinuous on the boundaries. The discretization of equations in time is done by means of high order explicit Runge-Kutta methods identified with respective Butcher tableaux. To stabilize a numerical solution in the vicinity of shock waves and simultaneously preserve the smooth parts from smearing, we add some reasonable amount of artificial viscosity in accordance with the physical principle of entropy production in the interior of shock waves. The viscosity coefficient is proportional to the local size of the residual of an entropy equation and is bounded from above by the first-order artificial viscosity defined by a local wave speed. Since the residual of an entropy equation is supposed to be vanishingly small in smooth regions (of the order of the Local Truncation Error) and arbitrarily large in shocks, the entropy viscosity is almost zero everywhere except the shocks, where it reaches the first-order upper bound. One- and two-dimensional benchmark test cases are presented for nonlinear hyperbolic scalar conservation laws and the system of compressible Euler equations. These tests demonstrate the satisfactory stability properties of the method and optimal convergence rates as well. All numerical solutions to the test problems agree well with the reference solutions found in the literature. We conclude that the new method developed in the present work is a valuable alternative to currently existing techniques of viscous stabilization.