Application of two-dimensional wavelet transform in near-shore X-band radar images

Among existing remote sensing applications, land-based X-band radar is an effective technique to monitor the wave fields, and spatial wave information could be obtained from the radar images. Two-dimensional Fourier Transform (2-D FT) is the common algorithm to derive the spectra of radar images. However, the wave field in the nearshore area is highly non-homogeneous due to wave refraction, shoaling, and other coastal mechanisms. When applied in nearshore radar images, 2-D FT would lead to ambiguity of wave characteristics in wave number domain. In this article, we introduce two-dimensional Wavelet Transform (2-D WT) to capture the non-homogeneity of wave fields from nearshore radar images. The results show that wave number spectra by 2-D WT at six parallel space locations in the given image clearly present the shoaling of nearshore waves. Wave number of the peak wave energy is increasing along the inshore direction, and dominant direction of the spectra changes from South South West (SSW) to West South West (WSW). To verify the results of 2-D WT, wave shoaling in radar images is calculated based on dispersion relation. The theoretical calculation results agree with the results of 2-D WT on the whole. The encouraging performance of 2-D WT indicates its strong capability of revealing the non-homogeneity of wave fields in nearshore X-band radar images.

Modelling the rheology of anisotropic particles adsorbed on a two-dimensional fluid interface

We present a general approach based on nonequilibrium thermodynamics for bridging the gap between a well-defined microscopic model and the macroscopic rheology of particle-stabilised interfaces. Our approach is illustrated by starting with a microscopic model of hard ellipsoids confined to a planar surface, which is intended to simply represent a particle-stabilised fluid–fluid interface. More complex microscopic models can be readily handled using the methods outlined in this paper. From the aforementioned microscopic starting point, we obtain the macroscopic, constitutive equations using a combination of systematic coarse-graining, computer experiments and Hamiltonian dynamics. Exemplary numerical solutions of the constitutive equations are given for a variety of experimentally relevant flow situations to explore the rheological behaviour of our model. In particular, we calculate the shear and dilatational moduli of the interface over a wide range of surface coverages, ranging from the dilute isotropic regime, to the concentrated nematic regime.

Two-dimensional electron states bound to an off-plane donor in a magnetic field

The states of an electron confined in a two-dimensional (2D) plane and bound to an off-plane donor impurity center, in the presence of a magnetic field, are investigated. The energy levels of the ground state and the first three excited states are calculated variationally. The binding energy and the mean orbital radius of these states are obtained as a function of the donor center position and the magnetic field strength. The limiting cases are discussed for an in-plane donor impurity (i.e. a 2D hydrogen atom) as well as for the donor center far away from the 2D plane in strong magnetic fields, which corresponds to a 2D harmonic oscillator.

Two-dimensional QSAR studies on arylpiperazines as high-affinity 5-HT(1A) receptor ligands

5-HT(1A) receptor plays an important role in the delayed onset of antidepressant action of a class of selective serotonin reuptake inhibitors. Moreover, 5-HT(1A) receptor levels have been shown to be altered in patients suffering from major depression. In this work, hologram quantitative structure-activity relationship (HQSAR) studies were performed on a series of arylpiperazine compounds presenting affinity to the 5-HT(1A) receptor. The models were constructed with a training set of 70 compounds. The most significant HQSAR model (q(2) = 0.81, r(2) = 0.96) was generated using atoms, bonds, connections, chirality, and donor and acceptor as fragment distinction, with fragment size of 6-9. Predictions for an external test set containing 20 compounds are in good agreement with experimental results showing the robustness of the model. Additionally, useful information can be obtained from the 2D contribution maps.

Algorithms for two-dimensional cutting stock and strip packing problems using dynamic programming and column generation

We investigate several two-dimensional guillotine cutting stock problems and their variants in which orthogonal rotations are allowed. We first present two dynamic programming based algorithms for the Rectangular Knapsack (RK) problem and its variants in which the patterns must be staged. The first algorithm solves the recurrence formula proposed by Beasley; the second algorithm - for staged patterns - also uses a recurrence formula. We show that if the items are not so small compared to the dimensions of the bin, then these algorithms require polynomial time. Using these algorithms we solved all instances of the RK problem found at the OR-LIBRARY, including one for which no optimal solution was known. We also consider the Two-dimensional Cutting Stock problem. We present a column generation based algorithm for this problem that uses the first algorithm above mentioned to generate the columns. We propose two strategies to tackle the residual instances. We also investigate a variant of this problem where the bins have different sizes. At last, we study the Two-dimensional Strip Packing problem. We also present a column generation based algorithm for this problem that uses the second algorithm above mentioned where staged patterns are imposed. In this case we solve instances for two-, three- and four-staged patterns. We report on some computational experiments with the various algorithms we propose in this paper. The results indicate that these algorithms seem to be suitable for solving real-world instances. We give a detailed description (a pseudo-code) of all the algorithms presented here, so that the reader may easily implement these algorithms. (c) 2007 Elsevier B.V. All rights reserved.

STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Automated two-dimensional separation flow system with electrochemical preconcentration, stripping, capillary electrophoresis and contactless conductivity detection for trace metal ion analysis

This paper describes the automation of a fully electrochemical system for preconcentration, cleanup, separation and detection, comprising the hyphenation of a thin layer electrochemical flow cell with CE coupled with contactless conductivity detection (CE-C(4)D). Traces of heavy metal ions were extracted from the pulsed-flowing sample and accumulated on a glassy carbon working electrode by electroreduction for some minutes. Anodic stripping of the accumulated metals was synchronized with hydrodynamic injection into the capillary. The effect of the angle of the slant polished tip of the CE capillary and its orientation against the working electrode in the electrochemical preconcentration (EPC) flow cell and of the accumulation time were studied, aiming at maximum CE-C(4)D signal enhancement. After 6 min of EPC, enhancement factors close to 50 times were obtained for thallium, lead, cadmium and copper ions, and about 16 for zinc ions. Limits of detection below 25 nmol/L were estimated for all target analytes but zinc. A second separation dimension was added to the CE separation capabilities by staircase scanning of the potentiostatic deposition and/or stripping potentials of metal ions, as implemented with the EPC-CE-C(4)D flow system. A matrix exchange between the deposition and stripping steps, highly valuable for sample cleanup, can be straightforwardly programmed with the multi-pumping flow management system. The automated simultaneous determination of the traces of five accumulable heavy metals together with four non-accumulated alkaline and alkaline earth metals in a single run was demonstrated, to highlight the potentiality of the system.

Exploratory semiparametric analysis of two-dimensional diffusions in finance

We examine bivariate extensions of Aït-Sahalia’s approach to the estimation of univariate diffusions. Our message is that extending his idea to a bivariate setting is not straightforward. In higher dimensions, as opposed to the univariate case, the elements of the Itô and Fokker-Planck representations do not coincide; and, even imposing sensible assumptions on the marginal drifts and volatilities is not sufficient to obtain direct generalisations. We develop exploratory estimation and testing procedures, by parametrizing the drifts of both component processes and setting restrictions on the terms of either the Itô or the Fokker-Planck covariance matrices. This may lead to highly nonlinear ordinary differential equations, where the definition of boundary conditions is crucial. For the methods developed, the Fokker-Planck representation seems more tractable than the Itô’s. Questions for further research include the design of regularity conditions on the time series dependence in the data, the kernels actually used and the bandwidths, to obtain asymptotic properties for the estimators proposed. A particular case seems promising: “causal bivariate models” in which only one of the diffusions contributes to the volatility of the other. Hedging strategies which estimate separately the univariate diffusions at stake may thus be improved.

Interference effects in nonplanar wires with a two-dimensional electron gas

We have studied the universal conductance fluctuations (UCF) due to quantum interface in a two-dimensional electron gas (2DEG) grown on the substrates with pre-patterned, sub-micron wires. The dependence of UCF on the angle between the direction of the magnetic field and the substrate has been investigated. We found, that magnetoresistance traces for different angles are completely uncorrelated. A non-planar character of electron motion is responsible for these angular conductance fluctuations. We compared the experimental results with a simple geometrical model.

Two-dimensional electron states bound to an off-plane donor in a magnetic field

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)