Hyalotekite, (Ba,Pb,K)(4)(Ca,Y)(2)Si-8(B,Be)(2)(Si,B)(2)O28F, a Tectosilicate Related to Scapolite: New Structure Refinement, Phase Transitions and a Short-Range Ordered 3B Superstructure

Hyalotekite, a framework silicate of composition (Ba,Pb,K)(4)(Ca,Y)(2)Si-8(B,Be)(2) (Si,B)(2)O28F, is found in relatively high-temperature(greater than or equal to 500 degrees C) Mn skarns at Langban, Sweden, and peralkaline pegmatites at Dara-i-Pioz, Tajikistan. A new paragenesis at Dara-i-Pioz is pegmatite consisting of the Ba borosilicates leucosphenite and tienshanite, as well as caesium kupletskite, aegirine, pyrochlore, microcline and quartz. Hyalotekite has been partially replaced by barylite and danburite. This hyalotekite contains 1.29-1.78 wt.% Y2O3, equivalent to 0.172-0.238 Y pfu or 8-11% Y on the Ca site; its Pb/(Pb+Ba) ratio ranges 0.36-0.44. Electron microprobe F contents of Langban and Dara-i-Pioz hyalotekite range 1.04-1.45 wt.%, consistent with full occupancy of the F site. A new refinement of the structure factor data used in the original structural determination of a Langban hyalotekite resulted in a structural formula, (Pb1.96Ba1.86K0.18)Ca-2(B1.76Be0.24)(Si1.56B0.44)Si8O28F, consistent with chemical data and all cations with positive-definite thermal parameters, although with a slight excess of positive charge (+57.14 as opposed to the ideal +57.00). An unusual feature of the hyalotekite framework is that 4 of 28 oxygens are non-bridging; by merging these 4 oxygens into two, the framework topology of scapolite is obtained. The triclinic symmetry of hyalotekite observed at room temperature is obtained from a hypothetical tetragonal parent structure via a sequence of displacive phase transitions. Some of these transitions are associated with cation ordering, either Pb-Ba ordering in the large cation sites, or B-Be and Si-B ordering on tetrahedral sites. Others are largely displacive but affect the coordination of the large cations (Pb, Ba, K, Ca). High-resolution electron microscopy suggests that the undulatory extinction characteristic of hyalotekite is due to a fine mosaic microstructure. This suggests that at least one of these transitions occurs in nature during cooling, and that it is first order with a large volume change. A diffuse superstructure observed by electron diffraction implies the existence of a further stage of short-range cation ordering which probably involves both (Pb,K)-Ba and (BeSi,BB)-BSi.

Atomic structure of the two intermediate phase glasses SiSe4 and GeSe4

The microscopic origin of the intermediate phase in two prototypical covalently bonded AxB1-x network glass forming systems, where A=Ge or Si, B=Se, and 0=x=1, was investigated by combining neutron diffraction with first-principles molecular-dynamics methods. Specifically, the structure of glassy GeSe4 and SiSe4 was examined, and the calculated total structure factor and total pair-correlation function for both materials are in good agreement with experiment. The structure of both glasses differs markedly from a simple model comprising undefective AB4 corner-sharing tetrahedra in which all A atoms are linked by B2 dimers. Instead, edge-sharing tetrahedra occur and the twofold coordinated Se atoms form three distinct structural motifs, namely, Se-Se2, Se-SeGe (or Se-SeSi), and Se-Ge2 (or Se-Si2). This identifies several of the conformations that are responsible for the structural variability in GexSe1-x and SixSe1-x glasses, a quantity that is linked to the finite width of the intermediate phase window.

A molecular dynamics model of the atomic structure of dysprosium alumino-phosphate glass

Molecular dynamics (MD) has been used to identify the relative distribution of dysprosium in the phosphate glass DyAl0.30P3.05O9.62. The MD model has been compared directly with experimental data obtained from neutron diffraction to enable a detailed comparison beyond the total structure factor level. The MD simulation gives Dy ... Dy correlations at 3.80(5) and 6.40(5) angstrom with relative coordination numbers of 0.8(1) and 7.3(5), thus providing evidence of minority rare-earth clustering within these glasses. The nearest neighbour Dy-O peak occurs at 2.30 angstrom with each Dy atom having on average 5.8 nearest neighbour oxygen atoms. The MD simulation is consistent with the phosphate network model based on interlinked PO4 tetrahedra where the addition of network modifiers Dy3+ depolymerizes the phosphate network through the breakage of P-(O)-P bonds whilst leaving the tetrahedral units intact. The role of aluminium within the network has been taken into explicit account, and A1 is found to be predominantly (78 tetrahedrally coordinated. In fact all four A1 bonds are found to be to P (via an oxygen atom) with negligible amounts of Al-O-Dy bonds present. This provides an important insight into the role of Al additives in improving the mechanical properties of these glasses.

Structure of glassy GeO2

The full set of partial structure factors for glassy germania, or GeO2, were accurately measured by using the method of isotopic substitution in neutron diffraction in order to elucidate the nature of the pair correlations for this archetypal strong glass former. The results show that the basic tetrahedral Ge(O-1/2)(4) building blocks share corners with a mean inter-tetrahedral Ge-O-Ge bond angle of 132(2)degrees. The topological and chemical ordering in the resultant network displays two characteristic length scales at distances greater than the nearest neighbour. One of these describes the intermediate range order, and manifests itself by the appearance of a first sharp diffraction peak in the measured diffraction patterns at a scattering vector k(FSDP) approximate to 1.53 angstrom(-1), while the other describes so-called extended range order, and is associated with the principal peak at k(PP) = 2.66( 1) angstrom(-1). We find that there is an interplay between the relative importance of the ordering on these length scales for tetrahedral network forming glasses that is dominated by the extended range ordering with increasing glass fragility. The measured partial structure factors for glassy GeO2 are used to reproduce the total structure factor measured by using high energy x-ray diffraction and the experimental results are also compared to those obtained by using classical and first principles molecular dynamics simulations.

Structure of molten TbCl3 measured by neutron diffraction

The total structure factor of molten TbCl3 at 617ºC was measured by using neutron diffraction. The data are in agreement with results from previous experimental work but the use of a diffractometer having an extended reciprocal-space measurement window leads to improved resolution in real space. Significant discrepancies with the results obtained from recent molecular dynamics simulations carried out using a polarizable ion model, in which the interaction potentials were optimized to enhance agreement with previous diffraction data, are thereby highlighted. It is hence shown that there is considerable scope for the development of this model for TbCl3 and for other trivalent metal halide systems spanning a wide range of ion size ratios.

Shape and chemically anisotropic colloidal particles: A theoretical study of their structure, phase behavior, and slow dynamics

A detailed non-equilibrium state diagram of shape-anisotropic particle fluids is constructed. The effects of particle shape are explored using Naive Mode Coupling Theory (NMCT), and a single particle Non-linear Langevin Equation (NLE) theory. The dynamical behavior of non-ergodic fluids are discussed. We employ a rotationally frozen approach to NMCT in order to determine a transition to center of mass (translational) localization. Both ideal and kinetic glass transitions are found to be highly shape dependent, and uniformly increase with particle dimensionality. The glass transition volume fraction of quasi 1- and 2- dimensional particles fall monotonically with the number of sites (aspect ratio), while 3-dimensional particles display a non-monotonic dependence of glassy vitrification on the number of sites. Introducing interparticle attractions results in a far more complex state diagram. The ideal non-ergodic boundary shows a glass-fluid-gel re-entrance previously predicted for spherical particle fluids. The non-ergodic region of the state diagram presents qualitatively different dynamics in different regimes. They are qualified by the different behaviors of the NLE dynamic free energy. The caging dominated, repulsive glass regime is characterized by long localization lengths and barrier locations, dictated by repulsive hard core interactions, while the bonding dominated gel region has short localization lengths (commensurate with the attraction range), and barrier locations. There exists a small region of the state diagram which is qualified by both glassy and gel localization lengths in the dynamic free energy. A much larger (high volume fraction, and high attraction strength) region of phase space is characterized by short gel-like localization lengths, and long barrier locations. The region is called the attractive glass and represents a 2-step relaxation process whereby a particle first breaks attractive physical bonds, and then escapes its topological cage. The dynamic fragility of fluids are highly particle shape dependent. It increases with particle dimensionality and falls with aspect ratio for quasi 1- and 2- dimentional particles. An ultralocal limit analysis of the NLE theory predicts universalities in the behavior of relaxation times, and elastic moduli. The equlibrium phase diagram of chemically anisotropic Janus spheres and Janus rods are calculated employing a mean field Random Phase Approximation. The calculations for Janus rods are corroborated by the full liquid state Reference Interaction Site Model theory. The Janus particles consist of attractive and repulsive regions. Both rods and spheres display rich phase behavior. The phase diagrams of these systems display fluid, macrophase separated, attraction driven microphase separated, repulsion driven microphase separated and crystalline regimes. Macrophase separation is predicted in highly attractive low volume fraction systems. Attraction driven microphase separation is charaterized by long length scale divergences, where the ordering length scale determines the microphase ordered structures. The ordering length scale of repulsion driven microphase separation is determined by the repulsive range. At the high volume fractions, particles forgo the enthalpic considerations of attractions and repulsions to satisfy hard core constraints and maximize vibrational entropy. This results in site length scale ordering in rods, and the sphere length scale ordering in Janus spheres, i.e., crystallization. A change in the Janus balance of both rods and spheres results in quantitative changes in spinodal temperatures and the position of phase boundaries. However, a change in the block sequence of Janus rods causes qualitative changes in the type of microphase ordered state, and induces prominent features (such as the Lifshitz point) in the phase diagrams of these systems. A detailed study of the number of nearest neighbors in Janus rod systems reflect a deep connection between this local measure of structure, and the structure factor which represents the most global measure of order.

Manifolds, patterns and transitions in a creative life

Using sculpture and drawing as my primary methods of investigation, this research explores ways of shifting the emphasis of my creative visual arts practice from object to process whilst still maintaining a primacy of material outcomes. My motivation was to locate ways of developing a sustained practice shaped as much by new works, as by a creative flow between works. I imagined a practice where a logic of structure within discrete forms and a logic of the broader practice might be developed as mutually informed processes. Using basic structural components of multiple wooden curves and linear modes of deployment – in both sculptures and drawings – I have identified both emergence theory and the image of rhizomic growth (Deleuze and Guattari, 1987) as theoretically integral to this imagining of a creative practice, both in terms of critiquing and developing works. Whilst I adopt a formalist approach for this exegesis, the emergence and rhizome models allow it to work as a critique of movement, of becoming and changing, rather than merely a formalism of static structure. In these models, therefore, I have identified a formal approach that can be applied not only to objects, but to practice over time. The thorough reading and application of these ontological models (emergence and rhizome) to visual arts practice, in terms of processes, objects and changes, is the primary contribution of this thesis. The works that form the major component of the research develop, reflect and embody these notions of movement and change.

Structural correlations in GexSe1-x glasses - a neutron diffraction study

Neutron diffraction measurement is carried out on GexSe1-x glasses, where 0.1 less than or equal to x less than or equal to 0.4, in a Q interval of 0.55-13.8 Angstrom(-1). The first sharp diffraction peak (FSDP) in the structure factor, S(Q), shows a systematic increase in the intensity and shifts to a lower Q with increasing Ge concentration. The coherence length of FSDP increases with x and becomes maximum for 0.33 less than or equal to x less than or equal to 0.4. The Monte-Carlo method, due to Soper, is used to generate S(Q) and also the pair correlation function, g(r). The generated S(Q) is in agreement with the experimental data for all x. Analysis of the first four peaks in the total correlation function, T(r), shows that the short range order in GeSe2 glass is due to Ge(Se-1/2)(4) tetrahedra, in agreement with earlier reports. Se-rich glasses contain Se-chains which are cross-linked with Ge(Se-1/2)(4) tetrahedra. Ge-2(Se-1/2)(6) molecular units are the basic structural units in Ge-rich, x = 0.4, glass. For x = 0.2, 0.33 and 0.4 there is evidence for some of the tetrahedra being in an edge-shared configuration. The number of edge-shared tetrahedra in these glasses increase with increasing Ge content.

Vapour composition and activities in Mg-Zn liquid alloy at 923 K

Vapour species effusing from a magnesia Knudsen cell containing Mg-Zn alloy at 923 K were condensed on a water cooled copper plate. The equilibrium composition of the vapour phase over the alloy was determined from chemical analysis of the condensate. The activity coefficients of both components in the alloy have been derived from the data using a modified Gibbs-Duhem relation. The ratio of saturation vapour pressures of pure Zn and Mg obtained from the analysis of alloy data agree well with values from the literature, providing an internal check on the accuracy of data obtained in this study. Both components of the alloy exhibit negative deviations from Raoult's law. The concentration-concentration structure factor of Bhatia and Thomton at zero wave vector, evaluated from the measurements, indicate the presence of MgZn2 type complex in the liquid state. The associated regular solution model has been used for the thermodynamic description of liquid Mg-Zn alloys.

On the Fourier refinement of protein structures

The situation normally encountered in the high-resolution refinement of protein structures is one in which the inaccurate positions of P out of a total of N atoms are known whereas those of the remaining atoms are unknown. Fourier maps with coefficients (FN -- F'P) × exp (i[alpha]'P) and (mFN -- nF'P) exp (i[alpha]'P), where FN is the observed structure factor and F'P and [alpha]'P are the magnitude and the phase angle of the calculated structure factor corresponding to the inaccurate atomic positions, are often used to correct the positions of the P atoms and to determine those of the Q unknown atoms. A general theoretical approach is presented to elucidate the effect of errors in the positions of the known atoms on the corrected positions of the known atoms and the positions of the unknown atoms derived from such maps. The theory also leads to the optimal choice of parameters used in the different syntheses. When the errors in the positions of the input atoms are systematic, their effects are not taken care of automatically by the syntheses.

Modified density matrix renormalization group algorithm for the zigzag spin-1/2 chain with frustrated antiferromagnetic exchange: Comparison with field theory at large J(2)/J(1)

A modified density matrix renormalization group (DMRG) algorithm is applied to the zigzag spin-1/2 chain with frustrated antiferromagnetic exchange J(1) and J(2) between first and second neighbors. The modified algorithm yields accurate results up to J(2)/J(1) approximate to 4 for the magnetic gap Delta to the lowest triplet state, the amplitude B of the bond order wave phase, the wavelength lambda of the spiral phase, and the spin correlation length xi. The J(2)/J(1) dependences of Delta, B, lambda, and xi provide multiple comparisons to field theories of the zigzag chain. The twist angle of the spiral phase and the spin structure factor yield additional comparisons between DMRG and field theory. Attention is given to the numerical accuracy required to obtain exponentially small gaps or exponentially long correlations near a quantum phase transition.

Levitation effect in zeolites: Quasielastic neutron scattering and molecular dynamics study of pentane isomers in zeolite NaY

We report the quasielastic neutron scattering (QENS) and molecular dynamics (MD) investigations into diffusion of pentane isomers in zeolite NaY. The molecular cross section perpendicular to the long molecular axis varies for the three isomers while the mass and the isomer-zeolite interaction remains essentially unchanged. Both QENS and MD results show that the branched isomers neopentane and isopentane have higher self-diffusivities as compared with n-pentane at 300 K in NaY zeolite. This result provides direct experimental evidence for the existence of nonmonotonic, anomalous dependence of self-diffusivity on molecular diameter known as the levitation effect. The energetic barrier at the bottleneck derived from MD simulations exists for n-pentane which lies in the linear regime while no such barrier is seen for neopentane which is located clearly in the anomalous regime.Activation energy is in the order E-a(n-pentane)>E-a(isopentane)>E-a(neopentane) consistent with the predictions of the levitation effect. In the liquid phase, it is seen thatD(n pentane)>D(isopentane)>D(neopentane) and E-a(n-pentane)< E-a(isopentane)< E-a(neopentane). Intermediate scattering function for small wavenumbers obtained from MD follows a single exponential decay for neopentane and isopentane. For n-pentane, a single exponential fit provides a poor fit especially at short times. Cage residence time is largest for n-pentane and lowest for neopentane. For neopentane, the width of the self-part of the dynamic structure factor shows a near monotonic decrease with wavenumber. For n-pentane a minimum is seen near k=0.5 A degrees(-1) suggesting a slowing down of motion around the 12-ring window, the bottleneck for diffusion. Finally, the result that the branched isomer has a higher diffusivity as compared with the linear analog is at variation from what is normally seen.

A hybrid computer for X-ray crystallography

A hybrid computer for structure factor calculations in X-ray crystallography is described. The computer can calculate three-dimensional structure factors of up to 24 atoms in a single run and can generate the scatter functions of well over 100 atoms using Vand et al., or Forsyth and Wells approximations. The computer is essentially a digital computer with analog function generators, thus combining to advantage the economic data storage of digital systems and simple computing circuitry of analog systems. The digital part serially selects the data, computes and feeds the arguments into specially developed high precision digital-analog function generators, the outputs of which being d.c. voltages, are further processed by analog circuits and finally the sequential adder, which employs a novel digital voltmeter circuit, converts them back into digital form and accumulates them in a dekatron counter which displays the final result. The computer is also capable of carrying out 1-, 2-, or 3-dimensional Fourier summation, although in this case, the lack of sufficient storage space for the large number of coefficients involved, is a serious limitation at present.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Analysis of Dynamic Heterogeneity in a Glass Former from the Spatial Correlations of Mobility

The growth of characteristic length scales associated with dynamic heterogeneity in glass-forming liquids is investigated in an extensive computational study of a four-point, time-dependent structure factor defined from spatial correlations of mobility, for a model liquid for system sizes extending up to 351 232 particles, in constant-energy and constant-temperature ensembles. Our estimates for dynamic correlation lengths and susceptibilities are consistent with previous results from finite size scaling. We find scaling exponents that are inconsistent with predictions from inhomogeneous mode coupling theory and a recent simulation confirmation of these predictions.