A program for the processing of analytical data (DPP)

Computer-assisted interactive data presentation and analysis facilities are needed to handle the vast amount of information produced by automated instruments. The data processing program, DPP, presented here in a FORTRAN-77 program designed to solve this problem. The program is equipped with a leading verb command language for input and job scheduling, thus providing an efficient and user-friendly operator/program interface, and with a data-base organization that accommodates a wide variety of data structures. Data presentation and analysis procedures include tabulation and plotting, regression analysis, non-linear least-squares fitting, polynomial fitting, principal component analysis, hierarchal clustering and non-hierarchal clustering. Data matrices with up to 10 000 data points, distributed over a maximum of 3000 variables and 3000 samples, can be examined. Because of the open-ended structure of the program, it is straightforward to incorporate additional data analysis procedures when they are needed. Recent applications are discussed.     

Capillary electrophoresis-inductively coupled plasma mass spectrometry interface with minimised dead volume for high separation efficiency

A modified microconcentric nebulizer (MCN-100) has been used to construct an improved interface with minimised liquid and gas phase dead volumes for the coupling of capillary electrophoresis (CE) and inductively coupled plasma mass spectrometry (ICP-MS). A plate number of 3.6 x 10(6) plates m(-1) has been achieved. This is an order of magnitude better than the results previously reported for CE-ICP-MS. The separation efficiency of the system is demonstrated by the baseline separation of eight rare earth metals within a time span of 14.6 s. The system was used to control the purity of vitamin B12 and glutaredoxin 2 from Escherichia coli.     

Partition Equilibria for Alcohols in Reverse Micellar AOT-Oil-Water Systems Studied by PGSE-FT NMR. A Comparison Between AOT-containing and the Corresponding AOT-free Systems

Microemulsions of the reverse micellar type were investigated by determining the self-diffusion coefficients of the components using the Pulsed Field Gradient Spin Echo – Fourier Transform NMR method (PGSE-FT NMR). The microemulsions were composed of the surfactant AOT, water and an oil (either benzene or cyclohexane), forming a water core in an oil continuum. The primary alcohols ranging from methanol to 1-decanol were added to the microemulsions as a fourth component. The degree of binding, p, of the alcohol to the micelles was determined from the measured self-diffusion coefficients for this component. Partition equilibrium constants were calculated from the values of p. Thermodynamic partition equilibrium constants, K _c , calculated from the partition coefficients are presented and compared with values based on literature data for AOT-free systems. Similarities and differences between these cases are revealed and interpreted.     

A note on arbitrage‐free pricing of forward contracts in energy markets

Arbitrage theory is used to price forward (futures) contracts in energy markets, where the underlying assets are non‐tradeable. The method is based on the so‐called ‘fitting of the yield curve’ technique from interest rate theory. The spot price dynamics of Schwartz is generalized to multidimensional correlated stochastic processes with Wiener and Lévy noise. Findings are illustrated with examples from oil and electricity markets.     

Investigation of the spark erosion process in spark-source mass spectrometry with an electron microprobe

The spark erosion process in the ion source of the spark-source mass spectrometer is investigated by examining particles generated from aluminium and zinc alloys in an automated electron probe microanalyzer. For the element with the lowest melting point, selective evaporation was observed. Cross-sections of the sparked surface were examined. The thickness of the molten layer was found to be of the order of a few micrometers; the layer is locally homogeneous in chemical composition.     

Nonlinear propagation delay and pulse distortion resulting from dual frequency band transmit pulse complexes

A method of acoustic imaging is discussed that potentially can improve the diagnostic capabilities of medical ultrasound. The method, given the name second order ultrasound field imaging, is achieved by the processing of the received signals from transmitted dual frequency band pulse complexes with at least partly overlapping high frequency (HF) and low frequency (LF) pulses. The transmitted HF pulses are used for image reconstruction whereas the transmitted LF pulses are used to manipulate the elastic properties of the medium observed by the HF imaging pulses. In the present paper, nonlinear propagation effects observed by a HF imaging pulse due to the presence of a LF manipulation pulse is discussed. When using dual frequency band transmit pulse complexes with a large separation in center frequency (e.g., 1:10), these nonlinear propagation effects are manifested as a nonlinear HF propagation delay and a HF pulse distortion different from conventional harmonic distortion. In addition, with different transmit foci for the HF and LF pulses, nonlinear aberration will occur.     

In Situ Total X‐Ray Scattering Study of WO3 Nanoparticle Formation under Hydrothermal Conditions

Pair distribution function analysis of in situ total scattering data recorded during formation of WO₃ nanocrystals under hydrothermal conditions reveal that a complex precursor structure exists in solution. The WO₆ polyhedra of the precursor cluster undergo reorientation before forming the nanocrystal. This reorientation is the critical element in the formation of different hexagonal polymporphs of WO₃.     

Portfolio optimization in a Lévy market with intertemporal substitution and transaction costs

We investigate an infinite horizon investment-consumption model in which a single agent consumes and distributes her wealth between a risk-free asset (bank account) and several risky assets (stocks) whose prices are governed by Lévy (jump-diffusion) processes. We suppose that transactions between the assets incur a transaction cost proportional to the size of the transaction. The problem is to maximize the total utility of consumption under Hindy-Huang-Kreps intertemporal preferences. This portfolio optimisation problem is formulated as a singular stochastic control problem and is solved using dynamic programming and the theory of viscosity solutions. The associated dynamic programming equation is a second order degenerate elliptic integro-differential variational inequality subject to a state constraint boundary condition. The main result is a characterization of the value function as the unique constrained viscosity solution of the dynamic programming equation. Emphasis is put on providing a framework that allows for a general class of Lévy processes. Owing to the complexity of our investment-consumption model, it is not possible to derive closed form solutions for the value function. Hence, the optimal policies cannot be obtained in closed form from the first order conditions for the dynamic programming equation. Therefore, we have to resort to numerical methods for computing the value function as well as the associated optimal policies. In view of the viscosity solution theory, the analysis found in this paper will ensure the convergence of a large class of numerical methods for the investment-consumption model in question.     

Nonlinear propagation acoustics of dual-frequency wide-band excitation pulses in a focused ultrasound system

In this article, acoustic propagation effects of dual-frequency wide-band excitation pulses in a focused ultrasound system are demonstrated in vitro. A designed and manufactured dual-frequency band annular array capable of transmitting 0.9/7.5 MHz center frequency wide-band pulses was used for this purpose. The dual-frequency band annular array, has been designed using a bi-layer piezo-electric stack. Water tank measurements demonstrate the function of the array by activating the low- and high-frequency layers individually and simultaneously. The results show that the array works as intended. Activating the low- and high-frequency layers individually, results in less than -50 dB signal level from the high- and low-frequency layers respectively. Activating both layers simultaneously, produce a well defined dual-frequency pulse. The presence of the low-frequency pulse leads to compression, expansion, and a time delay of the high-frequency pulse. There is a phase shift between the low- and high-frequency pulse as it propagates from the array to the focus. This makes the latter described effects also dependent on the array configuration. By varying the low-frequency pressure, a shift of up to 0.5 MHz in center frequency of a 8.0 MHz transmitted high-frequency pulse is observed at the array focus. The results demonstrate the high propagation complexity of dual-frequency pulses.     

On Neumann and oblique derivatives boundary conditions for nonlocal elliptic equations

Inspired by the penalization of the domain approach of Lions and Sznitman, we give a sense to Neumann and oblique derivatives boundary value problems for nonlocal, possibly degenerate elliptic equations. Two different cases are considered: (i) homogeneous Neumann boundary conditions in convex, possibly non-smooth and unbounded domains, and (ii) general oblique derivatives boundary conditions in smooth, bounded, and possibly non-convex domains. In each case we give appropriate definitions of viscosity solutions and prove uniqueness of solutions of the corresponding boundary value problems. We prove that these boundary value problems arise in the penalization of the domain limit from whole space problems and obtain as a corollary the existence of solutions of these problems.