Design of a horizontal neutron reflectometer for the European Spallation Source

A design study of a horizontal neutron reflectometer adapted to the general baseline of the long pulse European Spallation Source (ESS) is presented. The instrument layout comprises solutions for the neutron guide, high-resolution pulse shaping and beam bending onto a sample surface being so far unique in the field of reflectometry. The length of this instrument is roughly 55 m, enabling $\delta \lambda / \lambda$ resolutions from 0.5% to 10%. The incident beam is focussed in horizontal plane to boost measurements of sample sizes of 1*1 cm{^2} and smaller with potential beam deflection in both downward and upward direction. The range of neutron wavelengths untilized by the instrument is 2 to 7.1 (12.2, ...) {\AA}, if every (second, ...) neutron source ulse is used. Angles of incidence can be set between 0{\deg} and 9{\deg} with a total accessible q-range from 4*10^{-3} {\AA}^{-1} up to 1 {\AA}^{-1}. The instrument operates both in {\theta}/{\theta} (free liquid surfaces) and {\theta}/2{\theta} (solid/liquid, air/solid interfaces) geometry. The experimental setup will in particular enable direct studies on ultrathin films (d ~ 10 {\AA}) and buried monolayers to multilayered structures of up to 3000 {\AA} total thickness. The horizontal reflectometer will further foster investigations of hierarchical systems from nanometer to micrometer length scale, as well as their kinetics and dynamical properties, in particular under load (shear, pressure, external fields). Polarization and polarization analysis as well as the GISANS option are designed as potential modules to be implemented separately in the generic instrument layout. The instrument is highly flexible and offers a variety of different measurement modes. With respect to its mechanical components the instrument is exclusively based on current technology. Risks of failure for the chosen setup are minimum.Comment: Matched to the version submitted to Nuclear Instruments and Methods

Molecular interconversion behaviour in comprehensive two-dimensional gas chromatography

Comprehensive two-dimensional gas chromatography (GC x GC) is shown to provide information on dynamic molecular behaviour (interconversion), with the interconversion process occurring on both columns in the coupled-column experiment. The experiment requires suitable adjustment of both experimental conditions and relative dimensions of each of the columns. In this case, a longer column than normally employed in GC x GC allows sufficient retention duration on the second column, which permits the typical plateau-shape recognised for the interconversion process to be observed. The extent of interconversion depends on prevailing temperature, retention time, and the phase type. Polyethylene glycol-based phases were found to result in high interconversion kinetics, although terephthalic acid-terminated polyethylene glycol had a lesser extent of interconversion. Much less interconversion was seen for phenyl-methylpolysiloxane and cyclodextrin phases. This suggests that for the oximes, interconversion largely occurs in the stationary phase. Examples of different extents of interconversion in both dimensions are shown, including peak coalescence on the first column with little interconversion on the second column

Pressure and Motion of Dry Sand -- Translation of Hagen's Paper from 1852

In a remarkable paper from 1852, Gotthilf Heinrich Ludwig Hagen measured and explained two fundamental aspects of granular matter: The first effect is the saturation of pressure with depth in a static granular system confined by silo walls -- generally known as the Janssen effect. The second part of his paper describes the dynamics observed during the flow out of the container -- today often called the Beverloo law -- and forms the foundation of the hourglass theory. The following is a translation of the original German paper from 1852.Comment: 4 pages, accepted for publication in Granular Matter, original article (German) can be found under http://www.phy.duke.edu/~msperl/Janssen

Resiliency: A dynamic view of liquidity

This paper investigates resiliency to provide a dynamic perspective on liquidity. We define resiliency as the rate of mean reversion in liquidity. Resiliency increases with the proportion of patient traders, decreases with order arrival rate, and increases with tick size; providing strong support for the Foucault, Kadan, and Kandel (2005) model. Resiliency is also greater when information-related risks are lower. Algorithmic trading is associated with higher resiliency, but less so for smaller stocks and in information-intensive periods. Our results for spread and depth resiliency are similar, and robust with respect to the order book depth at which liquidity is measured