Multi-mode approximations to wave scattering by an uneven bed

Approximations to the scattering of linear surface gravity waves on water of varying quiescent depth are Investigated by means of a variational approach. Previous authors have used wave modes associated with the constant depth case to approximate the velocity potential, leading to a system of coupled differential equations. Here it is shown that a transformation of the dependent variables results in a much simplified differential equation system which in turn leads to a new multi-mode 'mild-slope' approximation. Further, the effect of adding a bed mode is examined and clarified. A systematic analytic method is presented for evaluating inner products that arise and numerical experiments for two-dimensional scattering are used to examine the performance of the new approximations.

Approximations to the scattering of water waves by steep topography

A new method is developed for approximating the scattering of linear surface gravity waves on water of varying quiescent depth in two dimensions. A conformal mapping of the fluid domain onto a uniform rectangular strip transforms steep and discontinuous bed profiles into relatively slowly varying, smooth functions in the transformed free-surface condition. By analogy with the mild-slope approach used extensively in unmapped domains, an approximate solution of the transformed problem is sought in the form of a modulated propagating wave which is determined by solving a second-order ordinary differential equation. This can be achieved numerically, but an analytic solution in the form of a rapidly convergent infinite series is also derived and provides simple explicit formulae for the scattered wave amplitudes. Small-amplitude and slow variations in the bedform that are excluded from the mapping procedure are incorporated in the approximation by a straightforward extension of the theory. The error incurred in using the method is established by means of a rigorous numerical investigation and it is found that remarkably accurate estimates of the scattered wave amplitudes are given for a wide range of bedforms and frequencies.

Simultaneous observations of reconnection pulses at Cluster and their effects on the cusp aurora seen at Chinese Yellow River Station

While the Cluster spacecraft were located near the high-latitude magnetopause, between 10:10 and 10:40 UT on 16 January 2004, three typical flux transfer event (FTE) signatures were observed. During this interval, simultaneous and conjugated all-sky camera measurements, recorded at Yellow River Station, Svalbard, are available at 630.0 and 557.7nm that show poleward-moving auroral forms (PMAFs), consistent with magnetic reconnection at dayside magnetopause. Simultaneous FTEs seen at the magnetopause mainly move northward, but having duskward (eastward) and tailward velocity components, roughly consistent with the observed direction of motion of the PMAFs in all-sky images. Between the PMAFs meridional keograms, extracted from the all-sky images, show intervals of lower intensity aurora which migrate equatorward just before the PMAFs intensify. This is strong evidence for an equatorward eroding and poleward moving open-closed boundary (OCB) associated with a variable magnetopause reconnection rate under variable IMF conditions. From the durations of the PMAFs we infer that the evolution time of FTEs is 5-11 minutes from its origin on magnetopause to its addition to the polar cap.

Simultaneous analysis of v1, v4, 2v2, v2+v5, and 2v5 bands of 12CH3F

The Fourier-transform spectrum of CH3F from 2800 to 3100 cm−1, obtained by Guelachvili in Orsay at a resolution of about 0.003 cm−1, was analyzed. The effective Hamiltonian used contained all symmetry allowed interactions up to second order in the Amat-Nielsen classification, together with selected third-order terms, amongst the set of nine vibrational basis functions represented by the states ν1(A1), ν4(E), 2ν2(A1), ν2 + ν5(E), 2ν50(A1), and 2ν5±2(E). A number of strong Fermi and Coriolis resonances are involved. The vibrational Hamiltonian matrix was not factorized beyond the requirements of symmetry. A total of 59 molecular parameters were refined in a simultaneous least-squares analysis to over 1500 upper-state energy levels for J ≤ 20 with a standard deviation of 0.013 cm−1. Although the standard deviation remains an order of magnitude greater than the precision of the measurements, this work breaks new ground in the simultaneous analysis of interacting symmetric top vibrational levels, in terms of the number of interacting vibrational states and the number of parameters in the Hamiltonian.

Development of a capillary electrophoresis method for the simultaneous analysis of artificial sweeteners, preservatives and colours in soft drinks

A rapid capillary electrophoresis method was developed simultaneously to determine artificial sweeteners, preservatives and colours used as additives in carbonated soft drinks. Resolution between all additives occurring together in soft drinks was successfully achieved within a 15-min run-time by employing the micellar electrokinetic chromatography mode with a 20 mM carbonate buffer at pH 9.5 as the aqueous phase and 62 mM sodium dodecyl sulfate as the micellar phase. By using a diode-array detector to monitor the UV-visible range (190-600 nm), the identity of sample components, suggested by migration time, could be confirmed by spectral matching relative to standards.

X-ray crystallographic study of DNA duplex cross-linking: simultaneous binding to two d(CGTACG)(2) molecules by a bis(9-aminoacridine-4-carboxamide) derivative

Acridine-4-carboxamides form a class of known DNA mono-intercalating agents that exhibit cytotoxic activity against tumour cell lines due to their ability to inhibit topoisomerases. Previous studies of bis-acridine derivatives have yielded equivocal results regarding the minimum length of linker necessary between the two acridine chromophores to allow bis-intercalation of duplex DNA. We report here the 1.7 angstrom resolution X-ray crystal structure of a six-carbon-linked bis(acridine-4-carboxamide) ligand bound to d(CGTACG)(2) molecules by non-covalent duplex cross-linking. The asymmetric unit consists of one DNA duplex containing an intercalated acridine-4-carboxamide chromophore at each of the two CG steps. The other half of each ligand is bound to another DNA molecule in a symmetry-related manner, with the alkyl linker threading through the minor grooves. The two crystallographically independent ligand molecules adopt distinct side chain interactions, forming hydrogen bonds to either O6 or N7 on the major groove face of guanine, in contrast to the semi-disordered state of mono-intercalators bound to the same DNA molecule. The complex described here provides the first structural evidence for the non-covalent cross-linking of DNA by a small molecule ligand and suggests a possible explanation for the inconsistent behaviour of six-carbon linked bis-acridines in previous assays of DNA bis-intercalation.

Characterization of the layered structure in main chain dibenzo-18-crown-6 ether polymers by simultaneous WAXS/MAXS-SAXS/DSC measurements

The structure and thermal properties of polymers containing dibenzo-18-crown-6 ether units in the main chain linked to an aliphatic spacer of different lengths (C10-C14) is reported. X-ray diffraction patterns of all the studied samples exhibit a peak in the medium angle region, revealing the existence of a lamellar structure. Simultaneous calorimetry and small, medium (SAXS-MAXS) and wide (WAXS) X-ray measurements during cooling and subsequent heating of the samples reveal that a layer phase is formed upon cooling. In the case of the homopolymers, this phase is almost simultaneously accompanied by the appearance of some reflections in the wide angle region as an indication of lateral crystallization. However, by copolymerization, the formation of the layer phase is decoupled from lateral crystallization, being stable in a wide temperature region.

Analytic approximations for multi-asset option pricing

We derive general analytic approximations for pricing European basket and rainbow options on N assets. The key idea is to express the option’s price as a sum of prices of various compound exchange options, each with different pairs of subordinate multi- or single-asset options. The underlying asset prices are assumed to follow lognormal processes, although our results can be extended to certain other price processes for the underlying. For some multi-asset options a strong condition holds, whereby each compound exchange option is equivalent to a standard single-asset option under a modified measure, and in such cases an almost exact analytic price exists. More generally, approximate analytic prices for multi-asset options are derived using a weak lognormality condition, where the approximation stems from making constant volatility assumptions on the price processes that drive the prices of the subordinate basket options. The analytic formulae for multi-asset option prices, and their Greeks, are defined in a recursive framework. For instance, the option delta is defined in terms of the delta relative to subordinate multi-asset options, and the deltas of these subordinate options with respect to the underlying assets. Simulations test the accuracy of our approximations, given some assumed values for the asset volatilities and correlations. Finally, a calibration algorithm is proposed and illustrated.

Simultaneous observations of reconnection pulses at Cluster and their effects on the cusp aurora observed at the Chinese Yellow River station

While the Cluster spacecraft were located near the high-latitude magnetopause, between 1010 and 1040 UT on 16 January 2004, three typical flux transfer event (FTE) signatures were observed. During this interval, simultaneous and conjugated all‐sky camera measurements, recorded at Yellow River Station, Svalbard, are available at 630.0 and 557.7 nm that show poleward‐moving auroral forms (PMAFs), consistent with magnetic reconnection at the dayside magnetopause. Simultaneous FTEs seen at the magnetopause mainly move northward, but having duskward (eastward) and tailward velocity components, roughly consistent with the observed direction of motion of the PMAFs in all‐sky images. Between the PMAFs meridional keograms, extracted from the all‐sky images, show intervals of lower intensity aurora which migrate equatorward just before the PMAFs intensify. This is strong evidence for an equatorward eroding and poleward moving open‐closed boundary associated with a variable magnetopause reconnection rate under variable IMF conditions. From the durations of the PMAFs, we infer that the evolution time of FTEs is 5–11 minutes from its origin on the magnetopause to its addition to the polar cap.

Closed form approximations for spread options

This article expresses the price of a spread option as the sum of the prices of two compound options. One compound option is to exchange vanilla call options on the two underlying assets and the other is to exchange the corresponding put options. This way we derive a new closed form approximation for the price of a European spread option and a corresponding approximation for each of its price, volatility and correlation hedge ratios. Our approach has many advantages over existing analytical approximations, which have limited validity and an indeterminacy that renders them of little practical use. The compound exchange option approximation for European spread options is then extended to American spread options on assets that pay dividends or incur costs. Simulations quantify the accuracy of our approach; we also present an empirical application to the American crack spread options that are traded on NYMEX. For illustration, we compare our results with those obtained using the approximation attributed to Kirk (1996, Correlation in energy markets. In: V. Kaminski (Ed.), Managing Energy Price Risk, pp. 71–78 (London: Risk Publications)), which is commonly used by traders.

Simultaneous bridge-localized and mixed-valence character in diruthenium radical cations featuring diethynylaromatic bridging ligands

A series of bimetallic ruthenium complexes [{Ru(dppe)Cp*}2(μ-C≡CArC≡C)] featuring diethynylaromatic bridging ligands (Ar = 1,4-phenylene, 1,4-naphthylene, 9,10-anthrylene) have been prepared and some representative molecular structures determined. A combination of UV–vis–NIR and IR spectroelectrochemical methods and density functional theory (DFT) have been used to demonstrate that one-electron oxidation of compounds [{Ru(dppe)Cp*}2(μ-C≡CArC≡C)](HC≡CArC≡CH = 1,4-diethynylbenzene; 1,4-diethynyl-2,5-dimethoxybenzene; 1,4-diethynylnaphthalene; 9,10-diethynylanthracene) yields solutions containing radical cations that exhibit characteristics of both oxidation of the diethynylaromatic portion of the bridge, and a mixed-valence state. The simultaneous population of bridge-oxidized and mixed-valence states is likely related to a number of factors, including orientation of the plane of the aromatic portion of the bridging ligand with respect to the metal d-orbitals of appropriate π-symmetry.