Electrical RLC networks and diodes

G. Al`
Institute for Applied Mathematics
Consiglio Nazionale delle Ricerche, Napoli
A. Bartel, M. G unther
Institut f ur Wissenschaftliches Rechnen
und Mathematische Modellbindung (IWRMM)
Universit at Karlsruhe (TH)
1 Introduction
We consider an electrical circuit containing d diodes. Each diode is modelled
by a stationary, unidimensional drift-diusion model. The electric network is
described by an ordinary dierential-algebraic equation (DAE), which cou-
ples the input voltage applied to the diodes and the output electric currents
produced by the diodes. We will prove the existence of a solution to this
coupled problem and discuss its uniqueness.
2 The unidimensional diode model
We model the a-th diode as a segment of length l, characterized by a doping
prole N
a
(x), x (0, l). The index a runs from 1 to d. We neglect all
thermal eects, and assume that two carriers are responsible for the output
current of each diode, that is, electrons with negative charge q and eective
mass m

n
, and holes with positive charge q and eective mass m

p
. For the a-
th diode, we denote by n
a
= n
a
(x, t), j
n,a
= j
n,a
(x, t) (p
a
, j
p,a
, respectively)
the particle density and current density of the electrons (holes, respectively)
and by V
a
= V
a
(x, t) the electrostatic potential. These variables satisfy the
following drift-diusion system,

x
j
n,a
= qR
a
,

x
j
p,a
= qR
a
,
j
n,a
= q D
n

x
n
a
+
n
n
a

x
V
a
, (2.1)
1
j
p,a
= q D
p

x
p
a

p
p
a

x
V
a
,

2
x
V
a
= q(N
a
+p
a
n
a
),
where and (x, t) (0, l) (0, ). Here, D
n
and D
p
are the electron and
hole diusivities, respectively,
n
and
p
are the electron and hole mobilities,
respectively. Around equilibrium, the diusivities and mobilities are related
by the Einstein relations,
D
n
= U
T

n
, D
p
= U
T

p
, (2.2)
where U
T
is the thermal potential. Since we are neglecting thermal ef-
fects, we assume at once the validity of the relations (2.2). The generation-
recombination term R
a
= R(n
a
, p
a
, j
n,a
, j
p,a
) can be modelled as
R(n, p, j
n
, j
p
) = R
SRH
(n, p) +R
AU
(n, p) +R
II
(j
n
, j
p
), (2.3)
where R
SRH
takes into account the Shockley-Read-Hall generation-recombin-
ation, R
AU
the Auger generation-recombination, and R
II
the impact ioniza-
tion rate, the rate of emission of electrons and holes. These terms are given
by
R
SRH
(n, p) =
np n
2
i

p
(n +n
i
) +
n
(p +n
i
)
, (2.4)
R
AU
(n, p) = (C
cn
n +C
cp
p)(np n
2
i
), (2.5)
R
II
(j
n
, j
p
) =
n
[j
n
[
q
+
p
[j
p
[
q
, (2.6)
where n
i
the intrinsic carrier concentration,
p
and
n
are the lifetimes of
electrons and holes, respectively, C
cn
and C
cp
are the Auger constants, and

n
and
p
are temperature-related quantities. In the following we will ne-
glect the impact ionization rate, and assume
n
=
p
= 0. More generally,
we assume R
a
= R(n
a
, p
a
, V
a
), with
R(n, p, V ) = F(n, p, V )
_
np
n
2
i
1
_
. (2.7)
It is convenient to introduce the quasi-Fermi potentials

n,a
= V
a
U
T
log
_
n
a
n
i
_
,
p,a
= V
a
+U
T
log
_
p
a
n
i
_
. (2.8)
Then, the equations (2.1)
3,4
can be written as
j
n,a
= q
n
n
a

n,a
, (2.9)
j
p,a
= q
p
p
a

p,a
, (2.10)
2
where
n
a
= n
i
exp
_
V
a

n,a
U
T
_
, p
a
= n
i
exp
_

V
a

p,a
U
T
_
, (2.11)
The generation-recombination term becomes R
a
=

R(
n,a
,
p,a
, V
a
), with

R(
n
,
p
, V ) =

F(
n
,
p
, V )
_
exp
_

p,a

n,a
U
T
_
1
_
. (2.12)
The system (2.1) is supplemented with the boundary conditions
n
a
(0) = n
1,a
, p
a
(0) = p
1,a
, (2.13)
n
a
(l) = n
2,a
, p
a
(l) = p
2,a
, (2.14)

n,a
(0) =
p,a
(0) = u
1,a
(t), (2.15)

n,a
(l) =
p,a
(l) = u
2,a
(t), (2.16)
with
n
1,a
=
1
2
_
N
a
(0) +
_
N
a
(0)
2
+ 4n
2
i
_
,
p
1,a
=
1
2
_
N
a
(0) +
_
N
a
(0)
2
+ 4n
2
i
_
n
2,a
=
1
2
_
N
a
(l) +
_
N
a
(l)
2
+ 4n
2
i
_
,
p
2,a
=
1
2
_
N
a
(l) +
_
N
a
(l)
2
+ 4n
2
i
_
.
The conditions (2.13) and (2.14) come from the requirement that the semi-
conductor is in equilibrium at the boundary, that is
n
a
(x)p
a
(x) = n
2
i
, N
a
(x) +p
a
(x) n
a
(x) = 0, x = 0, l.
The potentials u
1,a
, u
2,a
appearing in (2.15), (2.16) represent the external
electric potentials applied to the devices. They are not independent func-
tions to be assigned, but they are to be determined by the equations for
the electrical network. The conditions (2.15) and (2.16) imply the following
conditions for the electric potential,
V
a
(0, t) = V
bi,a
(0) +u
1,a
(t), (2.17)
V
a
(l, t) = V
bi,a
(l) +u
2,a
(t), (2.18)
3
where the built-in potential is dened by
V
bi,a
(x) = U
T
log
_
_
N
a
(x)
2n
i
+

_
N
a
(x)
2n
i
_
2
+ 1
_
_
We introduce the vectors u
1
= (u
1,1
, . . . u
1,d
)

and u
2
= (u
2,1
, . . . u
2,d
)

.
The drift-diusion equations (2.1) are coupled to the the electric network
by
_
u
1
(t)
u
2
(t)
_
= A

u, (2.19)
where u(t) R
n
are the node potentials of the DAE model for both electrical
networks, and A

is an appropriate incidence matrix, which describes the

topology of the coupling.
For later use, we introduce the electric currents
_

1,a
(t)

2,a
(t)
_
=
_
j
n,a
(0, t) +j
p,a
(0, t)
j
n,a
(l, t) j
p,a
(l, t)
_
, (2.20)
and the vectors
1
= (
1,1
, . . .
1,d
)
T
,
2
= (
2,1
, . . .
2,d
)
T
and = (
1
,
2
)
T
.
This vector represents the output of the diodes, corresponding to the ap-
plied potentials u
1
, u
2
. For a unidimensional diode model, we have
1
=

2
def
= I. In the next section, we discuss the nonlinear coupling of the input
potential (u
1
, u
2
)

and the output current = (I, I)

, due to the electric

network containing the diodes.
3 Network models for electrical circuits
Network equations for the node potentials can be derived by using Kirch-
hos laws and characteristic equations for the elements of the circuit. The
result is a system of dierential-algebraic equations for the unknowns of
the circuit. The classical Modied Nodal Analysis (MNA) requires that the
only unknowns are the node potentials u R
n
, the currents
L
R
n
L
and

V
R
n
V
through inductive and resistive branches, and the currents R
2d
at the boundaries of the interconnects. We denote by x = (u,
L
,
V
)

the
vector of the unknowns of the electric network. Then, for a linear RLC
network, consisting only of linear capacitors, inductors and resistor, and of
independent voltage and current sources, v R
n
V
and R
n
I
, respectively,
4
the DAE network equation can be written as
_
_
A
C

CA

C
0 0
0

L 0
0 0 0
_
_
dx
dt
+
_
_
A
R

GA

R
A
L
A
V
A

L
0 0
A

V
0 0
_
_
x
+
_
_
A

0
0
_
_
+
_
_
A
I
(t)
0
v(t)
_
_
= 0, (3.1)
with consistent initial data
x(t
0
) = x
0
. (3.2)
The consistency of the initial data (3.2) with the equation (3.1) will be
discussed later. The capacitance, inductance and conductance matrices

C R
n
C
n
C
,

L R
n
L
n
L
and

G R
n
G
n
G
are assumed to be positive-
denite and symmetric. The incidence matrices A
C
R
nn
C
, A
L
R
nn
L
and A
R
R
nn
G
describe the branch-current relationships for capacitive,
inductive and resistive branches, the incidence matrices A
V
R
nn
V
, A
I

R
nn
I
and A

R
n2d
describe the branch-current relationships for branches
with voltage sources, current sources and currents produced by diodes.
We denote by Q
C
the projector onto the kernel of A

C
, and by P
C
=
I Q
C
the orthogonal projector. Then, the network variable can be split
into a dierential component, y = (y
1
, y
2
)

def
= (P
C
u,
L
)

, and an algebraic
component, z = (z
1
, z
2
)

def
= (Q
C
u,
V
)

. In terms of these components, the

network equations read
_

H 0
0

L
_
d
dt
_
y
1
y
2
_
+
_
P

C
A
R

GA

R
P
C
P

C
A
L
A

L
P
C
0
__
y
1
y
2
_
+
_
P

C
A
R

GA

R
Q
C
P

C
A
V
A

L
Q
C
0
__
z
1
z
2
_
+
_
P

C
(A
I
+A

)
0
_
= 0, (3.3)
_
Q

C
A
R

GA

R
Q
C
Q

C
A
V
A

V
Q
C
0
__
z
1
z
2
_
+
_
Q

C
A
R

GA

R
P
C
Q

C
A
L
A

V
P
C
0
__
y
1
y
2
_
+
_
Q

C
(A
I
+A

)
v
_
= 0. (3.4)
Here,

H = A
C

CA

C
+Q

C
Q
C
is a positive-denite, symmetric matrix. This
system can be written in the compact form
A
dy
dt
+B
P
y +C
P
z +F
P
((t), ) = 0, (3.5)
B
Q
z +C
Q
y +F
Q
((t), v(t), ) = 0, (3.6)
5
with obvious notation. The vectors F
P
and F
Q
depend nonlinearly on u =
y
1
+z
1
through the terms P

C
A

and Q

C
A

. In fact, the current density

vector is a function of A

u, through the diode equations.

Next, we discuss the consistency of the initial data (3.2). We write
x
0
= (u
0
,
L0
,
V 0
)

and dene
y
0
= (P

C
u
0
,
L0
)

, z
0
= (Q

C
u
0
,
V 0
)

.
We supplement the equation (3.5) with the initial data
y(t
0
) = y
0
. (3.7)
Then, the algebraic part z
0
of the initial data (3.2) must satisfy the consis-
tency condition
B
Q
z
0
+C
Q
y
0
+F
Q
((t
0
), v(t
0
),
0
) = 0. (3.8)
We assume the following topological index-1 conditions to hold,
ker(A
C
, A
R
, A
V
)

= 0, (3.9)
ker Q

C
A
V
= 0. (3.10)
Then, for the matrix
B
Q
=
_
Q

C
A
R

GA

R
Q
C
Q

C
A
V
A

V
Q
C
0
_
,
we have
ker B
Q
= ker Q
C
0,
and z is given as a linear function of y, , v and , since, by denition,
Q
C
z = z. Moreover, does not depend on z provided that the following
topological condition holds,
A

Q
C
= 0 (ker P

C
A

= 0). (3.11)
In turn, the condition (3.11) implies that z is given as a linear function of
y, and v.
4 A priori estimates
In this section we prove the a priori estimate which shall be needed to
ensure the existence of a solution to the coupled problem (2.1), (3.1). In
particular, we will show the boundedness of u and of the other network
variables, provided that satises an appropriate condition.
6
Lemma 1 Let x = (u,
L
,
V
)

(C([t
0
, t
1
]))
n+n
L
+n
V
be a solution of the
network equation (3.1), with compatible initial data x
0
= (u
0
,
L0
,
V 0
)

.
We assume that
_
L
2
([t
0
, t
1
])
_
n
I
, v
_
L
2
([t
0
, t
1
])
_
n
V
, and that satises
the condition
(A

u)

0. (4.1)
Then, for all t [t
0
, t
1
], the dierential part y and the algebraic part z of
the solution satisfy the estimates
[y[
2
(t) C
y
e
c
1
(tt
0
)
_
[y
0
[
2
+||
2
(L
2
([t
0
,t
1
]))
n
I
+|v|
2
(L
2
([t
0
,t
1
]))
n
V
_
, (4.2)
[z[
2
(t) C
z
_
[y[
2
(t) +[[
2
(t) +[v[
2
(t)
_
, (4.3)
for some positive constants C
y
, C
z
and c
1
.
Proof. We multiply (3.1) from the left by x

. After some algebra, we

obtain
1
2
d
dt
_
u

A
C

CA

C
u +

L

L
L
_
+u

A
R

GA

R
u
+u

+u

A
I
+ v

V
= 0. (4.4)
Recalling the denition of y and z, we have
u

A
C

CA

C
u = y

1

Hy
1
. (4.5)
Since the matrices

H and

L are symmetric and positive denite, there exist
two positive constants c
y
C
y
such that
c
y
[y[
2
u

A
C

CA

C
u +

L

L
L
C
y
[y[
2
, (4.6)
where [[ denotes the euclidean norm of vectors, that is, [w[
2
= w

w ww
for any vector w R
m
, for any integer m. Using the positive deniteness
of

G, and the Schwarz inequality, (4.4) leads to the estimate
c
y
[y[
2
(t) + 2
_
t
t
0
u

(s)A

(s) ds
C
y
[y[
2
(t
0
) +
_
t
t
0
_
[[
2
+[v[
2
_
(s) ds
+
_
t
t
0
_
|A

I
|

[y
1
[
2
+|A

I
|

[z
1
[
2
+[z
2
[
2
_
(s) ds, (4.7)
7
where | |

is the operator norm. Next, using the topological conditions

(3.9)(3.11), the algebraic system (3.4) can be solved for z in terms of y,
and v. Therefore, there exists a constant C
z
such that
[z[
2
C
z
_
[y[
2
+[[
2
+[v[
2
_
. (4.8)
We x a time t
1
> t
0
. Using (4.8) in (4.7), we nd
c
y
[y[
2
(t) +
_
t
t
0
u

(s)A

(s) ds c
1
_
t
t
0
[y[
2
(s) ds +d
1
, (4.9)
where c
1
and d
1
are constants, with d
1
= d
1
(y
0
, , v, t
0
, t
1
) given by
d
1
= C
y
[y
0
[
2
+c
2
_
t
1
t
0
_
[[
2
+[v[
2
_
(s) ds.
Using (4.1) in (4.9), we nd
c
y
[y[
2
(t) c
1
_
t
t
0
[y[
2
(s) ds +d
1
. (4.10)
We can now apply Gronwalls lemma, obtaining the a priori estimate
[y[
2
(t) d
1
e
c
1
(tt
0
)
for all t (t
0
, t
1
). (4.11)
It follows the boundedness of the dierential part y of a solution of (3.1)
and, using (4.8), of its algebraic part z. .
5 Existence of weak solutions
First, consider the stationary drift-diusion model. We restate the problem
of nding a solution (2.1), (2.13)(2.16), (2.19), (2.20), (3.1), (3.2) in the
following way. We introduce the vectors n,
n
, p,
p
, V, R and N by n =
(n
1
, . . . , n
d
)

,
n
= (
n,1
, . . . ,
n,d
)

, and so on. Also, we introduce the di-

agonal matrices D
n
= diag(
n
n
1
, . . . ,
n
n
d
) and D
p
= diag(
p
p
1
, . . . ,
p
p
d
),
where n
a
and p
a
are regarded as functions of V,
n
and
p
, by (2.11). Then,
equations (2.1) become

x
(D
n

n
) = R,

x
_
D
p

p
_
= R, (5.1)

2
x
V = n p N,
8
with x varying in the interval (0, l). Here, recalling (2.11) and (2.12), each
component of n, p and R is regarded as a function of V
a
,
n,a
and
p,a
. The
system (5.1) is supplemented with boundary conditions

n
(0) =
p
(0) = u
1
, V(0) = V
bi
(0) +u
1
, (5.2)

n
(l) =
p
(l) = u
2
, V(l) = V
bi
(l) +u
2
, (5.3)
where the built-in potential is given by
V
bi,a
= U
T
ln
n
bi
n
i
, n
bi
=
N
2
+

_
N
2
_
2
+n
2
i
. (5.4)
The output current is dened by
=
_
I
I
_
=
_
qD
n

n
qD
p

p
qD
n

n
+qD
p

p
_
. (5.5)
Finally, the boundary data u
1
, u
2
, and the output current are coupled
through the network equations (3.5), (3.6),
A
dy
dt
+B
P
y +C
P
z +F
P
((t), ) = 0, (5.6)
B
Q
z +C
Q
y +F
Q
((t), v(t)) = 0, (5.7)
where A is a symmetric, positive denite matrix. These equations are sup-
plemented with the unitial data
y(t
0
) = y
0
. (5.8)
We prove the existence of a solution to the problem above expounded
by constructing a xed point map. We consider the Banach space
X = C
_
[t
0
, t
1
],
_
L
2
([0, l])
_
d
_
C
_
[t
0
, t
1
], L
2
([0, l])
d
_
C ([t
0
, t
1
], R
ny
) ,
and the subset M of X constituted by all the elements (
n
,
p
, y) X
which satisfy for all x [0, l], t [t
0
, t
1
] the inequalities
[y[
2
(t) C
y
e
c
1
(tt
0
)
_
[y
0
[
2
+||
2
(L
2
([t
0
,t
1
]))
n
I
+|v|
2
(L
2
([t
0
,t
1
]))
n
V
_
, (5.9)
u
1,a
(t) u
2,a
(t)
n,a
(x, t),
p,a
(x, t) u
1,a
(t) u
2,a
(t), (5.10)
with y = (y
1
, y
2
)

, y
2
(t) R
n
L
, and
_
u
1
u
2
_
= A

y
1
. (5.11)
9
It is simple to verify that M is a bounded, convex subset of X. We x
(

n
,

p
, y

) M, with y

(t) = (y

1
(t), y

2
(t))

, y

2
(t) R
n
L
. The announced
xed point operator will be dened in two steps.
First, we solve the semilinear, elliptic equation

2
x
V = n(V,

n
) p(V,

p
) N, (5.12)
with the boundary conditions
V(0) = V
bi
(0) +u

1
, V(l) = V
bi
(l) +u

2
, (5.13)
_
u

1
u

2
_
= A

1
. (5.14)
We denote by V

the solution to this problem.

Next, we solve the following semilinear, elliptic system,

x
_
D

n
_
= n
2
i
F

_
exp
_

p

n
U
T
_
1
_
, (5.15)

x
_
D

p
_
= n
2
i
F

_
exp
_

p

n
U
T
_
1
_
, (5.16)
where the prime denotes evaluation at (V

n
,

p
). The equations (5.15),
(5.16) are subject to the boundary conditions

n
(0) =
p
(0) = u
1
,
n
(l) =
p
(l) = u
2
. (5.17)
The data u
1
, u
2
is coupled through (5.11) to the following ordinary dierential-
algebraic system,
A
dy
dt
+B
P
y

+C
P
z

+F
P
((t),

) = 0, (5.18)
B
Q
z

+C
Q
y

+F
Q
((t), v(t)) = 0, (5.19)
where the current

is dened by

=
_
qD

n
qD

p
qD

n
+qD

p
_
. (5.20)
This is a good denition, since (5.15) and (5.16) imply
D

n
+D

p
= constant in [0, l]. (5.21)
10
We will show later that

is a Lipschitz-continuous functional of the data
u
1
, u
2
. We denote by (

n
,

p
, y

) the solution to (5.15)(5.20), with initial

data
y

(t
0
) = y
0
. (5.22)
The xed point map is dened by T(

n
,

p
, y

) = (

n
,

p
, y

) for any
(

n
,

p
, y

) belonging to M.
Next, we state and prove a few lemmas which will ensure that the map
T is well dened.
First, we observe that the dierential problem which denes V

a
has the
following structure. We wish to determine a function w(x, t) such that

x
(a(x, t)
x
w) = f(x, t, w), for (x, t) (0, l) [t
0
, t
1
], (5.23)
w(0, t) = w
1
(t), w(l, t) = w
2
(t), for t [t
0
, t
1
], (5.24)
The functions a(x, t) (in our case, a is constant) and f(x, t, w) satisfy, for
all (x, t) (0, l) [t
0
, t
1
], the conditions
a(x, t) a > 0, (5.25)
f(t, w) f(x, t, w) f(t, w), for all w R. (5.26)
f
v
(x, t, w) > 0, for all w R, (5.27)
for some constant a and some functions f, f. Moreover,
there exist w(t), w(t) R such that f(t, w(t)) = 0, f(t, w(t)) = 0. (5.28)
Then, we can apply the following Lemma, whose proof can be found in [6]
and [5] (see also [7]).
Lemma 2 Under the hypothesis (5.25)(5.28), for all t [t
0
, t
1
] there ex-
ists a unique solution w(, t) of the problem (5.23), (5.24) in H
1
([0, l])
L

([0, l]). Moreover, this solution satises

min w
1
(t), w
2
(t), w(t) w(x, t) max w
1
(t), w
2
(t), w(t) . (5.29)
Using Lemma 2, we can prove the following result.
Lemma 3 Under the assumption
u
m,a
(t)

n,a
,

p,a
u
M,a
(t), (5.30)
with
u
m,a
(t) = u
1,a
(t) u
2,a
(t), u
M,a
(t) = u
1,a
(t) u
2,a
(t),
11
the problem (5.12), (5.13) has, for each component, a unique solution V
a
=
V

a
(, t) in H
1
([0, l]) L

([0, l]). This solution satises

inf
[0,l]
V
bi,a
+u
m,a
(t) V

a
(x, t) sup
[0,l]
V
bi,a
+u
M,a
(t). (5.31)
Proof. It suces to apply Lemma 4, with w = V
a
, a(x, t) = /q and
f(x, t, w) = n
a
(w,

n,a
(x, t)) p
a
(w,

p,a
(x, t)) N
a
(x).
Then, we have
f(t, w) = n
a
(w, u
M,a
(t)) p
a
(w, u
M,a
(t)) sup
[0,l]
N
a
,
f(t, w) = n
a
(w, u
m,a
(t)) p
a
(w, u
m,a
(t)) inf
[0,l]
N
a
,
and
w(t) = inf
[0,l]
V
bi,a
+u
m,a
, w(t) = sup
[0,l]
V
bi,a
+u
M,a
,
from which (5.29) follows immediately. .
Next, we come to the denition of the pair (

n,a
,

p,a
). The struc-
ture of the problem is the following. We wish to nd a pair of functions
(w
n
, w
p
)(x, t) satisfying, for all (x, t) (0, l) [t
0
, t
1
], the elliptic system

x
(a
n
(x, t)
x
w
n
) = f(x, t, w
p
w
n
), (5.32)

x
(a
p
(x, t)
x
w
p
) = f(x, t, w
p
w
n
), (5.33)
and, for t [t
0
, t
1
], the boundary conditions
w
n
(0, t) = w
p
(0, t) = w
1
(t), w
n
(l, t) = w
p
(l, t) = w
2
(t). (5.34)
Lemma 4 Under the assumptions (5.26)(5.28),
f(t, 0) = f(t, 0) = 0, (5.35)
and
a
n
(x, t) a
n
> 0, a
p
(x, t) a
p
> 0, (5.36)
for all (x, t) (0, l) [t
0
, t
1
], the problem (5.32), (5.33), (5.34) has a unique
solution (w
n
, w
p
) in
C
_
[t
0
, t
1
],
_
H
1
([0, l])
_
2
_
C
_
[t
0
, t
1
], (L

([0, l]))
2
_
.
12
This solution satises
v
1
(t) v
2
(t) w
n
(x, t), w
p
(x, t) v
1
(t) v
2
(t). (5.37)
Moreover, the solution (w
n
, w
p
) and the ux I
def
= a
n

x
w
n
a
p

x
w
p
are
Lipschitz-continuous functions of the data (w
1
, w
2
).
Proof. For each t in the interval [t
0
, t
1
], the existence of a solution in
_
H
1
([0, l])
_
2
satisfying the estimate (5.37) can be proved by using Schauders
xed point theorem in a standard way. We x t [t
0
, t
1
] and (v
n
, v
p
)
L
2
([0, l])
2
, with
w
1
(t) w
2
(t) v
n
(x), v
p
(x) w
1
(t) w
2
(t), (5.38)
and we solve the following decoupled, elliptic, semilinear problems,

x
(a
n
(x, t)
x
w
n
) = f(x, t, v
p
w
n
), (5.39)

x
(a
p
(x, t)
x
w
p
) = f(x, t, w
p
v
n
), (5.40)
w
n
(0) = w
p
(0) = w
1
(t), w
n
(l) = w
p
(l) = w
2
(t). (5.41)
We observe that
f(t, w
1
w
2
w
n
) f(x, t, v
p
w
n
) f(t, w
1
w
2
w
n
),
f(t, w
p
w
1
w
2
) f(x, t, w
p
v
n
) f(t, w
p
w
1
w
2
).
Using the condition (5.35), it is immediate to verify that the hypothe-
sis of Lemma 2 are satised, with w = w
1
w
2
, w = w
1
w
2
both
for w
n
and w
p
. Then, the problem (5.39)(5.41) has a unique solution
(w
n
, w
p
) = (v

n
, v

p
)(, t) H
1
([0, l])
2
, satisfying the bound (5.37). Using the
Rellich-Kondrachov theorem, we conclude that the map (v
n
, v
p
) (v

n
, v

p
)
is completely continuous, and Schauders theorem yields the existence of
a xed point. Next, we prove that a solution (w
n
, w
p
) to (5.32)(5.34) is
Lipschitz-continuous with respect to the data (w
1
, w
2
). This result, in turn,
implies that the problem (5.32)(5.34) is uniquely solvable and well posed.
Then, the solution is continuous with respect to the time t.
For the Lipschitz-continuity, let (w

n
, w

p
), (w

n
, w

p
) be two solutions to
the problem (5.32), (5.33), corresponding to the data (5.34), with (w
1
, w
2
)
equal to (w

1
, w

2
), (w

1
, w

2
), respectively. We introduce the notation w
n
=
w

n
w

n
, w
p
= w

p
w

p
and f(w
p
w
n
) = f(x, t, w

p
w

n
)f(x, t, w

p
w

n
).
Then, we have

x
(a
n
(x, t)
x
w
n
) = f(w
p
w
n
),

x
(a
p
(x, t)
x
w
p
) = f(w
p
w
n
).
13
Multiplying the rst and second equation by w
n
and w
p
, respectively,
summing the result and integrating over [0, l] with respect to x, we obtain
[w
n
a
n

x
w
n
+w
p
a
p

x
w
p
]
l
0

_
l
0
_
a
n
[
x
w
n
[
2
+a
p
[
x
w
p
[
2
_
dx
=
_
l
0
f(w
p
w
n
)
(w
p
w
n
)
(w
p
w
n
)
2
0.
Since w
n
= w
p
at the boundary and I = a
n

x
w
n
a
p

x
w
p
is constant
with respect to x, the above inquality yields
I(w
2
w
1
) +
_
l
0
_
a
n
[
x
w
n
[
2
+a
p
[
x
w
p
[
2
_
dx 0, (5.42)
where w
1
= w

1
w

1
, w
2
= w

2
w

2
. Using (5.36), there exist two positive
constants c
1
, c
2
, such that
I(w
2
w
1
) +c
1
[I[
2
0, (5.43)
I(w
2
w
1
) +c
2
|
x
(w
n
, w
p
)|
2
0. (5.44)
It follows
[I[
1
c
1
[w
2
w
1
[, (5.45)
and
|
x
(w
n
, w
p
)|
2

1
c
1
c
2
[w
2
w
1
[
2
, (5.46)
which imply the Lipschitz-continuity of I and (w
n
, w
p
). .
Now, we are ready to prove the existence of a solution to our original
problem.
Theorem 1 Existence ...
Proof. First, we show that the map T is well dened and continuous.
We can use Lemma 4 to prove the existence of d functionals
R
2
(u
1,a
, u
2,a
)

I
a
(u
1,a
, u
2,a
) R,
dened by

I
a
= q

n
n

n,a
q

p
p

p,a
,
where (

n,a
,

p,a
) is the solution of (5.15)(5.16) corresponding to the data
(u
1,a
, u
2,a
). Then, we can regard

as a Lipschitz continuous function of
y, and Picard-Lindel of theorem yields the existence of a unique solution
14
to the problem (5.18), (5.19) corresponding to the initial data (5.22). The
continuity of the map T follows from the well-posedness of all the dierential
and dierential-algebraic problems that concur to dene it.
Next, in order to apply the Schauders xed point thorem, we need to
show that the set T(M) is relatively compact in M X. As a rst step, we
observe that

a=1

I
a
(u
2,a
u
1,a
) = (A

u)

.
Proceeding as in the derivation of (5.42) in Lemma 4, we obtain easily

I
a
(u
2,a
u
1,a
)
_
l
0
_
q

n
n

[
x

n,a
[
2
+q

p
p

[
x

p,a
[
2
_
dx 0,
and, hence,
(A

u)

0. (5.47)
Then, we can apply Lemma 1 to conclude that y

satises the condition

(5.9). Since the condition (5.10) is obviously satised, we have T(M) M.
The continuous function y

belongs to a bounded subset of C ([t

0
, t
1
], R
ny
).
It follows that the set
M
1
=
_
y

C ([t
0
, t
1
], R
ny
) [ (

n
,

p
, y

) T(M)
_
is relatively compact. Next, we consider the set
M
2
=
_
(

n
,

p
) C
_
[t
0
, t
1
],
_
L
2
([0, l])
_
2
_
[ (

n
,

p
, y

) T(M)
_
.
For each t [t
0
, t
1
], the set
_
(
n
,
p
)
_
L
2
([0, l])
_
2
[ (
n
,
p
)(x) = w(x, t), w M
2
_
is relatively compact, by virtue of the Rellich-Kondrachov theorem. Also,
it is simple to see that for every t [t
0
, t
1
] and every > 0 there exist a
number (, t) > 0 such that
max
[t
0
,t
1
]
|w(, t) w(, s)|
L
2
whenever s [t
0
, t
1
] and [s t[ < (, t). In fact, this is a consequence
of the Lipschitzianity of (

n
,

p
) with respect to the data (u
1
, u
2
) and of
the continuity of the data. Then, we can apply Arzel` a-Ascoli theorem and
conclude that M
2
is relatively compact. Finally, Tichonovs theorem implies
that T(M) = M
2
M
1
is relatively compact, and Schauders xed point
theorem leads to the thesis. .
15
6 The stationary drift-diusion model
***
This material could be used to prove the uniqueness for data close to
equilibrium
***
In this section, we consider the stationary drift-diusion model (2.1).
The electron and hole densities will be regarded as functions of the electric
potential and the quasi-Fermi potentials,
n
a
= n
i
exp
_
V
a

n,a
U
T
_
, p
a
= n
i
exp
_

V
a

p,a
U
T
_
, (6.48)
so that the unknowns of (2.1) are
n,a
,
p,a
and V
a
.
We recall that
j
n,a
(x, t) +j
p,a
(x, t) = j
n,a
(0, t) +j
p,a
(0, t) for all x (0, l), (6.49)
since

x
(j
n,a
+j
p,a
) = 0.
Therefore, we can dene the electric current
I
a
(t)
def
= j
n,a
(0, t) +j
p,a
(0, t),
and we have I
a
=
1,a
=
2,a
.
We have already observed that, if the topological condition (3.11) holds,
can be regarded as a nonlinear functional of A

u A

y
1
. Then, in
order to prove the existence of a solution to the coupled system (2.1), (3.1),
it would suce to prove that the functional (y
1
) is continuous. Unfortu-
nately, the uniqueness of the solution of the stationary drift-diusion equa-
tions, even with boundary conditions constant in time, can not be expected
in general, but only close to equilibrium. It follows that, in general, the
functional (y
1
) cannot be continuous and the existence of a solution must
be pursued by using a dierent method. Before doing so, we derive some
preliminary results.
Lemma 5 Let (V
a
,
n,a
,
p,a
) H
1
(0, l) L

(0, l) be a solution of (2.1)

with boundary data (2.15)(2.18). Then,
I
a
(u
2,a
u
1,a
) +
_
l
0
_
j
2
n,a
q
n
n
a
+
j
2
p,a
q
p
p
a
_
dx 0. (6.50)
16
Proof. Multiplying the rst two equations of (2.1) by
n,a
and
p,a
,
respectively, summing them and integrating over (0, l), we obtain
0 =
_
l
0

n,a
(
x
j
n,a
qR
a
) dx +
_
l
0

p,a
(
x
j
p,a
+qR
a
) dx
= [
n,a
j
n,a
+
p,a
j
p,a
]
l
0

_
l
0
(j
n,a

n,a
+j
p,a

p,a
) dx
+
_
l
0
qR
a
(
p,a

n,a
) dx.
= [
n,a
j
n,a
+
p,a
j
p,a
]
l
0
+
_
l
0
_
j
2
n,a
q
n
n
a
+
j
2
p,a
q
p
p
a
_
dx
+
_
l
0
qR
a
log
_
n
a
p
a
n
2
i
_
dx,
and, hence,
I
a
(u
2,a
u
1,a
) +
_
l
0
_
j
2
n,a
q
n
n
a
+
j
2
p,a
q
p
p
a
_
dx
+
_
l
0
qR
a
log
_
n
a
p
a
n
2
i
_
dx = 0. (6.51)
Here, we have used the identities

n,a
(0) =
p,a
(0),
n,a
(l) =
p,a
(l),
Since the function (X 1) log X is nonnegative for all X > 0, we have
_
l
0
qR
a
log
_
n
a
p
a
n
2
i
_
dx 0, (6.52)
and the thesis holds. .
The inequality (6.50) yields the estimate
I
a
(u
2,a
u
1,a
) c
I
I
2
a
, (6.53)
where the constant c is given by
c
I
=
l
2q
min
_
|
n
n
a
|
1
L

(0,l)
, |
p
p
a
|
1
L

(0,l)
_
.
We conclude that
[I
a
(t)[
1
c
I
[u
2,a
(t) u
1,a
(t)[. (6.54)
17
Also, from (6.50) we obtain
I
a
(u
2,a
u
1,a
) c

_
|
x

n,a
|
2
+|
x

p,a
|
2
_
, (6.55)
where the constant c

is given by
c

= q min
_
|
n
n
a
|
L

(0,l)
, |
p
p
a
|
L

(0,l)
_
Next, we observe that

a=1
I
a
(u
2,a
u
1,a
) =
d

a=1
[
n,a
j
n,a
+
p,a
j
p,a
]
l
0
= u

1
+u

2

2
= (A

u)

.
Then, using (6.53) and (6.55), we can easily prove the following Lemma.
Lemma 6 Under the hypothesis of Lemma 1, we have
(A

u)

a=1
|(
n,a
,
p,a
)|
2
H
1
(0,l)
, (6.56)
[[
2
c
I
[A

u[. (6.57)
In particular, it follows
d

a=1
|(
n,a
,
p,a
)|
2
H
1
(0,l)

2
c
I
C

[A

u[
2
. (6.58)
7 Stationary solutions to the coupled model
In this section we study the stationary solutions to the coupled system of two
electric networks, described by (3.5)-(3.6), connected by d diodes, described
by (2.1).
We consider the equations
B
P
y
0
+C
P
z
0
+ (P

C
A

0
, 0)

= (P

C
A
I

0
, 0)

, (7.59)
B
Q
z
0
+C
Q
y
0
= (Q

C
A
I

0
, v
0
)

, (7.60)
with x
0
= (u
0
,
L0
,
V 0
)

,
y
0
= (P
C
u
0
,
L0
)

, z
0
= (Q
C
u
0
,
V 0
)

,
18
and
0
= (A

P
C
u
0
). In (7.59) and (7.60), we have

0
= (t
0
), v
0
= v(t
0
). (7.61)
Therefore, we can interpret any solution of (7.59)-(7.60) as a possible initial
(or nal) data for the evolutionary system (3.5)-(3.6), assuming that the
applied independent voltage and current sources, v(t) and (t), vary only
on a bounded time interval.
We denote by /
0
the set of the vectors x
0
satisfying (7.59)(7.60). It
is immediate to see that if
0
= 0 and v
0
= 0, then /
0
is not empty, since
0 /
0
. This situation corresponds to all the diodes being simultaneously
at thermodynamic equilibrium, that is, with zero electric current owing
through them and zero external potential applied to them.
More precisely, we say that (n
E,a
, p
E,a
, V
E,a
) is a state in thermodynamic
equilibrium for the a-th diode if it is a solution to the drift-diusion model
(2.1), under the conditions
j
n,a
= j
p,a
= 0, (7.62)

n,a
(0, t) =
p,a
(0, t) = 0, (7.63)

n,a
(l, t) =
p,a
(l, t) = 0. (7.64)
It is simple to show the existence of a unique equilibrium solution, given by
n
E,a
= n
i
exp
_
V
E,a
U
T
_
, p
E,a
= n
i
exp
_

V
E,a
U
T
_
, (7.65)
where V
E,a
is the unique solution of the boundary value problem

2
x
V
E,a
= qN
a
+qn
i
exp
_

V
E,a
U
T
_
qn
i
exp
_
V
E,a
U
T
_
, (7.66)
V
E,a
(0) = U
T
log
_
n
1,a
n
i
_
, (7.67)
V
E,a
(l) = U
T
log
_
n
2,a
n
i
_
. (7.68)
The values n
1,a
and n
2,a
, appearing in (7.67), (7.68), are dened in (2.13)
and (2.14).
It is useful to modify the notion of equilibrium state by replacing the
conditions (7.63)(7.64) and (7.67)(7.68) with

n,a
(0, t) =
p,a
(0, t) = u
E
, (7.69)
19

n,a
(l, t) =
p,a
(l, t) = u
E
, (7.70)
V
E,a
(0) = U
T
log
_
n
1,a
n
i
_
+u
E
, (7.71)
V
E,a
(l) = U
T
log
_
n
2,a
n
i
_
+u
E
, (7.72)
for some vector u
E
R
d
. For the electrical network, we still have equations
(3.1), with = 0 and supplied with the constraint
A

u =
_
u
E
u
E
_
. (7.73)
In principle, depending on the topology of the network, time dependent
equilibrium solutions (according to this weaker denition of equilibrium)
are also possible.
References
[1] P. Degond, S. Geneys, and A. J ungel, A system of parabolic equations in
nonequilibrium thermodynamics including thermal and electrical eects,
J. Math. Pures Appl., Vol. 76 (1997), 991-1015.
[2] P. Degond, S. Geneys, and A. J ungel, A steady-state system in nonequi-
librium thermodynamics including thermal and electrical eects, Math.
Meth. Appl. Sci., 21 (1998), 1399-1413.
[3] M. G unther, Partielle dierential-algebraische Systeme in der nu-
merischen Zeitbereichsanalyse elektrischer Schaltungen, VDI-Verlag,
D usseldorf, 2001.
[4] M. G unther, A PDAE model for interconnected linear RLC networks,
To appear in Mathematical and Computer Modelling of Dynamical Sys-
tems.
[5] P. A. Markowich, The Stationary Semiconductor Device Equations,
Springer-Verlag, Wien New York, 1986.
[6] P. A. Markowich, C. A. Ringhofer and C. Schmeiser, Semiconductor
Equations, Springer-Verlag, Wien New York, 1990.
[7] M. E. Taylor, Partial Dierential Equations III - Nonlinear Equations,
Springer-Verlag, New York, 1996.
20