The cleft ion fountain: a two-dimensional kinetic model

The transport of ionospheric ions from a source in the polar cleft ionosphere through the polar magnetosphere is investigated using a two-dimensional, kinetic, trajectory-based code. The transport model includes the effects of gravitation, longitudinal magnetic gradient force, convection electric fields, and parallel electric fields. Individual ion trajectories as well as distribution functions and resulting bulk parameters of density, parallel average energy, and parallel flux for a presumed cleft ionosphere source distribution are presented for various conditions to illustrate parametrically the dependences on source energies, convection electric field strengths, ion masses, and parallel electric field strengths. The essential features of the model are consistent with the concept of a cleft-based ion fountain supplying ionospheric ions to the polar magnetosphere, and the resulting plasma distributions and parameters are in general agreement with recent low-energy ion measurements from the DE 1 satellite.

Kraichnan–Leith–Batchelor similarity theory and two-dimensional inverse cascades

We study the scaling properties and Kraichnan–Leith–Batchelor (KLB) theory of forced inverse cascades in generalized two-dimensional (2D) fluids (α-turbulence models) simulated at resolution 8192x8192. We consider α=1 (surface quasigeostrophic flow), α=2 (2D Euler flow) and α=3. The forcing scale is well resolved, a direct cascade is present and there is no large-scale dissipation. Coherent vortices spanning a range of sizes, most larger than the forcing scale, are present for both α=1 and α=2. The active scalar field for α=3 contains comparatively few and small vortices. The energy spectral slopes in the inverse cascade are steeper than the KLB prediction −(7−α)/3 in all three systems. Since we stop the simulations well before the cascades have reached the domain scale, vortex formation and spectral steepening are not due to condensation effects; nor are they caused by large-scale dissipation, which is absent. One- and two-point p.d.f.s, hyperflatness factors and structure functions indicate that the inverse cascades are intermittent and non-Gaussian over much of the inertial range for α=1 and α=2, while the α=3 inverse cascade is much closer to Gaussian and non-intermittent. For α=3 the steep spectrum is close to that associated with enstrophy equipartition. Continuous wavelet analysis shows approximate KLB scaling ℰ(k)∝k−2 (α=1) and ℰ(k)∝k−5/3 (α=2) in the interstitial regions between the coherent vortices. Our results demonstrate that coherent vortex formation (α=1 and α=2) and non-realizability (α=3) cause 2D inverse cascades to deviate from the KLB predictions, but that the flow between the vortices exhibits KLB scaling and non-intermittent statistics for α=1 and α=2.

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.

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.

Comprehensive two-dimensional gas chromatography with time-of-flight mass spectrometry combined with solid phase microextraction as a powerful tool for quantification of ethyl carbamate in fortified wines. The case study of Madeira wine

An analytical methodology based on headspace solid phase microextraction (HS-SPME) combined with comprehensive two-dimensional gas chromatography—time-of-flight mass spectrometry (GC × GC–ToFMS) was developed for the identification and quantification of the toxic contaminant ethyl carbamate (EC) directly in fortified wines. The method performance was assessed for dry/medium dry and sweet/medium sweet model wines, and for quantification purposes, calibration plots were performed for both matrices using the ion extraction chromatography (IEC) mode (m/z 62). Good linearity was obtained with a regression coefficient (r2) higher than 0.981. A good precision was attained (R.S.D. <20%) and low detection limits (LOD) were achieved for dry (4.31 μg/L) and sweet (2.75 μg/L) model wines. The quantification limits (LOQ) and recovery for dry wines were 14.38 μg/L and 88.6%, whereas for sweet wines were 9.16 μg/L and 99.4%, respectively. The higher performance was attainted with sweet model wine, as increasing of glucose content improves the volatile compound in headspace, and a better linearity, recovery and precision were achieved. The analytical methodology was applied to analyse 20 fortified Madeira wines including different types of wine (dry, medium dry, sweet, and medium sweet) obtained from several harvests in Madeira Island (Portugal). The EC levels ranged from 54.1 μg/L (medium dry) to 162.5 μg/L (medium sweet).

In-depth search focused on furans, lactones, volatile phenols, and acetals as potential age markers of Madeira wines by comprehensive two-dimensional gas chromatography with time-of-flight mass spectrometry combined with solid phase microextraction

The establishment of potential age markers of Madeira wine is of paramount significance as it may contribute to detect frauds and to ensure the authenticity of wine. Considering the chemical groups of furans, lactones, volatile phenols, and acetals, 103 volatile compounds were tentatively identified; among these, 71 have been reported for the first time in Madeira wines. The chemical groups that could be used as potential age markers were predominantly acetals, namely, diethoxymethane, 1,1-diethoxyethane, 1,1-diethoxy-2-methyl-propane, 1-(1-ethoxyethoxy)-pentane, trans-dioxane and 2-propyl-1,3-dioxolane, and from the other chemical groups, 5-methylfurfural and cis-oak-lactone, independently of the variety and the type of wine. GC × GC-ToFMS system offers a more useful approach to identify these compounds compared to previous studies using GC−qMS, due to the orthogonal systems, that reduce coelution, increase peak capacity and mass selectivity, contributing to the establishment of new potential Madeira wine age markers. Remarkable results were also obtained in terms of compound identification based on the organized structure of the peaks of structurally related compounds in the GC × GC peak apex plots. This information represents a valuable approach for future studies, as the ordered-structure principle can considerably help the establishment of the composition of samples. This new approach provides data that can be extended to determine age markers of other types of wines.