Citation
Selective ion-molecule reactions in a quadrupole ion trap mass spectrometer

Material Information

Title:
Selective ion-molecule reactions in a quadrupole ion trap mass spectrometer
Creator:
Coopersmith, Brad Ian, 1968-
Publication Date:
Language:
English
Physical Description:
ix, 210 leaves : ill. ; 29 cm.

Subjects

Subjects / Keywords:
Adducts ( jstor )
Carcinogens ( jstor )
DNA ( jstor )
Iodides ( jstor )
Ions ( jstor )
Isomers ( jstor )
Mass spectroscopy ( jstor )
Molecular ions ( jstor )
Nucleophiles ( jstor )
Pyridines ( jstor )
Genre:
bibliography ( marcgt )
theses ( marcgt )
non-fiction ( marcgt )

Notes

Thesis:
Thesis (Ph. D.)--University of Florida, 1994.
Bibliography:
Includes bibliographical references (leaves 201-209).
General Note:
Typescript.
General Note:
Vita.
Statement of Responsibility:
by Brad Ian Coopersmith.

Record Information

Source Institution:
University of Florida
Holding Location:
University of Florida
Rights Management:
Copyright [name of dissertation author]. Permission granted to the University of Florida to digitize, archive and distribute this item for non-profit research and educational purposes. Any reuse of this item in excess of fair use or other copyright exemptions requires permission of the copyright holder.
Resource Identifier:
021746478 ( ALEPH )
AKK9463 ( NOTIS )
32838556 ( OCLC )

Downloads

This item has the following downloads:


Full Text









SELECTIVE ION-MOLECULE REACTIONS IN A QUADRUPOLE
ION TRAP MASS SPECTROMETER
















By

BRAD IAN COOPERSMITH


A DISSERTATION PRESENTED TO THE GRADUATE SCHOOL
OF THE UNIVERSITY OF FLORIDA IN PARTIAL FULFILLMENT
OF THE REQUIREMENTS FOR THE DEGREE OF
DOCTOR OF PHILOSOPHY

UNIVERSITY OF FLORIDA


1994































To the Big Five: Amanda, Norman, Roslyn, Randall, and Sammantha













ACKNOWLEDGMENTS


I would like to thank Dr. Richard A. Yost for his guidance and friendship

over the past five years. I would also like to thank my committee members, Dr.

James D. Winefordner, Dr. Willard W. Harrison, Dr. Kenneth B. Wagener, and Dr.

Roger L. Bertholf. I want to acknowledge the U.S. Environmental Protection

Agency (Mr. Douglas W. Keuhl, in particular) and the University of Florida Division

of Sponsored Research for providing funding for this research.

I want to thank the Yost group members over the past five years for their

continued insights into human nature. I especially want to thank Dr. Jodie V.

Johnson and Dr. Nathan A. Yates for their help in understanding and the use of the

ion trap. Special gratitude goes out to Dr. Donald M. Eades for his friendship and

support and for showing me that "Let's get a cup of coffee" is not always a bad thing.

I want to thank the current Yost group members Mr. James L. Stephenson, Mr.

Matthew M. Booth, Mr. Timothy P. Griffin, and Mr. Ulrich R. Bernier for many

funny stories and helpful discussions over the past few years. I am deeply indebted

to the fourth floor of CLB for providing me with chemicals throughout this research.

I want to thank my parents, Norman and Roslyn, for their love and support

during my graduate studies. The knowledge that they would always be there if I

needed them, whether it be physically or emotionally, meant a lot to me.








Lastly, I would like to thank my wife, Amanda, to whom I partially dedicate

this thesis. Her love and support during the crazy times here made it all worthwhile.

From getting me Randall to kicking me in the ass when I needed it, her love for me

was shown in her actions as much as in her words. I love her with all my heart and

hope that one day I can show her how much.














TABLE OF CONTENTS


ACKNOWLEDGMENTS ..................................... iii

A BSTRA CT .............................................. viii

CHAPTERS

1 INTRODUCTION ...................................... 1

Q ITM S Background ..................................... 2
QITM S Development ............................... 2
QITMS Theory and Operation ......................... 3
Tandem-in-Time Versus Tandem-in-Space ................ 7
Ion-M olecule Reactions ................................... 8
Scope of Dissertation ................................... 11

2 CHARACTERIZATION OF THE QITMS FOR ELECTROPHILE/
NUCLEOPHILE ION-MOLECULE REACTIONS ............. 13

Introduction .......................................... 13
Carcinogen and Mutagen Background ......................... 14
In vivo Carcinogen Detection ......................... 15
In vitro Carcinogen Detection ........................ 16
Mass Spectrometric Approaches ....................... 18
Proposed Methodology .................................. 20
Experim ental ......................................... 29
R results .. .. . .. . 31
Ion-Molecule Reaction Spectra Under Static Conditions ..... 31
Reaction Scheme Determination ...................... 35
Kinetics Analysis .................................. 44
Conclusions .......................................... 52

3 STRATEGIES FOR BETTER CONTROL OVER ION-MOLECULE
REACTIONS PERFORMED IN A QITMS .................. 54

Introduction ............................. ............. 54
Experim ental ......................................... 55








Changing the Ion-Neutral Chemistry ........ ........... 62
Pulsed Valve Introduction ........... ..................... 65
Optimization of Pulsed Valve Introduction ....... ....... 66
Spectra Obtained from Pulsed Valve Introduction .......... 72
Sensitivity Comparison Between Pulsed Valve and Constant Pressure
Introduction ............................ ......... 77
M ixture A analysis ....................................... 85
Mixture Analysis with Pyridine ........................ 86
Mixture Analysis with Thiophene .................... 94
C conclusions ......................................... 102

4 INVESTIGATIONS INTO ION/NEUTRAL CHEMISTRY ...... 105

Introduction ......................................... 105
Solution-Phase Carcinogen/DNA Adduct Studies .............. 107
Determination of Site of Reaction .................... 107
Hard/Soft Acid Base (HSAB) Theory ................. 109
Experimental ........................................ 112
Investigations of Multifunctional Nucleophiles ................ 115
Reactions of 2-Thiohydantoin Molecular Ions with Allyl
Brom ide ... .......... ................... 120
Analysis of the Other MFN/Allyl Bromide Adducts ........ 129
Correlation of Nucleophile/Allyl Halide Studies to HSAB
Theory ................................... 136
Reactions of ar,-Unsaturated Carbonyls ......... .......... 137
Reactions Between Pyridine and the a,P-Unsaturated
Carbonyls ................................. 138
Reactions Between Piperidine and the a,P3-Unsaturated
C arbonyls ................................. 141
Correlation of Nucleophile/a4,3-Unsaturated Carbonyl Studies
to HSAB Theory ............................ 143
C conclusions ......................................... 146

5 ISOMER DIFFERENTIATION VIA SELECTIVE
ION-MOLECULE REACTIONS ......................... 147

Introduction ......................................... 147
Methods of Gas-Phase Isomer Differentiation ................. 148
Collision-Induced Dissociation (CID) ......... ....... 148
Energy-Resolved CID ............................. 150
Ion-Molecule Reactions............................ 152
Experim ental ............................... ......... 154
Origins for Isomer Differentiation Investigations ............... 156








Carbocation Differentiation Based on Thermodynamics ..........
Reaction Schem e ................................
Experimental Verification of Thermodynamic Reaction
Schem e ..................................
Identification of the m/z 81 Ion from Allyl Iodide .........
Carbocation Differentiation Based on Steric Hinderance .........
Reaction Schem e ................................
Experimental Verification of Differentiation by Steric
Inhibition .................................
C conclusions .........................................

6 CONCLUSIONS AND FUTURE WORK ...................

C conclusions .........................................
Future W ork ........................................

APPENDIX EQUATIONS USED FOR KINETIC DETERMINATIONS

REFERENCES ...........................................

BIOGRAPHICAL SKETCH ..................................


158
158

163
170
170
170

175
183

184

184
187

192

201

210













Abstract of Dissertation Presented to the Graduate School
of the University of Florida in Partial Fulfillment of the
Requirements for the Degree of Doctor of Philosophy

SELECTIVE ION-MOLECULE REACTIONS IN A QUADRUPOLE
ION TRAP MASS SPECTROMETER

By

Brad I. Coopersmith

August 1994

Chairperson: Dr. Richard A. Yost
Major Department: Chemistry

This dissertation presents two applications for selective ion-molecule reactions

performed in a quadrupole ion trap mass spectrometer (QITMS): (a) the detection

and identification of possible carcinogens and mutagens in environmental samples

and (b) the differentiation of secondary and tertiary carbocation isomers.

Potential carcinogens and mutagens are classified as electrophiles with the

ability to modify nucleophilic sites in the body, including DNA. Initial studies focus

on the characterization of the QITMS to perform the ion-molecule reactions between

a model DNA base nucleophile ion, the pyridine molecular ion, and the allyl halides,

a class of well-characterized mutagens. These studies highlight the problems with

performing these reactions in a tandem-in-time instrument, namely the unwanted

side products due to reaction with the nucleophile neutrals.








Incorporation of pulsed-valve introduction of the nucleophile neutrals is

shown to overcome the lack of spatial separation by affording temporal separation

between the introduction of the neutrals and the reaction period. Initial application

of the gas-phase screening technique is demonstrated for mixtures of carcinogens and

noncarcinogens using the nucleophiles pyridine and thiophene.

Reactions with multifunctional nucleophiles are performed to better model

the DNA/carcinogen reaction in the gas-phase and to better understand the ion/

neutral chemistry. These studies into the ion/neutral chemistry show the ability of

the Hard/Soft Acid/Base theory to predict reactivity and site of reaction. This

correlation will be important for future choices of nucleophile ions.

Differentiation between secondary and tertiary carbocation isomers is

demonstrated based upon thermodynamic considerations. The secondary carbocation

reacts with tert-butanol while the tertiary carbocation is inert. Differentiation

reactions based upon steric hinderance arguments is attempted. While not totally

successful, these steric reactions demonstrate that most solution-phase organic

principles can be extended to gas-phase organic reactions.














CHAPTER 1
INTRODUCTION


This dissertation discusses the design and application of selective ion-molecule

reactions performed in a quadrupole ion trap mass spectrometer (QITMS) to (a)

screen for possible carcinogens and mutagens in environmental samples and (b)

differentiate between isomeric carbocations. In both applications, the gas-phase ion-

molecule reactions attempt to mimic what has been observed in the solution phase.

Electrophile/nucleophile reactions form the basis for the carcinogen and mutagen

screening. Carbocation-based reactions are used to model the isomer differentiation

reactions. The use of selective ion-molecule reactions on the QITMS offers several

advantages over the current methods used for the above applications. Compared to

solution-phase carcinogen and mutagen detection, the QITMS offers improved speed

and the use of on-line chromatographic separation. The selective ion-molecule

reactions permit the formation of distinct product ions for the differentiation of gas-

phase carbocation isomers, whereas other gas-phase techniques lead to the formation

of identical product ions in differing abundances.

This chapter introduces background on both the quadrupole ion trap mass

spectrometer and selective ion-molecule reactions. A brief description of the

operation of the QITMS is presented, including the particular characteristics that

make it desirable for performing the selective ion-molecule reactions. Selective ion-








2
molecule reactions are introduced through a description of general ion-molecule

reactions and a definition of what characteristics make them selective. This chapter

concludes with a description of the dissertation organization.


OITMS Background


QITMS Development


This discussion of the QITMS is not designed to be comprehensive, but

merely to introduce important concepts and principles of the instrument which was

used for this research. Comprehensive reviews of the ion trap have been published

by Todd (1991) and by Cooks et al. (1991).

The concept for the ion trap was first published by Paul and Steinwedel

(1953) in describing the operating principles of the quadrupole mass spectrometer.

These ideas were further developed by Dawson (1976), Dawson and Whetten (1969),

and Todd and coworkers (Lawson et al., 1976; Todd, 1981) by first using the ion trap

as solely an ion source to a quadrupole mass filter and then expanding its capability

to perform mass analysis. The first commercial ion trap, known as an ion trap

detector or ITD, was introduced in 1983 by Finnigan MAT and was based upon the

development of the mass-selective instability scan by Stafford et al. (1984). At that

time, the ITD was simply a low cost gas chromatographic detector. Since then,

QITMS research has been expanded into many varied areas. Among those areas are

the extension of the mass range to over 70,000 Da (Kaiser et al., 1991), the

attainment of mass resolution exceeding one million (Schwartz et al., 1991), the








3

application of tandem mass spectrometry (MSn) to the tenth degree (Nourse et al.,

1992), and the combination of the QITMS with external ion sources such as

electrospray (Van Berkel et al., 1990).


OITMS Theory and Operation


The ion trap consists of three hyperbolic electrodes, two end-cap electrodes

and one ring electrode, that when assembled yield a trapping volume with a

hyperbolic cross section according to ro2 = 2zo2; ro is the center-to-ring distance, and

zo is the center-to-endcap distance. Figure 1-1 shows this cross section for an

assembled ion trap. Radio-frequency (rf) and direct current (dc) voltages are

applied to the ring electrode to create a quadrupolar electric field within the

trapping volume. This field will apply a restoring force (towards the center of the

ion trap) to the ion which is proportional to the ion's displacement from the center

of the trap. The restoring force causes the ions which are trapped to oscillate in a

three dimensional Lissajous orbit (Wuerker et al., 1959). Since this restoring force

is a function of a time-dependent harmonic variable (the rf voltage), it can be

described by the appropriate Mathieu second-order differential equation

(McLachlan, 1947) given in equation (1-1).


S+ (a,- 2qcos2()u = 0 (1-1)
dt2

In the above equation, u can represent either the radial (ring-to-ring), or the axial

(endcap-to-endcap) directions, and is a dimensionless variable which is equal to



































-7


Figure 1-1:


Ion trap cross section showing the center-to-ring distance (ro) and the
center-to-endcap distance (zo).








5

Ot/2, where f is the frequency of the applied rf voltage. Operation of the QITMS

with the endcaps held at ground and the rf and dc voltages applied only to the ring

electrode leads to the following equations for au and q,, where u=r for radial and

u=z for axial:

-8eU
a.=-2a,= (1-2)
mrQ2

and

-4eV
-4eV (1-3)
qz=-2qr= (1-3)
mr2o2
where U is the dc voltage applied, V is the zero-to-peak amplitude of the rf voltage

applied, e is the charge on an electron, and m is the mass of the ion.

Depending upon the magnitudes of the rf and dc voltages which are applied,

only ions of certain mass-to-charge (m/z) ratios will be stored. Equation (1-1) can

be solved to find all values of au and qu (and hence all m/z values) which will be

stable, either in the radial or in the axial or in both directions, under a given set of

rf and dc voltages. The set of solutions for stability in both directions, when plotted

in au-qu space, form an envelope called a stability diagram which is shown in Figure

1-2. An ion will be stable if its au and qu values fall within the borders of the

stability diagram.

Typical operation of the QITMS for mass analysis is now described. After the

sample is introduced into the QITMS, electrons are pulsed into the QITMS volume

through one endcap to ionize the sample. A gating pulse, which changes from -180V















0.20-


az= 0, qz= 0.908
0.00



-0.20-



-0.40



-0.60-



-0.80 1.0 10

0.00 0.20 0.40 0.60 0.80 1.00 1.20 1.40


Stability diagram in az-q, space for all ions.


Figure 1-2:








7
to + 180V, is used to control the introduction of the electrons created by a filament.

During the ionization process, and for most of the mass analysis scan, no dc voltage

is applied so that the QITMS operates along the a,=0 line in Figure 1-2, which

allows for the largest range of stable m/z values possible for a given rf voltage. The

reason for this mode of operation is shown in Figure 1-2 where for a given rf voltage,

all ions are stable along the az=0 line if q, (which is inversely proportional to the

mass) is less than 0.908. After a storage period, the ions are detected by the mass-

selective instability scan (Stafford et al., 1984). This scan consists of ramping the

amplitude of the rf voltage while applying no dc voltage to induce ions of increasing

m/z values to exceed a qz value of 0.908 and thus become unstable in the axial

(endcap) direction. Ions are detected by an electron multiplier which is placed

behind the exit endcap.


Tandem-in-Time Versus Tandem-in-Space


The QITMS offers several advantages which enhance the performance of gas-

phase ion-molecule reactions compared to most other tandem mass spectrometers.

The ion trap, a tandem-in-time instrument, performs each stage of mass spectrometry

in the same volume of space with each analysis step separated in time. This attribute

allows the time of each stage of mass spectrometry to be controlled. As a result, the

QITMS, with reported ion confinement times of 105 seconds (Sugiyama and Yoda,

1990), can act as a gas-phase organic reaction chamber. This control of reaction

time allows the reactions to occur for longer periods than available with most








8
commercial tandem-in-space instruments such as the triple quadrupole mass

spectrometer (TQMS). The TQMS can be modified to trap the ions inside the

second quadrupole (Annacchino, 1993), however, this approach is not a common

practice. The duration for each stage of mass spectrometry, with regard to ion

residence time, on the unmodified TQMS is on the order of microseconds, while on

the QITMS each stage lasts typically for tens to hundreds of milliseconds. This three

order of magnitude difference for reaction times facilitates the detection of

kinetically slow reactions. Also, the QITMS permits the acquisition of time-resolved

data through steady increments of the reaction period. These data can then be used

to yield kinetic information regarding the reaction under investigation. A further

advantage of the QITMS is its ability to perform multiple stages of mass

spectrometry (MS") (Nourse et al., 1992). This MS" capability allows for the

complete identification of mass-selected reaction products, as well as the

determination of reaction mechanisms. One possible drawback to the use of the

QITMS for ion-molecule reactions is the lack of spatial separation between the ions

and neutrals inside the ion trap which can lead to unwanted side reactions due to the

presence of the reagent neutrals and, thus, limit the effectiveness of the selective ion-

molecule reactions.


Ion-Molecule Reactions


Ion-molecule reactions have been investigated for years on instruments such

as the TQMS (Heath et al., 1991; Dolnikowski et al., 1990), the ion cyclotron








9
resonance mass spectrometer (Beauchamp et al., 1974; Tiedemann and Riveros,

1973) and the QITMS (Kinter and Bursey, 1988; Eichmann and Brodbelt, 1993).

These reactions have provided insight into reaction rate constants and kinetics

(Lifshitz et al., 1981; Tiedemann and Riveros, 1974), ion energetic (Orlando et al.,

1989; Orlando et al., 1991), thermodynamics (Jasinski and Brauman, 1980; Meot-Ner

and Smith, 1991), and general gas-phase ion-neutral chemistry (Castle and Gross,

1989).

The ion-molecule reactions investigated in this dissertation are not only

selective, which will be defined later, but they also are mass-selected ion-molecule

reactions (Berberich, 1989). The term mass-selected means that only ions of selected

mass-to-charge (m/z) ratios are permitted to react with the neutrals inside the ion

trap volume. Most applications of ion-molecule reactions are nonmass-selected, in

which both a reagent gas and the analyte are introduced into the ion source of a

mass spectrometer, with the reagent gas at a significantly higher pressure. Due to

its greater pressure, the reagent gas is primarily ionized to yield the reagent ions

which are used for the ion-molecule reactions. One problem with this approach is

that most reagent gases will form more than one reagent ion, and each reagent ion

may react differently. For example, methane, which is used commonly for chemical

ionization (Harrison, 1992), forms predominantly C2H5+ and C3H5, reagent ions

which undergo proton transfer and proton abstraction reactions, respectively, with

most anlaytes. By mass-selecting only one reagent ion, any ambiguity as to which

product ions are due to which reagent ion is significantly reduced. On the QITMS,








10
mass-selected ion-molecule reactions are performed by adding an ion isolation

sequence shortly after the ionization step. A result of the tandem-in-time nature of

the QITMS is that this addition is easily implemented since the change is software

intensive (a change in the computer program controlling the mass analysis scan)

rather than hardware intensive (the addition of an extra mass analyzer).

In designing selective ion-molecule reactions, a reagent ion is chosen such that

reactions with only a single neutral or a single class of neutrals should occur. The

resulting product ion is characteristic of both the reagent ion and neutral. For

example, gas-phase Michael additions will occur if and only if an enolate ion is

allowed to react with a neutral a,/3-unsaturated carbonyl compound (Solomons,

1985). For the ion-molecule reactions studied in this work, the selectivity results in

the formation of a distinct adduct ion; electrophile/nucleophile adduct ion formation

is used to detect the carcinogens and mutagens, and isomer differentiation is based

upon one isomer forming an adduct ion while the other isomer is inert.

One important issue regarding the general applicability of the selective ion-

molecule reactions is ion energetic. All ion-molecule reactions require a certain

amount of activation energy for the reaction to proceed. The selective ion-molecule

reactions possess low energy of activation barriers for the preferred neutral or class

of neutrals and high activation barriers for the unwanted neutrals. For example, the

carcinogen detection reactions are designed so that the nucleophilic reagent ion will

react with the electrophilic carcinogen neutrals based upon the known attraction

between nucleophiles and electrophiles in the solution-phase (Solomons, 1982).








11

However, if the reagent ion were to possess a sufficient amount of excess internal

energy so that it was able to overcome the high activation energy necessary to react

with the undesired neutrals (i.e., nucleophile ions reacting with nonelectrophilic

neutrals), the ion-molecule reaction would lose its selectivity. Therefore, the

energetic related to ion formation and ion identity will be important throughout this

work.


Scope of Dissertation


This dissertation presents two applications of selective ion-molecule reactions

performed in a QITMS: (a) screening for carcinogens and mutagens in environ-

mental samples, and (b) differentiation of carbocation isomers. Chapter 1 presented

an introduction to both the QITMS and selective ion-molecule reactions.

Chapter 2 discusses the characterization of the ion trap to perform the

carcinogen screening reactions. Along with a description of methods currently in use

for carcinogen detection, the proposed gas-phase methodology is presented. The

QITMS is then characterized through the reactions of pyridine ions (model DNA

base ions) with allyl halide neutrals mutagenn neutrals). Experimentally determined

rate constants and extensions of ion-neutral chemistry studies are then used to

explain the observed results.

Chapter 3 introduces two approaches to overcome the problems from the lack

of spatial separation inside the QITMS: the use of alternative nucleophile ions to

alter the ion/neutral chemistry and the use of pulsed-valve introduction of the








12
nucleophile to introduce temporal separation. Altering the ion/neutral chemistry is

evaluated with respect to the degree it effectively removes unwanted nucleophile

ion/electrophile neutral and unwanted nucleophile ion/nucleophile neutral side

reactions. Comparisons of pulsed-valve results (spectral quality and limits of

detection) to those obtained through constant pressure introduction are used to

evaluate pulsed-valve introduction. The analysis of a carcinogen/noncarcinogen

mixture using the proposed gas-phase methodology is presented and used to evaluate

the method's effectiveness at this stage of development.

Chapter 4 investigates the ion-neutral chemistry of other nucleophiles and

electrophiles. Specifically, the reactions of the a,3-unsaturated carbonyls

(electrophiles) and of piperidine (nucleophile) and multifunctional nucleophiles

(containing more than one possible reactive site) are presented. The results from

these investigations are correlated to the Hard/Soft Acid/Base (HSAB) theory to

better predict which model DNA bases will detect which carcinogens and mutagens.

Chapter 5 presents the ability to differentiate between carbocation isomers

through selective ion-molecule reactions. After a brief introduction as to why this

approach is necessary, two approaches are discussed. Chemical differentiation based

upon reactions with tert-butanol and structural differentiation based upon steric

hinderance are presented. Chapter 6, the final chapter, summarizes the overall

conclusions from this dissertation and presents ideas for future work.













CHAPTER 2
CHARACTERIZATION OF THE QITMS FOR ELECTROPHILE/
NUCLEOPHILE ION-MOLECULE REACTIONS



Introduction


The main goal of this research was to use selective ion-molecule reactions as

a gas-phase screening technique for the detection of carcinogens and mutagens. This

chapter will present the first step towards accomplishing that goal, the

characterization of the ion trap to perform the ion-molecule reactions necessary for

carcinogen and mutagen screening. Initially, background information on carcinogen

and mutagen screening will be offered to put this work into perspective with current

techniques. The Ames Test, the most widely used method of carcinogen and

mutagen detection, will be discussed in detail, as it was the impetus for this work.

The specific role of the selective ion-molecule reactions and the use of gas

chromatography/mass spectrometry (GC/MS) will then be given. The ion trap will

be characterized through the reaction of pyridine ions with allyl halide neutrals. This

reaction is examined through the products which are formed and the kinetics of the

system. This chapter ends with conclusions regarding the use of the QITMS for

selective ion-molecule reactions based upon these results.










Carcinogen and Mutagen Background


A carcinogen has been defined as "an agent or process which significantly

increases the yield of malignant neoplasm in a population" (Clayson, 1962). The

exact mechanism by which a carcinogen induces the malignant neoplasm or

cancerous growth is still unknown. However, four broad stages for this mechanism

have been established. These stages are (i) transport from the site of application

and, if needed, metabolic activation of the carcinogen: (ii) interaction of the ultimate

or activated carcinogen with the critical target (most likely DNA); (iii) DNA repair

and replication for fixation of the initial features of the tumor progenitor cell; and

(iv) possible progressive changes in the tumor progenitor cells leading to clinical

cancer (ICPEMC, 1982). In its reactive form, the ultimate carcinogen has been

identified as a reactive electrophile with the capability to modify biological

macromolecules such as DNA (Miller, 1970). Based upon stage (i) and the

definition by Miller, two categories of carcinogens have been defined (ICPEMC,

1982):

(1) Genotoxic carcinogens: agents which significantly increase the occurrence of

tumors in a population and possess the ability to alter genetic information.

(2) Nongenotoxic carcinogens: agents which significantly increase the occurrence

of tumors in a population but need to be activated in order to alter genetic

information.










In vivo Carcinogen Detection


Carcinogen testing can be accomplished either in vivo (inside a living

organism) or in vitro (outside the living organism). In vivo testing has focused

primarily upon long-term animal bioassays. Since human testing would be the most

effective but is not supported by the medical community, most animal testing is

performed upon mice and rats due to their similar genetic make-up to humans. The

objective of these long-term tests is to observe the animal under study for the

development of neoplastic lesions due to exposure to various doses of a test

substance by an appropriate route (i.e., inhalation, ingestion, etc.) (Hamm, 1985).

By performing these assays on living animals, the overall body chemistry is not

altered as it would be if the assay were performed in a single organ which was

removed from the animal. This advantage allows both carcinogen initiators and

promoters to be tested (Periano et al., 1975; Solt et al., 1983). While this approach

would seem to be the most effective method for determining carcinogenicity, it

suffers severe drawbacks. First, any animal test will cost between 0.5 and 1.5 million

dollars and will take a minimum of three to four years to complete (Hamm, 1985).

Second, there is no standard methodology for performing the animal tests (OECD,

1983). Other problems with animal testing arise from the number of variables which

must be taken into account. Among the many factors are the type of animal, the

number of animals, their diet, their drinking water, their caging, and the room

temperature (Hamm, 1985).








16
Other in vivo methods consist of detecting the formation of covalent binding

between chemicals and DNA. Among these methods are the use of radioactively

labelled chemicals (Warren, 1984), the use of specific anti-adduct antibodies

(Shamsuddin et al., 1985; Nehls et al., 1984), and the use of 32P postlabelling

(Randerath et al., 1984). These methods show some promise; however, they are

limited due to the very small quantity of DNA adducts which are formed in the

tissue. This limitation allows detection solely by pure chemical means and is only

applicable in certain cases (i.e., when the chemical marker is highly fluorescent or

radioactive).


In vitro Carcinogen Detection


As an alternative to the long-term in vivo methods, short-term in vitro

methods have been developed. These tests rely upon mutagenicity testing to reveal

the presence of carcinogens due to the beliefs that all carcinogens are mutagens and

that tumor formation involves genetic alteration (ICPEMC, 1982). Also of primary

importance to the in vitro tests is that they mimic the in vivo test conditions.

Genotoxic carcinogens will be detected without the need for metabolic activation;

however, nongenotoxic carcinogens need metabolic activation to become active

carcinogens. Therefore, the more closely the in vivo test conditions are mimicked,

the greater the chance of detecting the nongenotoxic carcinogens.

The most widely used in vitro test is the Ames Test (Ames et al., 1975; Ames,

1984). The Ames Test is performed by first mutating the bacteria Salmonella








17
typhimurium to prevent normal histidine production. The test sample is then

incubated with the bacteria colonies for two days at 37C, and afterwards, the

number of bacteria colonies which have reverted to allowing histidine production are

counted (Ames, 1984). The observation of a significantnumber of revertant colonies

above background indicates the presence of a mutagen in the test sample. In most

applications of the Ames Test, a liver homogenate known as S-9 is added to the petri

dish to mimic the in vivo conditions by acting as a metabolic activator (Miller and

Miller, 1977). In contrast to the in vivo tests, the in vitro Ames Test is much cheaper

and faster. One chemical can be adequately tested with regard to dosage in

approximately two weeks for $1000 to $1500, depending upon the protocol used

(Zeiger, 1985).

The in vitro tests may be cheaper and faster, but they do not possess the

overall reliability found using in vivo tests. The major reason for this occurrence is

that while all carcinogens are believed to be mutagens (Zeiger, 1985), all mutagens

are not carcinogens. As an example, 2-aminopurine has been found to mutate DNA

in bacteriological assays, but has not been found to be carcinogenic in either humans

or animals (Barrett, 1987). Similarly, tetrachlorodibenzo-p-dioxins, TCDDs, are a

known class of carcinogens which yield a negative Ames Test (ICPEMC, 1982). The

Ames Test has been found to have a success rate between 50 and 95% for the

identification of carcinogens from positive mutagenicity results (ICPEMC, 1982).

This success rate is to be class dependent for the chemicals under investigation

(ICPEMC, 1982).








18
The Ames Test has been successfully applied to the identification of

carcinogens in complex mixtures: the pyrolized amino acids formed during heating

(Bjeldanes et al., 1982) and the nitropyrenes formed from diesel exhaust (Sugimura

and Takayama, 1983). This success is tempered by the inability to combine the

Ames Test with on-line chromatography and spectroscopic identification. Having a

response time of two days and detection limits on the order of 100 nanograms, the

Ames Test cannot be combined with on-line chromatography, which requires a

response time of milliseconds and detection limits less than one nanogram.

Therefore, analysis of complex mixtures by the Ames Test requires repetitive

incubation and fractionation until the fraction containing the mutagen is found.

Once found, the mutagen must then be identified by a separate off-line spectroscopic

analysis (e.g., IR, NMR, MS).


Mass Spectrometric Approaches


Mass spectrometry has found use in nucleic acid analysis due to its ability to

yield structural information on a small quantity of sample. This ability combined

with "soft ionization" techniques (methods which allow for the formation of the intact

large biomolecule ion) has permitted the structural characterization of both modified

(i.e., carcinogen adducts) and unmodified nucleotides (Burlingame et al., 1983). Of

the various "soft ionization" techniques, fast atom bombardment (FAB) and matrix-

assisted laser desorption ionization (MALDI) have been the most extensively used.








19
The combination of FAB with tandem mass spectrometry has been applied

to the structural differentiation of isomeric nucleotides and dinucleotides as well as

being used for mixture separation (Crow et al., 1984; Cerny et al., 1986). However,

extensions to small oligonucleotides (3 to 6 nucleotides) resulted in complex spectra

which prevented proper sequencing of the oligomers (Cerny et al., 1987).

Performance of MALDI inside a Fourier transform mass spectrometer

(FTMS) has been shown to be capable of differentiating between methyl guanosine

isomers formed in the solution-phase and has been used to sequence oligonucleotides

consisting of four nucleotides (Hetitch, 1989; Hetitch and Buchanan, 1991). The

FTMS has the ability to fragment the oligonucleotide ions one nucleotide at a time,

permitting the detection of DNA modifications through DNA sequencing. However,

these sequencing methods may not be able to detect actual DNA modifications in

human tissue where there is normally one modification for every 108_1010 normal

nucleotides (Wolf et al., 1992). Studies are currently underway in which constant

neutral loss (CNL) scans on a TQMS are used to simplify the spectra to aid in the

detection of DNA modifications (Wolf et al., 1992; Bryant et al., 1992).

Derivitization of the nucleotide with trimethylsilane prior to analysis by CNL scans

has been reported to lower the detection limit of nucleoside-carcinogen adducts to

1 ng (Bryant et al., 1992). This detection limit corresponds to the detection of one

nucleoside-carcinogen adduct per 106 normal nucleosides.










Proposed Methodology


The mass spectrometric approaches discussed above focus on detecting

carcinogens by identifying nucleoside-carcinogen adducts which are formed in the

solution phase. Previous work in our laboratory (Freeman, 1991; Freeman et al.,

1990; Freeman et al., 1994; Anacchino, 1993) was the first demonstration of a strictly

gas-phase method, namely the use of selective ion-molecule reactions via mass

spectrometry for carcinogen screening. In that work, the ion-molecule reactions were

performed on a triple quadrupole mass spectrometer (TQMS). Various reports have

concluded that at some point during carcinogenesis, there is an

electrophile/nucleophile reaction between the ultimate carcinogen and the DNA

nucleoside (Miller, 1970; ICPEMC, 1982). Based upon those reports, the gas-phase

ion-molecule reactions were designed to be electrophile/nucleophile ion-molecule

reactions.

Ionized nucleophiles (model DNA bases, DNA bases, or nucleotides) were

formed in the TQMS ion source and were mass-selected by the first quadrupole.

These ions were passed into the second quadrupole (collision cell) where possible

carcinogens and mutagens were simultaneously introduced via gas chromatography

(GC). As the ionized nucleophiles traversed the second quadrupole, they reacted

with the electrophilic neutral carcinogens to form the nucleophile/electrophile adduct

ions. These product ions were then mass-analyzed by the third quadrupole and were

subsequently detected.








21
In that work (Freeman, 1991; Freeman et al., 1991), alternating scans

(selective ion-molecule reaction with a model DNA base ion and charge exchange

with methane molecular ions) were employed to obtain two complementary

chromatograms for the test sample. This scanning procedure is shown conceptually

in Figure 2-1. While only one GC column was employed, the alternating scan modes

gave the effect of performing two separate GC/MS analyses for each injection. First,

methane molecular ions were mass-selected and introduced into the second

quadrupole where they reacted with all compounds via charge exchange. After

detection of the charge exchange product ions, the nucleophilic model DNA ions

were mass-selected and introduced into the second quadrupole to undergo selective

ion-molecule reactions with only the electrophilic carcinogens. As this process was

repeated, two complementary chromatograms were produced. Reactions with the

methane molecular ions yielded a chromatogram which indicated the number of

components in the sample. This value was the upper limit for the number of

possible carcinogens in the sample. The selective ion-molecule reactions lowered

that number by producing a chromatogram which only had peaks if the compound

eluting from the GC column reacted with the model DNA ions, thus indicating which

peaks in the methane chromatogram represented possible carcinogens or mutagens.

The degree of fragmentation for each compound during the methane charge

exchange reactions was not given (Freeman, 1991). Therefore, the identification of

each was assumed to be a prior. Electron ionization would have provided complete

structural information but could not be performed because the carcinogens were not










Environmental Screening


IAAJX


MS


GC


IKT-[


Carcinogen
Detector






Figure 2-1: Depiction of proposed gas-phase ion-molecule screening to yield two
complementary chromatograms.








23
introduced into the ion source. Picogram limits of detection were reported for the

allyl halides, a class of well characterized mutagens, and the analysis speed was

improved significantly over that of the Ames Test (Freeman, 1991).

The TQMS method suffered several drawbacks. The TQMS is capable of

performing up to two stages of mass spectrometry: the reagent ion isolation and the

scanning of the reaction products. Therefore, when unknown product ions (i.e. ions

other than the desired adduct ion) were formed, they could not be fragmented to

indicate their structure. Another problem with the TQMS is the short reaction time

it permits for the reaction between the nucleophile ions and the carcinogen neutrals.

The ions can only react with the neutrals for as long as both reside inside the second

quadrupole. Unless the TQMS has been modified to permit ion trapping in the

collision cell (Anacchino, 1993), the residence time is on the order of microseconds.

This short reaction time biases the detection towards fast reaction kinetics and

permits slow reacting carcinogens, such as acrolein, to pass through undetected

(Freeman, 1991).

To overcome these shortcomings, a method using the QITMS is proposed.

This method for detecting carcinogens and mutagens on the QITMS consists of

performing gas chromatography/mass spectrometry (GC/MS) with alternating

electron ionization (El) and selective ion-molecule reaction scans. This proposed

method should overcome the problems of the TQMS method to yield better

detection and identification. Also the MS" capabilities of the QITMS allows the

identification of unknown product ions.








24
A sample containing possible carcinogens would be injected onto the gas

chromatograph which would separate the sample into its individual components. The

other end of the GC column is interfaced to the QITMS so that as the individual

components eluted off the column, they would enter directly into the ion trap

analyzer region. While the components eluted, they would undergo alternating El

and selective ion-molecule reaction scans. Similar to the TQMS method, the

selective ion-molecule reaction scan will indicate potential carcinogenicity if the

compound is reactive with a model DNA base ion. However, since the QITMS is

a tandem-in-time instrument (see Chapter 1) and the reaction time can be extended

into the millisecond time scale, slow reacting carcinogens should have ample time to

react which should remove any detection bias. Another characteristic of tandem-in-

time instruments is that the ion source and analyzer region are the same. This

characteristic gives the QITMS the ability to perform an El scan on the compounds

as they elute off the column, which will produce a mixture of molecular and fragment

ions, thus allowing structural information to be obtained so that the compound may

be identified.

As in the TQMS procedure, the alternating scans will produce two

complementary chromatograms for the sample. The El chromatogram would

indicate the number of components in the sample and the identity of each. The

selective ion-molecule reaction chromatogram would indicate which components are

possible carcinogens. This procedure would permit carcinogenic detection (selective

ion-molecule reaction chromatogram) along with the on-line chromatographic








25
separation (GC introduction of the sample) and spectroscopic identification (El

chromatogram) which the Ames Test lacks.

The basis for this gas-phase screening is the similarity between solution-phase

and gas-phase reactions. There have been several publications in the literature

(Pellerite and Brauman, 1980; Angelini and Speranza, 1981) which indicate the

strong similarity of reactions in both media. Figure 2-2 demonstrates the electro-

phile/nucleophile reactions in both the solution and gas-phases (Freeman, 1991). In

the body, where the solution-phase reactions occur, the ultimate carcinogen acts as

a reactive electrophile and reacts with the DNA base acting as a nucleophile; the

result is a DNA/carcinogen adduct. In the gas-phase reaction, only the detection of

genotoxic carcinogens is possible. The lack of metabolic activation in the gas-phase

prevents nongenotoxic carcinogens from being activated to the ultimate carcinogen.

The genotoxic carcinogens act as reactive electrophiles and react with nucleophilic

model DNA base ions to form a model DNA base/carcinogen adduct ion.

Model DNA base ions are used since it is easier to get them into the gas-

phase than if they were actual DNA bases. The model DNA base is chosen so that

it is structurally similar to the actual DNA bases, thus giving similar reactivity.

Figure 2-3 shows the structures of the five DNA bases and pyridine. For this initial

work, pyridine was chosen as the model DNA base ion due to is similar structure to

the DNA bases. The allyl halides were chosen as the carcinogens because they

represent a class of well-characterized mutagens. Studies have shown that

nucleophile ions (N', m/z N) react with the neutral allyl halides (EX) under a
















Modeling DNA/Carcinogen Reactions




Reaction in the Body


Carcinogen
(electrophile)


+ DNA Base
(nucleophile)


-- DNA adduct


Reaction in the Gas-Phase


Carcinogen
(electrophile)


+ Model DNA base
(neutral or ion)


- Product
(ion)


Figure 2-2: Comparison of reactions in the body with the proposed gas-phase screening
reactions.









NH

\
N

AO
H

Cytosine


0
CH
3CH NH

N-kO


Thymine


NH
2

KI
>aV


0

NH

NAO
H


Adenine




o
N NH

N NA NH
2


Uracil


N


Guanine


Figure 2-3: Structures of the five DNA bases and of pyridine.


Pyridine










N'-


CH2=CH-CH2X


Ionized
Nucleophile


Allyl Halide
Neutral


m/zN


X .


N-C-C CH=CH2

Nucleophile/Allyl
Adduct Ion


Halide
Radical


m/z [N+41]


Figure 2-4: Reaction for nucleophile ions with allyl halide neutrals.








29
variety of mechanisms (i.e. SN1, S~2) to produce a nucleophile/allyl adduct (NE, m/z

N+41) and the halogen radical (X) (Freeman et al., 1990; Eder et al., 1982a). This

reaction sequence is shown in Figure 2-4. The formation of the pyridine/allyl adduct

ion will be monitored for the characterization of the ion trap to perform these gas-

phase screening reactions.


Experimental


All pyridine/allyl halide ion-molecule reactions were performed on a Finnigan

MAT Ion Trap Mass Spectrometer (ITMS'"). The allyl halides (Sigma Chemical

Company, St. Louis, MO and Aldrich, Milwaukee, WI) and the pyridine (Fisher

Scientific, Orlando, FL) were obtained from the manufacturer and used without

further purification. Samples for the constant pressure studies were introduced

through Granville-Phillips (Boulder, CO) Series 203 variable leak valves. The valves

were heated to a constant temperature of 700C by wrapping them in heating tape

controlled with a variac. All pressures reported were measured by a Bayard-Alpert

ionization gauge mounted on the vacuum chamber and are uncorrected. Sample

pressures ranged from 1 x 107 torr to 3 x 106 torr.

The scan function used for performing the ion-molecule reactions is presented

in Figure 2-5. Ionization (step A) at q(N' of pyridine)=0.23 was followed by two-

step rf/dc isolation (step C) (Gronowska et al., 1990; Yates et al., 1991) of the

pyridine molecular ion [N ]. After isolation, the pyridine molecular ions were

allowed to react with the both the pyridine and allyl halide neutrals present inside

















C 0


- ~
*- C




N u



*C3



o
Cl








Cu
Acc










S"





S/2















o Z
3 C



























-- u
(0
0r
.1-

5Q











C tu
--:

'3U
S ^
| C 0 r
.2 -
CO
^ ^

*^. O
Cg CS
L S .2
o ca*.
g
P5 ro"
.i (0 m






m vs S **; (/
a j- 2 *













E~u


U



CC








31
the ion trap for up to 500 ms (step D) at a q(N')=0.3. Mass spectra were acquired

with the axial modulation (530 kHz and 6Vp.) mass-selective instability scan (step

E) (Stafford et al., 1984). The product spectra shown were obtained after the 500

ms reaction period.

Resonant excitation collision-induced dissociation (CID) was performed on

all product ions. Unless indicated otherwise, spectra obtained by CID utilized the

following procedure: following two-step rf/dc isolation (Gronowska et al., 1990;

Yates et al., 1991), the selected product ion was cooled for 10 ms at a ring RF

voltage level corresponding to q(product ion)= 0.3; the selected product ion was then

resonantly excited for 10 ms at the same RF level. Relative rate constants were

obtained by solving the pseudo-first order integrated rate equations for the product

ions. The equations and their derivations are presented in the Appendix.


Results


Ion-Molecule Reaction Spectra Under Static Conditions


Initial investigations focused upon the characterization of the ion trap to

perform the electrophile/nucleophile ion-molecule screening reactions. These

reactions were performed under static conditions, where each reactant is present

inside the QITMS at a constant pressure. Each allyl halide neutral was present at

a pressure of 2.5 x 107 torr. The pyridine pressure was 1.3 x 107 torr for the allyl

chloride reaction and was 2.4 x 107 torr for the allyl iodide reaction. The product

spectra for the reactions of pyridine molecular ions with allyl chloride and allyl









a) 79
N+.
1.00 80
NH*
.^
120
NE +
0.50-




0.00



b)
80
1.00 Nr

206
r NX+

0.50- 285
120 N 2X-
NE+ N



0.00

0 50 100 150 200 250 300
m/z




Figure 2-6: Product ion spectra for the reaction of pyridine molecular ions with (a) allyl
chloride and (b) allyl iodide neutrals.








33
iodide neutrals for 500 ms are shown in Figures 2-6a and 2-6b, respectively. In both

product spectra, the desired product ion (NE', the pyridine/allyl adduct ion) at m/z

120 was less abundant than the protonated nucleophile (NH) at m/z 80. For the

allyl chloride reaction, the m/z 120 ion was 60% of the relative abundance of the m/z

80 ion, while for the allyl iodide reaction its relative abundance was about 33%.

There was a significant difference in the amount of pyridine molecular ion remaining

for each reaction. This discrepancy is most likely due to the different pyridine

pressures used in each reaction, where at the higher pyridine pressure, reactions with

the pyridine neutrals depleted the number of pyridine molecular ions faster than at

the lower pyridine pressure. Also, while reaction with the allyl chloride did not

produce any pyridine/chlorine adduct ions, reaction with the allyl iodide did lead to

the formation of pyridine/iodine adduct ions (the pyridine/iodine adduct ion (NX)

at m/z 206 and the dipyridinium iodide ion (N2X') at m/z 285).

From the spectra in Figures 2-6a and 2-6b, a few characteristics of ion-

molecule reactions in the QITMS are apparent. Reactions with the neutral

electrophile as well as reactions with the neutral nucleophile can occur. The latter

reactions accounted for the most abundant product ion in both spectra, the

protonated nucleophile (NH') at m/z 80. Second, solution-phase results may not

always be accurate in predicting gas-phase results. In the solution-phase

mechanisms, the ionized nucleophile reacts at either C1 or at C3 of the allyl group.

There is no mention of ionized nucleophile reacting with the halide atom. In the

gas-phase, reaction at the halide atom competes with reaction at the allyl group








34
because the ions are unsolvated and their intrinsic reactivity controls which products

are formed.

These two characteristics and the spectra shown in Figures 2-6a and 2-6b

highlight the problems that unwanted ion-molecule reactions will cause for the gas-

phase screening of carcinogens and mutagens with regard to both sensitivity and

selectivity. As was seen for the relative abundances for the m/z 80 and m/z 120

product ions, competing reactions (such as those with the nucleophile neutrals)

deplete the ionized nucleophile population and reduce the extent of the desired

reaction with the electrophile neutrals. Therefore, the response per unit of analyte

(i.e. the sensitivity) is reduced.

Ideally, the ion-molecule product ion spectra will have only one product ion

present, an adduct ion between the model DNA base and the carcinogen or

mutagen. This ion's formation is based solely on the reaction proceeding because

the neutral is a carcinogen or mutagen. The formation of multiple product ions from

the reactions with both electrophile and nucleophile neutrals reduces the selectivity

of this detection procedure. The multiple product ions indicates that the overall

reaction is not specific for the detection of carcinogens and mutagens. While one

product ion may be due to the compound being a carcinogen or mutagen, the other

product ions may be due to other characteristics of that compound. Therefore, for

the reactions between the pyridine ions and the electrophile allyl halide neutrals, it

is critical to understand the reaction pathways for the formation of each product ion

in order to design the screening reactions so that the nucleophile/allyl adduct ion










(NE') will be the most abundant product ion formed.


Reaction Scheme Determination


To better understand the reactions between the pyridine molecular ions and

the allyl iodide and pyridine neutrals, the reaction scheme was elucidated through

a combination of MS" and time-resolved data acquisition. Figure 2-7 shows the MS4

sequence from a separate experiment used to identify the m/z 285 product ion of

Figure 2-6b. Figure 2-7a, obtained with the first stage of mass spectrometry, is the

electron ionization (EI) spectrum of the neutrals initially present in the QITMS.

Following isolation of the pyridine molecular ion (N') at m/z 79 and its subsequent

reaction for 500 ms with the neutrals present in the QITMS, the spectrum in Figure

2-7b was obtained. As mentioned earlier, unwanted product ions, such as the m/z

285 product ion, were produced in addition to the desired pyridine/allyl adduct ion

(NE') at m/z 120. Isolation and collision-induced dissociation (CID) of the m/z 285

product ion was performed and the resulting spectrum is presented in Figure 2-7c.

The only fragment ion occurred at m/z 206, due to a loss of 79 mass units. Note that

the m/z 286 ion, presumably the 3C isotope of the m/z 285 product ion, was not

affected by resonantly exciting the m/z 285 ion and therefore remained in the CID

spectrum. The m/z 206 fragment ion was further fragmented by CID without prior

mass isolation. The CID spectrum for the m/z 206 fragment ion, shown in Figure

2-7d, yielded a single fragment ion at m/z 79, due a loss of 127 mass units. Again

the m/z 286 ion remained in the fragmentation spectrum. While its intensity relative











1.00





0.50





0.00


1.00


0.50


0.00



Figure 2-7:


168
EX+.


80
NH+


285
N2X+


120
NE+


206
NX+


50 100 150 200 250 300
m/z
MS4 sequence for the reaction of ionized pyridine with neutral allyl
iodide and neutral pyridine.
(a) MS': Electron ionization of pyridine and allyl iodide neutrals.
(b) MS2: Product ion spectrum following the isolation of ionized
pyridine; (c) MS3: Isolation and CID of the m/z 285 product ion; (d)
MS4: CID of the m/z 206 fragment ion.












1.00-





0.50 -





0.00



d)

1.00-


0.50


0.00


I. a


' I


' I


Figure 2-7--continued.


206
NXw


' I


' I


' I


206
NXw


50 100 150 200 250
m/z


300








38
to the fragment ions has increased due to ion ejection during CID, the absolute

intensity of the m/z 286 ion has remained constant.

Based upon the information from the CID spectra in Figures 2-7c and 2-7d,

the m/z 285 product ion was identified as the dipyridinium iodine adduct ion (N2X).

The MS4 fragment ion at m/z 79 (Figure 2-7d) corresponded to the pyridine

molecular ion (N'). Addition of an iodine atom (127 mass units) to the pyridine

molecular ion resulted in the formation of the pyridine/iodine adduct ion (NX') at

m/z 206 (Figure 2-7c). Addition of a second pyridine molecule (79 mass units) to

the pyridine/iodine adduct ion (NX') yielded the dipyridinium iodine adduct ion

(N2X) at m/z 285.

The remaining product ions were also subjected to MS" analyses to determine

their structures. Table 2-1 lists the product ions along with the fragment ions which

were formed from each upon MS". The pyridine/iodine adduct ion (NX') at m/z 206

fragmented through homolytic cleavage at the pyridine-iodine bond to yield the

starting pyridine molecular ion (N') at m/z 79. The pyridine/allyl adduct ion (NE')

at m/z 120 fragmented via a 1,3-hydrogen shift to form the protonated pyridine

(NHI) at m/z 80. Both of these fragmentations are shown in Figure 2-8. The

protonated pyridine (NH') was resistant to fragmentation under the conditions

employed. The inability to obtain any fragment information on this ion was due to

the high energy necessary to fragment even electron ions with aromatic resonance

stabilization (Lossing and Holmes, 1984). Under the resonant excitation conditions

used, these ions were ejected from the ion trap before they could acquire sufficient






















Table 2-1

Fragment Ions Obtained from Collision Induced Dissociation of the
Product Ions from the Reaction of Pyridine Ions with Allyl Iodide Neutrals


Product Ion m/z


Product Ion Symbol


Fragment Ions (Stage)'


206(2); 79(3)


79(2)

80(2)

None


a Stage refers to the stage of mass spectrometry required to observe that particular
fragment ion. For example (2) refers to MS/MS, (3) to MS/MS/MS, etc.


285

206


N2X+

NX

NE+

NH+















m/z 206









CJN-CH2-CH=CH2


('N.


+ I.


m/z 79








-- C=CH,


m/z 120


+ CH2=C=CH,


mNz -H
m/z 80


Figure 2-8:


Fragmentation mechanisms for the m/z 206 and m/z 120 product ions
from the reaction of pyridine molecular ions with allyl iodide.









kinetic energy to induce fragmentation upon collision with helium.

The reaction pathways were determined by acquiring signal intensities as a

function of time as demonstrated in Figure 2-9. Visual inspection of this plot gives

insight into the reaction mechanism. In the early stages of the reaction (<50 ms),

the four product ions at m/z 80 (protonated pyridine, NH+), at m/z 120 (pyridine/allyl

adduct ion, NE'), at m/z 206 (pyridine/iodine adduct ion, NX'), and at m/z 285

(dipyridinium iodine ion, N2X+) initially increased while the m/z 79 pyridinee

molecular ion, N+) ion decreased. After 50-60 ms, the production of the m/z 206

product ion began to decay, while the rate of production of the m/z 285 product ion

(dipyridinium iodine adduct ion, N2X ) increased. This sequence is characteristic of

A-B--C consecutive reactions, where A forms B and then B forms C (Laidler,

1987). For the pyridine ion/allyl iodide neutral reaction, A corresponds to the

pyridine molecular ion (N'), B corresponds to the pyridine/iodine adduct ion (NX+),

and C corresponds to the dipyridinium iodine adduct ion (N2X+). This sequence

agrees with the MS4 spectra presented in Figure 2-7 in that both Figures 2-7 and 2-9

indicated that the m/z 285 product ion was formed from the reaction of the pyridine/

iodine adduct ion (NX') at m/z 206 ion with neutral pyridine. Further support for

this mechanism was found when the reaction of the isolated pyridine/iodine adduct

ions (NX') at m/z 206 with neutral pyridine and neutral allyl iodide resulted in the

sole production of the dipyridinium iodide ion (N2X') at m/z 285.

The time-resolved and MS" data were combined to obtain the reaction scheme

for pyridine ions reacting with pyridine neutrals and ally iodide neutrals which is

























3000-




a 2000-


m/z 120
1000-

m/z 2

m/z 79
0

0 100 200 300 400 500
Reaction Time (ms)




Figure 2-9: Signal intensity versus time for the reaction of pyridine molecular ions with
allyl iodide.











+


II
u
1 +

O


u
u
I




C2
E


+ 0
Z ~N
2


+
X
z~


------>*
CO
en
19


oz


*

0O








44
shown in Figure 2-10. This reaction scheme suggests that when the pyridine

molecular ion (N+) reacts with the allyl iodide neutral, there will always be

competition between the formation of the pyridine/allyl adduct ion (NE*) via loss of

the halogen radical and the formation of the pyridine/iodine adduct ion (NX+) via

loss of the allyl radical. These formation of the two products competes with the

desired reaction between the nucleophile ions and the allyl halide neutrals, shown

in Figure 2-4. Also, the presence of the pyridine neutrals introduced two more

unexpected product ions, the protonated pyridine (NH) at m/z 80 and the

dipyridinium iodine adduct ion (N2,X) at m/z 285.


Kinetics Analysis


When the screening reactions are performed on the QITMS, the competing

side reactions due to the inherent reactivity of the ions towards interfering neutrals

need to be minimized. Therefore, the rate constants for the formation of the four

product ions from the reaction of pyridine ions with the pyridine and the allyl iodide

neutrals were determined to define strategies which might minimize these side

reactions.

The reaction scheme in Figure 2-10 shows that each product ion results from

the reaction of one ion with one neutral, thus indicating bimolecular rate constants.

Typically, however, the number of each neutral species present was several orders

of magnitude greater than the number of each ionic species; therefore, the neutral

concentration can be considered constant which leads to pseudo-first order kinetics








45
for each product ion formation. Differential equations describing each product ion

formation (Laidler, 1987) were integrated with respect to time to yield the integrated

rate equations for each product ion formation as functions of reaction time and

[N']j. The integration used for each product ion are presented in the Appendix

and the integrated rate equations are listed in Table 2-2. The integrated rate

equations were plotted accordingly and the resulting slope was used to obtain the

desired rate constant. The plots used to determine the slopes are listed in Table 2-3

and the calculations necessary to evaluate the rate constants from the integrated rate

equations are given in the Appendix. For example, kT was found from the slope of

a plot of ln[N ] versus time, as shown in Figure 2-11. To demonstrate that the

inherent rate constants are pressure independent, as one would expect, a

combination of neutral allyl iodide and neutral pyridine pressures were used to

determine the product ion formation rate constants which are presented in Table 2-4.

The spectra resulting from pyridine to allyl iodide pressure ratios of 4:1 and of 1:10

are presented in Figures 2-12a and 2-12b, respectively.

This kinetic/pressure analysis of the reaction pathways revealed several aspects

regarding the inherent reactivity of the pyridine molecular ions towards both the allyl

iodide and pyridine neutrals. First, reaction with the pyridine neutrals is preferred

over reaction with the allyl iodide neutrals. The rate of formation of the protonated

pyridine, k4 (3.8x101- cc/molec s), is larger than the rates of formation of the

pyridine/allyl adduct, k, (7.2x10H- cc/molec s), and of the pyridine/iodine adduct, k2

(2.5x10'1 cc/molec s), combined. Second, if the pyridine ions were to react only with






























(U











S o
C,
0











c.
W o:
a
^T3
M^Sl
0 V '
Elo
"3coIL
I :2
CT' 2
l-' U
r s
0 ;)
'^2^
Ei
S ^ 2
k 5.
OS :
ao S
?
2U ^
C^ ?
E(
c-U
^=


o C ,
0 0
r N o
^ r)


f
II

o
+-

i






b-J


0
I
o





+


0











II


o0











+
z










a-
0o



















0
00
B




T3
B


cu
ca

c/l
g

cfl
o
p,


+ B

Z I




.rd



I$
(U


oo t0
M cB
a




















.0


o


















No U
I ,



c,






04 -










oo
"" '




cu 1

00

E
6 *a
o 4.






S'0


'0
0


u0 0 -/ (
4 ^
u ^5 *
Qi s
I(^ O







ob S

O 0^


+

Z




























-


*4-1
c4
vl

u
u

(c
0 -
4- --


0
0.



















0
4-




























0
o













0
u




























.0
o
















12





0
o



















O







I-
a
1









^ 0,

"
P '


c) .0


a
4-




e
4-
12
o












9.

4-









o
0









.<




.0
cr


















0












4-
4-












U Q
c
as















a
oc












-o a












u u

a
n














8.00






7.00






6.00






5.00


0.00 0.10 0.20
Time (s)


Figure 2-11: Plot of In[N+] versus time to obtain the value of kT.


Best Fit Line:
y = -10.226x + 7.727
2-= .998


0.30






































































efmc r- 0
c~d- ( ~


6\O O\ 00


Cu
Cu





Ud










u
c


B
U



o-
-Cu




o
(4~ 0

f =



CuC

oao
Qw
cu


cu
U
(c




C4
O~i


0 ~


-o


o




o
C.)



a
m

u

o
r0






00
0
'4-



o
0



12




.- I

o~.

3 u
ac



U,
U)

p, M

[" c=

'4-


aCu:











80
NWr


285
N2Xf


120
NE+


206
NX


206
NX+


1.00-


80
NH


120
NE+


285
N2X+


AI ________ -. U~ .


' I
100


' I
150


m/z


200
200


250
250


300
300


Figure 2-12:


Product ion spectra for the reaction of pyridine molecular ions with
pyridine and allyl iodide neutrals. (a) Pyridine pressure is four times
that of allyl iodide. (b) Allyl iodide pressure is ten times that of
pyridine.


1.00


0.50


0.00


0.50 -





0.00-








51
the ally iodide neutrals, the pyridine/iodine adduct ion (NX+) at m/z 206 will always

be more abundant than the pyridine/allyl adduct ion (NE+) at m/z 120 because the

rate of formation of the m/z 206 ion is larger than the rate of formation of the m/z

120 ion. Both of these aspects are demonstrated in Figure 2-6b. In this spectrum,

the protonated pyridine (NH') at m/z 80 was the most abundant product ion, as

predicted by the kinetics. Also, the sum of the signal intensities for the

pyridine/iodine adduct ion (NX+) at m/z 206 and the dipyridinium iodide ion (N2X+)

at m/z 285 is larger than the signal intensity for the pyridine/allyl adduct ion (NE')

at m/z 120. Remembering that this sum represents rate constant k, (refer to the

Appendix and Table 2-3), this observation supports the kinetic determinations that

k2 is greater than k1.

In changing the relative pressures of each reactant neutral, the kinetics of the

reaction system was changed slightly. The entire kinetics discussion thus far has

focused upon the system exhibiting pseudo-first order kinetics because the number

of neutrals was several orders of magnitude greater than the number of ions. The

inherent rate constants, those due solely to the thermodynamics of the system, were

shown in Table 2-4 and are pressure insensitive. The observed rate constants are the

product of the inherent rate constant times the pressure of the neutral reactant. By

changing the relative pressures of the pyridine and allyl iodide neutrals, the observed

rate constants are changed. This change manifests itself in the relative abundances

of the product ions generated as shown in Figures 2-12a and 2-12b. In Figure 2-12a,

the pyridine pressure is four times greater than the allyl iodide pressure. This








52
pressure ratio favors the formation of product ions due to reaction with pyridine

neutrals, thus the relatively high intensity for the protonated pyridine (NH) at m/z

80 and for the dipyridinium iodide ion (N2X') at m/z 285. In contrast, the allyl

iodide pressure is ten times greater than the pyridine pressure for the spectrum

shown in Figure 2-12b. This pressure ratio increases the rate of formation of the

pyridine/allyl adduct ion (NE') at m/z 120 and the pyridine/iodine adduct ion (NX)

at m/z 206 relative to the reaction conditions which yielded the spectrum shown in

Figure 2-12a.


Conclusions


The ability to screen for carcinogens and mutagens inside an ion trap via

selective ion-molecule reactions is improved when only one product ion is formed

with a significant extent of reaction. This chapter has demonstrated two factors

which must be taken into account when trying to perform these selective ion-

molecule reactions. The thermodynamics of the reactions between the reagent ions

and all neutrals which are present inside the QITMS is the first factor since it will

indicate which product ions are formed. The thermodynamics for formation, as

shown through the inherent rate constants, of the pyridine/iodine adduct ion (NX')

were more favorable than those for the formation of the pyridine/allyl adduct ion

(NE') when pyridine ions reacted with allyl iodide neutrals. Therefore any reaction

between pyridine ions and allyl iodide neutrals will result in two product ions with

the desired product ion being less abundant. The second major factor is the pressure








53
of each neutral which is present. The pressure determines the observed pseudo-first

order rate constants and thus controls the extent of production of each product ion.

There are two general approaches to remedy the problems mentioned above.

Changing the ion/neutral chemistry through a change of the ionized nucleophile is

one method. This change will alter the overall thermodynamics of the system, and

if done correctly, will reduce the production of side products upon reaction with the

electrophilic carcinogen. In other words, reaction between an alternate ionized

nucleophile and allyl iodide might produce only one product ion, the desired

nucleophile/allyl adduct ion (NE'). A second approach to reducing the production

of side product ions is to reduce the pressure of the nucleophile neutrals during the

reaction period. As seen with the pyridine/allyl iodide system, reactions due to the

pyridine neutrals accounted for as many product ions as the reactions due to the allyl

iodide neutrals. Reduction of the nucleophile pressure during the reaction period

will minimize the reactions with the neutral nucleophile.














CHAPTER 3
STRATEGIES FOR BETTER CONTROL OVER ION-MOLECULE
REACTIONS PERFORMED IN A QITMS


Introduction


The previous chapter identified the two major factors which must be

considered when performing ion-molecule reactions in a QITMS. The

thermodynamics (i.e. heat of reaction, activation energy, etc.) between the reactant

ions and all neutrals which are present inside the QITMS during the reaction period

determines which product ions can be formed. The pressures of each neutral govern

the extent to which each reacts with the reactant ions. Based upon these

characteristics, the lack of spatial separation inherent to the tandem-in-time QITMS

was shown to be problematic for the gas-phase reactions between pyridine and the

allyl halides. The ionized nucleophile pyridinee M' ions) could not only react with

the nucleophile neutrals, but preferred to react with them as opposed to reacting

with the electrophilic allyl halide neutrals.

This chapter will present two approaches which were investigated to overcome

the problems resulting from the lack of spatial separation. The first method was to

change the ion-neutral chemistry by using an alternate ionized nucleophile. In this

case, piperidine ions were reacted with the allyl halides in order to prevent the

production of the nucleophile/halide adduct ions. The main focus of this chapter will








55
be on the second approach, namely the use of pulsed valve introduction of the

nucleophile to introduce temporal separation between the ionized nucleophile and

the nucleophile neutrals. Once characterized, the pulsed valve is evaluated with

respect to spectral quality and compared to that obtained by the static pressure

approach presented in Chapter 2. Both methods of introduction are then used to

detect and quantify allyl halide mixtures. Finally, the pulsed valve introduction and

alternate nucleophile approaches are combined and applied to the analysis of a

mixture of carcinogens and noncarcinogens.


Experimental


The allyl halides (Sigma Chemical Company, St.Louis, MO and Aldrich,

Milwaukee, WI), pyridine (Fisher Scientific, Orlando, FL), and piperidine (Fisher

Scientific) were obtained from the manufacturer and used without further

purification. Samples for the constant pressure studies were introduced through

Granville-Phillips (Boulder, CO) Series 203 variable leak valves. The valves were

wrapped with heating tape and were heated to a constant temperature of 70C. All

pressures reported were measured by a Bayard-Alpert ionization gauge mounted on

the vacuum chamber and are uncorrected. Sample pressures ranged from 1 x 10'

torr to 3 x 106 torr.

All experiments were performed on a Finnigan MAT Ion Trap Mass

Spectrometer (ITMST"). A Varian 3300 gas chromatograph was used for gas

chromatography (GC) introduction of the mixtures. The GC transfer line for








56
introduction into the ITMS, designed by Hail et al. (1989), consists of a capillary

column passed through a 1 m long stainless steel (s.s.) tubing (1/16" o.d.) which is

resistively heated by applying an AC voltage provided by a variable transformer

(Variac) and step-down transformer across the s.s. tubing. The s.s. tubing is passed

into a modified solids probe shaft to allow for easy insertion of the transfer line into

the ITMS chamber through the solids probe lock.

Pulsed valve introduction of the nucleophiles was through a Series 9 pulsed

valve (General Valve Corp., Fairfield, NJ). An expanded view of the pulsed valve

experimental setup is shown in Figure 3-1. The hardware consists of a pulsed valve

mounted on 1/4" stainless steel tubing, which was inserted into the ITMS chamber

through a 1/4" bored-through Cajon adapter welded to the flange. A teflon sleeve,

containing two sets of relief holes, was used to act as a splitter for the pulsed sample.

The teflon sleeve was held in place by a stainless steel brace (not shown) mounted

to the chamber flange. The exit orifice of the pulsed valve was 0.006 in. in diameter.

Ion Catcher Software, ICMS* (developed by Nathan A. Yates at the

University of Florida), was used to allow software control of the TTL signal on the

ITMS Scan acquisition processor (SAP) Adapter board. This TTL signal triggered

a pulsed valve controller built at the University of Florida. The duration of the

control signal emitted from the pulsed valve controller was measured by a LeCroy

(Chestnut Ridge, NY) 9400 dual 125 MHz digital oscilloscope.

The scan function used for performing the pulsed valve ion-molecule reactions

is presented in Figure 3-2. A TIL trigger pulse (step A) was generated prior to









57







I-









E I -









E u
r
-o
U,>




SI I














21-
0
L -
tF ii l z









I-
rV a.'
< l
I C/3

I~ -^ ^-
^1~ O
































































0 0

- c o


-=


.r- -












o .

0- 0












0
Og -
0 0
0> O

























O a-





a-o
a a
o v 2
9? 5 6
vi -

0 .S (
'^3 *- -
<- H
3 U -L
*aeo^

O L"S;
laS|
-^ _, B










3 -<3
c 5 .
EO a;
*<3 t3
a .2


=,


U Ir

- -Cllj -


U

EP








59
ionization. This pulse was used to open and close the pulsed valve so that the

nucleophile sample may be introduced into the ITMS chamber. After an appropriate

delay (step B), ionization (step C) at q(nucleophile)=0.23 was followed by reagent

ion formation (step D) and two-step rf/dc isolation (step E) (Gronowska et al., 1990;

Yates et al., 1991) of the nucleophile molecular ion [N'-]. After isolation, the

nucleophile molecular ions were allowed to react with the both the nucleophile and

electrophile neutrals present inside the ion trap for up to 500 ms at a q(N+)=0.3

(step F). Mass spectra were acquired with the axial modulation (530 kHz and 6Vp.p)

mass-selective instability scan (step G) (Stafford et al., 1984). The product spectra

shown were obtained after the 500 ms reaction period.

For the calibration studies, gas chromatography was carried out on a J & W

Scientific (Folsom, CA) DB-5 (27.5 m long, 0.250 mm i.d., 0.25 pm film thickness)

capillary column in the split mode (split ratio(SR)=52:1) with helium carrier gas at

an inlet pressure of 8 psig. The GC oven was temperature programmed from 35C

to 120C at 200C/min after an initial hold time of 3 minutes. One microliter

injections were made in triplicate at an injection port temperature of 2000C and a

transfer line temperature of 200C. Allyl halide (chloride, bromide, and iodide)

standards were prepared in octane in the following manner: the 50, 25, 10, and 5

nmol/pL solutions were prepared from a 500nmol/pL stock solution; the 1000, 500,

250, 100, and 50 pmol/pL solutions from the 10 nmol/pL solution; the 25, 10, 5, 1,

and 0.5 pmol/pL solutions from the 100 pmol/ipL solution. Quantitation was

performed on the selected ion-molecule product ions (m/z 120 for allyl chloride and








60
both m/z 120 and m/z 206 for allyl iodide) through the Quantitation Program of the

ICMS software. Calibration curves obtained for pulsed valve introduction used a

control pulse of 2.23 ms. The pulsed valve was located one-half inch away from the

QITMS and the teflon sleeve was not used. Constant pressure calibration curves

used a pyridine pressure of 3 x 10-7 torr (uncorrected).

For the gas-phase reactivity studies, gas chromatography was carried out on

a J & W Scientific (Folsom, CA) DB-5 (27.5 m long, 0.25 mm i.d., 0.25 pm film

thickness) capillary column in the split mode (SR=52:1) with helium carrier gas at

an inlet pressure of 8 psig. The GC oven was temperature programmed from 30C

to 1500C at 10C/min after an initial hold time of 3 minutes. One microliter

injections were made at an injection port temperature of 2000C and a transfer line

temperature of 2000C. Two carcinogen/noncarcinogen mixtures were prepared with

the components listed in Table 3-1. Each mixture was equimolar (59.6 nmol/pL);

mixture 1 was prepared in octane and mixture 2 was prepared in pentane. Each

mixture was reacted with pyridine and thiophene molecular ions. Data for these

studies were acquired by alternating an electron ionization (El) scan with a selective

ion-molecule scan while the mixtures were eluting off the GC column.

Chromatograms for the El and selective ion-molecule scans were obtained as

follows. For the El chromatogram, the reconstructed ion current (RIC) for each

scan was plotted as a function of time. For the selective ion-molecule

chromatogram, the intensities for both the nucleophile molecular ion and the

protonated nucleophile ion were subtracted from each scan. The resulting RIC's













Table 3-1

Properties of the Nucleophiles and the Analytes Comprising the Two
Equimolar GC Mixtures, Listed in Their Order of Elution


MW IE(eV) Supplier


MIXTURE #1:

Acrolein
Allyl Chloride
Propyl chloride
2-Bro mopropane
Allyl Bromide
Benzene
Cyclohexane
Allyl Iodide
Propyl Iodide
Allyl Isothiocynate
m-Xylene
Decane

MIXTURE #2:

2,3-Dichloropropene
Epichlorohydrin
Chlorobenzene
Ethylbenzene
Styrene
Bromobenzene
m-Dichlorobenzene

NUCLEOPHILES:


56
76
78
122
120
78
84
168
170
99
106
142


10.10b
9.90
10.82
10.07
10.16
9.25
9.86
9.30
9.27
NRc
8.56
9.65


NR
NR
9.06
8.77
8.43
8.98
9.11


Pyridine
Thiophene


9.25
8.87


Fluka (Buchs, Switzerland)
Aldrich (Milwalkee, WI)
Eastman Kodak (Rochester, NY)
Eastman Kodak


Aldrich
Fisher Scientific
Fisher Scientific
Aldrich
Eastman Kodak


(Orlando, FL)


Aldrich
Chem Service (West Chester, PA)
Alfa Products (Danvers, MA)


Aldrich
Eastman Kodak
Chem Service
Fisher Scientific
Fisher Scientific
J.T. Baker (Phillipsburg, NJ)
Aldrich


Aldrich
Aldrich


MW listed is for most abundant isotope
Ionization energies listed in Lias et al., 1988.
No ionization energy recorded in Lias et al., 1988.


Electrophile










were plotted as a function of time.


Changing the Ion-Neutral Chemistry


Aromatic radical cations have been reported to form stable adducts with 2-

alkyl iodides, but not with either 2-alkyl bromides or 2-alkyl chlorides (Gross et al.,

1977; Miller and Gross, 1983; Holman and Gross, 1989). The aromatic/2-alkyl iodide

adduct ions then decompose to Wheland-type structures with the expulsion of neutral

iodine. This selected reactivity was attributed to the high polarizability of the iodine

atom (Miller and Gross, 1983; Holman and Gross, 1989). The iodine atom was

better able to accommodate a positive charge than either the chloride or bromide

atoms and thus the aromatic radical cations bonded at the iodine atom of the alkyl

iodides more easily than at either the chlorine or bromine atoms.

These characteristics can be observed in the spectra shown in Figures 2-6a and

2-6b. Reaction of pyridine molecular ions with allyl chloride produced no chlorine

adducts (Figure 2-6a); however, reaction with allyl iodide produced two iodine

adduct ions (Figure 2-6b). The formation of the pyridine/iodine adduct ions was

likely enhanced by a combination of the aromaticity of pyridine, which allows it to

resonantly stabilize the positive charge of the adduct ion, and the ability of the allyl

group to exist as a radical (i.e. is a good leaving group). In the studies above, no

aromatic cation/iodine adducts were formed through cleavage of the alkyl group

because the alkyl groups were not good leaving groups. Since the allyl group is a

good leaving group, the use of a non-aromatic ionized nucleophile should reduce the










a)
80
1.00 N+

206
NX +

S 0.50- 285
120 N+
NE+



0.00


b)
86
1.00 N





S 0.50-
126
85 NE+
N+-

0.00

0 50 100 150 200 250 300
m/z




Figure 3-3: Product ion spectra for the reactions of allyl iodide with the molecular
ions of (a) pyridine and (b) piperidine.










formation of iodine adduct ions upon reaction with allyl iodide.

This hypothesis was tested by performing the mass-selected reaction of the

piperidine molecular ions, the saturated analog of pyridine, with allyl iodide. The

product ion spectra of this reaction is compared to that of the pyridine molecular ion

/allyl iodide reaction in Figure 3-3. The inability of the piperidine to resonantly

stabilize the positive charge prevented the formation of piperidine/iodine adducts, as

evidenced by the lack of product ion formation at m/z 212 (piperidine/iodine adduct

ion) and at m/z 297 (dipiperidinium iodine ion). However, elimination of iodine

adduct ion formation did not prevent the production of the piperidine/allyl adduct

ion, NE*. Similar to the pyridine ions, with both reagents present at equal pressures,

the piperidine ions were more reactive with the piperidine neutrals than with the allyl

iodide neutrals because the self-protonation product ion (NH') at m/z 86 was more

than twice as abundant as the piperidine/allyl adduct ion (NE') at m/z 126.

In Chapter 2, the effects of competing ion-molecule reactions on both

selectivity and sensitivity were discussed. By changing the ion/neutral chemistry, one

primarily affects the selectivity of the ion-molecule reaction. For the test system, the

allyl halides, the selectivity obtained using piperidine molecular ions is much greater

than that obtained using pyridine molecular ions. For the pyridine/allyl halide

reactions, pyridine/iodine and pyridine/bromine adduct ions were observed to form

upon reaction with allyl iodide and allyl bromide, respectively. For piperidine, there

is a higher degree of selectivity due to the reduction of most, if not all, side

reactions. Reaction of the piperidine molecular ions with the allyl halide neutrals








65
produced only one product ion, the piperidine/allyl adduct ion at m/z 126

(Remember, the protonated piperidine ion results from reaction of the piperidine

molecular ions with neutral piperidine).


Pulsed Valve Introduction


The preceding section demonstrates that changing the ion/neutral chemistry

can alter the selectivity of the ion-molecule reaction. However, the lack of spatial

separation still permitted reaction between the nucleophile ions and the nucleophile

neutrals even when the more selective reagent ion (piperidine) was used. As

discussed in Chapter 2, the competition between the nucleophile neutrals and the

electrophile neutrals to react with the nucleophile ions will have a significant effect

on the sensitivity of the ion-molecule reaction. The results obtained thus far

indicated the need for separation between the nucleophile ions and nucleophile

neutrals during the reaction period. The inherent reactivity between the ions and the

neutrals dictate which product ions were formed; the pressures of the neutral

reactants control the extent of product ion formation. Therefore, by reducing the

number of nucleophile neutrals present inside the reaction volume during the

reaction period, the nucleophile ions will react preferentially with the electrophile

neutrals.

Temporal separation between the nucleophile ions and nucleophile neutrals

through pulsed valve introduction was chosen for its reported success for use with

ion-molecule reactions (Einhorn et al., 1991; Emary et al., 1990). In those previous








66
studies, the pulsed valve was mounted external to the ITMS chamber. The gas pulse

width (FWHM), determined by following the variation of the N2' signal intensity as

a function of time from the opening of the pulsed valve to introduce N2, was found

by Emary et al. (1990) to decrease as the connecting tubing was shortened; a pulse

width (FWHM) of approximately 50 ms was reported for 2.5 cm of connecting

tubing. The ultimate goal for this work, as stated previously, is the real-time

screening of environmental samples for carcinogens and mutagens. To accomplish

this goal, pulsed valve introduction of the nucleophile must permit quick removal of

the nucleophile neutrals in order to prevent their interference during the ion-

molecule reaction period and to allow a fast sampling speed which will adequately

sample over a gas chromatographic peak. The pulse width resulting from the

external configuration was too long to permit the quick removal of the nucleophile

neutrals. To minimize the diffusional broadening of the gas pulse as it traverses the

tubing and thereby reduce the duration of both the pulse width and the scan function

(i.e. allow for quick removal of the neutrals), the pulsed valve was mounted inside

the vacuum chamber (Figure 3-1). This setup allowed the distance between the

pulsed valve and the ion trap to be easily adjusted, without breaking vacuum, by

sliding the stainless steel tubing through the Cajon adapter.


Optimization of Pulsed Valve Introduction


The concept behind achieving temporal separation between the nucleophile

ions and nucleophile neutrals through the use of pulsed valve introduction of the








67
nucleophile is presented in Figure 3-4. After the valve is pulsed open and closed,

a pulse of nucleophile neutrals is introduced into the ITMS chamber. This gas pulse

will diffuse into the ion trap analyzer volume, and as it does so, the nucleophile ion

intensity due to the pulse increases. If ionization is performed at the apex of the gas

pulse, then the maximum number of nucleophile ions will be produced, with the

pressure of the nucleophile neutrals decreasing immediately afterward. If the time

required for isolation of the nucleophile molecular ions is adjusted so that by the end

of that period the nucleophile neutral pressure has returned to within 20% of the

base pressure, the electrophile pressure will be significantly higher than the

nucleophile neutral pressure and only reaction with the electrophile neutrals should

occur to any extent.

Three major factors influenced the effectiveness of the pulsed valve when

mounted inside the ITMS chamber: (1) the distance between the valve and the ion

trap; (2) the length of the delay, ionization, and isolation times; and (3) the duration

of the pulsed valve open period. The distance between the valve and the ion trap

was found to control the amount of the pulsed sample which was available for a

given reaction, the time necessary to reach the apex of the gas pulse, and the sample

pulse width. Figure 3-5 presents the total ion intensity (measured as the RIC) for

pyridine as a function of both the distance between the valve and the ion trap and

the time between the closing of the pulsed valve and ionization (referred to as the

delay time) for an open-time of 1.93 ms. Figure 3-1 shows that the teflon sleeve into

which the valve was positioned has two sets of relief holes. These relief holes act as
























































(sg.mn a Ba !qia) ajnssajdj I~qed


68




0

o
0



0






1 1
...




. O
~,d
0i



0







0


o
*a











E
a
*





*M
o1

&4


E
O
I

B -r
o
~II
I

















50000



40000



8 30000



20000



10000



0






Figure 3-5:


Delay Time (ms)


Effects of distance on observed pulse width. Distance between pulsed
valve and QITMS is (A) 0"; (B) 0.5"; and (C) 0.75". Control pulse
duration is 1.93 ms.








70
a splitter for the pulsed sample. When the pulsed valve was positioned at the front

of the sleeve, the valve orifice was located next to the ion trap. Therefore, when the

valve was opened, nearly all of the sample which was introduced went directly into

the ion trap. Placing the pulsed valve at this location resulted in the largest neutral

population inside the QITMS as shown by curve A in Figure 3-5. When the pulsed

valve was backed away from the ion trap, but still positioned inside the teflon sleeve,

enough space was created between the pulsed valve and the relief holes that some

of the sample was split away. Part of the sample entered into the ion trap, with the

rest of the sample passing through the relief holes into the vacuum manifold. This

splitting of the sample pulse lowered the ion intensities as shown by curve B in

Figure 3-5. Curve C demonstrates that when the valve was located beyond the end

of the teflon sleeve, the greatest degree of splitting occurred.

Figure 3-5 also demonstrates that after closing the pulsed valve, both the

length of time needed to reach the apex of the sample pulse and the sample pulse

width (FWHM) decreased as the distance between the valve and the ion trap

increased. This tendency can be understood in terms of conductance, or the rate at

which the neutrals are introduced and removed from a given volume of space. The

overall rate of change of the number of neutrals is a function of both their rate of

introduction and their rate of removal. This can be described as:


d[Neutral]
d[Neur = rate of introduction rate of removal (3-1)
dt

Integration of equation (3-1) with the appropriate functions for the rates of








71
introduction and removal should produce a curve that increases logarithmically for

a certain length of time and then decreases exponentially. The length of time that

the curve increases is dependent upon (a) the difference in the rates of introduction

and removal and (b) the length of time the valve is opened. For a given valve open-

time, the amount of sample introduced is constant due to the constant conductance

of the pulsed valve. The rate of neutral removal, however, changes depending upon

the position of the pulsed valve. When the pulsed valve is located at the front of the

teflon holder, the entire sample is introduced into the ion trap; therefore, the rate

of removal is only due to the conductance of the ion trap. As the pulsed valve is

backed away from the ion trap but still inside the teflon holder, the rate of removal

becomes a function of the conductance of both the ion trap and the relief holes of

the teflon holder. The conductance of the ion trap remains constant, but the

conductance of the teflon holder increases as the pulsed valve is displaced farther

from the ion trap due to the incorporation of the relief holes.

In terms of equation (3-1), when the pulsed valve is opened for a constant

time, the rate of introduction is a constant. As the rate of removal increases, two

things will happen to the curve from equation (3-1). First, the time needed to reach

the apex will shorten. Second, once the pulsed valve is closed, only the rate of

removal remains active. Therefore, with increasing conductance, the exponential

decay will increase which will result in a steeper slope on the backside of the curve

and will shorten the pulse width. These trends are evident from both the positions

of the sample pulse apices and the corresponding sample pulse widths for curves A,










B, and C in Figure 3-5.

While the experiments were not performed, it seems reasonable that the

open-time for the pulsed valve determines the total amount of sample introduced

into the vacuum chamber. From the preceding discussion, the QITMS system has

a certain conductance based upon the distance between the pulsed valve and the ion

trap. Based upon this conductance, there would be a maximum open-time for the

pulsed valve where the nucleophile neutrals could be removed efficiently. If the

pulsed valve was open for longer, more sample would be introduced than could be

removed prior to the reaction period, resulting in a significant amount of neutral

nucleophile present which would interfere, as shown in Figures 3-3a and 3-3b.


Spectra Obtained from Pulsed Valve Introduction


While Figure 3-4 presented an ideal representation of using a pulsed valve

and the preceding discussion outlined the influence of various factors when the

electrophile neutrals were not present, one other factor needs to be taken into

account when the electrophile neutrals are present. As was mentioned previously,

once the sample was introduced, the delay, ionization, and mass isolation times

needed to be long enough to allow the neutral nucleophile to be reduced and thus

prevented from competing with the desired reactions. However, as shown in Figure

2-8, once N is formed (during the ionization period), it will begin to undergo ion-

molecule reactions with all of the neutrals present inside the ion trap. Those

product ions formed during the ionization and post-ionization periods will reduce the








73
effective N' population available for ion-molecule reactions following the mass

isolation of the N+ ions. As such, the effective N- ion population will be dependent

largely upon the production of N` ions during ionization (which is dependent upon

the delay and ionization times) and the loss of N'- ions due to ion-molecule reactions

prior to the mass isolation (a function of ionization time, post-ionization time, and

delay time). Each of these periods was optimized.

The pulsed valve open-time used in this section was 1.65 ms. This pulse

duration resulted in the observed gas pulse for pyridine shown in Figure 3-6, with a

pulse width (FWHM) of 10 ms. This narrower pulse width for the internal

configuration compared to that for the external configuration (Emary et al., 1990)

will allow for more frequent sampling across a gas chromatographic peak; the scan

function time from the 10 ms gas pulse width with a 300 ms reaction period was 380

ms. Based upon the observed pyridine gas pulse width of 10 ms (FWHM), the

pyridine/allyl iodide reaction was performed using a 2 ms delay after pulsing followed

by a 2 ms ionization time (resulting in ionization at the apex of the pyridine pulse),

a cool time of 10 ms, and a 3 ms two-step rf/dc isolation of the N- (m/z 79) ion of

pyridine.

The product ion spectrum for pyridine introduced via pulsed valve reacting

with allyl iodide for 500 ms is shown in Figure 3-7a. In contrast to the constant

pressure spectrum shown in Figure 3-3a in which NH' is the major product ion,

pulsed valve introduction resulted primarily in the formation of the pyridine/iodine

adduct ion at m/z 206 and the pyridine/allyl adduct ion at m/z 120. This product ion
























1.00.

0.80.

0.60.


40 50 60


Delay Time (ms)


Figure 3-6: Observed gas pulse width for a 1.65ms control pulse and the pulsed
valve located next to the QITMS. Ion intensity is the RIC from the
El scans of pyridine.





















79 120
N80 N


1.00-





0.50-





0.00


126
NE+


86
NIW


*


I I I I I I I I I 1
50 100


Figure 3-7: Product ion spectra for the
pyridine and (b) piperidine
introduction of the nucleophil


150
m/z


200


I250
250


I30
300


reaction of the molecular ion of (a)
with allyl iodide using pulsed valve


206


1.00





0.50





0.00


285
N2X+








76
spectrum was due to the ionized nucleophile reacting almost entirely with the

electrophilic allyl iodide neutrals. Also, the product ion distribution appeared as

predicted by the rate constants given in Table 2-4. The ratio of m/z 206 (NX') ion

intensity to the m/z 120 (NE) ion intensity was 3:1, the same ratio as that of rate

constant k2 (the formation of m/z 206) to rate constant ki (the formation of m/z 120).

As expected, the use of pulsed valve introduction limited the extent of reaction with

the neutral nucleophile by significantly reducing its amount present during the

reaction period. However, the undesired side reactions were not totally eliminated

as evidenced by the slight formation of the protonated pyridine (NH') at m/z 80 and

the dipyridinium iodine adduct ion (N2X') at m/z 285. Since the reaction period was

initiated when 80% of the neutral pyridine had been removed, there were still a

small number of pyridine neutrals present to react. By rearranging the integrated

rate equations (Table 2-2) for the m/z 80 and m/z 206 product ions to solve for the

neutral pyridine pressure, [N], and using the determined rate constants, the

uncorrected pressure of neutral pyridine present during the reaction period from

pulsed valve introduction was estimated to be 4 x 108 torr.

Similarly, piperidine was introduced through the pulsed valve for reaction with

allyl iodide. The product ion spectrum presented in Figure 3-7b was obtained using

similar values for the delay, ionization and isolation times to those used for pyridine.

For this case, the only major side reaction (see Figure 3-3b), the formation of the

protonated nucleophile (NH+) at m/z 86, was significantly inhibited.








77
Sensitivity Comparison Between Pulsed Valve and Constant Pressure Introduction


In Chapter 2, the lack of spatial separation was hypothesized to reduce the

sensitivity of the selective ion-molecule reactions. Competing reactions with the

nucleophile neutrals would reduce the number of ionized nucleophiles which are able

to react with the electrophile neutrals. This reduction is expected to impact most at

low concentrations of electrophile neutrals, since given the small number of

electrophile neutrals, any reduction in product ion formation may prevent their

detection.

Figure 3-8 presents the log-log calibration curves obtained for the reaction of

pyridine ions with allyl iodide (Figure 3-8a) and allyl chloride (Figure 3-8b) using

pulsed valve introduction of the pyridine neutrals. Both curves demonstrate a linear

dynamic range of two orders of magnitude and limits of detection (LOD) around 10

pg on-column. The slopes of 0.94 and 0.91 for the allyl iodide and allyl chloride

curves, respectively, are close to the expected slope of unity. The observed LOD's

agree with those reported by Freeman (1991) for calibration curves acquired on the

TQMS. These comparable LODs indicate that the temporal separation obtained

from pulsed valve introduction is just as effective as the degree of spatial separation

inherent to the TQMS.

A linear dymanic range of three to four orders of magnitude was observed in

the TQMS studies (Freeman, 1991). The narrower LDR with the QITMS is a result

of the lack of spatial separation inherent to the QITMS. Pulsed valve introduction

permits temporal separation between the nucleophile neutrals and the nucleophile
















Calibration Curve for Pyridine/Allyl Iodide
Pulsed-Valve Introduction


slope = 0.94


I I 1 111111


I I 1111111


I I 111111


100 1000 10000
Amount on-column (pg)


I 1111111
100000


Figure 3-8:


(a) Calibration curve for the reaction of pyridine molecular ions with
allyl iodide, using pulsed valve introduction.


-Y
0
Q


3


10000




1000




100


-I ---- '"`- ---- ----- ---


I I 1111111
10


I














Calibration Curve for Pyridine/Allyl Chloride
Pulsed-Valve Introduction


slope = 0.91


Ii


S I 11111111 11111111 1 i I 1 11 1 I i 11111i 1 i 111i11
0.1 1.0 10.0 100.0 1000.0 10000.0
Amount on-column (pg)


Figure 3-8 (continued): (b) Calibration curve for the reaction of pyridine molecular
ions with allyl chloride, using pulsed valve introduction.


100000


10000



1000



100








80
ions during the reaction period. However, pulsed valve introduction does not enable

any temporal separation to be attained between the nucleophile neutrals and the

electrophile neutrals during the ionization and reagent ion formation periods, thus

limiting the linear dynamic range.

Previously, the problems during the reagent ion formation period were

identified, namely that the ions and neutrals react immediately, reducing the effective

ionized nucleophile population (i.e. the number of ionized nucleophiles left at the

start of the reaction period). When the nucleophile neutral pressure is significantly

greater than the electrophile neutral pressure during reagent ion formation, the ion

losses due to reactions with the electrophile neutrals are less than those due to

reactions with the nucleophile neutrals. As the electrophile pressure increases with

increasing sample concentration, the ion losses during the reagent formation period

increase due to the greater number of electrophile neutrals available for reaction.

Eventually, the ion losses increase to the point where the effective nucleophile ion

population is significantly lower than it was for lesser electrophile concentrations.

The result is a leveling off in the calibration curve.

While not complete, there is a large degree of spatial separation during both

the ionization and reagent ion formation periods when performing these reactions

on the TQMS. On the TQMS, the electrophile neutrals are introduced into the

collision cell, not the ion source, and thus do not compete during those periods. As

a result, the effective ionized nucleophile population reacting in the collision cell

remains fairly constant with increasing electrophile concentrations. Therefore, the








81
log-log calibration curves performed on the TQMS should have wider linear dynamic

ranges, as observed by Freeman (1991). The calibration curves on the TQMS

eventually become limited when the entire nucleophile ion population is exhausted

upon reaction in the second quadrupole with the electrophile neutrals.

The log-log calibration curves for pyridine ions with allyl iodide and allyl

chloride obtained with constant pressure introduction of pyridine are shown in

Figures 3-9a and 3-9b, respectively. Similar to the pulsed valve calibration curves,

the constant pressure calibration curves have slopes near unity, 1.01 for allyl chloride

and 0.89 for allyl iodide; however, the constant pressure curves show narrower linear

dynamic ranges and higher LOD's. Allyl iodide has an LOD of 15 pg and a linear

dynamic range of 1.5 orders of magnitude. Allyl chloride has an LOD of 70 pg and

a linear dynamic range of only one order of magnitude.

The smaller linear dymanic ranges and higher LOD's are due to competitions

with the nucleophile neutrals during the reaction period and with the electrophile

neutrals during the reagent ion formation periods. The latter competition was just

discussed as the reason for limiting the high end of the linear dynamic range.

Competition with the nucleophile neutrals during the reaction period will reduce the

effective nucleophile ion population which can react with the electrophile neutrals.

As mentioned previously, this reduction should result in higher LODs.

A mathematical approach can be used to demonstrate that pulsed valve

introduction results in greater sensitivity than constant pressure introduction. A

linear calibration curve will have the following form:




















100000


10000 --




1000-




100


-I ---- ---


Calibration Curve for Pyridine/Allyl Iodide
Constant Pressure Introduction







I


slope = 0.89


I I I 111111


I I I 1111
) 100


Amount on-column (pg)


Figure 3-9:


(a) Calibration curve for the reaction of pyridine molecular ions with
allyl iodide, using constant pressure introduction.


I1 11 11111 IIII 1I 11 I1
1000 10000 100000


*
















Calibration Curve for Pyridine/Allyl Chloride
Constant Pressure Introduction


slope = 1.01


II


I I 1111111 I I 111111


1 11111111 i1 111111 111111


1.0 10.0 100.0 1000.0
Amount on-column (pg)


10000.0


Figure 3-9 (continued): (b) Calibration curve for the reaction of pyridine molecular
ions with allyl chloride, using constant pressure introduction.


10000


1000




100




10


-I_ ___ ~~_






















Table 3-2

Sensitivity Factors for Pyridine/Allyl Halide Calibration Curves


Method of Introduction

Pulsed-valve

Pulsed-valve

Constant Pressure

Constant Pressure


Electrophile

Allyl Iodide

Allyl Chloride

Allyl Iodide

Allyl Chloride


a) Determined from the y-intercept of the extrapolated linear portion if the log-
log calibration curve (see text for further explanation).


Log [m]a

3.27

3.23

2.75

1.74








85

y = mx + b (3-2)

where y is the peak area, x is the amount on-column, m is the slope or sensitivity,

and b is the blank response. If b=0 and the base ten logarithm of both sides is

taken, one gets:


log[y] = log[x] + log[m] (3-3)

Therefore, the y-intercept, determined by extrapolation of the linear portion of the

log-log calibration curve to where log[x]=0, is of the sensitivity. Table 3-2 lists the

sensitivities obtained from extrapolation of the linear portions of the log-log

calibration curves. The sensitivities for the pulsed valve calibration curves are both

about 3.25. For the constant pressure curves, the sensitivities are 1.74 for allyl

chloride and 2.75 for allyl iodide. These diminished sensitivities for the constant

pressures calibration curves support the argument of added competition from the

pyridine neutrals. The more reactive allyl iodide can compete with the pyridine

neutrals better than the allyl chloride, thus the sensitivity for the allyl iodide curve

is reduced less than the sensitivity for the allyl chloride curve.


Mixture Analysis


From the preceding discussions, two concepts have become apparent. First,

pulsed valve introduction of the nucleophile allows for maximum sensitivity during

the reaction period by minimizing reactions with the neutral nucleophile. Second,

changing the ion/neutral chemistry alters the product ion distribution and the








86
selectivity of the reaction. With those two concepts in mind, the gas-phase screening

method was attempted on two carcinogen/noncarcinogen mixtures with the ionized

nucleophiles pyridine and thiophene. The compositions of the two mixtures is

presented in Table 3-1.

One point which needs to be made is that while these gas-phase ion-molecule

reactions are used to screen for carcinogens and mutagens, they are actually designed

to identify electrophiles. Remember, the ultimate carcinogen has been classified as

a reactive electrophile (Miller, 1970), and the selective ion-molecule reactions have

been based upon nucleophile/electrophile adduct formation. Therefore, these gas-

phase screening reactions should detect direct acting carcinogens through adduct

formation, but they should not be able to detect carcinogens which must be

metabolically activated because in their inactivated form, these latter carcinogens are

not reactive electrophiles.


Mixture Analysis with Pvridine


Despite its lack of selectivity with the allyl halides (i.e. it forms more than one

product ion), ionized pyridine was used as a starting point to evaluate its usefulness

for identifying direct acting carcinogens. Figure 3-10 presents the two

complementary chromatograms obtained from the alternating El and selective ion-

molecule scans for mixture #1. Table 3-3 lists the components of the mixture, their

corresponding peak number, their Ames test results, and their gas-phase results. The

first observation which can be made from these chromatograms is that the early

















M






















0
-I-
--------o


' I

0l


2

OJ

CU





Q0
0

0^
2
5


I I


Wi8U 8A~U


$o
2

S


Cu
0


*ff
0

o


0>

CII


m

















0 0 0
ZZZ


S
*0 0 0


0C -4) 0
.~bO










I '
P= W) Z


.)


00
o-
u



CO


9
0







0
o

t



a0
a
J3








0


o o
5m522


pa
0.


0 U U,
,,- ^ n o^ |
1| 1I1.
25"|ff cr=
X c l c9~i -or xc3
^2ffl "< S
^^$ O


000 00ooooo000
O O O


ca
0

a







II
Qa
0
u




Io








> 0

SII

.0 M



1-1
'0






.0 0
00 0






,-
5




0-




- 0








89
chromatographic peaks were undersampled. Not only is 2-bromopropane absent

from the El chromatogram, but the first five peaks are each only two or three data

points wide. At least five data points are needed across a GC peak for proper

sampling. This undersampling was due to the narrow GC peaks and the length of

the scans. The high flowrate used with the GC column (1.44 mL/min) enabled the

early components to elute off the column as peaks which were less than one second

wide. As a result of the combined length of the scans, only one or two scans of each

(El and selective ion-molecule) type of scan could be performed. If the compound

eluted primarily during the selective ion-molecule scan, as is probably the case for

2-bromopropane, then that compound would be absent from the El scan. Since 2-

bromopropane is a noncarcinogen (see Table 3-3), no reaction during the selective

ion-molecule scan is expected. The result is that 2-bromopropane is absent from

both chromatograms.

To determine that the length of the scans was mainly responsible for the

undersampling, the El and ion-molecule chromatograms acquired for a similar

mixture using a different column (J&W DB-5, 20m, 0.18mm i.d., 0.4 pm film

thickness), but the same El and selective ion-molecule scans. The chromatograms

are displayed in Figure 3-11. The components of mixture #3 are listed in Table 3-4

along with their gas-phase and Ames test results. The slower flowrate used with this

column (0.674 mL/min) permits the necessary number of each scan to be performed.

Now the early portion of the chromatogram has very good separation of the mixture,

but wider peaks to prevent undersampling. The only drawback to this column was



























0C
re



1s ^
9\..


0


.0
*a











912








o


0
oa




















0
.0











I-












T-l



wm
b-


so






---



el


0




cIJ



0


I I I

8 E 8


fISUajUjI aApplaH
















0 0
ZZ
ZZ


Z) a) o
60 bOC bo


rd3 M



U U U
-gg


oo~gooogoooooo








o o
vA en! u tn \o 1 0 (

QQ Q0 QQQ0







'-

0u" N P

U c2 o

SI .6
0.0 0
a0~UC~
Pc~
e$


ca

0 N

-0 0
s,clcls
^i


0 0
ZZ
ZZ


C0
c3
So




0.

? "













-.0



















c-
-.























. II
0
0- 0
o E










C\
.c.
oN '




















Q 3
Q ^
Y*

% ^


c 0




Full Text

PAGE 1

6(/(&7,9( ,2102/(&8/( 5($&7,216 ,1 $ 48$'5832/( ,21 75$3 0$66 63(&7520(7(5 %\ %5$' ,$1 &223(560,7+ $ ',66(57$7,21 35(6(17(' 72 7+( *5$'8$7( 6&+22/ 2) 7+( 81,9(56,7< 2) )/25,'$ ,1 3$57,$/ )8/),//0(17 2) 7+( 5(48,5(0(176 )25 7+( '(*5(( 2) '2&725 2) 3+,/2623+< 81,9(56,7< 2) )/25,'$

PAGE 2

7R WKH %LJ )LYH $PDQGD 1RUPDQ 5RVO\Q 5DQGDOO DQG 6DPPDQWKD

PAGE 3

$&.12:/('*0(176 ZRXOG OLNH WR WKDQN 'U 5LFKDUG $
PAGE 4

/DVWO\ ZRXOG OLNH WR WKDQN P\ ZLIH $PDQGD WR ZKRP SDUWLDOO\ GHGLFDWH WKLV WKHVLV +HU ORYH DQG VXSSRUW GXULQJ WKH FUD]\ WLPHV KHUH PDGH LW DOO ZRUWKZKLOH )URP JHWWLQJ PH 5DQGDOO WR NLFNLQJ PH LQ WKH DVV ZKHQ QHHGHG LW KHU ORYH IRU PH ZDV VKRZQ LQ KHU DFWLRQV DV PXFK DV LQ KHU ZRUGV ORYH KHU ZLWK DOO P\ KHDUW DQG KRSH WKDW RQH GD\ FDQ VKRZ KHU KRZ PXFK ,9

PAGE 5

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

PAGE 6

&KDQJLQJ WKH ,RQ1HXWUDO &KHPLVWU\ 3XOVHG 9DOYH ,QWURGXFWLRQ 2SWLPL]DWLRQ RI 3XOVHG 9DOYH ,QWURGXFWLRQ 6SHFWUD 2EWDLQHG IURP 3XOVHG 9DOYH ,QWURGXFWLRQ 6HQVLWLYLW\ &RPSDULVRQ %HWZHHQ 3XOVHG 9DOYH DQG &RQVWDQW 3UHVVXUH ,QWURGXFWLRQ 0L[WXUH $QDO\VLV 0L[WXUH $QDO\VLV ZLWK 3\ULGLQH 0L[WXUH $QDO\VLV ZLWK 7KLRSKHQH &RQFOXVLRQV ,19(67,*$7,216 ,172 ,211(875$/ &+(0,675< ,QWURGXFWLRQ 6ROXWLRQ3KDVH &DUFLQRJHQ'1$ $GGXFW 6WXGLHV 'HWHUPLQDWLRQ RI 6LWH RI 5HDFWLRQ +DUG6RIW $FLG %DVH +6$%f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f (QHUJ\5HVROYHG &,' ,RQ0ROHFXOH 5HDFWLRQV ([SHULPHQWDO 2ULJLQV IRU ,VRPHU 'LIIHUHQWLDWLRQ ,QYHVWLJDWLRQV YL

PAGE 7

&DUERFDWLRQ 'LIIHUHQWLDWLRQ %DVHG RQ 7KHUPRG\QDPLFV 5HDFWLRQ 6FKHPH ([SHULPHQWDO 9HULILFDWLRQ RI 7KHUPRG\QDPLF 5HDFWLRQ 6FKHPH ,GHQWLILFDWLRQ RI WKH P] ,RQ IURP $OO\O ,RGLGH &DUERFDWLRQ 'LIIHUHQWLDWLRQ %DVHG RQ 6WHULF +LQGHUDQFH 5HDFWLRQ 6FKHPH ([SHULPHQWDO 9HULILFDWLRQ RI 'LIIHUHQWLDWLRQ E\ 6WHULF ,QKLELWLRQ &RQFOXVLRQV &21&/86,216 $1' )8785( :25. &RQFOXVLRQV )XWXUH :RUN $33(1',; (48$7,216 86(' )25 .,1(7,& '(7(50,1$7,216 5()(5(1&(6 %,2*5$3+,&$/ 6.(7&+ YLL

PAGE 8

$EVWUDFW RI 'LVVHUWDWLRQ 3UHVHQWHG WR WKH *UDGXDWH 6FKRRO RI WKH 8QLYHUVLW\ RI )ORULGD LQ 3DUWLDO )XOILOOPHQW RI WKH 5HTXLUHPHQWV IRU WKH 'HJUHH RI 'RFWRU RI 3KLORVRSK\ 6(/(&7,9( ,2102/(&8/( 5($&7,216 ,1 $ 48$'5832/( ,21 75$3 0$66 63(&7520(7(5 %\ %UDG &RRSHUVPLWK $XJXVW &KDLUSHUVRQ 'U 5LFKDUG $
PAGE 9

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

PAGE 10

&+$37(5 ,1752'8&7,21 7KLV GLVVHUWDWLRQ GLVFXVVHV WKH GHVLJQ DQG DSSOLFDWLRQ RI VHOHFWLYH LRQPROHFXOH UHDFWLRQV SHUIRUPHG LQ D TXDGUXSROH LRQ WUDS PDVV VSHFWURPHWHU 4,706f WR Df VFUHHQ IRU SRVVLEOH FDUFLQRJHQV DQG PXWDJHQV LQ HQYLURQPHQWDO VDPSOHV DQG Ef GLIIHUHQWLDWH EHWZHHQ LVRPHULF FDUERFDWLRQV ,Q ERWK DSSOLFDWLRQV WKH JDVSKDVH LRQ PROHFXOH UHDFWLRQV DWWHPSW WR PLPLF ZKDW KDV EHHQ REVHUYHG LQ WKH VROXWLRQ SKDVH (OHFWURSKLOHQXFOHRSKLOH UHDFWLRQV IRUP WKH EDVLV IRU WKH FDUFLQRJHQ DQG PXWDJHQ VFUHHQLQJ &DUERFDWLRQEDVHG UHDFWLRQV DUH XVHG WR PRGHO WKH LVRPHU GLIIHUHQWLDWLRQ UHDFWLRQV 7KH XVH RI VHOHFWLYH LRQPROHFXOH UHDFWLRQV RQ WKH 4,706 RIIHUV VHYHUDO DGYDQWDJHV RYHU WKH FXUUHQW PHWKRGV XVHG IRU WKH DERYH DSSOLFDWLRQV &RPSDUHG WR VROXWLRQSKDVH FDUFLQRJHQ DQG PXWDJHQ GHWHFWLRQ WKH 4,706 RIIHUV LPSURYHG VSHHG DQG WKH XVH RI RQOLQH FKURPDWRJUDSKLF VHSDUDWLRQ 7KH VHOHFWLYH LRQPROHFXOH UHDFWLRQV SHUPLW WKH IRUPDWLRQ RI GLVWLQFW SURGXFW LRQV IRU WKH GLIIHUHQWLDWLRQ RI JDV SKDVH FDUERFDWLRQ LVRPHUV ZKHUHDV RWKHU JDVSKDVH WHFKQLTXHV OHDG WR WKH IRUPDWLRQ RI LGHQWLFDO SURGXFW LRQV LQ GLIIHULQJ DEXQGDQFHV 7KLV FKDSWHU LQWURGXFHV EDFNJURXQG RQ ERWK WKH TXDGUXSROH LRQ WUDS PDVV VSHFWURPHWHU DQG VHOHFWLYH LRQPROHFXOH UHDFWLRQV $ EULHI GHVFULSWLRQ RI WKH RSHUDWLRQ RI WKH 4,706 LV SUHVHQWHG LQFOXGLQJ WKH SDUWLFXODU FKDUDFWHULVWLFV WKDW PDNH LW GHVLUDEOH IRU SHUIRUPLQJ WKH VHOHFWLYH LRQPROHFXOH UHDFWLRQV 6HOHFWLYH LRQ

PAGE 11

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f DQG E\ &RRNV HW DO f 7KH FRQFHSW IRU WKH LRQ WUDS ZDV ILUVW SXEOLVKHG E\ 3DXO DQG 6WHLQZHGHO f LQ GHVFULELQJ WKH RSHUDWLQJ SULQFLSOHV RI WKH TXDGUXSROH PDVV VSHFWURPHWHU 7KHVH LGHDV ZHUH IXUWKHU GHYHORSHG E\ 'DZVRQ f 'DZVRQ DQG :KHWWHQ f DQG 7RGG DQG FRZRUNHUV /DZVRQ HW DO 7RGG f E\ ILUVW XVLQJ WKH LRQ WUDS DV VROHO\ DQ LRQ VRXUFH WR D TXDGUXSROH PDVV ILOWHU DQG WKHQ H[SDQGLQJ LWV FDSDELOLW\ WR SHUIRUP PDVV DQDO\VLV 7KH ILUVW FRPPHUFLDO LRQ WUDS NQRZQ DV DQ LRQ WUDS GHWHFWRU RU ,7' ZDV LQWURGXFHG LQ E\ )LQQLJDQ 0$7 DQG ZDV EDVHG XSRQ WKH GHYHORSPHQW RI WKH PDVVVHOHFWLYH LQVWDELOLW\ VFDQ E\ 6WDIIRUG HW DO f $W WKDW WLPH WKH ,7' ZDV VLPSO\ D ORZ FRVW JDV FKURPDWRJUDSKLF GHWHFWRU 6LQFH WKHQ 4,706 UHVHDUFK KDV EHHQ H[SDQGHG LQWR PDQ\ YDULHG DUHDV $PRQJ WKRVH DUHDV DUH WKH H[WHQVLRQ RI WKH PDVV UDQJH WR RYHU 'D .DLVHU HW DO f WKH DWWDLQPHQW RI PDVV UHVROXWLRQ H[FHHGLQJ RQH PLOOLRQ 6FKZDUW] HW DO f WKH

PAGE 12

DSSOLFDWLRQ RI WDQGHP PDVV VSHFWURPHWU\ 06Qf WR WKH WHQWK GHJUHH 1RXUVH HW DO f DQG WKH FRPELQDWLRQ RI WKH 4,706 ZLWK H[WHUQDO LRQ VRXUFHV VXFK DV HOHFWURVSUD\ 9DQ %HUNHO HW DO f 4,706 7KHRU\ DQG 2SHUDWLRQ 7KH LRQ WUDS FRQVLVWV RI WKUHH K\SHUEROLF HOHFWURGHV WZR HQGFDS HOHFWURGHV DQG RQH ULQJ HOHFWURGH WKDW ZKHQ DVVHPEOHG \LHOG D WUDSSLQJ YROXPH ZLWK D K\SHUEROLF FURVV VHFWLRQ DFFRUGLQJ WR U4 ]f U LV WKH FHQWHUWRULQJ GLVWDQFH DQG ] LV WKH FHQWHUWRHQGFDS GLVWDQFH )LJXUH VKRZV WKLV FURVV VHFWLRQ IRU DQ DVVHPEOHG LRQ WUDS 5DGLRIUHTXHQF\ UIf DQG GLUHFW FXUUHQW GFf YROWDJHV DUH DSSOLHG WR WKH ULQJ HOHFWURGH WR FUHDWH D TXDGUXSRODU HOHFWULF ILHOG ZLWKLQ WKH WUDSSLQJ YROXPH 7KLV ILHOG ZLOO DSSO\ D UHVWRULQJ IRUFH WRZDUGV WKH FHQWHU RI WKH LRQ WUDSf WR WKH LRQ ZKLFK LV SURSRUWLRQDO WR WKH LRQfV GLVSODFHPHQW IURP WKH FHQWHU RI WKH WUDS 7KH UHVWRULQJ IRUFH FDXVHV WKH LRQV ZKLFK DUH WUDSSHG WR RVFLOODWH LQ D WKUHH GLPHQVLRQDO /LVVDMRXV RUELW :XHUNHU HW DO f 6LQFH WKLV UHVWRULQJ IRUFH LV D IXQFWLRQ RI D WLPHGHSHQGHQW KDUPRQLF YDULDEOH WKH UI YROWDJHf LW FDQ EH GHVFULEHG E\ WKH DSSURSULDWH 0DWKLHX VHFRQGRUGHU GLIIHUHQWLDO HTXDWLRQ 0F/DFKODQ f JLYHQ LQ HTXDWLRQ f GA GH TXFRVX f ,Q WKH DERYH HTXDWLRQ X FDQ UHSUHVHQW HLWKHU WKH UDGLDO ULQJWRULQJf RU WKH D[LDO HQGFDSWRHQGFDSf GLUHFWLRQV DQG e LV D GLPHQVLRQOHVV YDULDEOH ZKLFK LV HTXDO WR

PAGE 13

)LJXUH ,RQ WUDS FURVV VHFWLRQ VKRZLQJ WKH FHQWHUWRULQJ GLVWDQFH Uf DQG WKH FHQWHUWRHQGFDS GLVWDQFH ]4f

PAGE 14

LOW ZKHUH 2 LV WKH IUHTXHQF\ RI WKH DSSOLHG UI YROWDJH 2SHUDWLRQ RI WKH 4,706 ZLWK WKH HQGFDSV KHOG DW JURXQG DQG WKH UI DQG GF YROWDJHV DSSOLHG RQO\ WR WKH ULQJ HOHFWURGH OHDGV WR WKH IROORZLQJ HTXDWLRQV IRU D\ DQG TX ZKHUH X U IRU UDGLDO DQG X ] IRU D[LDO D] DU H8 PU4 f DQG O] OU H9 PUIO f ZKHUH 8 LV WKH GF YROWDJH DSSOLHG 9 LV WKH ]HURWRSHDN DPSOLWXGH RI WKH UI YROWDJH DSSOLHG H LV WKH FKDUJH RQ DQ HOHFWURQ DQG P LV WKH PDVV RI WKH LRQ 'HSHQGLQJ XSRQ WKH PDJQLWXGHV RI WKH UI DQG GF YROWDJHV ZKLFK DUH DSSOLHG RQO\ LRQV RI FHUWDLQ PDVVWRFKDUJH P]f UDWLRV ZLOO EH VWRUHG (TXDWLRQ f FDQ EH VROYHG WR ILQG DOO YDOXHV RI DX DQG TX DQG KHQFH DOO P] YDOXHVf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

PAGE 15

)LJXUH 6WDELOLW\ GLDJUDP LQ D]T] VSDFH IRU DOO LRQV

PAGE 16

WR 9 LV XVHG WR FRQWURO WKH LQWURGXFWLRQ RI WKH HOHFWURQV FUHDWHG E\ D ILODPHQW 'XULQJ WKH LRQL]DWLRQ SURFHVV DQG IRU PRVW RI WKH PDVV DQDO\VLV VFDQ QR GF YROWDJH LV DSSOLHG VR WKDW WKH 4,706 RSHUDWHV DORQJ WKH D] OLQH LQ )LJXUH ZKLFK DOORZV IRU WKH ODUJHVW UDQJH RI VWDEOH P] YDOXHV SRVVLEOH IRU D JLYHQ UI YROWDJH 7KH UHDVRQ IRU WKLV PRGH RI RSHUDWLRQ LV VKRZQ LQ )LJXUH ZKHUH IRU D JLYHQ UI YROWDJH DOO LRQV DUH VWDEOH DORQJ WKH D] OLQH LI T] ZKLFK LV LQYHUVHO\ SURSRUWLRQDO WR WKH PDVVf LV OHVV WKDQ $IWHU D VWRUDJH SHULRG WKH LRQV DUH GHWHFWHG E\ WKH PDVV VHOHFWLYH LQVWDELOLW\ VFDQ 6WDIIRUG HW DO f 7KLV VFDQ FRQVLVWV RI UDPSLQJ WKH DPSOLWXGH RI WKH UI YROWDJH ZKLOH DSSO\LQJ QR GF YROWDJH WR LQGXFH LRQV RI LQFUHDVLQJ P] YDOXHV WR H[FHHG D T] YDOXH RI DQG WKXV EHFRPH XQVWDEOH LQ WKH D[LDO HQGFDSf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
PAGE 17

FRPPHUFLDO WDQGHPLQVSDFH LQVWUXPHQWV VXFK DV WKH WULSOH TXDGUXSROH PDVV VSHFWURPHWHU 7406f 7KH 7406 FDQ EH PRGLILHG WR WUDS WKH LRQV LQVLGH WKH VHFRQG TXDGUXSROH $QQDFFKLQR f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f 1RXUVH HW DO f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f WKH LRQ F\FORWURQ

PAGE 18

UHVRQDQFH PDVV VSHFWURPHWHU %HDXFKDPS HW DO 7LHGHPDQQ DQG 5LYHURV f DQG WKH 4,706 .LQWHU DQG %XUVH\ (LFKPDQQ DQG %URGEHOW f 7KHVH UHDFWLRQV KDYH SURYLGHG LQVLJKW LQWR UHDFWLRQ UDWH FRQVWDQWV DQG NLQHWLFV /LIVKLW] HW DO 7LHGHPDQQ DQG 5LYHURV f LRQ HQHUJHWLFV 2UODQGR HW DO 2UODQGR HW DO f WKHUPRG\QDPLFV -DVLQVNL DQG %UDXPDQ 0HRW1HU DQG 6PLWK f DQG JHQHUDO JDVSKDVH LRQQHXWUDO FKHPLVWU\ &DVWOH DQG *URVV f 7KH LRQPROHFXOH UHDFWLRQV LQYHVWLJDWHG LQ WKLV GLVVHUWDWLRQ DUH QRW RQO\ VHOHFWLYH ZKLFK ZLOO EH GHILQHG ODWHU EXW WKH\ DOVR DUH PDVVVHOHFWHG LRQPROHFXOH UHDFWLRQV %HUEHULFK f 7KH WHUP PDVVVHOHFWHG PHDQV WKDW RQO\ LRQV RI VHOHFWHG PDVVWRFKDUJH P]f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f IRUPV SUHGRPLQDQWO\ &+ DQG &+ UHDJHQW LRQV ZKLFK XQGHUJR SURWRQ WUDQVIHU DQG SURWRQ DEVWUDFWLRQ UHDFWLRQV UHVSHFWLYHO\ ZLWK PRVW DQOD\WHV %\ PDVVVHOHFWLQJ RQO\ RQH UHDJHQW LRQ DQ\ DPELJXLW\ DV WR ZKLFK SURGXFW LRQV DUH GXH WR ZKLFK UHDJHQW LRQ LV VLJQLILFDQWO\ UHGXFHG 2Q WKH 4,706

PAGE 19

PDVVVHOHFWHG LRQPROHFXOH UHDFWLRQV DUH SHUIRUPHG E\ DGGLQJ DQ LRQ LVRODWLRQ VHTXHQFH VKRUWO\ DIWHU WKH LRQL]DWLRQ VWHS $ UHVXOW RI WKH WDQGHPLQWLPH QDWXUH RI WKH 4,706 LV WKDW WKLV DGGLWLRQ LV HDVLO\ LPSOHPHQWHG VLQFH WKH FKDQJH LV VRIWZDUH LQWHQVLYH D FKDQJH LQ WKH FRPSXWHU SURJUDP FRQWUROOLQJ WKH PDVV DQDO\VLV VFDQf UDWKHU WKDQ KDUGZDUH LQWHQVLYH WKH DGGLWLRQ RI DQ H[WUD PDVV DQDO\]HUf ,Q GHVLJQLQJ VHOHFWLYH LRQPROHFXOH UHDFWLRQV D UHDJHQW LRQ LV FKRVHQ VXFK WKDW UHDFWLRQV ZLWK RQO\ D VLQJOH QHXWUDO RU D VLQJOH FODVV RI QHXWUDOV VKRXOG RFFXU 7KH UHVXOWLQJ SURGXFW LRQ LV FKDUDFWHULVWLF RI ERWK WKH UHDJHQW LRQ DQG QHXWUDO )RU H[DPSOH JDVSKDVH 0LFKDHO DGGLWLRQV ZLOO RFFXU LI DQG RQO\ LI DQ HQRODWH LRQ LV DOORZHG WR UHDFW ZLWK D QHXWUDO DXQVDWXUDWHG FDUERQ\O FRPSRXQG 6RORPRQV f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f

PAGE 20

+RZHYHU LI WKH UHDJHQW LRQ ZHUH WR SRVVHVV D VXIILFLHQW DPRXQW RI H[FHVV LQWHUQDO HQHUJ\ VR WKDW LW ZDV DEOH WR RYHUFRPH WKH KLJK DFWLYDWLRQ HQHUJ\ QHFHVVDU\ WR UHDFW ZLWK WKH XQGHVLUHG QHXWUDOV LH QXFOHRSKLOH LRQV UHDFWLQJ ZLWK QRQHOHFWURSKLOLF QHXWUDOVf WKH LRQPROHFXOH UHDFWLRQ ZRXOG ORVH LWV VHOHFWLYLW\ 7KHUHIRUH WKH HQHUJHWLFV UHODWHG WR LRQ IRUPDWLRQ DQG LRQ LGHQWLW\ ZLOO EH LPSRUWDQW WKURXJKRXW WKLV ZRUN 6FRSH RI 'LVVHUWDWLRQ 7KLV GLVVHUWDWLRQ SUHVHQWV WZR DSSOLFDWLRQV RI VHOHFWLYH LRQPROHFXOH UHDFWLRQV SHUIRUPHG LQ D 4,706 Df VFUHHQLQJ IRU FDUFLQRJHQV DQG PXWDJHQV LQ HQYLURQn PHQWDO VDPSOHV DQG Ef GLIIHUHQWLDWLRQ RI FDUERFDWLRQ LVRPHUV &KDSWHU SUHVHQWHG DQ LQWURGXFWLRQ WR ERWK WKH 4,706 DQG VHOHFWLYH LRQPROHFXOH UHDFWLRQV &KDSWHU GLVFXVVHV WKH FKDUDFWHUL]DWLRQ RI WKH LRQ WUDS WR SHUIRUP WKH FDUFLQRJHQ VFUHHQLQJ UHDFWLRQV $ORQJ ZLWK D GHVFULSWLRQ RI PHWKRGV FXUUHQWO\ LQ XVH IRU FDUFLQRJHQ GHWHFWLRQ WKH SURSRVHG JDVSKDVH PHWKRGRORJ\ LV SUHVHQWHG 7KH 4,706 LV WKHQ FKDUDFWHUL]HG WKURXJK WKH UHDFWLRQV RI S\ULGLQH LRQV PRGHO '1$ EDVH LRQVf ZLWK DOO\O KDOLGH QHXWUDOV PXWDJHQ QHXWUDOVf ([SHULPHQWDOO\ GHWHUPLQHG UDWH FRQVWDQWV DQG H[WHQVLRQV RI LRQQHXWUDO FKHPLVWU\ VWXGLHV DUH WKHQ XVHG WR H[SODLQ WKH REVHUYHG UHVXOWV &KDSWHU LQWURGXFHV WZR DSSURDFKHV WR RYHUFRPH WKH SUREOHPV IURP WKH ODFN RI VSDWLDO VHSDUDWLRQ LQVLGH WKH 4,706 WKH XVH RI DOWHUQDWLYH QXFOHRSKLOH LRQV WR DOWHU WKH LRQQHXWUDO FKHPLVWU\ DQG WKH XVH RI SXOVHGYDOYH LQWURGXFWLRQ RI WKH

PAGE 21

QXFOHRSKLOH WR LQWURGXFH WHPSRUDO VHSDUDWLRQ $OWHULQJ WKH LRQQHXWUDO FKHPLVWU\ LV HYDOXDWHG ZLWK UHVSHFW WR WKH GHJUHH LW HIIHFWLYHO\ UHPRYHV XQZDQWHG QXFOHRSKLOH LRQHOHFWURSKLOH QHXWUDO DQG XQZDQWHG QXFOHRSKLOH LRQQXFOHRSKLOH QHXWUDO VLGH UHDFWLRQV &RPSDULVRQV RI SXOVHGYDOYH UHVXOWV VSHFWUDO TXDOLW\ DQG OLPLWV RI GHWHFWLRQf WR WKRVH REWDLQHG WKURXJK FRQVWDQW SUHVVXUH LQWURGXFWLRQ DUH XVHG WR HYDOXDWH SXOVHGYDOYH LQWURGXFWLRQ 7KH DQDO\VLV RI D FDUFLQRJHQQRQFDUFLQRJHQ PL[WXUH XVLQJ WKH SURSRVHG JDVSKDVH PHWKRGRORJ\ LV SUHVHQWHG DQG XVHG WR HYDOXDWH WKH PHWKRGfV HIIHFWLYHQHVV DW WKLV VWDJH RI GHYHORSPHQW &KDSWHU LQYHVWLJDWHV WKH LRQQHXWUDO FKHPLVWU\ RI RWKHU QXFOHRSKLOHV DQG HOHFWURSKLOHV 6SHFLILFDOO\ WKH UHDFWLRQV RI WKH DXQVDWXUDWHG FDUERQ\OV HOHFWURSKLOHVf DQG RI SLSHULGLQH QXFOHRSKLOHf DQG PXOWLIXQFWLRQDO QXFOHRSKLOHV FRQWDLQLQJ PRUH WKDQ RQH SRVVLEOH UHDFWLYH VLWHf DUH SUHVHQWHG 7KH UHVXOWV IURP WKHVH LQYHVWLJDWLRQV DUH FRUUHODWHG WR WKH +DUG6RIW $FLG%DVH +6$%f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

PAGE 22

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f ZLOO WKHQ EH JLYHQ 7KH LRQ WUDS ZLOO EH FKDUDFWHUL]HG WKURXJK WKH UHDFWLRQ RI S\ULGLQH LRQV ZLWK DOO\O KDOLGH QHXWUDOV 7KLV UHDFWLRQ LV H[DPLQHG WKURXJK WKH SURGXFWV ZKLFK DUH IRUPHG DQG WKH NLQHWLFV RI WKH V\VWHP 7KLV FKDSWHU HQGV ZLWK FRQFOXVLRQV UHJDUGLQJ WKH XVH RI WKH 4,706 IRU VHOHFWLYH LRQPROHFXOH UHDFWLRQV EDVHG XSRQ WKHVH UHVXOWV

PAGE 23

&DUFLQRJHQ DQG 0XWDJHQ %DFNJURXQG $ FDUFLQRJHQ KDV EHHQ GHILQHG DV DQ DJHQW RU SURFHVV ZKLFK VLJQLILFDQWO\ LQFUHDVHV WKH \LHOG RI PDOLJQDQW QHRSODVP LQ D SRSXODWLRQ &OD\VRQ f 7KH H[DFW PHFKDQLVP E\ ZKLFK D FDUFLQRJHQ LQGXFHV WKH PDOLJQDQW QHRSODVP RU FDQFHURXV JURZWK LV VWLOO XQNQRZQ +RZHYHU IRXU EURDG VWDJHV IRU WKLV PHFKDQLVP KDYH EHHQ HVWDEOLVKHG 7KHVH VWDJHV DUH Lf WUDQVSRUW IURP WKH VLWH RI DSSOLFDWLRQ DQG LI QHHGHG PHWDEROLF DFWLYDWLRQ RI WKH FDUFLQRJHQ LLf LQWHUDFWLRQ RI WKH XOWLPDWH RU DFWLYDWHG FDUFLQRJHQ ZLWK WKH FULWLFDO WDUJHW PRVW OLNHO\ '1$f LLLf '1$ UHSDLU DQG UHSOLFDWLRQ IRU IL[DWLRQ RI WKH LQLWLDO IHDWXUHV RI WKH WXPRU SURJHQLWRU FHOO DQG LYf SRVVLEOH SURJUHVVLYH FKDQJHV LQ WKH WXPRU SURJHQLWRU FHOOV OHDGLQJ WR FOLQLFDO FDQFHU ,&3(0& f ,Q LWV UHDFWLYH IRUP WKH XOWLPDWH FDUFLQRJHQ KDV EHHQ LGHQWLILHG DV D UHDFWLYH HOHFWURSKLOH ZLWK WKH FDSDELOLW\ WR PRGLI\ ELRORJLFDO PDFURPROHFXOHV VXFK DV '1$ 0LOOHU f %DVHG XSRQ VWDJH Lf DQG WKH GHILQLWLRQ E\ 0LOOHU WZR FDWHJRULHV RI FDUFLQRJHQV KDYH EHHQ GHILQHG ,&3(0& f f *HQRWR[LF FDUFLQRJHQV DJHQWV ZKLFK VLJQLILFDQWO\ LQFUHDVH WKH RFFXUUHQFH RI WXPRUV LQ D SRSXODWLRQ DQG SRVVHVV WKH DELOLW\ WR DOWHU JHQHWLF LQIRUPDWLRQ f 1RQJHQRWR[LF FDUFLQRJHQV DJHQWV ZKLFK VLJQLILFDQWO\ LQFUHDVH WKH RFFXUUHQFH RI WXPRUV LQ D SRSXODWLRQ EXW QHHG WR EH DFWLYDWHG LQ RUGHU WR DOWHU JHQHWLF LQIRUPDWLRQ

PAGE 24

,Q YLYR &DUFLQRJHQ 'HWHFWLRQ &DUFLQRJHQ WHVWLQJ FDQ EH DFFRPSOLVKHG HLWKHU LQ YLYR LQVLGH D OLYLQJ RUJDQLVPf RU LQ YLWUR RXWVLGH WKH OLYLQJ RUJDQLVPf ,Q YLYR WHVWLQJ KDV IRFXVVHG SULPDULO\ XSRQ ORQJWHUP DQLPDO ELRDVVD\V 6LQFH KXPDQ WHVWLQJ ZRXOG EH WKH PRVW HIIHFWLYH EXW LV QRW VXSSRUWHG E\ WKH PHGLFDO FRPPXQLW\ PRVW DQLPDO WHVWLQJ LV SHUIRUPHG XSRQ PLFH DQG UDWV GXH WR WKHLU VLPLODU JHQHWLF PDNHXS WR KXPDQV 7KH REMHFWLYH RI WKHVH ORQJWHUP WHVWV LV WR REVHUYH WKH DQLPDO XQGHU VWXG\ IRU WKH GHYHORSPHQW RI QHRSODVWLF OHVLRQV GXH WR H[SRVXUH WR YDULRXV GRVHV RI D WHVW VXEVWDQFH E\ DQ DSSURSULDWH URXWH LH LQKDODWLRQ LQJHVWLRQ HWFf +DPP f %\ SHUIRUPLQJ WKHVH DVVD\V RQ OLYLQJ DQLPDOV WKH RYHUDOO ERG\ FKHPLVWU\ LV QRW DOWHUHG DV LW ZRXOG EH LI WKH DVVD\ ZHUH SHUIRUPHG LQ D VLQJOH RUJDQ ZKLFK ZDV UHPRYHG IURP WKH DQLPDO 7KLV DGYDQWDJH DOORZV ERWK FDUFLQRJHQ LQLWLDWRUV DQG SURPRWHUV WR EH WHVWHG 3HULDQR HW DO 6ROW HW DO f :KLOH WKLV DSSURDFK ZRXOG VHHP WR EH WKH PRVW HIIHFWLYH PHWKRG IRU GHWHUPLQLQJ FDUFLQRJHQLFLW\ LW VXIIHUV VHYHUH GUDZEDFNV )LUVW DQ\ DQLPDO WHVW ZLOO FRVW EHWZHHQ DQG PLOOLRQ GROODUV DQG ZLOO WDNH D PLQLPXP RI WKUHH WR IRXU \HDUV WR FRPSOHWH +DPP f 6HFRQG WKHUH LV QR VWDQGDUG PHWKRGRORJ\ IRU SHUIRUPLQJ WKH DQLPDO WHVWV 2(&' f 2WKHU SUREOHPV ZLWK DQLPDO WHVWLQJ DULVH IURP WKH QXPEHU RI YDULDEOHV ZKLFK PXVW EH WDNHQ LQWR DFFRXQW $PRQJ WKH PDQ\ IDFWRUV DUH WKH W\SH RI DQLPDO WKH QXPEHU RI DQLPDOV WKHLU GLHW WKHLU GULQNLQJ ZDWHU WKHLU FDJLQJ DQG WKH URRP WHPSHUDWXUH +DPP f

PAGE 25

2WKHU LQ YLYR PHWKRGV FRQVLVW RI GHWHFWLQJ WKH IRUPDWLRQ RI FRYDOHQW ELQGLQJ EHWZHHQ FKHPLFDOV DQG '1$ $PRQJ WKHVH PHWKRGV DUH WKH XVH RI UDGLRDFWLYHO\ ODEHOOHG FKHPLFDOV :DUUHQ f WKH XVH RI VSHFLILF DQWLDGGXFW DQWLERGLHV 6KDPVXGGLQ HW DO 1HKOV HW DO f DQG WKH XVH RI 3 SRVWODEHOOLQJ 5DQGHUDWK HW DO f 7KHVH PHWKRGV VKRZ VRPH SURPLVH KRZHYHU WKH\ DUH OLPLWHG GXH WR WKH YHU\ VPDOO TXDQWLW\ RI '1$ DGGXFWV ZKLFK DUH IRUPHG LQ WKH WLVVXH 7KLV OLPLWDWLRQ DOORZV GHWHFWLRQ VROHO\ E\ SXUH FKHPLFDO PHDQV DQG LV RQO\ DSSOLFDEOH LQ FHUWDLQ FDVHV LH ZKHQ WKH FKHPLFDO PDUNHU LV KLJKO\ IOXRUHVFHQW RU UDGLRDFWLYHf ,Q YLWUR &DUFLQRJHQ 'HWHFWLRQ $V DQ DOWHUQDWLYH WR WKH ORQJWHUP LQ YLYR PHWKRGV VKRUWWHUP LQ YLWUR PHWKRGV KDYH EHHQ GHYHORSHG 7KHVH WHVWV UHO\ XSRQ PXWDJHQLFLW\ WHVWLQJ WR UHYHDO WKH SUHVHQFH RI FDUFLQRJHQV GXH WR WKH EHOLHIV WKDW DOO FDUFLQRJHQV DUH PXWDJHQV DQG WKDW WXPRU IRUPDWLRQ LQYROYHV JHQHWLF DOWHUDWLRQ ,&3(0& f $OVR RI SULPDU\ LPSRUWDQFH WR WKH LQ YLWUR WHVWV LV WKDW WKH\ PLPLF WKH LQ YLYR WHVW FRQGLWLRQV *HQRWR[LF FDUFLQRJHQV ZLOO EH GHWHFWHG ZLWKRXW WKH QHHG IRU PHWDEROLF DFWLYDWLRQ KRZHYHU QRQJHQRWR[LF FDUFLQRJHQV QHHG PHWDEROLF DFWLYDWLRQ WR EHFRPH DFWLYH FDUFLQRJHQV 7KHUHIRUH WKH PRUH FORVHO\ WKH LQ YLYR WHVW FRQGLWLRQV DUH PLPLFNHG WKH JUHDWHU WKH FKDQFH RI GHWHFWLQJ WKH QRQJHQRWR[LF FDUFLQRJHQV 7KH PRVW ZLGHO\ XVHG LQ YLWUR WHVW LV WKH $PHV 7HVW $PHV HW DO $PHV f 7KH $PHV 7HVW LV SHUIRUPHG E\ ILUVW PXWDWLQJ WKH EDFWHULD 6DOPRQHOOD

PAGE 26

W\SKLPXULXP WR SUHYHQW QRUPDO KLVWLGLQH SURGXFWLRQ 7KH WHVW VDPSOH LV WKHQ LQFXEDWHG ZLWK WKH EDFWHULD FRORQLHV IRU WZR GD\V DW r& DQG DIWHUZDUGV WKH QXPEHU RI EDFWHULD FRORQLHV ZKLFK KDYH UHYHUWHG WR DOORZLQJ KLVWLGLQH SURGXFWLRQ DUH FRXQWHG $PHV f 7KH REVHUYDWLRQ RI D VLJQLILFDQW QXPEHU RI UHYHUWDQW FRORQLHV DERYH EDFNJURXQG LQGLFDWHV WKH SUHVHQFH RI D PXWDJHQ LQ WKH WHVW VDPSOH ,Q PRVW DSSOLFDWLRQV RI WKH $PHV 7HVW D OLYHU KRPRJHQDWH NQRZQ DV 6 LV DGGHG WR WKH SHWUL GLVK WR PLPLF WKH LQ YLYR FRQGLWLRQV E\ DFWLQJ DV D PHWDEROLF DFWLYDWRU 0LOOHU DQG 0LOOHU f ,Q FRQWUDVW WR WKH LQ YLYR WHVWV WKH LQ YLWUR $PHV 7HVW LV PXFK FKHDSHU DQG IDVWHU 2QH FKHPLFDO FDQ EH DGHTXDWHO\ WHVWHG ZLWK UHJDUG WR GRVDJH LQ DSSUR[LPDWHO\ WZR ZHHNV IRU WR GHSHQGLQJ XSRQ WKH SURWRFRO XVHG =HLJHU f 7KH LQ YLWUR WHVWV PD\ EH FKHDSHU DQG IDVWHU EXW WKH\ GR QRW SRVVHVV WKH RYHUDOO UHOLDELOLW\ IRXQG XVLQJ LQ YLYR WHVWV 7KH PDMRU UHDVRQ IRU WKLV RFFXUUHQFH LV WKDW ZKLOH DOO FDUFLQRJHQV DUH EHOLHYHG WR EH PXWDJHQV =HLJHU f DOO PXWDJHQV DUH QRW FDUFLQRJHQV $V DQ H[DPSOH DPLQRSXULQH KDV EHHQ IRXQG WR PXWDWH '1$ LQ EDFWHULRORJLFDO DVVD\V EXW KDV QRW EHHQ IRXQG WR EH FDUFLQRJHQLF LQ HLWKHU KXPDQV RU DQLPDOV %DUUHWW f 6LPLODUO\ WHWUDFKORURGLEHQ]RSGLR[LQV 7&''V DUH D NQRZQ FODVV RI FDUFLQRJHQV ZKLFK \LHOG D QHJDWLYH $PHV 7HVW ,&3(0& f 7KH $PHV 7HVW KDV EHHQ IRXQG WR KDYH D VXFFHVV UDWH EHWZHHQ DQG b IRU WKH LGHQWLILFDWLRQ RI FDUFLQRJHQV IURP SRVLWLYH PXWDJHQLFLW\ UHVXOWV ,&3(0& f 7KLV VXFFHVV UDWH LV WR EH FODVV GHSHQGHQW IRU WKH FKHPLFDOV XQGHU LQYHVWLJDWLRQ ,&3(0& f

PAGE 27

7KH $PHV 7HVW KDV EHHQ VXFFHVVIXOO\ DSSOLHG WR WKH LGHQWLILFDWLRQ RI FDUFLQRJHQV LQ FRPSOH[ PL[WXUHV WKH S\UROL]HG DPLQR DFLGV IRUPHG GXULQJ KHDWLQJ %MHOGDQHV HW DO f DQG WKH QLWURS\UHQHV IRUPHG IURP GLHVHO H[KDXVW 6XJLPXUD DQG 7DND\DPD f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f 0DVV 6SHFWURPHWULF $SSURDFKHV 0DVV VSHFWURPHWU\ KDV IRXQG XVH LQ QXFOHLF DFLG DQDO\VLV GXH WR LWV DELOLW\ WR \LHOG VWUXFWXUDO LQIRUPDWLRQ RQ D VPDOO TXDQWLW\ RI VDPSOH 7KLV DELOLW\ FRPELQHG ZLWK VRIW LRQL]DWLRQ WHFKQLTXHV PHWKRGV ZKLFK DOORZ IRU WKH IRUPDWLRQ RI WKH LQWDFW ODUJH ELRPROHFXOH LRQf KDV SHUPLWWHG WKH VWUXFWXUDO FKDUDFWHUL]DWLRQ RI ERWK PRGLILHG LH FDUFLQRJHQ DGGXFWVf DQG XQPRGLILHG QXFOHRWLGHV %XUOLQJDPH HW DO f 2I WKH YDULRXV VRIW LRQL]DWLRQ WHFKQLTXHV IDVW DWRP ERPEDUGPHQW )$%f DQG PDWUL[ DVVLVWHG ODVHU GHVRUSWLRQ LRQL]DWLRQ 0$/',f KDYH EHHQ WKH PRVW H[WHQVLYHO\ XVHG

PAGE 28

7KH FRPELQDWLRQ RI )$% ZLWK WDQGHP PDVV VSHFWURPHWU\ KDV EHHQ DSSOLHG WR WKH VWUXFWXUDO GLIIHUHQWLDWLRQ RI LVRPHULF QXFOHRWLGHV DQG GLQXFOHRWLGHV DV ZHOO DV EHLQJ XVHG IRU PL[WXUH VHSDUDWLRQ &URZ HW DO &HUQ\ HW DO f +RZHYHU H[WHQVLRQV WR VPDOO ROLJRQXFOHRWLGHV WR QXFOHRWLGHVf UHVXOWHG LQ FRPSOH[ VSHFWUD ZKLFK SUHYHQWHG SURSHU VHTXHQFLQJ RI WKH ROLJRPHUV &HUQ\ HW DO f 3HUIRUPDQFH RI 0$/', LQVLGH D )RXULHU WUDQVIRUP PDVV VSHFWURPHWHU )706f KDV EHHQ VKRZQ WR EH FDSDEOH RI GLIIHUHQWLDWLQJ EHWZHHQ PHWK\O JXDQRVLQH LVRPHUV IRUPHG LQ WKH VROXWLRQSKDVH DQG KDV EHHQ XVHG WR VHTXHQFH ROLJRQXFOHRWLGHV FRQVLVWLQJ RI IRXU QXFOHRWLGHV +HWLWFK +HWLWFK DQG %XFKDQDQ f 7KH )706 KDV WKH DELOLW\ WR IUDJPHQW WKH ROLJRQXFOHRWLGH LRQV RQH QXFOHRWLGH DW D WLPH SHUPLWWLQJ WKH GHWHFWLRQ RI '1$ PRGLILFDWLRQV WKURXJK '1$ VHTXHQFLQJ +RZHYHU WKHVH VHTXHQFLQJ PHWKRGV PD\ QRW EH DEOH WR GHWHFW DFWXDO '1$ PRGLILFDWLRQV LQ KXPDQ WLVVXH ZKHUH WKHUH LV QRUPDOO\ RQH PRGLILFDWLRQ IRU HYHU\ QRUPDO QXFOHRWLGHV :ROI HW DO f 6WXGLHV DUH FXUUHQWO\ XQGHUZD\ LQ ZKLFK FRQVWDQW QHXWUDO ORVV &1/f VFDQV RQ D 7406 DUH XVHG WR VLPSOLI\ WKH VSHFWUD WR DLG LQ WKH GHWHFWLRQ RI '1$ PRGLILFDWLRQV :ROI HW DO %U\DQW HW DO f 'HULYLWL]DWLRQ RI WKH QXFOHRWLGH ZLWK WULPHWK\OVLODQH SULRU WR DQDO\VLV E\ &1/ VFDQV KDV EHHQ UHSRUWHG WR ORZHU WKH GHWHFWLRQ OLPLW RI QXFOHRVLGHFDUFLQRJHQ DGGXFWV WR QJ %U\DQW HW DO f 7KLV GHWHFWLRQ OLPLW FRUUHVSRQGV WR WKH GHWHFWLRQ RI RQH QXFOHRVLGHFDUFLQRJHQ DGGXFW SHU QRUPDO QXFOHRVLGHV

PAGE 29

3URSRVHG 0HWKRGRORJ\ 7KH PDVV VSHFWURPHWULF DSSURDFKHV GLVFXVVHG DERYH IRFXV RQ GHWHFWLQJ FDUFLQRJHQV E\ LGHQWLI\LQJ QXFOHRVLGHFDUFLQRJHQ DGGXFWV ZKLFK DUH IRUPHG LQ WKH VROXWLRQ SKDVH 3UHYLRXV ZRUN LQ RXU ODERUDWRU\ )UHHPDQ )UHHPDQ HW DO )UHHPDQ HW DO $QDFFKLQR f ZDV WKH ILUVW GHPRQVWUDWLRQ RI D VWULFWO\ JDVSKDVH PHWKRG QDPHO\ WKH XVH RI VHOHFWLYH LRQPROHFXOH UHDFWLRQV YLD PDVV VSHFWURPHWU\ IRU FDUFLQRJHQ VFUHHQLQJ ,Q WKDW ZRUN WKH LRQPROHFXOH UHDFWLRQV ZHUH SHUIRUPHG RQ D WULSOH TXDGUXSROH PDVV VSHFWURPHWHU 7406f 9DULRXV UHSRUWV KDYH FRQFOXGHG WKDW DW VRPH SRLQW GXULQJ FDUFLQRJHQHVLV WKHUH LV DQ HOHFWURSKLOHQXFOHRSKLOH UHDFWLRQ EHWZHHQ WKH XOWLPDWH FDUFLQRJHQ DQG WKH '1$ QXFOHRVLGH 0LOOHU ,&3(0& f %DVHG XSRQ WKRVH UHSRUWV WKH JDVSKDVH LRQPROHFXOH UHDFWLRQV ZHUH GHVLJQHG WR EH HOHFWURSKLOHQXFOHRSKLOH LRQPROHFXOH UHDFWLRQV ,RQL]HG QXFOHRSKLOHV PRGHO '1$ EDVHV '1$ EDVHV RU QXFOHRWLGHVf ZHUH IRUPHG LQ WKH 7406 LRQ VRXUFH DQG ZHUH PDVVVHOHFWHG E\ WKH ILUVW TXDGUXSROH 7KHVH LRQV ZHUH SDVVHG LQWR WKH VHFRQG TXDGUXSROH FROOLVLRQ FHOOf ZKHUH SRVVLEOH FDUFLQRJHQV DQG PXWDJHQV ZHUH VLPXOWDQHRXVO\ LQWURGXFHG YLD JDV FKURPDWRJUDSK\ *&f $V WKH LRQL]HG QXFOHRSKLOHV WUDYHUVHG WKH VHFRQG TXDGUXSROH WKH\ UHDFWHG ZLWK WKH HOHFWURSKLOLF QHXWUDO FDUFLQRJHQV WR IRUP WKH QXFOHRSKLOHHOHFWURSKLOH DGGXFW LRQV 7KHVH SURGXFW LRQV ZHUH WKHQ PDVVDQDO\]HG E\ WKH WKLUG TXDGUXSROH DQG ZHUH VXEVHTXHQWO\ GHWHFWHG

PAGE 30

,Q WKDW ZRUN )UHHPDQ )UHHPDQ HW DO f DOWHUQDWLQJ VFDQV VHOHFWLYH LRQPROHFXOH UHDFWLRQ ZLWK D PRGHO '1$ EDVH LRQ DQG FKDUJH H[FKDQJH ZLWK PHWKDQH PROHFXODU LRQVf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f 7KHUHIRUH WKH LGHQWLILFDWLRQ RI HDFK ZDV DVVXPHG WR EH D SULRUL (OHFWURQ LRQL]DWLRQ ZRXOG KDYH SURYLGHG FRPSOHWH VWUXFWXUDO LQIRUPDWLRQ EXW FRXOG QRW EH SHUIRUPHG EHFDXVH WKH FDUFLQRJHQV ZHUH QRW

PAGE 31

)LJXUH (QYLURQPHQWDO 6FUHHQLQJ -:9D 06 $ ? &DUFLQRJHQ 'HWHFWRU 'HSLFWLRQ RI SURSRVHG JDVSKDVH LRQPROHFXOH VFUHHQLQJ WR \LHOG WZR FRPSOHPHQWDU\ FKURPDWRJUDPV

PAGE 32

LQWURGXFHG LQWR WKH LRQ VRXUFH 3LFRJUDP OLPLWV RI GHWHFWLRQ ZHUH UHSRUWHG IRU WKH DOO\O KDOLGHV D FODVV RI ZHOO FKDUDFWHUL]HG PXWDJHQV DQG WKH DQDO\VLV VSHHG ZDV LPSURYHG VLJQLILFDQWO\ RYHU WKDW RI WKH $PHV 7HVW )UHHPDQ f 7KH 7406 PHWKRG VXIIHUHG VHYHUDO GUDZEDFNV 7KH 7406 LV FDSDEOH RI SHUIRUPLQJ XS WR WZR VWDJHV RI PDVV VSHFWURPHWU\ WKH UHDJHQW LRQ LVRODWLRQ DQG WKH VFDQQLQJ RI WKH UHDFWLRQ SURGXFWV 7KHUHIRUH ZKHQ XQNQRZQ SURGXFW LRQV LH LRQV RWKHU WKDQ WKH GHVLUHG DGGXFW LRQf ZHUH IRUPHG WKH\ FRXOG QRW EH IUDJPHQWHG WR LQGLFDWH WKHLU VWUXFWXUH $QRWKHU SUREOHP ZLWK WKH 7406 LV WKH VKRUW UHDFWLRQ WLPH LW SHUPLWV IRU WKH UHDFWLRQ EHWZHHQ WKH QXFOHRSKLOH LRQV DQG WKH FDUFLQRJHQ QHXWUDOV 7KH LRQV FDQ RQO\ UHDFW ZLWK WKH QHXWUDOV IRU DV ORQJ DV ERWK UHVLGH LQVLGH WKH VHFRQG TXDGUXSROH 8QOHVV WKH 7406 KDV EHHQ PRGLILHG WR SHUPLW LRQ WUDSSLQJ LQ WKH FROOLVLRQ FHOO $QDFFKLQR f WKH UHVLGHQFH WLPH LV RQ WKH RUGHU RI PLFURVHFRQGV 7KLV VKRUW UHDFWLRQ WLPH ELDVHV WKH GHWHFWLRQ WRZDUGV IDVW UHDFWLRQ NLQHWLFV DQG SHUPLWV VORZ UHDFWLQJ FDUFLQRJHQV VXFK DV DFUROHLQ WR SDVV WKURXJK XQGHWHFWHG )UHHPDQ f 7R RYHUFRPH WKHVH VKRUWFRPLQJV D PHWKRG XVLQJ WKH 4,706 LV SURSRVHG 7KLV PHWKRG IRU GHWHFWLQJ FDUFLQRJHQV DQG PXWDJHQV RQ WKH 4,706 FRQVLVWV RI SHUIRUPLQJ JDV FKURPDWRJUDSK\PDVV VSHFWURPHWU\ *&06f ZLWK DOWHUQDWLQJ HOHFWURQ LRQL]DWLRQ (Of DQG VHOHFWLYH LRQPROHFXOH UHDFWLRQ VFDQV 7KLV SURSRVHG PHWKRG VKRXOG RYHUFRPH WKH SUREOHPV RI WKH 7406 PHWKRG WR \LHOG EHWWHU GHWHFWLRQ DQG LGHQWLILFDWLRQ $OVR WKH 06 FDSDELOLWLHV RI WKH 4,706 DOORZV WKH LGHQWLILFDWLRQ RI XQNQRZQ SURGXFW LRQV

PAGE 33

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f DQG WKH UHDFWLRQ WLPH FDQ EH H[WHQGHG LQWR WKH PLOOLVHFRQG WLPH VFDOH VORZ UHDFWLQJ FDUFLQRJHQV VKRXOG KDYH DPSOH WLPH WR UHDFW ZKLFK VKRXOG UHPRYH DQ\ GHWHFWLRQ ELDV $QRWKHU FKDUDFWHULVWLF RI WDQGHPLQn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f DORQJ ZLWK WKH RQOLQH FKURPDWRJUDSKLF

PAGE 34

VHSDUDWLRQ *& LQWURGXFWLRQ RI WKH VDPSOHf DQG VSHFWURVFRSLF LGHQWLILFDWLRQ (O FKURPDWRJUDPf ZKLFK WKH $PHV 7HVW ODFNV 7KH EDVLV IRU WKLV JDVSKDVH VFUHHQLQJ LV WKH VLPLODULW\ EHWZHHQ VROXWLRQSKDVH DQG JDVSKDVH UHDFWLRQV 7KHUH KDYH EHHQ VHYHUDO SXEOLFDWLRQV LQ WKH OLWHUDWXUH 3HOOHULWH DQG %UDXPDQ $QJHOLQL DQG 6SHUDQ]D f ZKLFK LQGLFDWH WKH VWURQJ VLPLODULW\ RI UHDFWLRQV LQ ERWK PHGLD )LJXUH GHPRQVWUDWHV WKH HOHFWURn SKLOHQXFOHRSKLOH UHDFWLRQV LQ ERWK WKH VROXWLRQ DQG JDVSKDVHV )UHHPDQ f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f UHDFW ZLWK WKH QHXWUDO DOO\O KDOLGHV (;f XQGHU D

PAGE 35

0RGHOLQJ '1$&DUFLQRJHQ 5HDFWLRQV 5HDFWLRQ LQ WKH %RG\ &DUFLQRJHQ '1$ %DVH '1$ DGGXFW HOHFWURSKLOHf QXFOHRSKLOHf 5HDFWLRQ LQ WKH *DV3KDVH &DUFLQRJHQ HOHFWURSKLOHf 0RGHO '1$ EDVH QHXWUDO RU LRQf 3URGXFW LRQf )LJXUH &RPSDULVRQ RI UHDFWLRQV LQ WKH ERG\ ZLWK WKH SURSRVHG JDVSKDVH VFUHHQLQJ UHDFWLRQV

PAGE 36

)LJXUH &\WRVLQH 7K\PLQH R + 8UDFLO *XDQLQH 3\ULGLQH 6WUXFWXUHV RI WKH ILYH '1$ EDVHV DQG RI S\ULGLQH

PAGE 37

,RQL]HG 1XFOHRSKLOH P]1 FK FKFK[ $OO\O +DOLGH 1HXWUDO W QFKFK FK 1XFOHRSKLOH$OO\O $GGXFW ,RQ P] >1@ [ +DOLGH 5DGLFDO )LJXUH 5HDFWLRQ IRU QXFOHRSKLOH LRQV ZLWK DOO\O KDOLGH QHXWUDOV

PAGE 38

YDULHW\ RI PHFKDQLVPV LH 61 61f WR SURGXFH D QXFOHRSKLOHDOO\O DGGXFW 1( P] 1f DQG WKH KDORJHQ UDGLFDO ; f )UHHPDQ HW DO (GHU HW DO Df 7KLV UHDFWLRQ VHTXHQFH LV VKRZQ LQ )LJXUH 7KH IRUPDWLRQ RI WKH S\ULGLQHDOO\O DGGXFW LRQ ZLOO EH PRQLWRUHG IRU WKH FKDUDFWHUL]DWLRQ RI WKH LRQ WUDS WR SHUIRUP WKHVH JDV SKDVH VFUHHQLQJ UHDFWLRQV ([SHULPHQWDO $OO S\ULGLQHDOO\O KDOLGH LRQPROHFXOH UHDFWLRQV ZHUH SHUIRUPHG RQ D )LQQLJDQ 0$7 ,RQ 7UDS 0DVV 6SHFWURPHWHU ,706r1f 7KH DOO\O KDOLGHV 6LJPD &KHPLFDO &RPSDQ\ 6W /RXLV 02 DQG $OGULFK 0LOZDXNHH :,f DQG WKH S\ULGLQH )LVKHU 6FLHQWLILF 2UODQGR )/f ZHUH REWDLQHG IURP WKH PDQXIDFWXUHU DQG XVHG ZLWKRXW IXUWKHU SXULILFDWLRQ 6DPSOHV IRU WKH FRQVWDQW SUHVVXUH VWXGLHV ZHUH LQWURGXFHG WKURXJK *UDQYLOOH3KLOOLSV %RXOGHU &2f 6HULHV YDULDEOH OHDN YDOYHV 7KH YDOYHV ZHUH KHDWHG WR D FRQVWDQW WHPSHUDWXUH RI r& E\ ZUDSSLQJ WKHP LQ KHDWLQJ WDSH FRQWUROOHG ZLWK D YDULDF $OO SUHVVXUHV UHSRUWHG ZHUH PHDVXUHG E\ D %D\DUG$OSHUW LRQL]DWLRQ JDXJH PRXQWHG RQ WKH YDFXXP FKDPEHU DQG DUH XQFRUUHFWHG 6DPSOH SUHVVXUHV UDQJHG IURP [ WRUU WR [ WRUU 7KH VFDQ IXQFWLRQ XVHG IRU SHUIRUPLQJ WKH LRQPROHFXOH UHDFWLRQV LV SUHVHQWHG LQ )LJXUH ,RQL]DWLRQ VWHS $f DW T1 RI S\ULGLQHf ZDV IROORZHG E\ WZR VWHS UIGF LVRODWLRQ VWHS &f *URQRZVND HW DO 1 @ $IWHU LVRODWLRQ WKH S\ULGLQH PROHFXODU LRQV ZHUH DOORZHG WR UHDFW ZLWK WKH ERWK WKH S\ULGLQH DQG DOO\O KDOLGH QHXWUDOV SUHVHQW LQVLGH

PAGE 39

7LPH )LJXUH 6FDQ IXQFWLRQ IRU WKH VHOHFWLYH LRQPROHFXOH UHDFWLRQV 6KRZQ DUH WKH VWDJHV RI LRQL]DWLRQ $f UHDJHQW LRQ IRUPDWLRQ %f UHDJHQW LRQ LVRODWLRQ &f UHDFWLRQ EHWZHHQ WKH UHDJHQW LRQ DQG WKH DQDO\WH QHXWUDOV 'f DQG WKH PDVVVHOHFWLYH LQVWDELOLW\ VFDQ (f R

PAGE 40

WKH LRQ WUDS IRU XS WR PV VWHS 'f DW D T1 f 0DVV VSHFWUD ZHUH DFTXLUHG ZLWK WKH D[LDO PRGXODWLRQ N+] DQG 9 f PDVVVHOHFWLYH LQVWDELOLW\ VFDQ VWHS (f 6WDIIRUG HW DO f 7KH SURGXFW VSHFWUD VKRZQ ZHUH REWDLQHG DIWHU WKH PV UHDFWLRQ SHULRG 5HVRQDQW H[FLWDWLRQ FROOLVLRQLQGXFHG GLVVRFLDWLRQ &,'f ZDV SHUIRUPHG RQ DOO SURGXFW LRQV 8QOHVV LQGLFDWHG RWKHUZLVH VSHFWUD REWDLQHG E\ &,' XWLOL]HG WKH IROORZLQJ SURFHGXUH IROORZLQJ WZRVWHS UIGF LVRODWLRQ *URQRZVND HW DO
PAGE 41

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df 1 Ef )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK Df DOO\O FKORULGH DQG Ef DOO\O LRGLGH QHXWUDOV

PAGE 42

LRGLGH QHXWUDOV IRU PV DUH VKRZQ LQ )LJXUHV D DQG E UHVSHFWLYHO\ ,Q ERWK SURGXFW VSHFWUD WKH GHVLUHG SURGXFW LRQ 1( WKH S\ULGLQHDOO\O DGGXFW LRQf DW P] ZDV OHVV DEXQGDQW WKDQ WKH SURWRQDWHG QXFOHRSKLOH 1+f DW P] )RU WKH DOO\O FKORULGH UHDFWLRQ WKH P] LRQ ZDV b RI WKH UHODWLYH DEXQGDQFH RI WKH P] LRQ ZKLOH IRU WKH DOO\O LRGLGH UHDFWLRQ LWV UHODWLYH DEXQGDQFH ZDV DERXW b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f DW P] DQG WKH GLS\ULGLQLXP LRGLGH LRQ 1;f DW P] f )URP WKH VSHFWUD LQ )LJXUHV D DQG E D IHZ FKDUDFWHULVWLFV RI LRQ PROHFXOH UHDFWLRQV LQ WKH 4,706 DUH DSSDUHQW 5HDFWLRQV ZLWK WKH QHXWUDO HOHFWURSKLOH DV ZHOO DV UHDFWLRQV ZLWK WKH QHXWUDO QXFOHRSKLOH FDQ RFFXU 7KH ODWWHU UHDFWLRQV DFFRXQWHG IRU WKH PRVW DEXQGDQW SURGXFW LRQ LQ ERWK VSHFWUD WKH SURWRQDWHG QXFOHRSKLOH 1+f DW P] 6HFRQG VROXWLRQSKDVH UHVXOWV PD\ QRW DOZD\V EH DFFXUDWH LQ SUHGLFWLQJ JDVSKDVH UHVXOWV ,Q WKH VROXWLRQSKDVH PHFKDQLVPV WKH LRQL]HG QXFOHRSKLOH UHDFWV DW HLWKHU &O RU DW & RI WKH DOO\O JURXS 7KHUH LV QR PHQWLRQ RI LRQL]HG QXFOHRSKLOH UHDFWLQJ ZLWK WKH KDOLGH DWRP ,Q WKH JDVSKDVH UHDFWLRQ DW WKH KDOLGH DWRP FRPSHWHV ZLWK UHDFWLRQ DW WKH DOO\O JURXS

PAGE 43

EHFDXVH WKH LRQV DUH XQVROYDWHG DQG WKHLU LQWULQVLF UHDFWLYLW\ FRQWUROV ZKLFK SURGXFWV DUH IRUPHG 7KHVH WZR FKDUDFWHULVWLFV DQG WKH VSHFWUD VKRZQ LQ )LJXUHV D DQG E KLJKOLJKW WKH SUREOHPV WKDW XQZDQWHG LRQPROHFXOH UHDFWLRQV ZLOO FDXVH IRU WKH JDV SKDVH VFUHHQLQJ RI FDUFLQRJHQV DQG PXWDJHQV ZLWK UHJDUG WR ERWK VHQVLWLYLW\ DQG VHOHFWLYLW\ $V ZDV VHHQ IRU WKH UHODWLYH DEXQGDQFHV IRU WKH P] DQG P] SURGXFW LRQV FRPSHWLQJ UHDFWLRQV VXFK DV WKRVH ZLWK WKH QXFOHRSKLOH QHXWUDOVf GHSOHWH WKH LRQL]HG QXFOHRSKLOH SRSXODWLRQ DQG UHGXFH WKH H[WHQW RI WKH GHVLUHG UHDFWLRQ ZLWK WKH HOHFWURSKLOH QHXWUDOV 7KHUHIRUH WKH UHVSRQVH SHU XQLW RI DQDO\WH LH WKH VHQVLWLYLW\f LV UHGXFHG ,GHDOO\ WKH LRQPROHFXOH SURGXFW LRQ VSHFWUD ZLOO KDYH RQO\ RQH SURGXFW LRQ SUHVHQW DQ DGGXFW LRQ EHWZHHQ WKH PRGHO '1$ EDVH DQG WKH FDUFLQRJHQ RU PXWDJHQ 7KLV LRQf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

PAGE 44

1(f ZLOO EH WKH PRVW DEXQGDQW SURGXFW LRQ IRUPHG 5HDFWLRQ 6FKHPH 'HWHUPLQDWLRQ 7R EHWWHU XQGHUVWDQG WKH UHDFWLRQV EHWZHHQ WKH S\ULGLQH PROHFXODU LRQV DQG WKH DOO\O LRGLGH DQG S\ULGLQH QHXWUDOV WKH UHDFWLRQ VFKHPH ZDV HOXFLGDWHG WKURXJK D FRPELQDWLRQ RI 06 DQG WLPHUHVROYHG GDWD DFTXLVLWLRQ )LJXUH VKRZV WKH 06 VHTXHQFH IURP D VHSDUDWH H[SHULPHQW XVHG WR LGHQWLI\ WKH P] SURGXFW LRQ RI )LJXUH E )LJXUH D REWDLQHG ZLWK WKH ILUVW VWDJH RI PDVV VSHFWURPHWU\ LV WKH HOHFWURQ LRQL]DWLRQ (Of VSHFWUXP RI WKH QHXWUDOV LQLWLDOO\ SUHVHQW LQ WKH 4,706 )ROORZLQJ LVRODWLRQ RI WKH S\ULGLQH PROHFXODU LRQ 1 f DW P] DQG LWV VXEVHTXHQW UHDFWLRQ IRU PV ZLWK WKH QHXWUDOV SUHVHQW LQ WKH 4,706 WKH VSHFWUXP LQ )LJXUH E ZDV REWDLQHG $V PHQWLRQHG HDUOLHU XQZDQWHG SURGXFW LRQV VXFK DV WKH P] SURGXFW LRQ ZHUH SURGXFHG LQ DGGLWLRQ WR WKH GHVLUHG S\ULGLQHDOO\O DGGXFW LRQ 1(f DW P] ,VRODWLRQ DQG FROOLVLRQLQGXFHG GLVVRFLDWLRQ &,'f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

PAGE 45

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df Ef LRGLGH DQG QHXWUDO S\ULGLQH Df 06 (OHFWURQ LRQL]DWLRQ RI S\ULGLQH DQG DOO\O LRGLGH QHXWUDOV Ef 06 3URGXFW LRQ VSHFWUXP IROORZLQJ WKH LVRODWLRQ RI LRQL]HG S\ULGLQH Ff 06 ,VRODWLRQ DQG &,' RI WKH P] SURGXFW LRQ Gf 06 &,' RI WKH P] IUDJPHQW LRQ

PAGE 46

5HODWLYH ,QWHQVLW\ \ F I' .f L L • 2 V ,r n F Q! D 2 2 ,Q 1 r r 5HODWLYH ,QWHQVLW\ R LQ R R X!

PAGE 47

WR WKH IUDJPHQW LRQV KDV LQFUHDVHG GXH WR LRQ HMHFWLRQ GXULQJ &,' WKH DEVROXWH LQWHQVLW\ RI WKH P] LRQ KDV UHPDLQHG FRQVWDQW %DVHG XSRQ WKH LQIRUPDWLRQ IURP WKH &,' VSHFWUD LQ )LJXUHV F DQG G WKH P] SURGXFW LRQ ZDV LGHQWLILHG DV WKH GLS\ULGLQLXP LRGLQH DGGXFW LRQ 1;f 7KH 06 IUDJPHQW LRQ DW P] )LJXUH Gf FRUUHVSRQGHG WR WKH S\ULGLQH PROHFXODU LRQ 1f $GGLWLRQ RI DQ LRGLQH DWRP PDVV XQLWVf WR WKH S\ULGLQH PROHFXODU LRQ UHVXOWHG LQ WKH IRUPDWLRQ RI WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f DW P] )LJXUH Ff $GGLWLRQ RI D VHFRQG S\ULGLQH PROHFXOH PDVV XQLWVf WR WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f \LHOGHG WKH GLS\ULGLQLXP LRGLQH DGGXFW LRQ 1;f DW P] 7KH UHPDLQLQJ SURGXFW LRQV ZHUH DOVR VXEMHFWHG WR 06 DQDO\VHV WR GHWHUPLQH WKHLU VWUXFWXUHV 7DEOH OLVWV WKH SURGXFW LRQV DORQJ ZLWK WKH IUDJPHQW LRQV ZKLFK ZHUH IRUPHG IURP HDFK XSRQ 06 7KH S\ULGLQHLRGLQH DGGXFW LRQ 1;f DW P] IUDJPHQWHG WKURXJK KRPRO\WLF FOHDYDJH DW WKH S\ULGLQHLRGLQH ERQG WR \LHOG WKH VWDUWLQJ S\ULGLQH PROHFXODU LRQ 1 f DW P] 7KH SYULGLQHDOO\O DGGXFW LRQ 1(f DW P] IUDJPHQWHG YLD D K\GURJHQ VKLIW WR IRUP WKH SURWRQDWHG S\ULGLQH 1+f DW P] %RWK RI WKHVH IUDJPHQWDWLRQV DUH VKRZQ LQ )LJXUH 7KH SURWRQDWHG S\ULGLQH 1+f ZDV UHVLVWDQW WR IUDJPHQWDWLRQ XQGHU WKH FRQGLWLRQV HPSOR\HG 7KH LQDELOLW\ WR REWDLQ DQ\ IUDJPHQW LQIRUPDWLRQ RQ WKLV LRQ ZDV GXH WR WKH KLJK HQHUJ\ QHFHVVDU\ WR IUDJPHQW HYHQ HOHFWURQ LRQV ZLWK DURPDWLF UHVRQDQFH VWDELOL]DWLRQ /RVVLQJ DQG +ROPHV f 8QGHU WKH UHVRQDQW H[FLWDWLRQ FRQGLWLRQV XVHG WKHVH LRQV ZHUH HMHFWHG IURP WKH LRQ WUDS EHIRUH WKH\ FRXOG DFTXLUH VXIILFLHQW

PAGE 48

7DEOH )UDJPHQW ,RQV 2EWDLQHG IURP &ROOLVLRQ ,QGXFHG 'LVVRFLDWLRQ RI WKH 3URGXFW ,RQV IURP WKH 5HDFWLRQ RI 3\ULGLQH ,RQV ZLWK $OO\O ,RGLGH 1HXWUDOV 3URGXFW ,RQ P] 3URGXFW ,RQ 6\PERO )UDJPHQW ,RQV 6WDJHf Q[ f f 1; f 1( f 1)7 1RQH 6WDJH UHIHUV WR WKH VWDJH RI PDVV VSHFWURPHWU\ UHTXLUHG WR REVHUYH WKDW SDUWLFXODU IUDJPHQW LRQ )RU H[DPSOH f UHIHUV WR 0606 f WR 060606 HWF

PAGE 49

P] P] P] f§FK )LJXUH )UDJPHQWDWLRQ PHFKDQLVPV IRU WKH P] DQG P] SURGXFW LRQV IURP WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O LRGLGH

PAGE 50

NLQHWLF HQHUJ\ WR LQGXFH IUDJPHQWDWLRQ XSRQ FROOLVLRQ ZLWK KHOLXP 7KH UHDFWLRQ SDWKZD\V ZHUH GHWHUPLQHG E\ DFTXLULQJ VLJQDO LQWHQVLWLHV DV D IXQFWLRQ RI WLPH DV GHPRQVWUDWHG LQ )LJXUH 9LVXDO LQVSHFWLRQ RI WKLV SORW JLYHV LQVLJKW LQWR WKH UHDFWLRQ PHFKDQLVP ,Q WKH HDUO\ VWDJHV RI WKH UHDFWLRQ PVf WKH IRXU SURGXFW LRQV DW P] SURWRQDWHG S\ULGLQH 1+f DW P] S\ULGLQHDOO\O DGGXFW LRQ 1(f DW P] S\ULGLQHLRGLQH DGGXFW LRQ 1;f DQG DW P] GLS\ULGLQLXP LRGLQH LRQ 1;f LQLWLDOO\ LQFUHDVHG ZKLOH WKH P] S\ULGLQH PROHFXODU LRQ 1f LRQ GHFUHDVHG $IWHU PV WKH SURGXFWLRQ RI WKH P] SURGXFW LRQ EHJDQ WR GHFD\ ZKLOH WKH UDWH RI SURGXFWLRQ RI WKH P] SURGXFW LRQ GLS\ULGLQLXP LRGLQH DGGXFW LRQ 1;f LQFUHDVHG 7KLV VHTXHQFH LV FKDUDFWHULVWLF RI $r%r& FRQVHFXWLYH UHDFWLRQV ZKHUH $ IRUPV % DQG WKHQ % IRUPV & /DLGOHU f )RU WKH S\ULGLQH LRQDOO\O LRGLGH QHXWUDO UHDFWLRQ $ FRUUHVSRQGV WR WKH S\ULGLQH PROHFXODU LRQ 1f % FRUUHVSRQGV WR WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f DQG & FRUUHVSRQGV WR WKH GLS\ULGLQLXP LRGLQH DGGXFW LRQ 1;f 7KLV VHTXHQFH DJUHHV ZLWK WKH 06 VSHFWUD SUHVHQWHG LQ )LJXUH LQ WKDW ERWK )LJXUHV DQG LQGLFDWHG WKDW WKH P] SURGXFW LRQ ZDV IRUPHG IURP WKH UHDFWLRQ RI WKH S\ULGLQH LRGLQH DGGXFW LRQ 1;f DW P] LRQ ZLWK QHXWUDO S\ULGLQH )XUWKHU VXSSRUW IRU WKLV PHFKDQLVP ZDV IRXQG ZKHQ WKH UHDFWLRQ RI WKH LVRODWHG S\ULGLQHLRGLQH DGGXFW LRQV 1;f DW P] ZLWK QHXWUDO S\ULGLQH DQG QHXWUDO DOO\O LRGLGH UHVXOWHG LQ WKH VROH SURGXFWLRQ RI WKH GLS\ULGLQLXP LRGLGH LRQ 1;f DW P] 7KH WLPHUHVROYHG DQG 06 GDWD ZHUH FRPELQHG WR REWDLQ WKH UHDFWLRQ VFKHPH IRU S\ULGLQH LRQV UHDFWLQJ ZLWK S\ULGLQH QHXWUDOV DQG DOO\ LRGLGH QHXWUDOV ZKLFK LV

PAGE 51

,RQ ,QWHQVLW\ FRXQWVf f§ P] f§ f§ f§ f§ P] ,n 777 n77_fU7 OP-n L U L 7 5HDFWLRQ 7LPH PVf )LJXUH 6LJQDO LQWHQVLW\ YHUVXV WLPH IRU WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O LRGLGH

PAGE 52

)LJXUH 5HDFWLRQ VFKHPH IRUPXODWHG IRU WKH UHDFWLRQV RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O LRGLGH DQG S\ULGLQH QHXWUDOV A

PAGE 53

VKRZQ LQ )LJXUH 7KLV UHDFWLRQ VFKHPH VXJJHVWV WKDW ZKHQ WKH S\ULGLQH PROHFXODU LRQ 1f UHDFWV ZLWK WKH DOO\O LRGLGH QHXWUDO WKHUH ZLOO DOZD\V EH FRPSHWLWLRQ EHWZHHQ WKH IRUPDWLRQ RI WKH S\ULGLQHDOO\O DGGXFW LRQ 1(f YLD ORVV RI WKH KDORJHQ UDGLFDO DQG WKH IRUPDWLRQ RI WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f YLD ORVV RI WKH DOO\O UDGLFDO 7KHVH IRUPDWLRQ RI WKH WZR SURGXFWV FRPSHWHV ZLWK WKH GHVLUHG UHDFWLRQ EHWZHHQ WKH QXFOHRSKLOH LRQV DQG WKH DOO\O KDOLGH QHXWUDOV VKRZQ LQ )LJXUH $OVR WKH SUHVHQFH RI WKH S\ULGLQH QHXWUDOV LQWURGXFHG WZR PRUH XQH[SHFWHG SURGXFW LRQV WKH SURWRQDWHG S\ULGLQH 1+f DW Pn] DQG WKH GLS\ULGLQLXP LRGLQH DGGXFW LRQ 1;f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

PAGE 54

IRU HDFK SURGXFW LRQ IRUPDWLRQ 'LIIHUHQWLDO HTXDWLRQV GHVFULELQJ HDFK SURGXFW LRQ IRUPDWLRQ /DLGOHU f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f LV ODUJHU WKDQ WKH UDWHV RI IRUPDWLRQ RI WKH S\ULGLQHDOO\O DGGXFW N [ FFPROHF Vf DQG RI WKH S\ULGLQHLRGLQH DGGXFW N [ FFPROHF Vf FRPELQHG 6HFRQG LI WKH S\ULGLQH LRQV ZHUH WR UHDFW RQO\ ZLWK

PAGE 55

7DEOH ,QWHJUDWHG 5DWH (TXDWLRQV 8VHG WR (YDOXDWH WKH 5DWH &RQVWDQWV IRU WKH 5HDFWLRQ RI 3\ULGLQH ,RQV ZLWK 3\ULGLQH DQG $OO\O ,RGLGH 1HXWUDOV 0DVV RI ,RQ 'HFD\LQJ)RUPLQJ ,RQ 6\PERO 5DWH &RQVWDQW (TXDWLRQ 8VHG 1n NU >1 f @ >1@RHBN7W 1+ >1+@ A>1@>1 @OH NU 1( N >1(@ >(;@>1@OHN7ff NU 1; N >1;@ >1;@ OA&(;OI1r @ H NUWf 1; N N>(;@>1 / N NU1 >1;r@ rH 0 H N>1@Wf r 0NMW1ONf ([SODQDWLRQV IRU WKH YDULDEOHV XVHG LQ WKH HTXDWLRQV FDQ EH IRXQG LQ $SSHQGL[ $ 2Q

PAGE 56

7DEOH 3ORWV 0DGH WR 'HWHUPLQH WKH 5DWH &RPVUDQWV IRU WKH 5HDFWLRQ RI 3\ULGLQH ,RQV ZLWK $OO\O ,RGLGH 1HXWUDOVDf 5DWH &RQVWDQW ,QGHSHQGHQW 9DULDEOH 'HSHQGHQW 9DULDEOH N W ,Q >1 @ GH >1(@W A GH N7Wf >1;@W >1;@W 1RQH >1@sA>1@ A>1MA&NU4FUW7ff >1@W N GHnrf >1+@W 5HIHU WR $SSHQGL[ $ IRU D FRPSOHWH H[SODQDWLRQ RQ KRZ WKH UDWH FRQVWDQWV DUH REWDLQHG IURP WKHLU UHUVSHFWLYH SORWV 7KLV UDWH FRQVWDQW FRXOG QRW EH REWDLQHG IURP D OLQHDU SORW DQG ZDV VROYHG IRU XVLQJ WKH TXDGUDWLF HTXDWLRQ OLVWHG $ FRPSOHWH H[SODQDWLRQ LV JLYHQ LQ $SSHQGL[ $

PAGE 57

/Q >1 @ )LJXUH 3ORW RI OQ>1 @ YHUVXV WLPH WR REWDLQ WKH YDOXH RI N[

PAGE 58

7DEOH 5DWH &RQVWDQWV 'HWHUPLQHG IRU WKH 5HDWLRQ RI 3\ULGLQH ,RQV ZLWK $OO\O ,RGLGH 1HXWUDOV 3\ULGLQH 3UHVVXUHDf $OO\O ,RGLGH 3UHVVXUHDf 5DWH &RQVWDQW NE! 5DWH &RQVWDQW NEf 5DWH &RQVWDQW NEf 5DWH &RQVWDQW N E! $YHUDJH 56' sb sb sb sb Df 3UHVVXUHV DUH UHSRUWHG LQ XQLWV RI WRUU Ef 5DWH FRQVWDQWV VHH )LJXUH f DUH UHSRUWHG RQ XQLWV RI FPPROHF V A Yk

PAGE 59

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df Ef P] )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK S\ULGLQH DQG DOO\O LRGLGH QHXWUDOV Df 3\ULGLQH SUHVVXUH LV IRXU WLPHV WKDW RI DOO\O LRGLGH Ef $OO\O LRGLGH SUHVVXUH LV WHQ WLPHV WKDW RI S\ULGLQH

PAGE 60

WKH DOO\ LRGLGH QHXWUDOV WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f DW P] ZLOO DOZD\V EH PRUH DEXQGDQW WKDQ WKH S\ULGLQHDOO\O DGGXFW LRQ 1(f DW P] EHFDXVH WKH UDWH RI IRUPDWLRQ RI WKH P] LRQ LV ODUJHU WKDQ WKH UDWH RI IRUPDWLRQ RI WKH P] LRQ %RWK RI WKHVH DVSHFWV DUH GHPRQVWUDWHG LQ )LJXUH E ,Q WKLV VSHFWUXP WKH SURWRQDWHG S\ULGLQH 1+f DW P] ZDV WKH PRVW DEXQGDQW SURGXFW LRQ DV SUHGLFWHG E\ WKH NLQHWLFV $OVR WKH VXP RI WKH VLJQDO LQWHQVLWLHV IRU WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f DW P] DQG WKH GLS\ULGLQLXP LRGLGH LRQ 1;f DW P] LV ODUJHU WKDQ WKH VLJQDO LQWHQVLW\ IRU WKH S\ULGLQHDOO\O DGGXFW LRQ 1(f DW P] 5HPHPEHULQJ WKDW WKLV VXP UHSUHVHQWV UDWH FRQVWDQW N UHIHU WR WKH $SSHQGL[ DQG 7DEOH f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

PAGE 61

SUHVVXUH UDWLR IDYRUV WKH IRUPDWLRQ RI SURGXFW LRQV GXH WR UHDFWLRQ ZLWK S\ULGLQH QHXWUDOV WKXV WKH UHODWLYHO\ KLJK LQWHQVLW\ IRU WKH SURWRQDWHG S\ULGLQH 1+f DW P] DQG IRU WKH GLS\ULGLQLXP LRGLGH LRQ 1;f DW P] ,Q FRQWUDVW WKH DOO\O LRGLGH SUHVVXUH LV WHQ WLPHV JUHDWHU WKDQ WKH S\ULGLQH SUHVVXUH IRU WKH VSHFWUXP VKRZQ LQ )LJXUH E 7KLV SUHVVXUH UDWLR LQFUHDVHV WKH UDWH RI IRUPDWLRQ RI WKH S\ULGLQHDOO\O DGGXFW LRQ 1(f DW P] DQG WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f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f ZHUH PRUH IDYRUDEOH WKDQ WKRVH IRU WKH IRUPDWLRQ RI WKH S\ULGLQHDOO\O DGGXFW LRQ 1(f ZKHQ S\ULGLQH LRQV UHDFWHG ZLWK DOO\O LRGLGH QHXWUDOV 7KHUHIRUH DQ\ UHDFWLRQ EHWZHHQ S\ULGLQH LRQV DQG DOO\O LRGLGH QHXWUDOV ZLOO UHVXOW LQ WZR SURGXFW LRQV ZLWK WKH GHVLUHG SURGXFW LRQ EHLQJ OHVV DEXQGDQW 7KH VHFRQG PDMRU IDFWRU LV WKH SUHVVXUH

PAGE 62

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f $ VHFRQG DSSURDFK WR UHGXFLQJ WKH SURGXFWLRQ RI VLGH SURGXFW LRQV LV WR UHGXFH WKH SUHVVXUH RI WKH QXFOHRSKLOH QHXWUDOV GXULQJ WKH UHDFWLRQ SHULRG $V VHHQ ZLWK WKH S\ULGLQHDOO\O LRGLGH V\VWHP UHDFWLRQV GXH WR WKH S\ULGLQH QHXWUDOV DFFRXQWHG IRU DV PDQ\ SURGXFW LRQV DV WKH UHDFWLRQV GXH WR WKH DOO\O LRGLGH QHXWUDOV 5HGXFWLRQ RI WKH QXFOHRSKLOH SUHVVXUH GXULQJ WKH UHDFWLRQ SHULRG ZLOO PLQLPL]H WKH UHDFWLRQV ZLWK WKH QHXWUDO QXFOHRSKLOH

PAGE 63

&+$37(5 675$7(*,(6 )25 %(77(5 &21752/ 29(5 ,2102/(&8/( 5($&7,216 3(5)250(' ,1 $ 4,706 ,QWURGXFWLRQ 7KH SUHYLRXV FKDSWHU LGHQWLILHG WKH WZR PDMRU IDFWRUV ZKLFK PXVW EH FRQVLGHUHG ZKHQ SHUIRUPLQJ LRQPROHFXOH UHDFWLRQV LQ D 4,706 7KH WKHUPRG\QDPLFV LH KHDW RI UHDFWLRQ DFWLYDWLRQ HQHUJ\ HWFf EHWZHHQ WKH UHDFWDQW LRQV DQG DOO QHXWUDOV ZKLFK DUH SUHVHQW LQVLGH WKH 4,706 GXULQJ WKH UHDFWLRQ SHULRG GHWHUPLQHV ZKLFK SURGXFW LRQV FDQ EH IRUPHG 7KH SUHVVXUHV RI HDFK QHXWUDO JRYHUQ WKH H[WHQW WR ZKLFK HDFK UHDFWV ZLWK WKH UHDFWDQW LRQV %DVHG XSRQ WKHVH FKDUDFWHULVWLFV WKH ODFN RI VSDWLDO VHSDUDWLRQ LQKHUHQW WR WKH WDQGHPLQWLPH 4,706 ZDV VKRZQ WR EH SUREOHPDWLF IRU WKH JDVSKDVH UHDFWLRQV EHWZHHQ S\ULGLQH DQG WKH DOO\O KDOLGHV 7KH LRQL]HG QXFOHRSKLOH S\ULGLQH 0 LRQVf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

PAGE 64

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f S\ULGLQH )LVKHU 6FLHQWLILF 2UODQGR )/f DQG SLSHULGLQH )LVKHU 6FLHQWLILFf ZHUH REWDLQHG IURP WKH PDQXIDFWXUHU DQG XVHG ZLWKRXW IXUWKHU SXULILFDWLRQ 6DPSOHV IRU WKH FRQVWDQW SUHVVXUH VWXGLHV ZHUH LQWURGXFHG WKURXJK *UDQYLOOH3KLOOLSV %RXOGHU &2f 6HULHV YDULDEOH OHDN YDOYHV 7KH YDOYHV ZHUH ZUDSSHG ZLWK KHDWLQJ WDSH DQG ZHUH KHDWHG WR D FRQVWDQW WHPSHUDWXUH RI r& $OO SUHVVXUHV UHSRUWHG ZHUH PHDVXUHG E\ D %D\DUG$OSHUW LRQL]DWLRQ JDXJH PRXQWHG RQ WKH YDFXXP FKDPEHU DQG DUH XQFRUUHFWHG 6DPSOH SUHVVXUHV UDQJHG IURP [ WRUU WR [ WRUU $OO H[SHULPHQWV ZHUH SHUIRUPHG RQ D )LQQLJDQ 0$7 ,RQ 7UDS 0DVV 6SHFWURPHWHU ,706r1f $ 9DUDQ JDV FKURPDWRJUDSK ZDV XVHG IRU JDV FKURPDWRJUDSK\ *&f LQWURGXFWLRQ RI WKH PL[WXUHV 7KH *& WUDQVIHU OLQH IRU

PAGE 65

LQWURGXFWLRQ LQWR WKH ,706 GHVLJQHG E\ +DLO HW DO f FRQVLVWV RI D FDSLOODU\ FROXPQ SDVVHG WKURXJK DLP ORQJ VWDLQOHVV VWHHO VVf WXELQJ RGf ZKLFK LV UHVLVWLYHO\ KHDWHG E\ DSSO\LQJ DQ $& YROWDJH SURYLGHG E\ D YDULDEOH WUDQVIRUPHU 9DULDFf DQG VWHSGRZQ WUDQVIRUPHU DFURVV WKH VV WXELQJ 7KH VV WXELQJ LV SDVVHG LQWR D PRGLILHG VROLGV SUREH VKDIW WR DOORZ IRU HDV\ LQVHUWLRQ RI WKH WUDQVIHU OLQH LQWR WKH ,706 FKDPEHU WKURXJK WKH VROLGV SUREH ORFN 3XOVHG YDOYH LQWURGXFWLRQ RI WKH QXFOHRSKLOHV ZDV WKURXJK D 6HULHV SXOVHG YDOYH *HQHUDO 9DOYH &RUS )DLUILHOG 1-f $Q H[SDQGHG YLHZ RI WKH SXOVHG YDOYH H[SHULPHQWDO VHWXS LV VKRZQ LQ )LJXUH 7KH KDUGZDUH FRQVLVWV RI D SXOVHG YDOYH PRXQWHG RQ VWDLQOHVV VWHHO WXELQJ ZKLFK ZDV LQVHUWHG LQWR WKH ,706 FKDPEHU WKURXJK D ERUHGWKURXJK &DMRQ DGDSWHU ZHOGHG WR WKH IODQJH $ WHIORQ VOHHYH FRQWDLQLQJ WZR VHWV RI UHOLHI KROHV ZDV XVHG WR DFW DV D VSOLWWHU IRU WKH SXOVHG VDPSOH 7KH WHIORQ VOHHYH ZDV KHOG LQ SODFH E\ D VWDLQOHVV VWHHO EUDFH QRW VKRZQf PRXQWHG WR WKH FKDPEHU IODQJH 7KH H[LW RULILFH RI WKH SXOVHG YDOYH ZDV LQ LQ GLDPHWHU ,RQ &DWFKHU 6RIWZDUH ,&06, GHYHORSHG E\ 1DWKDQ $
PAGE 66

)LJXUH 6FKHPDWLF IRU LQFRUSRUDWLRQ RI SXOVHG YDOYH LQWURGXFWLRQ /O?

PAGE 67

)LJXUH 6FDQ IXQFWLRQ XVHG IRU SXOVHGYDOYH LQWURGXFWLRQ 6KRZQ DUH WKH VWDJHV RI SXOVLQJ LQ WKH UHDJHQW $f GHOD\ SULRU WR LRQL]DWLRQ %f LRQL]DWLRQ &f UHDJHQW LRQ IRUPDWLRQ 'f UHDJHQW LRQ LVRODWLRQ (f UHDFWLRQ EHWZHHQ WKH UHDJHQW LRQ DQG WKH DQDO\WH QHXWUDOV )f DQG WKH PDVVVHOHFWLYH LQVWDELOLW\ VFDQ *f A RR

PAGE 68

LRQL]DWLRQ 7KLV SXOVH ZDV XVHG WR RSHQ DQG FORVH WKH SXOVHG YDOYH VR WKDW WKH QXFOHRSKLOH VDPSOH PD\ EH LQWURGXFHG LQWR WKH ,706 FKDPEHU $IWHU DQ DSSURSULDWH GHOD\ VWHS %f LRQL]DWLRQ VWHS &f DW TQXFOHRSKLOHf ZDV IROORZHG E\ UHDJHQW LRQ IRUPDWLRQ VWHS 'f DQG WZRVWHS UIGF LVRODWLRQ VWHS (f *URQRZVND HW DO 1 @ $IWHU LVRODWLRQ WKH QXFOHRSKLOH PROHFXODU LRQV ZHUH DOORZHG WR UHDFW ZLWK WKH ERWK WKH QXFOHRSKLOH DQG HOHFWURSKLOH QHXWUDOV SUHVHQW LQVLGH WKH LRQ WUDS IRU XS WR PV DW D T1 f VWHS )f 0DVV VSHFWUD ZHUH DFTXLUHG ZLWK WKH D[LDO PRGXODWLRQ N+] DQG 9SBSf PDVVVHOHFWLYH LQVWDELOLW\ VFDQ VWHS *f 6WDIIRUG HW DO f 7KH SURGXFW VSHFWUD VKRZQ ZHUH REWDLQHG DIWHU WKH PV UHDFWLRQ SHULRG )RU WKH FDOLEUDWLRQ VWXGLHV JDV FKURPDWRJUDSK\ ZDV FDUULHG RXW RQ D t : 6FLHQWLILF )ROVRP &$f '% P ORQJ PP LG SP ILOP WKLFNQHVVf FDSLOODU\ FROXPQ LQ WKH VSOLW PRGH VSOLW UDWLR65f Of ZLWK KHOLXP FDUULHU JDV DW DQ LQOHW SUHVVXUH RI SVLJ 7KH *& RYHQ ZDV WHPSHUDWXUH SURJUDPPHG IURP r& WR r& DW r&PLQ DIWHU DQ LQLWLDO KROG WLPH RI PLQXWHV 2QH PLFUROLWHU LQMHFWLRQV ZHUH PDGH LQ WULSOLFDWH DW DQ LQMHFWLRQ SRUW WHPSHUDWXUH RI r& DQG D WUDQVIHU OLQH WHPSHUDWXUH RI r& $OO\O KDOLGH FKORULGH EURPLGH DQG LRGLGHf VWDQGDUGV ZHUH SUHSDUHG LQ RFWDQH LQ WKH IROORZLQJ PDQQHU WKH DQG QPROS/ VROXWLRQV ZHUH SUHSDUHG IURP D QPROS/ VWRFN VROXWLRQ WKH DQG SPROS/ VROXWLRQV IURP WKH QPROS/ VROXWLRQ WKH DQG SPROS/ VROXWLRQV IURP WKH SPROS/ VROXWLRQ 4XDQWLWDWLRQ ZDV SHUIRUPHG RQ WKH VHOHFWHG LRQPROHFXOH SURGXFW LRQV P] IRU DOO\O FKORULGH DQG

PAGE 69

ERWK P] DQG P] IRU DOO\O LRGLGHf WKURXJK WKH 4XDQWLWDWLRQ 3URJUDP RI WKH ,&06 VRIWZDUH &DOLEUDWLRQ FXUYHV REWDLQHG IRU SXOVHG YDOYH LQWURGXFWLRQ XVHG D FRQWURO SXOVH RI PV 7KH SXOVHG YDOYH ZDV ORFDWHG RQHKDOI LQFK DZD\ IURP WKH 4,706 DQG WKH WHIORQ VOHHYH ZDV QRW XVHG &RQVWDQW SUHVVXUH FDOLEUDWLRQ FXUYHV XVHG D S\ULGLQH SUHVVXUH RI [ WRUU XQFRUUHFWHGf )RU WKH JDVSKDVH UHDFWLYLW\ VWXGLHV JDV FKURPDWRJUDSK\ ZDV FDUULHG RXW RQ D t : 6FLHQWLILF )ROVRP &$f '% P ORQJ PP LG SP ILOP WKLFNQHVVf FDSLOODU\ FROXPQ LQ WKH VSOLW PRGH 65 f ZLWK KHOLXP FDUULHU JDV DW DQ LQOHW SUHVVXUH RI SVLJ 7KH *& RYHQ ZDV WHPSHUDWXUH SURJUDPPHG IURP r& WR r& DW r&PLQ DIWHU DQ LQLWLDO KROG WLPH RI PLQXWHV 2QH PLFUROLWHU LQMHFWLRQV ZHUH PDGH DW DQ LQMHFWLRQ SRUW WHPSHUDWXUH RI r& DQG D WUDQVIHU OLQH WHPSHUDWXUH RI r& 7ZR FDUFLQRJHQQRQFDUFLQRJHQ PL[WXUHV ZHUH SUHSDUHG ZLWK WKH FRPSRQHQWV OLVWHG LQ 7DEOH (DFK PL[WXUH ZDV HTXLPRODU QPROS/f PL[WXUH ZDV SUHSDUHG LQ RFWDQH DQG PL[WXUH ZDV SUHSDUHG LQ SHQWDQH (DFK PL[WXUH ZDV UHDFWHG ZLWK S\ULGLQH DQG WKLRSKHQH PROHFXODU LRQV 'DWD IRU WKHVH VWXGLHV ZHUH DFTXLUHG E\ DOWHUQDWLQJ DQ HOHFWURQ LRQL]DWLRQ (Of VFDQ ZLWK D VHOHFWLYH LRQPROHFXOH VFDQ ZKLOH WKH PL[WXUHV ZHUH HOXWLQJ RII WKH *& FROXPQ &KURPDWRJUDPV IRU WKH (O DQG VHOHFWLYH LRQPROHFXOH VFDQV ZHUH REWDLQHG DV IROORZV )RU WKH (O FKURPDWRJUDP WKH UHFRQVWUXFWHG LRQ FXUUHQW 5,&f IRU HDFK VFDQ ZDV SORWWHG DV D IXQFWLRQ RI WLPH )RU WKH VHOHFWLYH LRQPROHFXOH FKURPDWRJUDP WKH LQWHQVLWLHV IRU ERWK WKH QXFOHRSKLOH PROHFXODU LRQ DQG WKH SURWRQDWHG QXFOHRSKLOH LRQ ZHUH VXEWUDFWHG IURP HDFK VFDQ 7KH UHVXOWLQJ 5,&fV

PAGE 70

7DEOH 3URSHUWLHV RI WKH 1XFOHRSKLOHV DQG WKH $QDO\WHV &RPSULVLQJ WKH 7ZR (TXLPRODU *& 0L[WXUHV /LVWHG LQ 7KHLU 2UGHU RI (OXWLRQ (OHFWURSKLOH 0: ,(IH9O 6XSSOLHU 0,;785( $FUROHLQ D E )OXND %XFKV 6ZLW]HUODQGf $OO\O &KORULGH $OGULFK 0LOZDONHH :,f 3URS\O FKORULGH (DVWPDQ .RGDN 5RFKHVWHU 1
PAGE 71

ZHUH SORWWHG DV D IXQFWLRQ RI WLPH &KDQJLQJ WKH ,RQ1HXWUDO &KHPLVWU\ $URPDWLF UDGLFDO FDWLRQV KDYH EHHQ UHSRUWHG WR IRUP VWDEOH DGGXFWV ZLWK DON\O LRGLGHV EXW QRW ZLWK HLWKHU DON\O EURPLGHV RU DON\O FKORULGHV *URVV HW DO 0LOOHU DQG *URVV +ROPDQ DQG *URVV f 7KH DURPDWLFDON\O LRGLGH DGGXFW LRQV WKHQ GHFRPSRVH WR :KHODQGW\SH VWUXFWXUHV ZLWK WKH H[SXOVLRQ RI QHXWUDO LRGLQH 7KLV VHOHFWHG UHDFWLYLW\ ZDV DWWULEXWHG WR WKH KLJK SRODUL]DELOLW\ RI WKH LRGLQH DWRP 0LOOHU DQG *URVV +ROPDQ DQG *URVV f 7KH LRGLQH DWRP ZDV EHWWHU DEOH WR DFFRPPRGDWH D SRVLWLYH FKDUJH WKDQ HLWKHU WKH FKORULGH RU EURPLGH DWRPV DQG WKXV WKH DURPDWLF UDGLFDO FDWLRQV ERQGHG DW WKH LRGLQH DWRP RI WKH DON\O LRGLGHV PRUH HDVLO\ WKDQ DW HLWKHU WKH FKORULQH RU EURPLQH DWRPV 7KHVH FKDUDFWHULVWLFV FDQ EH REVHUYHG LQ WKH VSHFWUD VKRZQ LQ )LJXUHV D DQG E 5HDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O FKORULGH SURGXFHG QR FKORULQH DGGXFWV )LJXUH Df KRZHYHU UHDFWLRQ ZLWK DOO\O LRGLGH SURGXFHG WZR LRGLQH DGGXFW LRQV )LJXUH Ef 7KH IRUPDWLRQ RI WKH S\ULGLQHLRGLQH DGGXFW LRQV ZDV OLNHO\ HQKDQFHG E\ D FRPELQDWLRQ RI WKH DURPDWLFLW\ RI S\ULGLQH ZKLFK DOORZV LW WR UHVRQDQWO\ VWDELOL]H WKH SRVLWLYH FKDUJH RI WKH DGGXFW LRQ DQG WKH DELOLW\ RI WKH DOO\O JURXS WR H[LVW DV D UDGLFDO LH LV D JRRG OHDYLQJ JURXSf ,Q WKH VWXGLHV DERYH QR DURPDWLF FDWLRQLRGLQH DGGXFWV ZHUH IRUPHG WKURXJK FOHDYDJH RI WKH DON\O JURXS EHFDXVH WKH DON\O JURXSV ZHUH QRW JRRG OHDYLQJ JURXSV 6LQFH WKH DOO\O JURXS LV D JRRG OHDYLQJ JURXS WKH XVH RI D QRQDURPDWLF LRQL]HG QXFOHRSKLOH VKRXOG UHGXFH WKH

PAGE 72

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df Ef )LJXUH 1,7 1+ 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI DOO\O LRGLGH ZLWK WKH PROHFXODU LRQV RI Df S\ULGLQH DQG Ef SLSHULGLQH

PAGE 73

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f DQG DW P] GLSLSHULGLQLXP LRGLQH LRQf +RZHYHU HOLPLQDWLRQ RI LRGLQH DGGXFW LRQ IRUPDWLRQ GLG QRW SUHYHQW WKH SURGXFWLRQ RI WKH SLSHULGLQHDOO\O DGGXFW LRQ 1(7 6LPLODU WR WKH S\ULGLQH LRQV ZLWK ERWK UHDJHQWV SUHVHQW DW HTXDO SUHVVXUHV WKH SLSHULGLQH LRQV ZHUH PRUH UHDFWLYH ZLWK WKH SLSHULGLQH QHXWUDOV WKDQ ZLWK WKH DOO\O LRGLGH QHXWUDOV EHFDXVH WKH VHOISURWRQDWLRQ SURGXFW LRQ 1+f DW P] ZDV PRUH WKDQ WZLFH DV DEXQGDQW DV WKH SLSHULGLQHDOO\O DGGXFW LRQ 1(f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

PAGE 74

SURGXFHG RQO\ RQH SURGXFW LRQ WKH SLSHULGLQHDOO\O DGGXFW LRQ DW P] 5HPHPEHU WKH SURWRQDWHG SLSHULGLQH LRQ UHVXOWV IURP UHDFWLRQ RI WKH SLSHULGLQH PROHFXODU LRQV ZLWK QHXWUDO SLSHULGLQHf 3XOVHG 9DOYH ,QWURGXFWLRQ 7KH SUHFHGLQJ VHFWLRQ GHPRQVWUDWHV WKDW FKDQJLQJ WKH LRQQHXWUDO FKHPLVWU\ FDQ DOWHU WKH VHOHFWLYLW\ RI WKH LRQPROHFXOH UHDFWLRQ +RZHYHU WKH ODFN RI VSDWLDO VHSDUDWLRQ VWLOO SHUPLWWHG UHDFWLRQ EHWZHHQ WKH QXFOHRSKLOH LRQV DQG WKH QXFOHRSKLOH QHXWUDOV HYHQ ZKHQ WKH PRUH VHOHFWLYH UHDJHQW LRQ SLSHULGLQHf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f ,Q WKRVH SUHYLRXV

PAGE 75

VWXGLHV WKH SXOVHG YDOYH ZDV PRXQWHG H[WHUQDO WR WKH ,706 FKDPEHU 7KH JDV SXOVH ZLGWK ):+0f GHWHUPLQHG E\ IROORZLQJ WKH YDULDWLRQ RI WKH 1 VLJQDO LQWHQVLW\ DV D IXQFWLRQ RI WLPH IURP WKH RSHQLQJ RI WKH SXOVHG YDOYH WR LQWURGXFH 1 ZDV IRXQG E\ (PDU\ HW DO f WR GHFUHDVH DV WKH FRQQHFWLQJ WXELQJ ZDV VKRUWHQHG D SXOVH ZLGWK ):+0f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f WKH SXOVHG YDOYH ZDV PRXQWHG LQVLGH WKH YDFXXP FKDPEHU )LJXUH f 7KLV VHWXS DOORZHG WKH GLVWDQFH EHWZHHQ WKH SXOVHG YDOYH DQG WKH LRQ WUDS WR EH HDVLO\ DGMXVWHG ZLWKRXW EUHDNLQJ YDFXXP E\ VOLGLQJ WKH VWDLQOHVV VWHHO WXELQJ WKURXJK WKH &DMRQ DGDSWHU 2SWLPL]DWLRQ RI 3XOVHG 9DOYH ,QWURGXFWLRQ 7KH FRQFHSW EHKLQG DFKLHYLQJ WHPSRUDO VHSDUDWLRQ EHWZHHQ WKH QXFOHRSKLOH LRQV DQG QXFOHRSKLOH QHXWUDOV WKURXJK WKH XVH RI SXOVHG YDOYH LQWURGXFWLRQ RI WKH

PAGE 76

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b RI WKH EDVH SUHVVXUH WKH HOHFWURSKLOH SUHVVXUH ZLOO EH VLJQLILFDQWO\ KLJKHU WKDQ WKH QXFOHRSKLOH QHXWUDO SUHVVXUH DQG RQO\ UHDFWLRQ ZLWK WKH HOHFWURSKLOH QHXWUDOV VKRXOG RFFXU WR DQ\ H[WHQW 7KUHH PDMRU IDFWRUV LQIOXHQFHG WKH HIIHFWLYHQHVV RI WKH SXOVHG YDOYH ZKHQ PRXQWHG LQVLGH WKH ,706 FKDPEHU f WKH GLVWDQFH EHWZHHQ WKH YDOYH DQG WKH LRQ WUDS f WKH OHQJWK RI WKH GHOD\ LRQL]DWLRQ DQG LVRODWLRQ WLPHV DQG f WKH GXUDWLRQ RI WKH SXOVHG YDOYH RSHQ SHULRG 7KH GLVWDQFH EHWZHHQ WKH YDOYH DQG WKH LRQ WUDS ZDV IRXQG WR FRQWURO WKH DPRXQW RI WKH SXOVHG VDPSOH ZKLFK ZDV DYDLODEOH IRU D JLYHQ UHDFWLRQ WKH WLPH QHFHVVDU\ WR UHDFK WKH DSH[ RI WKH JDV SXOVH DQG WKH VDPSOH SXOVH ZLGWK )LJXUH SUHVHQWV WKH WRWDO LRQ LQWHQVLW\ PHDVXUHG DV WKH 5,&f IRU S\ULGLQH DV D IXQFWLRQ RI ERWK WKH GLVWDQFH EHWZHHQ WKH YDOYH DQG WKH LRQ WUDS DQG WKH WLPH EHWZHHQ WKH FORVLQJ RI WKH SXOVHG YDOYH DQG LRQL]DWLRQ UHIHUUHG WR DV WKH GHOD\ WLPHf IRU DQ RSHQWLPH RI PV )LJXUH VKRZV WKDW WKH WHIORQ VOHHYH LQWR ZKLFK WKH YDOYH ZDV SRVLWLRQHG KDV WZR VHWV RI UHOLHI KROHV 7KHVH UHOLHI KROHV DFW DV

PAGE 77

3DUWLDO 3UHVVXUH DUELWUDU\ XQLWVf ,RQL]DWLRQ ,VRODWLRQ 5HDFWLRQ 3HULRG R? )LJXUH 7LPLQJ VHTXHQFH QHFHVVDU\ WR LPSOHPHQW WHPSRUDO VHSDUDWLRQ WKURXJK SXOVHG YDOYH LQWURGXFWLRQ

PAGE 78

,RQ ,QWHQVLW\ FRXQWVf 'HOD\ 7LPH PVf )LJXUH (IIHFWV RI GLVWDQFH RQ REVHUYHG SXOVH ZLGWK 'LVWDQFH EHWZHHQ SXOVHG YDOYH DQG 4,706 LV $f %f DQG &f &RQWURO SXOVH GXUDWLRQ LV PV

PAGE 79

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f GHFUHDVHG DV WKH GLVWDQFH EHWZHHQ WKH YDOYH DQG WKH LRQ WUDS LQFUHDVHG 7KLV WHQGHQF\ FDQ EH XQGHUVWRRG LQ WHUPV RI FRQGXFWDQFH RU WKH UDWH DW ZKLFK WKH QHXWUDOV DUH LQWURGXFHG DQG UHPRYHG IURP D JLYHQ YROXPH RI VSDFH 7KH RYHUDOO UDWH RI FKDQJH RI WKH QXPEHU RI QHXWUDOV LV D IXQFWLRQ RI ERWK WKHLU UDWH RI LQWURGXFWLRQ DQG WKHLU UDWH RI UHPRYDO 7KLV FDQ EH GHVFULEHG DV G>1HXWUDO@ GW UDWH RI LQWURGXFWLRQ UDWH RI UHPRYDO f ,QWHJUDWLRQ RI HTXDWLRQ f ZLWK WKH DSSURSULDWH IXQFWLRQV IRU WKH UDWHV RI

PAGE 80

LQWURGXFWLRQ DQG UHPRYDO VKRXOG SURGXFH D FXUYH WKDW LQFUHDVHV ORJDULWKPLFDOO\ IRU D FHUWDLQ OHQJWK RI WLPH DQG WKHQ GHFUHDVHV H[SRQHQWLDOO\ 7KH OHQJWK RI WLPH WKDW WKH FXUYH LQFUHDVHV LV GHSHQGHQW XSRQ Df WKH GLIIHUHQFH LQ WKH UDWHV RI LQWURGXFWLRQ DQG UHPRYDO DQG Ef WKH OHQJWK RI WLPH WKH YDOYH LV RSHQHG )RU D JLYHQ YDOYH RSHQn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f ZKHQ WKH SXOVHG YDOYH LV RSHQHG IRU D FRQVWDQW WLPH WKH UDWH RI LQWURGXFWLRQ LV D FRQVWDQW $V WKH UDWH RI UHPRYDO LQFUHDVHV WZR WKLQJV ZLOO KDSSHQ WR WKH FXUYH IURP HTXDWLRQ f )LUVW WKH WLPH QHHGHG WR UHDFK WKH DSH[ ZLOO VKRUWHQ 6HFRQG RQFH WKH SXOVHG YDOYH LV FORVHG RQO\ WKH UDWH RI UHPRYDO UHPDLQV DFWLYH 7KHUHIRUH ZLWK LQFUHDVLQJ FRQGXFWDQFH WKH H[SRQHQWLDO GHFD\ ZLOO LQFUHDVH ZKLFK ZLOO UHVXOW LQ D VWHHSHU VORSH RQ WKH EDFNVLGH RI WKH FXUYH DQG ZLOO VKRUWHQ WKH SXOVH ZLGWK 7KHVH WUHQGV DUH HYLGHQW IURP ERWK WKH SRVLWLRQV RI WKH VDPSOH SXOVH DSLFHV DQG WKH FRUUHVSRQGLQJ VDPSOH SXOVH ZLGWKV IRU FXUYHV $

PAGE 81

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f LW ZLOO EHJLQ WR XQGHUJR LRQ PROHFXOH UHDFWLRQV ZLWK DOO RI WKH QHXWUDOV SUHVHQW LQVLGH WKH LRQ WUDS 7KRVH SURGXFW LRQV IRUPHG GXULQJ WKH LRQL]DWLRQ DQG SRVWLRQL]DWLRQ SHULRGV ZLOO UHGXFH WKH

PAGE 82

HIIHFWLYH 1 SRSXODWLRQ DYDLODEOH IRU LRQPROHFXOH UHDFWLRQV IROORZLQJ WKH PDVV LVRODWLRQ RI WKH 1 LRQV $V VXFK WKH HIIHFWLYH 1 LRQ SRSXODWLRQ ZLOO EH GHSHQGHQW ODUJHO\ XSRQ WKH SURGXFWLRQ RI 1 LRQV GXULQJ LRQL]DWLRQ ZKLFK LV GHSHQGHQW XSRQ WKH GHOD\ DQG LRQL]DWLRQ WLPHVf DQG WKH ORVV RI 1 LRQV GXH WR LRQPROHFXOH UHDFWLRQV SULRU WR WKH PDVV LVRODWLRQ D IXQFWLRQ RI LRQL]DWLRQ WLPH SRVWLRQL]DWLRQ WLPH DQG GHOD\ WLPHf (DFK RI WKHVH SHULRGV ZDV RSWLPL]HG 7KH SXOVHG YDOYH RSHQWLPH XVHG LQ WKLV VHFWLRQ ZDV PV 7KLV SXOVH GXUDWLRQ UHVXOWHG LQ WKH REVHUYHG JDV SXOVH IRU S\ULGLQH VKRZQ LQ )LJXUH ZLWK D SXOVH ZLGWK ):+0f RI PV 7KLV QDUURZHU SXOVH ZLGWK IRU WKH LQWHUQDO FRQILJXUDWLRQ FRPSDUHG WR WKDW IRU WKH H[WHUQDO FRQILJXUDWLRQ (PDU\ HW DO f ZLOO DOORZ IRU PRUH IUHTXHQW VDPSOLQJ DFURVV D JDV FKURPDWRJUDSKLF SHDN WKH VFDQ IXQFWLRQ WLPH IURP WKH PV JDV SXOVH ZLGWK ZLWK D PV UHDFWLRQ SHULRG ZDV PV %DVHG XSRQ WKH REVHUYHG S\ULGLQH JDV SXOVH ZLGWK RI PV ):+0f WKH S\ULGLQHDOO\O LRGLGH UHDFWLRQ ZDV SHUIRUPHG XVLQJ D PV GHOD\ DIWHU SXOVLQJ IROORZHG E\ D PV LRQL]DWLRQ WLPH UHVXOWLQJ LQ LRQL]DWLRQ DW WKH DSH[ RI WKH S\ULGLQH SXOVHf D FRRO WLPH RI PV DQG D PV WZRVWHS UIGF LVRODWLRQ RI WKH 1 P] f LRQ RI S\ULGLQH 7KH SURGXFW LRQ VSHFWUXP IRU S\ULGLQH LQWURGXFHG YLD SXOVHG YDOYH UHDFWLQJ ZLWK DOO\O LRGLGH IRU PV LV VKRZQ LQ )LJXUH D ,Q FRQWUDVW WR WKH FRQVWDQW SUHVVXUH VSHFWUXP VKRZQ LQ )LJXUH D LQ ZKLFK 1+ LV WKH PDMRU SURGXFW LRQ SXOVHG YDOYH LQWURGXFWLRQ UHVXOWHG SULPDULO\ LQ WKH IRUPDWLRQ RI WKH S\ULGLQHLRGLQH DGGXFW LRQ DW P] DQG WKH S\ULGLQHDOO\O DGGXFW LRQ DW P] 7KLV SURGXFW LRQ

PAGE 83

5HODWLYH ,QWHQVLW\ )LJXUH 2EVHUYHG JDV SXOVH ZLGWK IRU D PV FRQWURO SXOVH DQG WKH SXOVHG YDOYH ORFDWHG QH[W WR WKH 4,706 ,RQ LQWHQVLW\ LV WKH 5,& IURP WKH (O VFDQV RI S\ULGLQH

PAGE 84

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df Ef P] )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQ RI WKH PROHFXODU LRQ RI Df S\ULGLQH DQG Ef SLSHULGLQH ZLWK DOO\O LRGLGH XVLQJ SXOVHG YDOYH LQWURGXFWLRQ RI WKH QXFOHRSKLOH

PAGE 85

VSHFWUXP ZDV GXH WR WKH LRQL]HG QXFOHRSKLOH UHDFWLQJ DOPRVW HQWLUHO\ ZLWK WKH HOHFWURSKLOLF DOO\O LRGLGH QHXWUDOV $OVR WKH SURGXFW LRQ GLVWULEXWLRQ DSSHDUHG DV SUHGLFWHG E\ WKH UDWH FRQVWDQWV JLYHQ LQ 7DEOH 7KH UDWLR RI P] 1;f LRQ LQWHQVLW\ WR WKH P] 1(f LRQ LQWHQVLW\ ZDV WKH VDPH UDWLR DV WKDW RI UDWH FRQVWDQW N WKH IRUPDWLRQ RI P] f WR UDWH FRQVWDQW OT WKH IRUPDWLRQ RI P] f $V H[SHFWHG WKH XVH RI SXOVHG YDOYH LQWURGXFWLRQ OLPLWHG WKH H[WHQW RI UHDFWLRQ ZLWK WKH QHXWUDO QXFOHRSKLOH E\ VLJQLILFDQWO\ UHGXFLQJ LWV DPRXQW SUHVHQW GXULQJ WKH UHDFWLRQ SHULRG +RZHYHU WKH XQGHVLUHG VLGH UHDFWLRQV ZHUH QRW WRWDOO\ HOLPLQDWHG DV HYLGHQFHG E\ WKH VOLJKW IRUPDWLRQ RI WKH SURWRQDWHG S\ULGLQH 1+f DW P] DQG WKH GLS\ULGLQLXP LRGLQH DGGXFW LRQ 1;f DW P] 6LQFH WKH UHDFWLRQ SHULRG ZDV LQLWLDWHG ZKHQ b RI WKH QHXWUDO S\ULGLQH KDG EHHQ UHPRYHG WKHUH ZHUH VWLOO D VPDOO QXPEHU RI S\ULGLQH QHXWUDOV SUHVHQW WR UHDFW %\ UHDUUDQJLQJ WKH LQWHJUDWHG UDWH HTXDWLRQV 7DEOH f IRU WKH P] DQG P] SURGXFW LRQV WR VROYH IRU WKH QHXWUDO S\ULGLQH SUHVVXUH >1@ DQG XVLQJ WKH GHWHUPLQHG UDWH FRQVWDQWV WKH XQFRUUHFWHG SUHVVXUH RI QHXWUDO S\ULGLQH SUHVHQW GXULQJ WKH UHDFWLRQ SHULRG IURP SXOVHG YDOYH LQWURGXFWLRQ ZDV HVWLPDWHG WR EH [ n WRUU 6LPLODUO\ SLSHULGLQH ZDV LQWURGXFHG WKURXJK WKH SXOVHG YDOYH IRU UHDFWLRQ ZLWK DOO\O LRGLGH 7KH SURGXFW LRQ VSHFWUXP SUHVHQWHG LQ )LJXUH E ZDV REWDLQHG XVLQJ VLPLODU YDOXHV IRU WKH GHOD\ LRQL]DWLRQ DQG LVRODWLRQ WLPHV WR WKRVH XVHG IRU S\ULGLQH )RU WKLV FDVH WKH RQO\ PDMRU VLGH UHDFWLRQ VHH )LJXUH Ef WKH IRUPDWLRQ RI WKH SURWRQDWHG QXFOHRSKLOH 1+f DW P] ZDV VLJQLILFDQWO\ LQKLELWHG

PAGE 86

6HQVLWLYLW\ &RPSDULVRQ %HWZHHQ 3XOVHG 9DOYH DQG &RQVWDQW 3UHVVXUH ,QWURGXFWLRQ ,Q &KDSWHU WKH ODFN RI VSDWLDO VHSDUDWLRQ ZDV K\SRWKHVL]HG WR UHGXFH WKH VHQVLWLYLW\ RI WKH VHOHFWLYH LRQPROHFXOH UHDFWLRQV &RPSHWLQJ UHDFWLRQV ZLWK WKH QXFOHRSKLOH QHXWUDOV ZRXOG UHGXFH WKH QXPEHU RI LRQL]HG QXFOHRSKLOHV ZKLFK DUH DEOH WR UHDFW ZLWK WKH HOHFWURSKLOH QHXWUDOV 7KLV UHGXFWLRQ LV H[SHFWHG WR LPSDFW PRVW DW ORZ FRQFHQWUDWLRQV RI HOHFWURSKLOH QHXWUDOV VLQFH JLYHQ WKH VPDOO QXPEHU RI HOHFWURSKLOH QHXWUDOV DQ\ UHGXFWLRQ LQ SURGXFW LRQ IRUPDWLRQ PD\ SUHYHQW WKHLU GHWHFWLRQ )LJXUH SUHVHQWV WKH ORJORJ FDOLEUDWLRQ FXUYHV REWDLQHG IRU WKH UHDFWLRQ RI S\ULGLQH LRQV ZLWK DOO\O LRGLGH )LJXUH Df DQG DOO\O FKORULGH )LJXUH Ef XVLQJ SXOVHG YDOYH LQWURGXFWLRQ RI WKH S\ULGLQH QHXWUDOV %RWK FXUYHV GHPRQVWUDWH D OLQHDU G\QDPLF UDQJH RI WZR RUGHUV RI PDJQLWXGH DQG OLPLWV RI GHWHFWLRQ /2'f DURXQG SJ RQFROXPQ 7KH VORSHV RI DQG IRU WKH DOO\O LRGLGH DQG DOO\O FKORULGH FXUYHV UHVSHFWLYHO\ DUH FORVH WR WKH H[SHFWHG VORSH RI XQLW\ 7KH REVHUYHG /2'fV DJUHH ZLWK WKRVH UHSRUWHG E\ )UHHPDQ f IRU FDOLEUDWLRQ FXUYHV DFTXLUHG RQ WKH 7406 7KHVH FRPSDUDEOH /2'V LQGLFDWH WKDW WKH WHPSRUDO VHSDUDWLRQ REWDLQHG IURP SXOVHG YDOYH LQWURGXFWLRQ LV MXVW DV HIIHFWLYH DV WKH GHJUHH RI VSDWLDO VHSDUDWLRQ LQKHUHQW WR WKH 7406 $ OLQHDU G\PDQLF UDQJH RI WKUHH WR IRXU RUGHUV RI PDJQLWXGH ZDV REVHUYHG LQ WKH 7406 VWXGLHV )UHHPDQ f 7KH QDUURZHU /'5 ZLWK WKH 4,706 LV D UHVXOW RI WKH ODFN RI VSDWLDO VHSDUDWLRQ LQKHUHQW WR WKH 4,706 3XOVHG YDOYH LQWURGXFWLRQ SHUPLWV WHPSRUDO VHSDUDWLRQ EHWZHHQ WKH QXFOHRSKLOH QHXWUDOV DQG WKH QXFOHRSKLOH

PAGE 87

3HDN $UHD $'& FRXQWVf &DOLEUDWLRQ &XUYH IRU 3\ULGLQH$OO\O ,RGLGH 3XOVHG9DOYH ,QWURGXFWLRQ )LJXUH Df &DOLEUDWLRQ FXUYH IRU WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O LRGLGH XVLQJ SXOVHG YDOYH LQWURGXFWLRQ

PAGE 88

3HDN $UHD $'& FRXQWVf &DOLEUDWLRQ &XUYH IRU 3\ULGLQH$OO\O &KORULGH 3XLVHG9DOYH ,QWURGXFWLRQ L LLLLLLMf§L L LLLLLLMf§U UL77Mf§L QL7Mf§PLQQ@ $PRXQW RQFROXPQ SJf )LJXUH FRQWLQXHGf Ef &DOLEUDWLRQ FXUYH IRU WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O FKORULGH XVLQJ SXOVHG YDOYH LQWURGXFWLRQ

PAGE 89

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f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

PAGE 90

ORJORJ FDOLEUDWLRQ FXUYHV SHUIRUPHG RQ WKH 7406 VKRXOG KDYH ZLGHU OLQHDU G\QDPLF UDQJHV DV REVHUYHG E\ )UHHPDQ f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fV $OO\O LRGLGH KDV DQ /2' RI SJ DQG D OLQHDU G\QDPLF UDQJH RI RUGHUV RI PDJQLWXGH $OO\O FKORULGH KDV DQ /2' RI SJ DQG D OLQHDU G\QDPLF UDQJH RI RQO\ RQH RUGHU RI PDJQLWXGH 7KH VPDOOHU OLQHDU G\PDQLF UDQJHV DQG KLJKHU /2'fV DUH GXH WR FRPSHWLWLRQV ZLWK WKH QXFOHRSKLOH QHXWUDOV GXULQJ WKH UHDFWLRQ SHULRG DQG ZLWK WKH HOHFWURSKLOH QHXWUDOV GXULQJ WKH UHDJHQW LRQ IRUPDWLRQ SHULRGV 7KH ODWWHU FRPSHWLWLRQ ZDV MXVW GLVFXVVHG DV WKH UHDVRQ IRU OLPLWLQJ WKH KLJK HQG RI WKH OLQHDU G\QDPLF UDQJH &RPSHWLWLRQ ZLWK WKH QXFOHRSKLOH QHXWUDOV GXULQJ WKH UHDFWLRQ SHULRG ZLOO UHGXFH WKH HIIHFWLYH QXFOHRSKLOH LRQ SRSXODWLRQ ZKLFK FDQ UHDFW ZLWK WKH HOHFWURSKLOH QHXWUDOV $V PHQWLRQHG SUHYLRXVO\ WKLV UHGXFWLRQ VKRXOG UHVXOW LQ KLJKHU /2'V $ PDWKHPDWLFDO DSSURDFK FDQ EH XVHG WR GHPRQVWUDWH WKDW SXOVHG YDOYH LQWURGXFWLRQ UHVXOWV LQ JUHDWHU VHQVLWLYLW\ WKDQ FRQVWDQW SUHVVXUH LQWURGXFWLRQ $ OLQHDU FDOLEUDWLRQ FXUYH ZLOO KDYH WKH IROORZLQJ IRUP

PAGE 91

3HDN $UHD $'& FRXQWVf &DOLEUDWLRQ &XUYH IRU 3\ULGLQH$OO\O ,RGLGH &RQVWDQW 3UHVVXUH ,QWURGXFWLRQ OOOOOOMf§, PLOO_f§, , OOOOOMf§, ,777@f§, , OOOOOM $PRXQW RQFROXPQ SJf )LJXUH Df &DOLEUDWLRQ FXUYH IRU WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O LRGLGH XVLQJ FRQVWDQW SUHVVXUH LQWURGXFWLRQ

PAGE 92

3HDN $UHD $'& FRXQWVf &DOLEUDWLRQ &XUYH IRU 3\ULGLQH$,O\O &KORULGH &RQVWDQW 3UHVVXUH ,QWURGXFWLRQ $PRXQW RQFROXPQ SJf )LJXUH FRQWLQXHGf Ef &DOLEUDWLRQ FXUYH IRU WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK DOO\O FKORULGH XVLQJ FRQVWDQW SUHVVXUH LQWURGXFWLRQ

PAGE 93

7DEOH 6HQVLWLYLW\ )DFWRUV IRU 3\ULGLQH$OO\O +DOLGH &DOLEUDWLRQ &XUYHV 0HWKRG RI ,QWURGXFWLRQ (OHFWURSKLOH /RJ >P@D 3XOVHGYDOYH $OO\O ,RGLGH 3XOVHGYDOYH $OO\O &KORULGH &RQVWDQW 3UHVVXUH $OO\O ,RGLGH &RQVWDQW 3UHVVXUH $OO\O &KORULGH Df 'HWHUPLQHG IURP WKH \LQWHUFHSW RI WKH H[WUDSRODWHG OLQHDU SRUWLRQ LI WKH ORJ ORJ FDOLEUDWLRQ FXUYH VHH WH[W IRU IXUWKHU H[SODQDWLRQf

PAGE 94

\ P[ E f ZKHUH \ LV WKH SHDN DUHD [ LV WKH DPRXQW RQFROXPQ P LV WKH VORSH RU VHQVLWLYLW\ DQG E LV WKH EODQN UHVSRQVH ,I E DQG WKH EDVH WHQ ORJDULWKP RI ERWK VLGHV LV WDNHQ RQH JHWV OrJ>\@ ORJ>[@ ORJ>P@ ff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

PAGE 95

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f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f LRQL]HG S\ULGLQH ZDV XVHG DV D VWDUWLQJ SRLQW WR HYDOXDWH LWV XVHIXOQHVV IRU LGHQWLI\LQJ GLUHFW DFWLQJ FDUFLQRJHQV )LJXUH SUHVHQWV WKH WZR FRPSOHPHQWDU\ FKURPDWRJUDPV REWDLQHG IURP WKH DOWHUQDWLQJ (O DQG VHOHFWLYH LRQ PROHFXOH VFDQV IRU PL[WXUH 7DEOH OLVWV WKH FRPSRQHQWV RI WKH PL[WXUH WKHLU FRUUHVSRQGLQJ SHDN QXPEHU WKHLU $PHV WHVW UHVXOWV DQG WKHLU JDVSKDVH UHVXOWV 7KH ILUVW REVHUYDWLRQ ZKLFK FDQ EH PDGH IURP WKHVH FKURPDWRJUDPV LV WKDW WKH HDUO\

PAGE 96

5HODWLYH ,QWHQVLW\ Df *&(OHFWURQ ,RQL]DWLRQ &KURPDWRJUDP )LJXUH Df (O DQG Ef VHOHFWLYH LRQPROHFXOH FKURPDWRJUDPV IRU PL[WXUH XVLQJ WKH PROHFXODU LRQ RI S\ULGLQH RR

PAGE 97

7DEOH &RPSDULVRQ RI *DV3KDVH *3f 5HDFWLYLWLHV IRU 0L[WXUH ZLWK WKH 1 ,RQ RI 3\ULGLQH WR $PHV 7HVW 0XWDJHQLFLWLHV $70f (OHFWURSKLOH 3HDN $70 5HVXOWV *3 $GGXFW ZLWK $ONYO RU $UYO 2WKHU *3 5HDFWLRQV $FUROHLQ 'LUHFW QR 1RQH $OO\O &KORULGH 'LUHFW QR 1RQH 3URS\O &KORULGH 1RQ QR 1RQH %URPRSURSDQH E 15& E E $OO\O %URPLGH 'LUHFW \HV $GGXFW ZLWK %URPLQH DWRP %HQ]HQH $FWLYDWH QR &KDUJH H[FKDQJH &\FORKH[DQH 15 QR 1RQH $OO\O ,RGLGH 'LUHFW \HV $GGXFW ZLWK ,RGLQH DWRP 3URS\O ,RGLGH 1RQ QR $GGXFW ZLWK ,RGLQH DWRP $OO\O ,VRWKLRF\QDWH 'LUHFW QR 1RQH P;\OHQH 1RQ QR &KDUJH H[FKDQJH 'HFDQH 15 QR 1RQH Df $70 UHVXOWV FDQ EH IRXQG LQ (GHU HW DO E DQG LQ 'HDQ $EEUHYLDWLRQV DUH 'LUHFW GLUHFW DFWLQJ FDUFLQRJHQ $FWLYDWH FDUFLQRJHQ ZKLFK PXVW EH PHWDEROLFDOO\ DFWLYDWHG DQG 1RQ QRQFDUFLQRJHQ Ef 1R SHDN IRXQG LQ HLWKHU FKURPDWRJUDP VHH GLVFXVVLRQf Ff 1R $70 UHIHUHQFH IRXQG

PAGE 98

FKURPDWRJUDSKLF SHDNV ZHUH XQGHUVDPSOHG 1RW RQO\ LV EURPRSURSDQH DEVHQW IURP WKH (O FKURPDWRJUDP EXW WKH ILUVW ILYH SHDNV DUH HDFK RQO\ WZR RU WKUHH GDWD SRLQWV ZLGH $W OHDVW ILYH GDWD SRLQWV DUH QHHGHG DFURVV D *& SHDN IRU SURSHU VDPSOLQJ 7KLV XQGHUVDPSOLQJ ZDV GXH WR WKH QDUURZ *& SHDNV DQG WKH OHQJWK RI WKH VFDQV 7KH KLJK IORZUDWH XVHG ZLWK WKH *& FROXPQ P/PLQf HQDEOHG WKH HDUO\ FRPSRQHQWV WR HOXWH RII WKH FROXPQ DV SHDNV ZKLFK ZHUH OHVV WKDQ RQH VHFRQG ZLGH $V D UHVXOW RI WKH FRPELQHG OHQJWK RI WKH VFDQV RQO\ RQH RU WZR VFDQV RI HDFK (O DQG VHOHFWLYH LRQPROHFXOHf W\SH RI VFDQ FRXOG EH SHUIRUPHG ,I WKH FRPSRXQG HOXWHG SULPDULO\ GXULQJ WKH VHOHFWLYH LRQPROHFXOH VFDQ DV LV SUREDEO\ WKH FDVH IRU EURPRSURSDQH WKHQ WKDW FRPSRXQG ZRXOG EH DEVHQW IURP WKH (O VFDQ 6LQFH EURPRSURSDQH LV D QRQFDUFLQRJHQ VHH 7DEOH f QR UHDFWLRQ GXULQJ WKH VHOHFWLYH LRQPROHFXOH VFDQ LV H[SHFWHG 7KH UHVXOW LV WKDW EURPRSURSDQH LV DEVHQW IURP ERWK FKURPDWRJUDPV 7R GHWHUPLQH WKDW WKH OHQJWK RI WKH VFDQV ZDV PDLQO\ UHVSRQVLEOH IRU WKH XQGHUVDPSOLQJ WKH (O DQG LRQPROHFXOH FKURPDWRJUDPV DFTXLUHG IRU D VLPLODU PL[WXUH XVLQJ D GLIIHUHQW FROXPQ -t: '% P PP LG SP ILOP WKLFNQHVVf EXW WKH VDPH (O DQG VHOHFWLYH LRQPROHFXOH VFDQV 7KH FKURPDWRJUDPV DUH GLVSOD\HG LQ )LJXUH 7KH FRPSRQHQWV RI PL[WXUH DUH OLVWHG LQ 7DEOH DORQJ ZLWK WKHLU JDVSKDVH DQG $PHV WHVW UHVXOWV 7KH VORZHU IORZUDWH XVHG ZLWK WKLV FROXPQ P/PLQf SHUPLWV WKH QHFHVVDU\ QXPEHU RI HDFK VFDQ WR EH SHUIRUPHG 1RZ WKH HDUO\ SRUWLRQ RI WKH FKURPDWRJUDP KDV YHU\ JRRG VHSDUDWLRQ RI WKH PL[WXUH EXW ZLGHU SHDNV WR SUHYHQW XQGHUVDPSOLQJ 7KH RQO\ GUDZEDFN WR WKLV FROXPQ ZDV

PAGE 99

5HODWLYH ,QWHQVLW\ Df *&(OHFWURQ ,RQL]DWLRQ &KURPDWRJUDP )LJXUH Df (O DQG Ef VHOHFWLYH LRQPROHFXOH FKURPDWRJUDPV IRU PL[WXUH XVLQJ WKH PROHFXODU LRQ RI S\ULGLQH DQG D VPDOOHU ERUH *& FROXPQ

PAGE 100

7DEOH &RPSDULVRQ RI *DV3KDVH *3f 5HDFWLYLWLHV IRU 0L[WXUH ZLWK WKH 1 ,RQ RI 3\ULGLQH WR $PHV 7HVW 0XWDJHQLFLWLHV $70f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f $70 UHVXOWV FDQ EH IRXQG LQ (GHU HW DO E 'HDQ %XVN DQG 6KLPL]X HW DO $EEUHYLDWLRQV DUH 'LUHFW GLUHFW DFWLQJ FDUFLQRJHQ $FWLYDWH FDUFLQRJHQ ZKLFK PXVW EH PHWDEROLFDOO\ DFWLYDWHG DQG 1RQ QRQFDUFLQRJHQ Ef 1R $70 UHIHUHQFH IRXQG

PAGE 101

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f LW GLG QRW SURGXFH DQ\ DGGXFWV LQ WKHVH JDVSKDVH VWXGLHV 7KLV GLVFUHSDQF\ LV EHOLHYHG WR EH GXH WR DOO\O LVRWKLRF\QDWH EHLQJ D ERUGHUOLQH FDUFLQRJHQ (GHU HW DO Ef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

PAGE 102

ODFN RI DON\O RU DU\O DGGXFW IRUPDWLRQ ZLWK WKH GLUHFW DFWLQJ FDUFLQRJHQV LV DOVR QRWHZRUWK\ 7KH GLIIHUHQW UHDFWLRQ PHFKDQLVP IRU DFUROHLQ 0LFKDHO DGGLWLRQf YHUVXV WKH DOO\O KDOLGHV 61 DQG 61f PD\ DFFRXQW IRU WKH ORZ JDVSKDVH UHDFWLYLW\ RI DFUROHLQ 7KH ORZ UHDFWLYLW\ RI GLFKORURSURSHQH LQ WKH JDVSKDVH PD\ EH GXH WR LWV ORZ DON\ODWLQJ DFWLYLW\ ,Q PRVW FDVHV SRVLWLYH $PHV WHVW UHVXOWV FRUUHODWH ZHOO ZLWK KLJK DON\ODWLQJ DFWLYLW\ DV PHDVXUHG E\ WKH 1%3 WHVW (GHU HW DO Df 7KH GLFKORURSURSHQH LV DQ H[FHSWLRQ WR WKLV WUHQG ZKHUH LW GHPRQVWUDWHG ORZ DON\ODWLQJ DFWLYLW\ ZLWK D SRVLWLYH $PHV WHVW UHVXOW (GHU HW DO Df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

PAGE 103

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

PAGE 104

5HODWLYH ,QWHQVLW\ f§ f§ Df *&(OHFWURQ ,RQL]DWLRQ &KURPDWRJUDP L , f, 7LA7 , UM L7 77 ,LP 9 L f§‘ )LJXUH Df (O DQG Ef VHOHFWLYH LRQPROHFXOH FKURPDWRJUDPV IRU PL[WXUH XVLQJ WKH PROHFXODU LRQ RI S\ULGLQH

PAGE 105

7DEOH &RPSDULVRQ RI *DV3KDVH *3f 5HDFWLYLWLHV IRU 0L[WXUH ZLWK WKH 1 ,RQ RI 3\ULGLQH WR $PHV 7HVW 0XWDJHQLFLWLHV $70f *3 $GGXFW ZLWK (OHFWURSKLOH 3HDN $70 5HVXOWV $ONYO RU $UYO 2WKHU *3 5HDFWLRQV 'LFKORURSURSHQH 'LUHFW QR 1RQH (SLFKORURK\GULQ 'LUHFW QR 1RQH &KORUREHQ]HQH 1RQ QR &KDUJH H[FKDQJH (WK\OEHQ]HQH 1RQ QR &KDUJH H[FKDQJH 6W\UHQH $FWLYH QR &KDUJH H[FKDQJH %URPREHQ]HQH 1RQ QR &KDUJH H[FKDQJH P'LFKORUREHQ]HQH 1RQ QR &KDUJH H[FKDQJH Df $70 UHVXOWV FDQ EH IRXQG LQ (GHU HW DO E 'HDQ %XVN DQG 6KLPL]X HW DO $EEUHYLDWLRQV DUH 'LUHFW GLUHFW DFWLQJ FDUFLQRJHQ $FWLYDWH FDUFLQRJHQ ZKLFK PXVW EH PHWDEROLFDOO\ DFWLYDWHG DQG 1RQ QRQFDUFLQRJHQ

PAGE 106

5HODWLYH ,QWHQVLW\ Df *&(OHFWURQ ,RQL]DWLRQ &KURPDWRJUDP Ef *&, RQ0ROHFXOH &KURPDWRJUDP )LJXUH Df (O DQG Ef VHOHFWLYH LRQPROHFXOH FKURPDWRJUDPV IRU PL[WXUH XVLQJ WKH PROHFXODU LRQ RI WKLRSKHQH

PAGE 107

7DEOH &RPSDULVRQ RI *DV3KDVH *3f 5HDFWLYLWLHV IRU 0L[WXUH ZLWK WKH 1 ,RQ RI 7KLRSKHQH WR $PHV 7HVW 0XWDJHQLFLWLHV $70f (OHFWURSKLOH 3HDN $70 5HVXOWV *3 $GGXFW ZLWK $ONYO RU $UYO 2WKHU *3 5HDFWLRQV $FUROHLQ E 'LUHFW E E $OO\O &KORULGH 'LUHFW \HV 1RQH 3URS\O &KORULGH E 1RQ E E %URPRSURSDQH E 15r E E $OO\O %URPLGH 'LUHFW \HV $GGXFW ZLWK %URPLQH DWRP %HQ]HQH $FWLYDWH QR &KDUJH H[FKDQJH &\FORKH[DQH 15 QR 1RQH $OO\O ,RGLGH 'LUHFW \HV $GGXFW ZLWK ,RGLQH DWRP 3URS\O ,RGLGH 1RQ QR $GGXFW ZLWK ,RGLQH DWRP $OO\O ,VRWKLRF\QDWH 'LUHFW QR 1RQH P;\OHQH 1RQ QR &KDUJH H[FKDQJH 'HFDQH 15 QR 1RQH Df $70 UHVXOWV FDQ EH IRXQG LQ (GHU HW DO E DQG LQ 'HDQ $EEUHYLDWLRQV DUH 'LUHFW GLUHFW DFWLQJ FDUFLQRJHQ $FWLYDWH FDUFLQRJHQ ZKLFK PXVW EH PHWDEROLFDOO\ DFWLYDWHG DQG 1RQ QRQFDUFLQRJHQ Ef 1R SHDN IRXQG LQ HLWKHU FKURPDWRJUDP VHH GLVFXVVLRQf Ff 1R $70 UHIHUHQFH IRXQG 92

PAGE 108

5HODWLYH ,QWHQVLW\ f§ Df *&(OHFWURQ ,RQL]DWLRQ &KURPDWRJUDP f, )7 , ? 7 IraO L UQ UrL Ef *&,RQ0ROHFXOH &KURPDWRJUDP )LJXUH Df (O DQG Ef VHOHFWLYH LRQPROHFXOH FKURPDWRJUDPV IRU PL[WXUH XVLQJ WKH PROHFXODU LRQ RI WKLRSKHQH

PAGE 109

7DEOH &RPSDULVRQ RI *DV3KDVH *3f 5HDFWLYLWLHV IRU 0L[WXUH ZLWK WKH 1 ,RQ RI 7KLRSKHQH WR $PHV 7HVW 0XWDJHQLFLWLHV $70f *3 $GGXFW ZLWK (OHFWURSKLOH 3HDN $70 5HVXOWV $ONYO RU $UYO 2WKHU *3 5HDFWLRQV 'LFKORURSURSHQH 'LUHFW QR 1RQH (SLFKORURK\GULQ 'LUHFW QR 1RQH &KORUREHQ]HQH 1RQ QR &KDUJH H[FKDQJH (WK\OEHQ]HQH 1RQ QR &KDUJH H[FKDQJH 6W\UHQH $FWLYH QR &KDUJH H[FKDQJH %URPREHQ]HQH 1RQ QR &KDUJH H[FKDQJH P'LFKORUREHQ]HQH 1RQ QR &KDUJH H[FKDQJH Df $70 UHVXOWV FDQ EH IRXQG LQ (GHU HW DO E 'HDQ %XVN DQG 6KLPL]X HW DO $EEUHYLDWLRQV DUH 'LUHFW GLUHFW DFWLQJ FDUFLQRJHQ $FWLYDWH FDUFLQRJHQ ZKLFK PXVW EH PHWDEROLFDOO\ DFWLYDWHG DQG 1RQ QRQFDUFLQRJHQ R R

PAGE 110

DOVR XQDEOH WR EH LVRODWHG LQ VXIILFLHQW TXDQWLW\ XQGHU WKH RSHUDWLQJ FRQGLWLRQV RI WKH H[SHULPHQW 7KLRSKHQH ZDV FKRVHQ DV DQ DOWHUQDWLYH QXFOHRSKLOH IRU VHYHUDO UHDVRQV )LUVW LWV LRQL]DWLRQ HQHUJ\ H9f ZDV OHVV WKDQ WKDW RI S\ULGLQH WKXV UHGXFLQJ WKH OLNHOLKRRG RI FKDUJH H[FKDQJH RFFXUULQJ 6HFRQG VXOIXUEDVHG QXFOHRSKLOHV VXFK DV JOXWDWKLRQH IRXQG QDWXUDOO\ LQ WKH ERG\ KDYH EHHQ VKRZQ WR EH HIIHFWLYH HOHFWURSKLOH VFDYHQJHUV .HWWHUHU f 3HUKDSV WKH VXOIXUEDVHG QXFOHRSKLOH ZLOO UHVXOW LQ DGGXFW IRUPDWLRQ YHUVXV FKDUJH H[FKDQJH XSRQ UHDFWLRQ LQ WKH JDVSKDVH /DVWO\ D VXIILFLHQW TXDQWLW\ RI LRQL]HG WKLRSKHQH ZDV DEOH WR EH LVRODWHG XQGHU WKH RSHUDWLQJ FRQGLWLRQV RI WKH H[SHULPHQW )LJXUHV DQG H[KLELW WKH (O DQG VHOHFWLYH LRQPROHFXOH FKURPDWRJUDPV REWDLQHG IRU PL[WXUHV DQG UHVSHFWLYHO\ IRU UHDFWLRQ ZLWK WKH WKLRSKHQH PROHFXODU LRQ 7KH UHVXOWV IURP WKHVH FKURPDWRJUDPV DUH UHFRUGHG LQ 7DEOHV DQG 7KH QDUURZ SHDN ZLGWKV DQG WKH FRPELQHG OHQJWK RI WKH (O DQG VHOHFWLYH LRQPROHFXOH VFDQV DJDLQ UHVXOWHG LQ WKH DEVHQFH RI VRPH HDUO\ SHDNV EURPRSURSDQH DFUROHLQ DQG SURS\O FKORULGHf LQ ERWK FKURPDWRJUDPV 7KLRSKHQH DSSHDUV WR EH OHVV UHDFWLYH DQG PRUH VHOHFWLYH WRZDUGV LRGLQH FRQWDLQLQJ FRPSRXQGV WKDQ S\ULGLQH DV HYLGHQFHG E\ WKH QHJDWLYH UHVXOW IRU SURS\O LRGLGH DQG WKH ODFN RI DQ\ WKLRSKHQHLRGLQH DGGXFW LRQ IRUPDWLRQ IRU HLWKHU DOO\O RU SURS\O LRGLGH 6LPLODU WR S\ULGLQH WKLRSKHQH LV UHVSRQVLYH WRZDUGV WKH DOO\O KDOLGHV IRUPLQJ D WKLRSKHQHDOO\O DGGXFW LRQ DW P] $JDLQ WKH RPLVVLRQ RI DOO\O FKORULGH LQ WKH VHOHFWLYH LRQPROHFXOH FKURPDWRJUDP FDQQRW EH H[SODLQHG

PAGE 111

8QIRUWXQDWHO\ LRQL]HG WKLRSKHQH SURGXFHV FKDUJH H[FKDQJH UHDFWLRQV ZLWK WKH VXEVWLWXWHG EHQ]HQHV 7KLV UHVXOW ZDV XQH[SHFWHG IRU EHQ]HQH FKORUREHQ]HQH DQG PGLFKORUREHQ]HQH VLQFH WKHLU LRQL]DWLRQ HQHUJLHV DUH JUHDWHU WKDQ WKDW IRU WKLRSKHQH 8QH[SHFWHG FKDUJH H[FKDQJH KDV EHHQ REVHUYHG SUHYLRXVO\ IRU WKH UHDFWLRQ EHWZHHQ QLWURXV R[LGH LRQV DQG SKHQ\ODFHWRQLWULOH ZKHUH WKH LRQL]DWLRQ HQHUJ\ IRU WKH ODWWHU ZDV H9 JUHDWHU WKDQ WKDW RI WKH IRUPHU %HUEHULFK HW DO f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

PAGE 112

VHQVLWLYLW\ RI WKH ORJORJ FDOLEUDWLRQ FXUYHV 7KH JDVSKDVH VFUHHQLQJ PHWKRGRORJ\ HPSOR\LQJ *& VHSDUDWLRQ RI PL[WXUH FRPSRQHQWV ZDV DWWHPSWHG DQG \LHOGHG SURPLVLQJ UHVXOWV &RPSOHPHQWDU\ FKURPDWRJUDPV (O DQG VHOHFWLYH LRQPROHFXOHf FRXOG EH REWDLQHG WKH UHVXOWV FRPSDUH IDYRUDEO\ ZLWK WKH $PHV WHVW IRU WKH GHWHFWLRQ RI GLUHFW DFWLQJ FDUFLQRJHQV 7KH $PHV WHVW LV QRW DQ DEVROXWH GHWHFWLRQ PHWKRG LW VKRZV FRPSRXQG FODVV VHOHFWLYLW\ ZLWK GHWHFWLRQ RI b GHSHQGLQJ XSRQ ZKLFK FODVV RI FDUFLQRJHQV LV XQGHU LQYHVWLJDWLRQ ,&3(0& f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f EXW ZLOO EH VHOHFWLYH WRZDUGV WKH HOHFWURSKLOLF FDUFLQRJHQV DQG PXWDJHQV 3LSHULGLQH ZDV REVHUYHG WR EH PRUH VHOHFWLYH WKDQ S\ULGLQH WRZDUGV WKH HOHFWURSKLOLF DOOYO JURXS RI WKH DOO\O KDOLGHV

PAGE 113

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f PXVW EH SODFHG XSRQ WKH FKURPDWRJUDSK\ VWHS WR SUHYHQW XQGHUVDPSOLQJ ZKLFK ZLOO DOORZ DOO FRPSRQHQWV WR EH GHWHFWHG 6SDWLDO VHSDUDWLRQ WKURXJK WKH XVH RI LRQ LQMHFWLRQ PD\ RYHUFRPH WKH OLPLWDWLRQV SODFHG RQ WKH PHWKRGRORJ\ E\ WHPSRUDO VHSDUDWLRQ WKURXJK IDVWHU VFDQV 2YHUDOO RQFH WKH LRQQHXWUDO FKHPLVWU\ LV RSWLPL]HG DORQJ ZLWK WKH DSSURSULDWH VHSDUDWLRQ PHWKRG WKLV JDVSKDVH VFUHHQLQJ PHWKRGRORJ\ DSSHDUV WR EH D WHFKQLTXH ZKLFK PD\ FRPSOHPHQW RU HYHQ UHSODFH WKH $PHV WHVW

PAGE 114

&+$37(5 ,19(67,*$7,216 ,172 ,211(875$/ &+(0,675< ,QWURGXFWLRQ ,Q WKH GHYHORSPHQW RI DQ DQDO\WLFDO PHWKRG WKH RSWLPL]DWLRQ RI LQVWUXPHQWDO DQG FKHPLFDO SDUDPHWHUV VKRXOG EH SHUIRUPHG &KDSWHU SUHVHQWHG WKH LQVWUXPHQWDO PRGLILFDWLRQV ZKLFK ZHUH QHFHVVDU\ WR LPSOHPHQW JDVSKDVH LRQ PROHFXOH VFUHHQLQJ IRU FDUFLQRJHQV DQG PXWDJHQV RQ WKH 4,706 QDPHO\ WKH XVH RI SXOVHG YDOYH LQWURGXFWLRQ RI WKH QXFOHRSKLOH 7KLV PRGLILFDWLRQ PLQLPL]HG LQWHUIHUHQFHV IURP WKH QXFOHRSKLOH QHXWUDOV E\ LPSDUWLQJ WHPSRUDO VHSDUDWLRQ EHWZHHQ WKH LQWURGXFWLRQ RI WKH QXFOHRSKLOH QHXWUDOV DQG UHDFWLRQ RI WKH LRQL]HG QXFOHRSKLOHV LQVLGH WKH WDQGHPLQWLPH 4,706 7KH QH[W VWHS LV WKH RSWLPL]DWLRQ RI WKH JDVSKDVH LRQQHXWUDO FKHPLVWU\ XVHG IRU WKH VFUHHQLQJ UHDFWLRQV ,Q &KDSWHUV DQG WKH UHDFWLRQV RI S\ULGLQH DQG SLSHULGLQH LRQV ZLWK DOO\O LRGLGH GHPRQVWUDWHG WKH LPSRUWDQFH RI WKH LRQQHXWUDO FKHPLVWU\ 7KH DURPDWLF S\ULGLQH LRQ UHDFWHG ERWK ZLWK WKH LRGLQH DWRP DQG ZLWK WKH DOO\O JURXS WKH QRQDURPDWLF SLSHULGLQH LRQ RQO\ UHDFWHG ZLWK WKH DOO\O JURXS $V GLVFXVVHG LQ &KDSWHU WKLV GLIIHUHQW UHDFWLYLW\ WRZDUGV LRGLQH ZDV VKRZQ WR EH D IXQFWLRQ RI WKH DURPDWLFLW\ RI WKH QXFOHRSKLOH LRQ 7KHUHIRUH FRPSDUHG WR QRQDURPDWLF QXFOHRSKLOH LRQV DURPDWLF QXFOHRSKLOH LRQV PD\ \LHOG PRUH FRPSOLFDWHG

PAGE 115

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f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f WKHRU\ 3URGXFW LRQ IRUPDWLRQ LV H[SODLQHG YLD WKH +6$% WKHRU\ DQG FKDUDFWHULVWLFV IRU DQ LGHDO QXFOHRSKLOH DUH GHWHUPLQHG

PAGE 116

6ROXWLRQ3KDVH &DUFLQRJHQ'1$ $GGXFW 6WXGLHV 'HWHUPLQDWLRQ RI 6LWH RI 5HDFWLRQ ,Q &KDSWHU WKH IRXU VWDJHV IRU FDUFLQRJHQHVLV ZHUH RXWOLQHG VHH &DUFLQRJHQ DQG 0XWDJHQ %DFNJURXQGf 7KXV IDU WKH JDVSKDVH VFUHHQLQJ PHWKRGRORJ\ KDV IRFXVVHG XSRQ WKH VHFRQG VWDJH WKH IRUPDWLRQ RI WKH '1$FDUFLQRJHQ DGGXFW )LJXUH SUHVHQWV WKH VWUXFWXUHV RI WKH IRXU QXFOHLF DFLGV SUHVHQW LQ '1$ DQG LQGLFDWHV WKH SRVVLEOH VLWHV IRU '1$FDUFLQRJHQ DGGXFW IRUPDWLRQ 3HJJ f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f :KDWHYHU KHOS WKRVH REVHUYDWLRQV PD\ KDYH FRQWULEXWHG WR GHWHUPLQLQJ DQ\ VLWH VSHFLILFLW\ IRU '1$FDUFLQRJHQ DGGXFW IRUPDWLRQ ZDV QHJDWHG E\ WKH IXUWKHU REVHUYDWLRQ WKDW GLIIHUHQW FODVVHV RI FDUFLQRJHQV UHDFW SULPDULO\ DW GLIIHUHQW VLWHV RQ WKH QXFOHLF DFLGV 3RO\DURPDWLF K\GURFDUERQV KDYH EHHQ IRXQG WR DWWDFN SULPDULO\ DW QLWURJHQ VLWHV LQ WKH QXFOHLF DFLGV -HIIUH\ HW DO D -HIIUH\ HW DO Ef ZKLOH DURPDWLF DPLQHV KDYH EHHQ VKRZQ WR DWWDFN DW HLWKHU QLWURJHQ RU R[\JHQ VLWHV LQ WKH '1$ .DGOXEDU HW DO .DZD]RH HW DO f

PAGE 117

1 ? 2+ 1 1 1n 1 1+ + 1 *XDQLQH 1 7K\PLQH )LJXUH 6WUXFWXUHV RI WKH '1$ EDVHV XQGHU SK\VLRORJLFDO FRQGLWLRQV 6LWHV RI SRVVLEOH '1$ DGGXFW IRUPDWLRQ DUH LGHQWLILHG

PAGE 118

+RZHYHU MXVW DV LPSRUWDQW DV ZKHUH WKH '1$FDUFLQRJHQ DGGXFWV IRUP LV WKH WKLUG VWDJH RI FDUFLQRJHQHVLV WKH UHSDLU DQG UHSOLFDWLRQ RI WKH FDUFLQRJHQLQGXFHG PRGLILFDWLRQ OHDGLQJ WR WKH IRUPDWLRQ RI WXPRU SURJHQLWRU FHOOV 7KHUH KDYH EHHQ VHYHUDO VWXGLHV SHUIRUPHG ERWK LQ YLWUR DQG LQ YLYR LQYHVWLJDWLQJ ZKLFK VLWHV RI DGGXFW IRUPDWLRQ OHDG WR FDUFLQRJHQHVLV DQG ZKLFK GR QRW 6ZDQQ DQG 0DJHH f VWXGLHG WKH LQGXFWLRQ RI NLGQH\ WXPRUV LQ WKH UDW E\ WKUHH DON\ODWLQJ DJHQWV GLPHWK\OQLWURVDPLQH '01f 1PHWK\O1QLWURVRXUHD 108f DQG PHWK\O PHWKDQHVXOIRQDWH 006f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f 7KH 2 SRVLWLRQ ZDV DOVR IRXQG WR EH WKH FULWLFDO WDUJHW OHDGLQJ WR FDUFLQRJHQHVLV E\ PHWK\ODWLQJ DJHQWV 3HJJ f +DUG6RIW $FLG %DVH +6$% 7KHRU\ ,Q DQ DWWHPSW WR FRUUHODWH REVHUYDWLRQV LQ PDQ\ DUHDV RI FKHPLVWU\ D JHQHUDOL]DWLRQ FDOOHG WKH WKHRU\ RI KDUG DQG VRIW DFLGV DQG EDVHV +6$%f ZDV SURSRVHG 3HDUVRQ 3HDUVRQ f 7KLV WKHRU\ FRQVLVWHG RI WKH IROORZLQJ

PAGE 119

GHILQLWLRQV 3HDUVRQ DQG 6RQJVWDG f KDUG DFLG WKH H DFFHSWRU DWRP KDV KLJK FKDUJH GHQVLW\ VPDOO VL]H DQG KLJK FKDUJHf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f GR QRW IDOO XQGHU HLWKHU WKH KDUG RU VRIW FODVVLILFDWLRQV ,QVWHDG WKH\ DUH LQWHUPHGLDWH LQ QDWXUH %HUDQHN &DUOVRQ f 7KH KDUGQHVV RI WKH FDUERQ DFLGV LQFUHDVHV ZLWK LQFUHDVLQJ DON\ODU\O FKDUDFWHU EHQ]HQH WEXW\O HWK\O PHWK\Of 7KH ULQJ QLWURJHQ DWRPV DQG WKH H[RF\FOLF R[\JHQ DWRPV RI WKH SXULQH F\WRVLQH WK\PLQH DQG XUDFLOf DQG S\ULPLGLQH JXDQLQH DQG DGHQLQHf DUH DOVR LQWHUPHGLDWH LQ WKHLU KDUGVRIW QDWXUH ZLWK WKH H[RF\FOLF R[\JHQV EHLQJ KDUGHU WKDQ WKH ULQJ QLWURJHQV %HUDQHN f 7KHUHIRUH WKH +6$% SULQFLSOH SUHGLFWV DON\ODWLRQ RI WKH '1$ EDVHV WR RFFXU ERWK DW WKH ULQJ QLWURJHQV DQG H[RF\FOLF R[\JHQV ZLWK WKH KDUGHU DON\O DFLGV UHDFWLQJ WR D ODUJHU H[WHQW DW WKH

PAGE 120

,OO H[RF\FOLF R[\JHQV WKDQ WKH VRIWHU DON\O DFLGV 7KLV SUHGLFWLRQ KDV EHHQ REVHUYHG DON\ODWLRQ RFFXUUHG ERWK DW WKH ULQJ QLWURJHQV DQG H[RF\FOLF R[\JHQV %HUDQHN 6LQJHU DQG *UXQEHUJHU f ZKHUH D ODUJHU SHUFHQWDJH RI HWK\ODWLRQ RFFXUUHG DW WKH H[RF\FOLF R[\JHQV WKDQ PHWK\ODWLRQ /DZOH\ f 7KH +6$% WKHRU\ KDV DOVR EHHQ DSSOLHG WR WKH UHDFWLRQV RI WUDSSLQJ DJHQWV ZLWK YDULRXV HOHFWURSKLOHV *OXWDWKLRQH *6+f LV D FHOOXODU QXFOHRSKLOH ZKLFK KDV EHHQ VKRZQ WR HIIHFWLYHO\ SUHYHQW HOHFWURSKLOHV GHULYHG IURP SDUDFHWDPRO IURP ELQGLQJ ZLWK OLYHU PDFURPROHFXOHV .HWWHUHU f 7KLV UHDFWLRQ ZDV LGHQWLILHG DV D VRIWVRIW LQWHUDFWLRQ .URHVH HW DO f $ QXPEHU RI KDUGHU HOHFWURSKLOHV ZHUH QRW LQKLELWHG E\ *6+ IURP ELQGLQJ QXFOHLF DFLGV GXH WR WKH VRIW QXFOHRSKLOLF FKDUDFWHU RI *6+ 0HHUPDQ DQG 7LMGHQV 0DUJLVRQ DQG 2f&RQQHU f 7KH KDUGHU PHWK\OWKLRHWKHUV ZHUH IRXQG WR EH EHWWHU WUDSSLQJ DJHQWV IRU WKH KDUGHU QXFOHRSKLOHV VXFK DV HWK\OQLWURVRXUHD DQG PHWK\OQLWRVRXUHD .URHVH HW DO f :KLOH WKH +6$% SULQFLSOH FDQ SUHGLFW WKH VLWHV RI DGGXFW IRUPDWLRQ LQ WKH QXFOHLF DFLGV LW FDQQRW SUHGLFW WKH VLWHV ZKHUH DGGXFW IRUPDWLRQ OHDGV WR WXPRU IRUPDWLRQ 2QO\ WKH JHQHWLFLVWV FDQ DQVZHU WKDW TXHVWLRQ :KHQ WKH +6$% WKHRU\ LV H[WHQGHG WR LRQPROHFXOH UHDFWLRQV WKH EDVLF GHILQLWLRQV PXVW EH DOWHUHG 5HDFWLRQV EHWZHHQ QHXWUDO QXFOHRSKLOHV DQG QHXWUDO HOHFWURSKLOHV LQ WKH VROXWLRQ SKDVH IROORZ WKH VWDQGDUG +6$% GHILQLWLRQV ZKHUH WKH QXFOHRSKLOH DFWV DV WKH EDVH H GRQRUf DQG WKH HOHFWURSKLOH DFWV DV WKH DFLG H DFFHSWRUf 2QFH RQH RI WKH UHDFWDQWV LV LRQL]HG WKH +6$% GHILQLWLRQV PXVW EH FKDQJHG WR ZKHUH WKH LRQ EHFRPHV FODVVLILHG DV WKH DFLG RU EDVH GHSHQGLQJ XSRQ LWV

PAGE 121

FKDUJH WKH LRQ LV DQ DFLG LI SRVLWLYHO\ FKDUJHG DQG LW LV D EDVH LI LW LV QHJDWLYHO\ FKDUJHGf 6RPH H[DPSOHV RI WKLV DOWHUDWLRQ LQ WKH +6$% GHILQLWLRQ FDQ EH VHHQ LQ WKH UHDFWLRQV EHWZHHQ DON\O FDWLRQV DFLGf DQG '1$ EDVHV EDVHf LQ WKH VROXWLRQ SKDVH &DUOVRQ f DQG EHWZHHQ DOO\O KDOLGH PROHFXODU LRQV DFLGf DQG S\ULGLQH EDVHf LQ WKH JDV SKDVH )UHHPDQ f ,Q WKH SUHVHQW JDVSKDVH VWXGLHV WKH QXFOHRSKLOH LV LRQL]HG WR D FDWLRQ :KLOH WKH QHXWUDO QXFOHRSKLOH ZRXOG EH YLHZHG DV D EDVH WKH LRQL]HG QXFOHRSKLOH PXVW EH YLHZHG DV HLWKHU D KDUG RU VRIW DFLG EHFDXVH LW LV HOHFWURQ GHILFLHQW 6LPLODUO\ WKH QHXWUDO HOHFWURSKLOH ZKLFK UHDFWV ZLWK WKH LRQL]HG QXFOHRSKLOH PXVW EH FODVVLILHG DV D KDUG RU VRIW EDVH EHFDXVH LW LV WKH HOHFWURQ ULFK VSHFLHV LQ WKH LRQPROHFXOH UHDFWLRQV ([SHULPHQWDO $OO LRQPROHFXOH UHDFWLRQV ZHUH SHUIRUPHG RQ D )LQQLJDQ 0$7 ,RQ 7UDS 0DVV 6SHFWURPHWHU ,706r1f $OO\O EURPLGH 6LJPD &KHPLFDO &RPSDQ\ 6W/RXLV 02 DQG $OGULFK 0LOZDXNHH :,f WKH DXQVDWXUDWHG FDUERQ\OV $OGULFKf SLSHULGLQH )LVKHU 6FLHQWLILF 2UODQGR )/f DQG S\ULGLQH )LVKHU 6FLHQWLILFf ZHUH REWDLQHG IURP WKH PDQXIDFWXUHU DQG XVHG ZLWKRXW IXUWKHU SXULILFDWLRQ 7KH PXOWLn IXQFWLRQDO QXFOHRSKLOHV ZHUH REWDLQHG IURP 'U ': .HXKO 86 (QYLURQPHQWDO 3URWHFWLRQ $JHQF\ (QYLURQPHQWDO 5HVHDUFK /DERUDWRU\ 'XOXWKf DQG 'U 50 &DUOVRQ 8QLYHUVLW\ RI 0LQQHVRWD'XOXWKf 5HDFWLRQV EHWZHHQ WKH PXOWLIXQFWLRQDO QXFOHRSKLOHV DQG DOO\O EURPLGH ZHUH SHUIRUPHG DV IROORZV ,RQL]DWLRQ DW T1 f ZDV IROORZHG E\ WZRVWHS UIGF

PAGE 122

LVRODWLRQ *URQRZVND HW DO 1 @ $IWHU LVRODWLRQ WKH QXFOHRSKLOH PROHFXODU LRQV ZHUH DOORZHG WR UHDFW ZLWK ERWK WKH QXFOHRSKLOH DQG DOO\O EURPLGH QHXWUDOV SUHVHQW LQVLGH WKH LRQ WUDS IRU XS WR PV DW D T1 f 0DVV VSHFWUD ZHUH DFTXLUHG ZLWK WKH D[LDO PRGXODWLRQ N+] DQG 9SBSf PDVVVHOHFWLYH LQVWDELOLW\ VFDQ 6WDIIRUG HW DO f $OO\O EURPLGH ZDV LQWURGXFHG WKURXJK D *UDQYLOOH3KLOOLSV %RXOGHU &2f 6HULHV YDULDEOH OHDN YDOYH DQG ZDV SUHVHQW DW D FRQVWDQW LQGLFDWHG SUHVVXUH RI [ WRUU 7KH YDOYH ZDV KHDWHG WR D FRQVWDQW WHPSHUDWXUH RI r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f 6HULHV YDULDEOH OHDN YDOYHV DQG ZHUH SUHVHQW DW D FRQVWDQW SUHVVXUH 7KH YDOYHV ZHUH KHDWHG WR D FRQVWDQW WHPSHUDWXUH RI r& ZLWK KHDWLQJ WDSH 3LSHULGLQH ZDV LQWURGXFHG YLD D 6HULHV SXOVHG YDOYH *HQHUDO 9DOYH &RUS )DLUILHOG 1-f 7KH SXOVHGYDOYH DQG LWV DFFRPSDQ\LQJ KDUGZDUH ZHUH GHVFULEHG LQ &KDSWHU ,RQ &DWFKHU 6RIWZDUH ,&06r GHYHORSHG E\ 1DWKDQ $
PAGE 123

,PGD]R,LGLQHWKLRQH 7KLRK\GDQWRLQ + FR7KcRFDSURODFWDP + 7KLRDFHWDQLOLGH )LJXUH 6WUXFWXUHV RI WKH PXOWLIXQFWLRQDO QXFOHRSKLOHV XVHG LQ WKLV ZRUN

PAGE 124

,706 6LJQDO $FTXLVLWLRQ 3URFHVVRU 6$3f $GDSWHU ERDUG 7KLV 77/ VLJQDO WULJJHUHG D SXOVHGYDOYH FRQWUROOHU EXLOW DW WKH 8QLYHUVLW\ RI )ORULGD 7KH GXUDWLRQ RI WKH FRQWURO VLJQDO HPLWWHG IURP WKH SXOVHGYDOYH FRQWUROOHU ZDV PHDVXUHG E\ D /H&UR\ &KHVQXW 5LGJH 1
PAGE 125

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f DQG LI VR KRZ WKDW VHOHFWLYLW\ FRUUHODWHV WR WKH +6$% SULQFLSOH 8SRQ UHDFWLRQ ZLWK DOO\O EURPLGH WKH PROHFXODU LRQV RI HDFK RI WKH 0)1V LQYHVWLJDWHG SURGXFHG WKH H[SHFWHG >1@ DGGXFW LRQ 1RWLFH WKDW XSRQ LRQL]DWLRQ WKH VXOIXU DWRP ZLOO SUHIHUHQWLDOO\ ORVH DQ HOHFWURQ IURP LWV RQH RI LWV ORQH SDLUV EHIRUH WKH QLWURJHQ DWRP $QGUHRFFL HW DO f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

PAGE 126

)LJXUH 5HVRQDQFH VWDELOL]DWLRQ RI 0)1fV XSRQ LRQL]DWLRQ 7KH SRVLWLYH FKDUJH FDQ EH SODFHG RQ HLWKHU WKH VXOIXU RU WKH QLWURJHQ GXH WR UHVRQDQFH

PAGE 127

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df )LJXUH 06 VHTXHQFH XVHG WR GHWHUPLQH VLWH RI DOO\O DWWDFKPHQW IRU WKLRK\GDQWRLQ Df 7KH 0606 SURGXFW LRQ VSHFWUXP IURP WKH UHDFWLRQ RI LRQL]HG WKLRK\GDQWRLQ ZLWK QHXWUDO DOO\O EURPLGH Ef 7KH IUDJPHQW LRQ VSHFWUXP 06f IRU WKH DGGXFW LRQ DW P] Ff 7KH 06 VSHFWUXP REWDLQHG IURP WKH &,' RI P] Gf 7KH 06 VSHFWUXP REWDLQHG IURP WKH &,' RI P]

PAGE 128

5HODWLYH ,QWHQVLW\ R f R R ; $r X! -3 Z A !3 MF 5HODWLYH ,QWHQVLW\

PAGE 129

5HDFWLRQV RI 7KLRKYGDQWRLQ 0ROHFXODU ,RQV ZLWK $OO\O %URPLGH )LJXUH SUHVHQWV WKH 06 VSHFWUD REWDLQHG IRU WKH GHWHUPLQDWLRQ RI WKH VLWH RI UHDFWLRQ IRU WKH 0)1 WKLRK\GDQWRLQ WRJHWKHU ZLWK VXJJHVWHG PROHFXODU IRUPXOD )LJXUH D VKRZV WKH VHFRQG VWDJH RI PDVV VSHFWURPHWU\ WKH SURGXFW LRQ VSHFWUXP DIWHU PV IRU WKH UHDFWLRQ EHWZHHQ WKH PDVVVHOHFWHG PROHFXODU LRQ P] f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f (DFK FDVH ZLOO EH LQYHVWLJDWHG LQ RUGHU WR GHPRQVWUDWH WKDW UHDFWLRQ PXVW RFFXU DW WKH VXOIXU 7KH IUDJPHQW LRQ GDWD IRU WKH WKLRK\GDQWRLQDOO\O DGGXFW LRQ P] f ZDV DFTXLUHG WKURXJK HQHUJ\UHVROYHG &,' PHDQLQJ WKDW WKH DPSOLWXGH RI WKH H[FLWDWLRQ YROWDJH ZDV LQFUHPHQWHG VWHDGLO\ DQG VSHFWUD ZHUH WDNHQ DW HDFK LQFUHPHQW 7KH

PAGE 130

IUDJPHQW LRQV GLVSOD\HG LQ )LJXUH E GLG QRW DSSHDU VLPXOWDQHRXVO\ 7KH P] LRQ DSSHDUHG ILUVW IROORZHG E\ WKH P] LRQ 7KLV REVHUYDWLRQ DQG WKH SUHVHQFH RI D P] IUDJPHQW LRQ IURP P] VXJJHVW WKDW &,' WR IRUP WKH IUDJPHQW LRQ DW P] RFFXUV VWHSZLVH WKURXJK P] 7KLV ILUVW IUDJPHQWDWLRQ )LJXUH Ef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f ,Q DGGLWLRQ WKH VWUXFWXUHV DW P] GR QRW DOORZ IRU WKH HDV\ ORVV RI +&1 ZKLFK LV UHTXLUHG WR IRUP WKH P] IUDJPHQW LRQ )LJXUH Ff %DVHG XSRQ WKHVH DUJXPHQWV WKH ORVV RI GDOWRQV IURP P] WR IRUP P] ZKLFK OHG WR WKH IXUWKHU IRUPDWLRQ RI LRQV DW P] DQG P] PXVW EH GXH WR WKH ORVV RI &2 )LJXUH GLVSOD\V WKH LRQV DW P] ZKLFK UHVXOW IURP WKH ORVV RI &2 IURP WKH P] DGGXFW LRQ 1RWLFH WKDW IRU WKLV FDVH WKH WKUHH SRVVLEOH VLWHV RI DOO\O

PAGE 131

$WWDFKPHQW DW WKH 6XOIXU P]O P]O $WWDFKPHQW DW WKH 1LWURJHQ P] P] )LJXUH /RVV RI &+ IURP WKH WKLRK\GDQWRLQDOO\O DGGXFW LRQ IRU HDFK FDVHf§DWWDFKPHQW DW WKH VXOIXU DQG DWWDFKPHQW DW WKH QLWURJHQ A

PAGE 132

$WWDFKPHQW DW WKH 6XOIXU P] P] $WWDFKPHQW DW WKH 1LWURJHQ P] P] )LJXUH )XUWKHU ORVV RI &+&2 WR IRUP DQ LRQ DW P] FK F R FK F R

PAGE 133

&2 +n 9 1 6WUXFWXUH $ 6WUXFWXUH % 6WUXFWXUH & )LJXUH /RVV RI &2 IURP WKH WKLRK\GDQWRLQDOO\O DGGXFW LRQ P] f IRU WKH WKUHH FDVHV SUHVHQWHG LQ WKH WH[W r

PAGE 134

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f )LJXUH SUHVHQWV WKH PHFKDQLVPV IRU WKH IRUPDWLRQ RI WKH 06 IUDJPHQW LRQV $ IRXU FHQWHU UHDUUDQJHPHQW WR UHOHDVH +&1 IURP WKH P] LRQ SURGXFHV WKH P] IUDJPHQW LRQ 6LPLODUO\ WZR FRQFHUWHG IRXU FHQWHU UHDUUDQJHPHQWV FKDQJH WKH P] LRQ VR WKDW KHWHURO\WLF FOHDYDJH RI WKH UHPDLQLQJ &1 VLQJOH ERQG SURGXFHV WKH UHVRQDQFH VWDELOL]HG SURGXFW LRQ DW P] 7R JHQHUDWH WKH P] IUDJPHQW LRQ WKH DOO\O JURXS XQGHUJRHV D VKLIW IROORZHG E\ WZR FRQVHFXWLYH K\GURJHQ VKLIWV 7KH

PAGE 135

Df QL] P] Ef P] P] )LJXUH 2QO\ SRVVLEOH IUDJPHQWDWLRQV IRU WKH P] LRQV UHVXOWLQJ IURP DWWDFKPHQW DW Df WKH QLWURJHQ DGMDFHQW WR WKH FDUERQ\O DQG Ef WKH RWKHU QLWURJHQ A R?

PAGE 136

P] P] P] +&1 P] )LJXUH )UDJPHQWDWLRQ PHFKDQLVPV WR SURGXFH WKH REVHUYHG 06 IUDJPHQW LRQV XSRQ &,' RI 6WUXFWXUH &

PAGE 137

f§rf +& 6 FKFK FK + P] P] P] P] )LJXUH f§FRQWLQXHG

PAGE 138

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}WKLRFDSURODFWDPDOO\O DGGXFW SURGXFHG LRQV DW P] ORVV RI 1+f DQG DW P] ORVV RI +&1f 7KH RQO\ SRVVLEOH IRUPXOD IRU P] WR SURGXFH WKHVH IUDJPHQWDWLRQV ZRXOG EH &+1 7KHUHIRUH WKH VWDUWLQJ D!WKLRFDSURODFWDPDOO\O DGGXFW LRQ VWDUWLQJ IRUPXOD &+16f PXVW ORVH WKH QHXWUDO FKV WR SURGXFH WKH P] LRQ $V VKRZQ LQ )LJXUH WKLV IUDJPHQWDWLRQ LV DFKLHYHG WKURXJK D IRXU FHQWHU UHDUUDQJHPHQW IROORZHG E\ FOHDYDJH RI WKH UHPDLQLQJ FDUERQVXOIXU ERQG 6LPLODU WR WKH FDVH RI WKLRK\GDQWRLQ DWWDFKPHQW RI WKH DOO\O

PAGE 139

7DEOH )UDJPHQW ,RQV 2EVHUYHG IURP WKH &,' RI 0)1$OO\O $GGXFW ,RQV 0)1 0:L $GGXFW ,RQ P] 0606 )UDJPHQWV 06 )UDJPHQWV 7KLRK\GDQWRLQ f E E ,PLGD]ROLGLQHWKLRQH f E D!7KLRFDSURODFWDP f E E E 7KLRDFHWDQLOLGH f E Df $OO IUDJPHQW LRQV b UHODWLYH DEXQGDQFH DUH VKRZQ Ef 0606 IUDJPHQW LRQ LQWHQVLW\ WRR ORZ WR SHUIRUP 06

PAGE 140

)LJXUH )UDJPHQWDWLRQ PHFKDQLVP IRU WKH ORVV RI DOO\OWKLRO IURP WR WKLRFDSURODFWDP

PAGE 141

JURXS WR WKH QLWURJHQ GRHV QRW SHUPLW WKLV IUDJPHQWDWLRQ XQOHVV WKH DOO\O JURXS VKLIWV WR WKH VXOIXU WKHUHIRUH DWWDFKPHQW DW WKH QLWURJHQ LV QRW OLNHO\ 7KH WKLRDFHWDQLOLGHDOO\O DGGXFW LRQ EHKDYHV VLPLODUO\ WR WKH Df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

PAGE 142

$WWDFKPHQW DW WKH VXOIXU + )LJXUH P] +1 & fV ff P] $WWDFKPHQW DW WKH QLWURJHQ 6 f P] )UDJPHQWDWLRQ PHFKDQLVPV IRU WKH ORVV RI +1&6 IRU ERWK VXOIXU DQG QLWURJHQ DWWDFKPHQW RI WKH DOO\O JURXS WR LPLGD]ROLGLQHWKLRQH

PAGE 143

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

PAGE 144

$WWDFKPHQW DW WKH VXOIXU P] !‘ 1 k 1 LQ] $WWDFKPHQW DW WKH QLWURJHQ P] +n 1A1 k P] 6+ 6+ )LJXUH )UDJPHQWDWLRQ PHFKDQLVPV IRU WKH ORVV RI +6 IURP WKH P] IUDJPHQW LRQ

PAGE 145

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f WKH UHDFWLRQ ZLWK WKH LRGLQH DWRP ZDV HOLPLQDWHG 5HDFWLRQ RFFXUUHG RQO\ ZLWK WKH KDUGHU DOO\O JURXS ,W DSSHDUV WKDW +6$% WKHRU\ LV D JRRG SUHGLFWRU RI WKH QXFOHRSKLOHDOO\O KDOLGH LRQPROHFXOH UHDFWLRQV

PAGE 146

5HDFWLRQV RI D8QVDWXUDWHG &DUERQ\OV 7KH UHDFWLRQV RI YDULRXV DXQVDWXUDWHG FDUERQ\OV ZLWK WKH QXFOHLF DFLGV KDV EHHQ H[WHQVLYHO\ VWXGLHG LQ WKH VROXWLRQ SKDVH (GHU HW DO &KXQJ HW DO (GHU HW DO f ,Q FRQWUDVW WR WKH DOO\O KDOLGHV ZKHUH WKHUH ZDV RQO\ RQH VLWH RI XQVDWXUDWLRQ DQG KHQFH RQO\ RQH SULPDU\ VLWH RI UHDFWLYLW\ WKH DXQVDWXUDWHG FDUERQ\OV SRVVHVV WZR VLWHV RI UHDFWLYLW\ GXH WR WKH WZR VLWHV RI XQVDWXUDWLRQ 7KLV H[WUD VLWH RI UHDFWLYLW\ KDV OHG WR WKH LGHQWLILFDWLRQ RI VRPH XQLTXH DGGXFWV ZLWK WKH QXFOHLF DFLGV 5HDFWLRQV ZLWK GHR[\JXDQRVLQH VKRZHG WKH IRUPDWLRQ RI 1 F\FOLF DGGXFW IRUPDWLRQ GXH WR D 0LFKDHO FRQGHQVDWLRQ UHDFWLRQ &KXQJ HW DO (GHU HW DO f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f ZHUH UHSRUWHG 7KLV YDULHG UHDFWLYLW\ GXH WR WKH WZR VLWHV RI UHDFWLRQ PDNHV WKH DIL XQVDWXUDWHG FDUERQ\OV DQ LPSRUWDQW FODVV RI FRPSRXQGV WR EH VWXGLHG 5HDFWLRQV LQ WKH JDV SKDVH EHWZHHQ WKH DMXQVDWXUDWHG FDUERQ\OV DQG PRQRIXQFWLRQDO QXFOHRSKLOHV S\ULGLQH DQG SLSHULGLQHf VKRXOG EH OHVV GLYHUVH WKDQ WKRVH REVHUYHG LQ WKH VROXWLRQ SKDVH GXH WR WKH JDVSKDVH LRQL]HG QXFOHRSKLOH SRVVHVVLQJ RQO\ RQH UHDFWLYH VLWH )LJXUH GHPRQVWUDWHV WKH WKUHH SRVVLEOH

PAGE 147

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

PAGE 148

5HDFWLRQ DW WKH YLQ\O ERQG k 5+& &+0 3URGXFW $ 5HDFWLRQ DW WKH FDUERQ\O ERQG k 0 5+& &+ $ U 7 5+& &+f§&f§5 k 0 3URGXFW % 7 k 5+& &+ 0 3URGXFW & )LJXUH 3RVVLEOH UHDFWLRQV EHWZHHQ QXFOHRSKLOH LRQV 0f DQG WKH DXQVDWXUDWHG FDUERQ\OV

PAGE 149

7DEOH 3URGXFW ,RQ 'LVWULEXWLRQ IRU WKH 5HDFWLRQ RI 3\ULGLQH ,RQV ZLWK D0-QVDWXUDWHG &DUERQ\OV (LE 5E 3URGXFW $F 3URGXFW %F 3URGXFW & + + f f f FK + f f f FKFK + f f f + FK f f f + FKFK f f f Df 5HDFWDQW LRQ DW P] DQG SURGXFW LRQ DW P] DUH QRW OLVWHG Ef 5HIHU WR )LJXUH IRU H[SODQDWLRQV RI 5M DQG 5 Ff 3URGXFW LRQ P] DQG b5,&f

PAGE 150

LQWHQVLW\ DPRQJ WKH SURGXFW LRQV 6HFRQG DWWDFN DW WKH FDUERQ\O LV VWHULFDOO\ KLQGHUHG E\ 5W ,Q WKH FDVHV ZKHUH 5W LV D K\GURJHQ DFUROHLQ PHWK\O YLQ\O NHWRQH DQG HWK\O YLQ\O NHWRQHf WKHUH LV QR VWHULF KLQGHUDQFH DQG WKH S\ULGLQH FDQ DWWDFN WKH FDUERQ\O ERQG UHVXOWLQJ LQ WKH IRUPDWLRQ RI 3URGXFWV % DQG & +RZHYHU ZKHQ 5 LV EXONLHU WKDQ K\GURJHQ PHWK\O LQ WKH FDVH RI FURWRQDOGHK\GH DQG HWK\O IRU SHQWHQDOf WKH FDUERQ LQ WKH FDUERQ\O LV HIIHFWLYHO\ EORFNHG IURP DQ\ EDFNVLGH QXFOHRSKLOLF DWWDFN 5RWDWLRQ DERXW WKH FDUERQFDUERQ VLQJOH ERQG DQG WKH UHODWLYH ULJLGLW\ RI WKH QXQVDWXUDWHG NHWRQHV HQDEOH WKH UDWKHU VPDOO PHWK\O DQG HWK\O JURXSV WR VHHP EXONLHU DQG WKXV DFW DV VWHULF LQKLELWRUV WRZDUGV DWWDFN DW WKH FDUERQ\O ERQG /DVWO\ DV 5 LV EHWWHU DEOH WR VWDELOL]H WKH UDGLFDO FKDUJH LH 5 +f 3URGXFW & EHFRPHV PRUH DEXQGDQW WKDQ 3URGXFW % )RU WKH VHULHV RI DFUROHLQ 5 +f PHWK\O YLQ\O NHWRQH 5 &+f DQG HWK\O YLQ\O NHWRQH 5 &+&+f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

PAGE 151

7DEOH 3URGXFW ,RQ 'LVWULEXWLRQ IRU WKH 5HDFWLRQ RI 3LSHULGLQH ,RQV ZLWK D8QVDWXUDWHG &DUERQ\OVr (E 5E 3URGXFW $F 3URGXFW %F 3URGXFW & + + f f 9 R n FK + f f f FKFK + f f f + FK f f f + FKFK f f f Df 5HDFWDQW LRQ DW P] DQG SURGXFW LRQ DW P] DUH QRW OLVWHG Ef 5HIHU WR )LJXUH IRU DQ H[SODQDWLRQ RI 5M DQG 5 Ef 3URGXFW LRQ P] DQG b5,&f

PAGE 152

,Q FRQWUDVW WR S\ULGLQH SLSHULGLQH GRHV QRW UHDFW WR DQ\ VLJQLILFDQW H[WHQW ZLWK WKH YLQ\O ERQG $OVR ZKHQ SLSHULGLQH GRHV UHDFW DW WKH FDUERQ\O ERQG RQO\ IRUPDWLRQ RI WKH DGGLWLRQ SURGXFW 3URGXFW %f LV REVHUYHG 'HVSLWH WKH LQFUHDVLQJ DELOLW\ RI 5 WR VWDELOL]H WKH UDGLFDO WKH DGGLWLRQVXEVWLWXWLRQ SURGXFW 3URGXFW &f LV QRW REVHUYHG DW JUHDWHU WKDQ b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f WKH ORVV RI WKH DXQVDWXUDWHG FDUERQ\O P] f DQG ORVV RI &25 P] f &RUUHODWLRQ RI 1XFOHRSKLOHDM0-QVDWXUDWHG &DUERQ\O 6WXGLHV WR +6$% 7KHRU\ $FFRUGLQJ WR +6$% WKHRU\ WKH DXQVDWXUDWHG FDUERQ\OV SRVVHVV WZR VRIW EDVH VLWHV ZLWK WKH YLQ\O ERQG EHLQJ VRIWHU WKDQ WKH FDUERQ\O ERQG 7KH YLQ\O ERQG LV VRIW EHFDXVH WKH HOHFWURQ GHQVLW\ RI WKH GRXEOH ERQG LV VSUHDG RYHU WZR FDUERQV WKH FDUERQ\O LV D VOLJKWO\ KDUGHU FHQWHU EHFDXVH WKH HOHFWURQ ZLWKGUDZLQJ FKDUDFWHU RI WKH R[\JHQ KDV SRODUL]HG WKH FDUERQ DWRP 3HDUVRQ DQG 6RQJVWDG f 7KH S\ULGLQH PROHFXODU LRQ KDV DOUHDG\ EHHQ VKRZQ WR EH D YHU\ VRIW DFLG EDVHG XSRQ LWV UHDFWLRQV ZLWK WKH DOO\O KDOLGHV 7KHUHIRUH LWV REVHUYHG SUHIHUHQFH

PAGE 153

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ f§ f§ FKLQR )LJXUH &,' VSHFWUD IRU WKH 3URGXFW % LRQV IURP WKH UHDFWLRQ RI PHWK\O YLQ\O NHWRQH ZLWK WKH PROHFXODU LRQV RI Df SLSHULGLQH DQG Ef S\ULGLQH

PAGE 154

WR UHDFW DW WKH YLQ\O ERQG ZDV H[SHFWHG 7KH UHDFWLYLW\ RI WKH S\ULGLQH PROHFXODU LRQ WRZDUGV WKH FDUERQ\O FHQWHU VXSSRUWV WKH FODLPV WKDW WKH FDUERQ RI WKH FDUERQ\O LV D VRIW EDVH 3HDUVRQ DQG 6RQJVWDG f 7KH FDUERQ\O DFWV VLPLODUO\ WR SKRVSKRQDWH DQLRQV ZKHUH WKH FHQWUDO SKRVSKRUXV LV D VRIW FHQWHU DQG WKH RXWHU R[\JHQV DUH KDUG FHQWHUV 'RDN DQG )UHHGPDQ f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

PAGE 155

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

PAGE 156

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f HQHUJ\UHVROYHG &,' DQG LRQPROHFXOH UHDFWLRQV )ROORZLQJ WKDW LV D VKRUW GLVFXVVLRQ RI ZK\ LVRPHU GLIIHUHQWLDWLRQ ZDV LQYHVWLJDWHG DQG ZK\ VHOHFWLYH LRQPROHFXOH UHDFWLRQV ZHUH XVHG DV RSSRVHG WR DQ\ RI WKH RWKHU WHFKQLTXHV 7ZR W\SHV RI VHOHFWLYH LRQPROHFXOH UHDFWLRQV ZHUH DWWHPSWHG RQH EDVHG RQ D GLIIHUHQFH LQ FKHPLFDO UHDFWLYLW\ LH WKHUPRG\QDPLFVf EHWZHHQ WKH LVRPHUV DQG WKH VHFRQG EDVHG RQ GLIIHUHQFHV VWHULF KLQGHUDQFH EHWZHHQ WKH LVRPHUV 5HVXOWV IURP HDFK VHW RI LRQPROHFXOH UHDFWLRQV ZLOO EH SUHVHQWHG

PAGE 157

0HWKRGV RI *DV3KDVH ,VRPHU 'LIIHUHQWLDWLRQ 6WUXFWXUDO LGHQWLILFDWLRQ RI LQWHUPHGLDWHV LQ WKH JDVSKDVH LV LPSRUWDQW LQ WKH HOXFLGDWLRQ RI UHDFWLRQ PHFKDQLVPV 7KLV WDVN LV FRPSOLFDWHG E\ WKH SRVVLELOLW\ RI RQH LQWHUPHGLDWH RU SURGXFW SRVVHVVLQJ LVRPHULF VWUXFWXUHV )RU H[DPSOH WKH UHDFWLRQ RI S\ULGLQH PROHFXODU LRQV ZLWK R[DF\ORSURSDQH UHVXOWV LQ PHWK\OHQH WUDQVIHU WR WKH S\ULGLQH LRQV 'H .RVWHU HW DO f 7KLV ILQDO SURGXFW LRQ FRXOG SRVVHVV RQH RI WZR SRVVLEOH VWUXFWXUHV WKDW RI D S\ULGLQLXP PHWK\OLGH LRQ RU WKDW RI D SLFROLQH LRQ )ODPPDQJ HW DO f $ EHWWHU XQGHUVWDQGLQJ RI JDVSKDVH UHDFWLRQ PHFKDQLVPV LV YLWDO LQ RUGHU WR FRUUHODWH VROXWLRQSKDVH UHDFWLRQ PHFKDQLVPV ZLWK WKRVH SHUIRUPHG LQ WKH JDVSKDVH 6HYHUDO WHFKQLTXHV KDYH EHHQ GHYHORSHG IRU RUJDQLF LRQ LVRPHU GLIIHUHQWLDWLRQ LQ WKH JDV SKDVH LQFOXGLQJ FKDUJHVWULSSLQJ .LQJVWRQ HW DO f DQG QHXWUDOL]DWLRQUHLRQL]DWLRQ :HVGHPLRWLV DQG 0F/DIIHUW\ )ODPPDQJ HW DO f 7KLV VHFWLRQ SURYLGHV D EULHI LQWURGXFWLRQ WR WKUHH FRPPRQ PHWKRGV IRU JDVSKDVH LRQ LVRPHU GLIIHUHQWLDWLRQ FROOLVLRQLQGXFHG GLVVRFLDWLRQ &,'f HQHUJ\UHVROYHG &,' DQG LRQPROHFXOH UHDFWLRQV &ROOLVLRQ,QGXFHG 'LVVRFLDWLRQ ,&,'O 7KH PRVW FRPPRQO\ HPSOR\HG PHWKRG IRU LVRPHU GLIIHUHQWLDWLRQ LV &,' %ULHIO\ &,' FRQVLVW RI DFFHOHUDWLQJ WKH LRQ YLD HOHFWULF SRWHQWLDOV LQWR D UHJLRQ ZKHUH DQ LQHUW JDV XVXDOO\ KHOLXP QLWURJHQ RU DUJRQf LV SUHVHQW 8SRQ FROOLVLRQ ZLWK WKH LQHUW JDV DWRP RU PROHFXOH WKH DFFHOHUDWHG LRQ PD\ FRQYHUW D SRUWLRQ RI LWV NLQHWLF HQHUJ\ LQWR LQWHUQDO HQHUJ\ HOHFWURQLF YLEUDWLRQDO DQG URWDWLRQDOf RI WKH LRQ ,I WKLV

PAGE 158

LQWHUQDO HQHUJ\ GHSRVLWLRQ LV ODUJH HQRXJK WKH YLEUDWLRQDO HQHUJ\ LQFUHDVH LQ WKH LRQ PD\ LQGXFH HLWKHU RQH RU VHYHUDO ERQGV WR FOHDYH WKXV SURGXFLQJ IUDJPHQW LRQV ZKLFK LQ UHWXUQ \LHOG LQIRUPDWLRQ SHUWDLQLQJ WR WKH VWDUWLQJ LRQfV VWUXFWXUH 7KHUH DUH VHYHUDO H[DPSOHV ZKHUH &,' KDV EHHQ XVHG VXFFHVVIXOO\ WR GLVWLQJXLVK EHWZHHQ LVRPHULF LRQV LQ WKH JDVSKDVH /D\ DQG *URVV f GHULYDWL]HG &+ LVRPHUV ZLWK EHQ]HQH WR SURGXFH &+8 LRQV ZKLFK ZHUH WKHQ VXEMHFWHG WR &,' %DVHG XSRQ VLJQLILFDQW GLIIHUHQFHV LQ WKH DEXQGDQFHV RI FRPPRQ IUDJPHQW LRQV WKH\ ZHUH DEOH WR GLVFULPLQDWH EHWZHHQ WKH DOO\O VWUXFWXUH DQG WKH SURSHQ\O VWUXFWXUH IRU &+ LRQV $ VHULHV RI WKUHH S\UDQRFRXPDULQV ZKLFK \LHOGHG LGHQWLFDO HOHFWURQ LRQL]DWLRQ VSHFWUD ZHUH VXEMHFWHG WR &,' LQ DQ DWWHPSW WR GLIIHUHQWLDWH DPRQJ WKH WKUHH .LUHPLUH HW DO f 2QO\ RQH RI WKH WKUHH FRXOG EH GLVWLQJXLVKHG IURP WKH RWKHUV EDVHG XSRQ WKHLU &,' VSHFWUD LW SURGXFHG D XQLTXH LRQ UHSUHVHQWLQJ D ORVV RI & ZKHUHDV WKH RWKHU WZR GLG QRW $VLGH IURP WKDW RQH IUDJPHQW LRQ WKH &,' VSHFWUD IRU WKH WKUHH LVRPHUV ZHUH LGHQWLFDO .LUHPLUH HW DO f 7KHUH DUH VHYHUDO RWKHU H[DPSOHV LQ WKH OLWHUDWXUH LQFOXGLQJ WKH XVH RI &,' WR LGHQWLI\ WKH VWUXFWXUH RI WKH GHK\GUDWLRQ SURGXFW IURP SURWRQDWHG F\FORKH[HQH R[LGH .HQWWDPDD HW DO f 2QH FRPPRQ SUREOHP ZLWK XVLQJ &,' WR GLIIHUHQWLDWH EHWZHHQ LVRPHUV LV WKDW HDFK LVRPHU PD\ SURGXFH WKH VDPH IUDJPHQW LRQV RQO\ LQ VOLJKWO\ GLIIHUHQW DEXQGDQFHV 7KLV SUREOHP RFFXUV EHFDXVH WKH LVRPHULF LRQV PD\ SDVV WKURXJK D FRPPRQ LQWHUPHGLDWH SULRU WR IUDJPHQWDWLRQ .HQWWDPDD HW DO f ,VRPHULF K\GURFDUERQ LRQV %RZHQ HW DO f DQG WKH LVRPHULF &+ LRQV +HDWK HW DO

PAGE 159

f DUH WZR H[DPSOHV 7KHUH DUH QRW PDQ\ FDVHV OLNH WKH S\UDQRFRXPDULQ H[DPSOH DERYH ZKHUH RQH LVRPHU SURGXFHV D XQLTXH IUDJPHQW LRQ 0RUH FRPPRQO\ KLJK HQHUJ\ &,' LV HPSOR\HG DQG DV ZDV REVHUYHG ZLWK WKH &+ LVRPHULF LRQV PLQLPDO VXFFHVV ZDV DFKLHYHG +HDWK HW DO f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fV LQWDNH RI HQHUJ\ IURP WKDW SRLQW ZLOO GLIIHU 7KLV GLIIHUHQFH ZLOO SURGXFH GLIIHUHQW FURVVRYHU HQHUJLHV IRU WKH LVRPHULF LRQV WKXV HQDEOLQJ RQH WR GLVWLQJXLVK EHWZHHQ WKHP (QHUJ\UHVROYHG &,' LV PRVW FRPPRQO\ SHUIRUPHG RQ 7406 LQVWUXPHQWV 6LQFH &,' RQ WKH 7406 LV SHUIRUPHG LQ WKH OH9 NLQHWLF HQHUJ\ UDQJH VPDOO FKDQJHV LQ WKH LRQfV LQWHUQDO HQHUJ\ DV D IXQFWLRQ RI FROOLVLRQ HQHUJ\ FDQ EH GHWHFWHG 6HFWRU LQVWUXPHQWV SHUIRUP &,' LQ WKH NH9 HQHUJ\ UDQJH DQG DUH QRW DV VHQVLWLYH WR

PAGE 160

VPDOO FKDQJHV LQ WKH LQWHUQDO HQHUJ\ RI WKH LRQ 6RPH H[DPSOHV RI WKH XVH RI HQHUJ\ UHVROYHG &,' DUH WKH GLIIHUHQWLDWLRQ RI WKH LVRPHULF &+f SURSHQH DQG F\FORSURSDQH LRQV )HWWHUROI DQG
PAGE 161

%URGEHOW HW DO Df VLQFH ERWK HLWKHU GLUHFWO\ RU LQGLUHFWO\ GHWHUPLQH WKH DPRXQW RI HQHUJ\ LPSDUWHG LQWR WKH LRQ ,Q ERWK FDVHV GLIIHUHQFHV LQ LVRPHULF LRQV KDYH EHHQ KRZHYHU WKH UHVXOWV ZHUH QRW UHSURGXFLEOH (YDQV HW DO f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f 7KH WRO\O FDWLRQ ZLOO IRUP PHWK\ODQLVROH ZKLOH WKH RWKHU WZR

PAGE 162

LVRPHUV GR QRW )RU WKLV LVRPHU UHDFWLRQ ZDV REVHUYHG EHFDXVH WKH VWUHQJWK RI WKH WRO\OPHWKR[\ ERQG ZDV VWURQJHU WKDQ WKH PHWK\OPHWKR[\ ERQG )RU WKH RWKHU LVRPHUV WKH PHWK\OPHWKR[\ ERQG ZDV VWURQJHU WKDQ HLWKHU WKH WURS\OLXPPHWKR[\ RU WKH EHQ]\OPHWKR[\ ERQGV $QRWKHU H[DPSOH RI XVLQJ WKHUPRG\QDPLFV WR GLVWLQJXLVK DPRQJ LVRPHULF LRQV ZDV GHPRQVWUDWHG IRU WKH WKUHH LVRPHUV RI &+ %HDXFKDPS DQG 'XQEDU f 7KH >0+@ LRQ RI GLPHWK\O HWKHU ZDV IRXQG WR WKHUPRG\QDPLFDOO\ IDYRU K\GULGH DEVWUDFWLRQ DQG PHWK\O FDWLRQ WUDQVIHU ZLWK LWV QHXWUDO ZKLOH SURWRQDWHG DFHWDOGHK\GH DQG SURWRQDWHG HWK\OHQH R[LGH UHDFWHG PDLQO\ WKURXJK SURWRQ WUDQVIHU DQG GHK\GUDWLRQ ZLWK WKHLU QHXWUDOV %HDXFKDPS DQG 'XQEDU f 6LPSOH VWUXFWXUDO LVRPHUV VXFK DV WKH &+ UDGLFDO FDWLRQV DW P] KDYH EHHQ GLIIHUHQWLDWHG EDVHG XSRQ VWHULF DUJXPHQWV 7KH F\FORSURSDQH UDGLFDO FDWLRQ UHDFWHG ZLWK DPPRQLD WR IRUP WZR SURGXFW LRQV DW P] DQG DW P] 7KH SURSHQ\O UDGLFDO FDWLRQ VLPSO\ IRUPHG DQ DGGXFW LRQ DW P] ZLWK DPPRQLD *URVV DQG 0F/DIIHUW\ f 7KH GLIIHUHQFH LQ UHDFWLYLW\ ZDV H[SODLQHG DV D IXQFWLRQ RI WKH VWUXFWXUH RI WKH DPPRQLD DGGXFW ZKLFK LV LQLWLDOO\ IRUPHG )RU WKH IRUPHU FDWLRQ WKH DGGXFW LRQ LV FDSDEOH RI FROODSVLQJ WR IRUP WKH LRQV DW P] DQG DW P] )RU WKH ODWWHU FDWLRQ WKLV FROODSVH LV QRW SRVVLEOH DQG WKH DGGXFW LRQ LV WKH RQO\ LRQ IRUPHG *URVV DQG 0F/DIIHUW\ f (SLPHULF HVWHUV KDYH EHHQ GLVWLQJXLVKHG EDVHG XSRQ WKHLU UHDFWLRQV ZLWK ELDFHW\O %XUVH\ HW DO f 6WHULF KLQGHUDQFH IURP ERWK D LFUWEXW\O JURXS DQG D F\FORKH[\O ULQJ SUHYHQWHG UHDFWLRQ EHWZHHQ FLV?WHUW EXW\OF\FORKH[\ODFHWDWH DQG ELDFHW\O 7KH WUDQV LVRPHU RQ WKH RWKHU KDQG GRHV QRW

PAGE 163

SRVVHVV WKH VWHULF KLQGHUDQFH RI WKH FLV LVRPHU WKHUHIRUH UHDFWLRQ EHWZHHQ WUDQV WHUWEXW\OF\FORKH[\ODFHWDWH DQG ELDFHW\O ZDV REVHUYHG %XUVH\ HW DO f ([SHULPHQWDO $OO LRQPROHFXOH UHDFWLRQV ZHUH SHUIRUPHG RQ D )LQQLJDQ 0$7 ,RQ 7UDS 0DVV 6SHFWURPHWHU ,706r1f $OO\O LRGLGH $OGULFK 0LOZDXNHH :,f F\FORKH[DGLHQH $OGULFKf PHWK\OF\FORSHQWDGLHQH GLPHU $OGULFKf WHUWEXWDQRO )LVKHU 6FLHQWLILF 2UODQGR )/f DQG WKH VXEVWLWXWHG DONHQHV :LOH\ 2UJDQLFV 0DGLVRQ :,f ZHUH REWDLQHG IURP WKH PDQXIDFWXUHUV DQG XVHG ZLWKRXW IXUWKHU SXULILFDWLRQ 7KH QPHWK\OVW\UHQH DQG PHWK\OVW\UHQH ZHUH GRQDWHG E\ 'U .HLWK 3DOPHU DQG 'U :LOOLDP 'ROELHU 8QLYHUVLW\ RI )ORULGDf $OO\O LRGLGH F\FORKH[DGLHQH PHWK\OF\FORSHQWDGLHQH GLPHU D PHWK\OVW\UHQH DQG PHWK\OVW\UHQH ZHUH LQWURGXFHG WKURXJK D *UDQYLOOH3KLOOLSV %RXOGHU &2f 6HULHV YDULDEOH OHDN YDOYH DQG ZHUH SUHVHQW DW FRQVWDQW LQGLFDWHG SUHVVXUHV RI [ WR [ WRUU 7KH YDOYH ZDV KHDWHG WR D FRQVWDQW WHPSHUDWXUH RI r& ZLWK KHDWLQJ WDSH $OO SUHVVXUHV UHSRUWHG ZHUH WKRVH LQGLFDWHG E\ D %D\DUG $OSHUW LRQL]DWLRQ JDXJH PRXQWHG RQ WKH YDFXXP FKDPEHU DQG DUH XQFRUUHFWHG 7KH VFDQ IXQFWLRQ IRU DOO H[SHULPHQWV RWKHU WKDQ WKH DFTXLVLWLRQ RI WLPH UHVROYHG GDWD IRU WKH UHDFWLRQV EHWZHHQ WKH FDUERFDWLRQ LVRPHU LRQV DQG WKH QHXWUDO UHDJHQWV LV VKRZQ LQ )LJXUH 5HDFWLRQV EHWZHHQ WKH FDUERFDWLRQ LVRPHU LRQV $f DQG WKH QHXWUDO UHDJHQWV ZHUH SHUIRUPHG DV IROORZV ,RQL]DWLRQ DW T$f VWHS $f ZDV IROORZHG E\ DQ DSSURSULDWH IRUPDWLRQ WLPH IRU $ VWHS %f DQG WKHQ

PAGE 164

)LJXUH 6FDQ IXQFWLRQ XVHG IRU LVRPHU GLIIHUHQWLDWLRQ 6KRZQ DUH WKH VWDJHV RI LRQL]DWLRQ $f UHDJHQW LRQ IRUPDWLRQ %f UHDJHQW LRQ LVRODWLRQ &f SXOVLQJ LQ WKH UHDJHQW 'f UHDFWLRQ EHWZHHQ WKH UHDJHQW LRQ DQG WKH DQDO\WH QHXWUDOV (f DQG WKH PDVVVHOHFWLYH LQVWDELOLW\ VFDQ )f L} /Q

PAGE 165

WZRVWHS UIGF LVRODWLRQ *URQRZVND HW DO
PAGE 166

5HODWLYH ,QWHQVLW\ )LJXUH 3URGXFW LRQ VSHFWUXP IRU WKH UHDFWLRQ EHWZHHQ DOO\O LRGLGH PROHFXODU LRQV DQG QHXWUDO SLSHULGLQH

PAGE 167

P] ZDV IRXQG WR FRPH IURP WKH UHDFWLRQ RI WKH DOO\O LRGLGH PROHFXODU LRQ ZLWK QHXWUDO DOO\O LRGLGH 7KLV UHDFWLRQ KDG EHHQ REVHUYHG SUHYLRXVO\ E\ /D\ DQG *URVV f DQG E\ $QDFFKLQR f /D\ DQG *URVV DVVLJQHG WKH IRUPXOD RI WKH P] LRQ DV &+ 5LYHURV DQG *DOHPEHFN f REVHUYHG WKLV UHDFWLRQ DQG SURSRVHG D SURWRQDWHG F\FORKH[DGLHQH VWUXFWXUH IRU WKH P] LRQ )XUWKHU UHYLHZ RI WKH OLWHUDWXUH .HQWWDPDD HW DO 0DTXHVWLDX HW DO f VXJJHVWHG WKDW WKLV SURGXFW LRQ FRXOG SRVVHVV D VHFRQG VWUXFWXUH WKDW RI SURWRQDWHG PHWK\OF\FORSHQWDGLHQH 7KHVH WZR VWUXFWXUHV DQG WKHLU UHVRQDQFH VWDELOL]DWLRQ DUH VKRZQ LQ )LJXUH 7DQGHP PDVV VSHFWURPHWU\ RI WKH LVRPHULF LRQV IRUPHG IURP VHOIFKHPLFDO LRQL]DWLRQ RI WKH SUHFXUVRU QHXWUDOVf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f LVRPHU ZLOO DOZD\V H[LVW DV D VHFRQGDU\ FDUERFDWLRQ 7KH SURWRQDWHG PHWK\OF\FORSHQWDGLHQH 0&3f LVRPHU FDQ H[LVW DV HLWKHU D VHFRQGDU\ RU DV D WHUWLDU\ FDUERFDWLRQ 6LQFH WKH WHUWLDU\ VWUXFWXUH

PAGE 168

Df 3URWRQDWHG &\FORKH[DGLHQH Ef 3URWRQDWHG 0HWK\F\FORSHQWDGLHQH )LJXUH 3RVVLEOH VWUXFWXUHV IRU WKH P] XQNQRZQ LRQ Df SURWRQDWHG F\FORKH[DGLHQH DQG Ef SURWRQDWHG PHWK\OF\FORSHQWDGLHQH

PAGE 169

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df Ef )LJXUH &,' VSHFWUD IRU Df SURWRQDWHG F\FORKH[DGLHQH DQG Ef SURWRQDWHG PHWK\OF\FORSHQWDGLHQH

PAGE 170

LV JHQHUDOO\ PRUH VWDEOH WKDQ WKH VHFRQGDU\ VWUXFWXUH /RVVLQJ DQG +ROPHV f WKH 0&3 LVRPHU LV H[SHFWHG WR SRVVHVV WKH WHUWLDU\ VWUXFWXUH 7KHUHIRUH D UHDFWLRQ VFKHPH ZDV GHULYHG WKDW ZRXOG GLIIHUHQWLDWH EHWZHHQ VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV %HDXFKDPS HW DO f LQYHVWLJDWHG WKH UHDFWLRQV RI IUDJPHQW LRQV IRUPHG IURP WHQEXWDQRO ZLWK QHXWUDO LHWEXWDQRO LQ DQ LRQ F\FORWURQ UHVRQDQFH VSHFWURPHWHU LQ RUGHU WR EHWWHU XQGHUVWDQG WKH LRQLF GHK\GUDWLRQ PHFKDQLVP %HDXFKDPS f ,Q WKLV ZRUN WKH\ REVHUYHG WKDW SURWRQDWHG DFHWRQH D IUDJPHQW LRQ JHQHUDWHG IURP WHUWEXWDQRO XSRQ HOHFWURQ LRQL]DWLRQ UHDFWHG UHDGLO\ ZLWK QHXWUDO WHQEXWDQRO DFFRUGLQJ WR WKHLU SURSRVHG PHFKDQLVP IRU LRQLF GHK\GUDWLRQ :KLOH WKH\ GLG QRW GLVFXVV LW WKH GDWD LQ WKH SDSHU DOVR VKRZ WKDW SURWRQDWHG LVREXWHQH UHDFWHG ZLWK QHXWUDO LHUWEXWDQRO %HDXFKDPS HW DO f +RZHYHU H[WUHPH FRQGLWLRQV LH KLJK QHXWUDO SUHVVXUH DQG ORQJ UHDFWLRQ WLPHf ZHUH UHTXLUHG IRU WKH UHDFWLRQ RI SURWRQDWHG LVREXWHQH WR EH REVHUYHG 6LQFH SURWRQDWHG DFHWRQH LV D VHFRQGDU\ FDUERFDWLRQ DQG SURWRQDWHG LVREXWHQH LV D WHUWLDU\ FDUERFDWLRQ D UHDFWLRQ VFKHPH EDVHG XSRQ WKH LRQLF GHK\GUDWLRQ PHFKDQLVP ZDV GHYLVHG LQ RUGHU WR GLIIHUHQWLDWH EHWZHHQ VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQV )LJXUH SUHVHQWV WKH UHDFWLRQ VFKHPH IRU WKH GLIIHUHQWLDWLRQ RI VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV 7KH VHFRQGDU\ FDUERFDWLRQ ZLOO IRUP D SURGXFW LRQ ZLWK WKH LHUWEXWDQRO FRUUHVSRQGLQJ WR DQ DGGLWLRQ RI GDOWRQV ZKLOH WKH WHUWLDU\ FDUERFDWLRQ ZLOO QRW 7KH GLIIHUHQFH LQ UHDFWLYLW\ EHWZHHQ WKH WZR LVRPHULF LRQV OLHV LQ WKH GULYLQJ IRUFH IRU WKH UHDFWLRQ :KHQ D WHQEXWDQRO PROHFXOH LV FORVH WR WKH

PAGE 171

5HDFWLRQV ZLWK WHUL%XWDQRO 6HFRQGDU\ &DUERFDWLRQ 5 ‘F k + P] $ &+f&2+ 5 5 & k +2 &&+f P] >$@ 7HUWLDU\ &DUERFDWLRQ 5 ‘&k 5 P] $ &+f&2+ 1R 5HDFWLRQ DV WR )LJXUH 5HDFWLRQ VFKHPH IRU QHXWUDO LHUWEXWDQRO ZLWK VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQV

PAGE 172

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mPHWK\OVW\UHQH $06f DQG PHWK\OVW\UHQH %06f FDUERFDWLRQ LVRPHUV ZHUH UHDFWHG ZLWK UHUUEXWDQRO 7KHLU VWUXFWXUHV DUH VKRZQ LQ )LJXUH DQG WKHLU SURGXFW LRQ VSHFWUD DUH SUHVHQWHG LQ )LJXUHV D DQG E UHVSHFWLYHO\ $V H[SHFWHG WKH WHUWLDU\ $06 FDUERFDWLRQ GLG

PAGE 173

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI Df SURWRQDWHG F\FORKH[DGLHQH DQG Ef SURWRQDWHG PHWK\OF\FORSHQWDGLHQH ZLWK WHWEXWDQRO

PAGE 174

D0HWK\OVW\UHQH 30HWK\OVW\UHQH )LJXUH 6WUXFWXUHV IRU SURWRQDWHG DPHWK\OVW\UHQH DQG SURWRQDWHG PHWK\OVW\UHQH

PAGE 175

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df f§ f§ f§ Ef f§ f§ f§ $ $ , P] >$@ LL L LLL L L >$@ Lf§L U L L U )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI Df SURWRQDWHG DPHWK\OVW\UHQH DQG Ef SURWRQDWHG PHWK\OVW\UHQH ZLWK LHWEXWDQRO

PAGE 176

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f WKH H[SHFWHG SURGXFW LRQ P] f DQG WKH REVHUYHG PDMRU SURGXFW LRQ P] f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r& UHDFWLRQ VFKHPH WKDW ZDV REVHUYHG LQ &KDSWHU ,Q WKLV FDVH $ UHSUHVHQWV WKH SURWRQDWHG %06 FDUERFDWLRQ % UHSUHVHQWV WKH H[SHFWHG >$@ SURGXFW LRQ DQG & UHSUHVHQWV WKH REVHUYHG >$@ SURGXFW LRQ )LJXUH SUHVHQWV WKH VFKHPH IRU WKH UHDFWLRQ RI SURWRQDWHG %06 ZLWK WHUWEXWDQRO ,QLWLDOO\ WKH SURSRVHG UHDFWLRQ VFKHPH LV IROORZHG DQG WKH H[SHFWHG >$@ SURGXFW LRQ DW P] LV IRUPHG 7KLV LRQ WKHQ ORVHV + WR IRUP WKH PRUH VWDEOH

PAGE 177

5HODWLYH ,QWHQVLW\ SHU FHQWf 5HDFWLRQ 7LPH PVf )LJXUH ,QWHQVLWLHV RI SURWRQDWHG PHWK\OVW\UHQH P] f WKH H[SHFWHG >$@ SURGXFWLRQ P] f DQG WKH REVHUYHG >$W@ SURGXFW LRQ P] f DV D IXQFWLRQ RI UHDFWLRQ WLPH

PAGE 178

&+f&f§RK P] P] 9 P] )LJXUH 2EVHUYHG UHDFWLRQ VFKHPH IRU SURWRQDWHG PHWK\OVW\UHQH LRQV ZLWK QHXWUDO WHUWEXWDQRO

PAGE 179

DOO\O FDUERFDWLRQ DW P] ,GHQWLILFDWLRQ RI WKH P] ,RQ IURP $OO\O ,RGLGH 2QFH YHULILHG DV WR LWV DELOLW\ WR GLVFULPLQDWH EHWZHHQ VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV LHLEXWDQRO ZDV XVHG WR LGHQWLI\ WKH P] LVRPHU IURP DOO\O LRGLGH )LJXUH SUHVHQWV WKH SURGXFW LRQ VSHFWUXP IRU WKH UHDFWLRQ RI WKH P] LRQ IURP DOO\O LRGLGH ZLWK LHUWEXWDQRO 7KHUH LV D YHU\ VPDOO DPRXQW b UHODWLYH DEXQGDQFHf RI WKH SURGXFW LRQ DW P] )RU WKH UHDFWLRQV RI WKH &+' LVRPHU ZLWK QHXWUDO LPEXWDQRO WKH P] SURGXFW LRQ ZDV SURGXFHG LQ b UHODWLYH DEXQGDQFH 7KHUHIRUH WKLV VSHFWUXP LQGLFDWHV WKDW WKH LRQ SULPDULO\ SRVVHVVHV WKH SURWRQDWHG PHWK\OF\FORSHQWDGLHQH VWUXFWXUH 6RPH RI WKH SURWRQDWHG F\FORKH[DGLHQH VWUXFWXUH PD\ KDYH EHHQ SURGXFHG KRZHYHU LWV GHJUHH RI IRUPDWLRQ LV YHU\ VPDOO FRPSDUHG WR WKDW RI WKH SURWRQDWHG PHWK\OF\FORSHQWDGLHQH VWUXFWXUH 7KLV ILQGLQJ LQGLFDWHV WKDW NLQHWLFV FRQWURO WKH UHDFWLRQ RYHU WKHUPRG\QDPLFV %URGEHOW HW DO Ef VLQFH WKH KHDWV RI IRUPDWLRQ RI WKH WZR LRQV DUH HTXDO /LDV HW DO f &DUERFDWLRQ 'LIIHUHQWLDWLRQ %DVHG RQ 6WHULF +LQGHUDQFH 5HDFWLRQ 6FKHPH $V DSSDUHQW IURP WKH WHUPLQRORJ\ VHFRQGDU\ FDUERFDWLRQV KDYH WZR DON\O JURXSV DWWDFKHG WR WKH FDUERFDWLRQ FHQWHU ZKHUHDV WHUWLDU\ FDUERFDWLRQV KDYH WKUHH DON\O JURXSV DWWDFKHG ,Q GHVLJQLQJ DQ LRQPROHFXOH UHDFWLRQ WR GLIIHUHQWLDWH EHWZHHQ WKH VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQV EDVHG XSRQ VWHULF KLQGHUDQFH WKH QHXWUDO

PAGE 180

5HODWLYH ,QWHQVLW\ f§ f§ f§ f§ f§ )LJXUH $ >$@ P] 3URGXFW LRQ VSHFWUXP IRU WKH UHDFWLRQ RI WKH P] XQNQRZQ LRQ ZLWK QHXWUDO LPEXWDQRO

PAGE 181

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f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f 7KLV GHFUHDVH LV D GLUHFW UHVXOW RI VWHULF KLQGHUDQFH DW WKH SRLQW RI DWWDFN /DVWO\ UHSODFHPHQW RI D K\GURJHQ RQ WKH DONHQH E\ D PHWK\O JURXS LQFUHDVHV WKH UHDFWLYLW\ RI WKH DONHQH 7KLV LQFUHDVH UHVXOWV IURP WKH LQFUHDVHG HOHFWURQLF FRQWULEXWLRQV RI WKH PHWK\O JURXS ZKLFK RXWZHLJKV DQ\ VWHULF LQKLELWLRQ LQWURGXFHG E\ WKH PHWK\O JURXS 0D\U f

PAGE 182

0HWK\,SHQWHQH 'LPHWK\OSHQWHQH 7ULPHWK\OSHQWHQH 'LPHWK\,EXWHQH 7ULPHWK\OSHQWHQH )LJXUH 1DPHV DQG VWUXFWXUHV RI WKH VXEVWLWXWHG DONHQHV XVHG LQ WKH VWHULF KLQGHUDQFH UHDFWLRQV

PAGE 183

5HDFWLRQV ZLWK 6XEVWLWXWHG $ONHQHV 6HFRQGDU\ &DUERFDWLRQ 5 5 & k + P] $ 0: 0 5 5 5 FK &+ 5 5 P] _$0@ 7HUWLDU\ &DUERFDWLRQ 1R 5HDFWLRQ P] $ 0: 0 )LJXUH 3URSRVHG UHDFWLRQ VFKHPH WR GLIIHUHQWLDWH EHWZHHQ VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV EDVHG XSRQ VWHULF KLQGHUDQFH A

PAGE 184

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f GLG VKRZ VRPH VWHULF GLIIHUHQWLDWLRQ DOEHLW UDWKHU VPDOO DQG XQH[SHFWHG ,Q WKLV FDVH WKH WHUWLDU\ 0&3 FDUERFDWLRQ IRUPHG DQ DGGXFW DW P] ZLWK WKH DONHQH ZKLOH WKH VHFRQGDU\ &+' FDUERFDWLRQ GLG QRW 7KH SURGXFWLRQ RI WKLV SURGXFW LRQ ZDV YHU\

PAGE 185

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df f§ f§ $ >0+@ Lf§Lf§,f§L L nLn Lf§U >$0@ 7A,f§7 Ef f§ f§ f§ $ _0+@ P] >$0@ )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI Df SURWRQDWHG F\FORKH[DGLHQH DQG Ef SURWRQDWHG PHWK\OF\FORSHQWDGLHQH ZLWK PHWKYOSHQWHQH

PAGE 186

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df $ f§ Lf§U >0&+@ V A />$0I ,7 , , , f§,f§,f§7 f§ $ f§ f§ >0&+ P] >$0@ )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI Df SURWRQDWHG F\FORKH[DGLHQH DQGEfSURWRQDWHGPHWK\OF\FORSHQWDGLHQHZLWKGLPHWK\OSHQWHQH

PAGE 187

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Ef P] )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI Df SURWRQDWHG F\FORKH[DGLHQH DQG Ef SURWRQDWHG PHWK\OF\FORSHQWDGLHQH ZLWK WULPHWK\O SHQWHQH

PAGE 188

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Df f§ f§ $ O_ 8LOLOOOMO LWPXLO >0+@ LXX/ L U >$0@ L Ef f§ f§ f§ $ U7 LY7 / O LOO UW P] >$0@ )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI Df SURWRQDWHG F\FORKH[DGLHQH DQG Ef SURWRQDWHG PHWK\OF\FORSHQWDGLHQHZLWK GLPHWK\OEXWHQH

PAGE 189

5HODWLYH ,QWHQVLW\ 5HODWLYH ,QWHQVLW\ Ef P] )LJXUH 3URGXFW LRQ VSHFWUD IRU WKH UHDFWLRQV RI Df SURWRQDWHG F\FORKH[DGLHQH DQG Ef SURWRQDWHG PHWK\OF\FORSHQWDGLHQH ZLWK WULPHWK\O SHQWHQH

PAGE 190

VPDOO EXW ZDV FRQVLVWHQW LQ DOO RI WKH VSHFWUD DFTXLUHG 7KH RQH SX]]OLQJ DVSHFW RI WKLV UHDFWLRQ LV WKDW WKH EXONLHU FDUERFDWLRQ UHDFWHG ZLWK WKH UDWKHU EXON\ UHDJHQW 7KH UHDFWLYLW\ RI WKH 0&3 FDUERFDWLRQ FRXOG EH D UHVXOW RI LWV SODQDULW\ 6WHLWZHLVHU DQG +HDWKFRFN f ZKLFK PD\ DOORZ LW WR DSSURDFK FORVH HQRXJK WR WKH QHXWUDO DONHQH WR UHDFW 7KH &+' FDUERFDWLRQ LV LQ D FKDLU FRQILJXUDWLRQ 6WUHLWZHLVHU DQG +HDWKFRFN f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f ZRXOG EH FRQVLGHUHG WR EH EXONLHU DW WKH VLWH RI UHDFWLYLW\ WKDQ WKH ODWWHU WZR PHWK\OV RQH HWK\O DQG D K\GURJHQf GXH WR WKH SUHVHQFH RI WKH K\GURJHQ $V REVHUYHG LQ WKH VROXWLRQSKDVH WKH HOHFWURQLF FRQWULEXWLRQV RI WKH PHWK\O JURXS RXWZHLJK DQ\ VWHULF LQKLELWLRQ :KLOH WKH VXEVWLWXWHG DONHQHV GR QRW DSSHDU WR EH FDSDEOH RI GLVFULPLQDWLQJ EHWZHHQ VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV WUHQGV

PAGE 191

7DEOH ([WHQW RI $GGXFW ,RQ )RUPDWLRQ IRU WKH 5HDFWLRQV RI &+' DQG 0&3 ZLWK WKH 1HXWUDO $ONHQHV $ONHQH $GGXFW ,RQ P] &+'D 0&3D PHWK\OSHQWHQH b b GLPHWK\OSHQWHQH b b WULPHWK\OSHQWHQH b b GLPHWK\OEXWHQH b b WULPHWK\OSHQWHQH b b Df 9DOXHV JLYHQ DV UHODWLYH DEXQGDQFHV RI UHFRQVWUXFWHG LRQ FXUUHQW

PAGE 192

LQ WKHLU UHDFWLYLW\ YHULI\ WKDW VROXWLRQSKDVH RUJDQLF FRQFHSWV ZLOO EH SUHVHQW LQ JDV SKDVH LRQPROHFXOH UHDFWLRQV &RQFOXVLRQV 7KLV FKDSWHU KDV GHPRQVWUDWHG WKH DELOLW\ WR GHVLJQ D VHOHFWLYH LRQPROHFXOH UHDFWLRQ ZKLFK FDQ EH JHQHUDOO\ DSSOLHG WR WKH GLIIHUHQWLDWLRQ RI VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV %DVHG XSRQ WKH WKHUPRG\QDPLFV RI WKH UHDFWLRQ VHFRQGDU\ FDUERFDWLRQV UHDFW ZLWK WKH EDVLF R[\JHQ LQ UPEXWDQRO OHDGLQJ WR WKH IRUPDWLRQ RI DQ >$@ SURGXFW LRQ 7KH WHUWLDU\ FDUERFDWLRQV DUH QRW GULYHQ WR UHDFW ZLWK WHUWEXWDQRO GXH WR WKH ODFN RI K\GURJHQV DW WKH FDUERFDWLRQ FHQWHU 7KLV UHDFWLRQ VHTXHQFH ZDV XVHG WR LGHQWLI\ WKH P] LRQ IRUPHG IURP DOO\O LRGLGH DV SURWRQDWHG PHWK\OF\FORSHQWDGLHQH LQ FRQWUDVW WR WKH SURWRQDWHG F\FORKH[DGLHQH VWUXFWXUH SURSRVHG E\ 5LYHURV DQG *DOHPEHFN f ,VRPHU GLIIHUHQWLDWLRQ EDVHG XSRQ VWHULF KLQGHUDQFH ZDV QRW VKRZQ 7KLV DPELJXLW\ ZDV FDXVHG E\ WKH UHDJHQW QHXWUDOV ZKLFK ZHUH XVHG :KLOH LVRPHU GLIIHUHQWLDWLRQ ZDV QRW VKRZQ IRU WKH UHDFWLRQV ZLWK WKH VXEVWLWXWHG DONHQHV WKRVH UHDFWLRQV GLG GHPRQVWUDWH WKDW VROXWLRQSKDVH RUJDQLF SULQFLSOHV GR H[LVW LQ WKH JDV SKDVH 7KLV SRLQW LV FULWLFDO IRU WKH GHVLJQ RI D JDVSKDVH LRQPROHFXOH UHDFWLRQ WR GLIIHUHQWLDWH EHWZHHQ VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV EDVHG RQ VWHULF KLQGHUDQFH DUJXPHQWV

PAGE 193

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f $W ORZ HOHFWURSKLOH SUHVVXUHV WKDW LV DW ORZ FRQFHQWUDWLRQV LQ D VDPSOHf UHDFWLRQV ZLWK WKH QXFOHRSKLOH

PAGE 194

QHXWUDOV ZRXOG SUHGRPLQDWH DQG H[WHQW RI UHDFWLRQ ZLWK WKH HOHFWURSKLOH QHXWUDOV ZRXOG QRW EH VXIILFLHQW WR DOORZ WKH GHWHFWLRQ RI WKHLU SURGXFW LRQV 7KH XVH RI SXOVHG YDOYH LQWURGXFWLRQ RI WKH QXFOHRSKLOH QHXWUDOV ZDV LQYHVWLJDWHG DV DQ LQVWUXPHQWDO PRGLILFDWLRQ WR RYHUFRPH WKH ODFN RI VSDWLDO VHSDUDWLRQ EHWZHHQ WKH VWDJHV RI PDVV VSHFWURPHWU\ 7KLV PRGLILFDWLRQ ZDV IRXQG WR DOOHYLDWH WKH SUREOHPV ZLWK LQWHUIHULQJ UHDFWLRQV IURP WKH QXFOHRSKLOH QHXWUDOV GXULQJ WKH UHDFWLRQ SHULRG 7KH SURGXFW LRQ VSHFWUD ZHUH QRZ GRPLQDWHG E\ WKH QXFOHRSKLOH LRQHOHFWURSKLOH QHXWUDO SURGXFW LRQV LQVWHDG RI WKH QXFOHRSKLOH LRQQXFOHRSKLOH QHXWUDO SURGXFW LRQV ZKLFK GRPLQDWHG WKH VWDWLF SUHVVXUH SURGXFW LRQ VSHFWUD &DOLEUDWLRQ FXUYHV IRXQG ORZ SLFRJUDP OLPLWV RI GHWHFWLRQ IRU WKH DOO\O KDOLGHV XVLQJ WKH S\ULGLQH PROHFXODU LRQ DV WKH QXFOHRSKLOH 7KLV ILQGLQJ DJUHHG ZLWK WKRVH IRXQG LQ SUHYLRXV VWXGLHV RQ WKH 7406 )UHHPDQ f +RZHYHU SXOVHG YDOYH LQWURGXFWLRQ GLG QRW DIIRUG DQ\ VHSDUDWLRQ GXULQJ WKH LRQL]DWLRQ DQG UHDJHQW LRQ IRUPDWLRQ SHULRGV 7KLV SUREOHP VKRUWHQHG WKH OLQHDU G\QDPLF UDQJH DQ RUGHU RI PDJQLWXGH IURP ZKDW ZDV REVHUYHG LQ WKH 7406 H[SHULPHQWV )UHHPDQ f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

PAGE 195

LQ WKH VHOHFWLYH LRQPROHFXOH FKURPDWRJUDP LV QRW VXIILFLHQW IRU WKH FODVVLILFDWLRQ RI D FRPSRXQG DV D GLUHFW DFWLQJ FDUFLQRJHQ 6SHFWUDO LQWHUSUHWDWLRQ RI WKH SHDN LV QHFHVVDU\ WR GHWHUPLQH LI LW DULVHV IURP DGGXFW IRUPDWLRQ ZKLFK VLJQLILHV D GLUHFW DFWLQJ FDUFLQRJHQf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f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f WKHRU\ 7KH VRIW DOO\O JURXS DWWDFKHG LWVHOI WR WKH VRIWHU RI WKH WZR DFLG VLWHV WKH VXOIXU LRQ 7KH SURGXFW LRQ GLVWULEXWLRQ IRU WKH UHDFWLRQV RI S\ULGLQH DQG SLSHULGLQH PROHFXODU LRQV ZLWK D VHULHV RI DXQVDWXUDWHG FDUERQ\OV ZDV

PAGE 196

DOVR FRUUHODWHG WR WKH +6$% WKHRU\ 7KHVH FRUUHODWLRQV VXJJHVW WKDW WKH +6$% WKHRU\ FDQ EH DSSOLHG WR JDVSKDVH LRQPROHFXOH UHDFWLRQV DQG FDQ EH XVHG WR GHWHUPLQH DQ DSSURSULDWH QXFOHRSKLOH IRU WKH JDVSKDVH VFUHHQLQJ UHDFWLRQV 7KH VHFRQG DSSOLFDWLRQ IRU WKH VHOHFWLYH LRQPROHFXOH UHDFWLRQV ZDV WKH GLIIHUHQWLDWLRQ EHWZHHQ VHFRQGDU\ DQG WHUWLDU\ FDUERFDWLRQ LVRPHUV 7ZR DSSURDFKHV ZHUH LQYHVWLJDWHG Df GLIIHUHQWLDWLRQ EDVHG XSRQ WKHUPRG\QDPLFV DQG Ef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

PAGE 197

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f 7KLV LPSURYHG VSHHG RI DQDO\VLV ZRXOG WKHQ UHGXFH WKH OLNHOLKRRG RI XQGHUVDPSOLQJ WKH FKURPDWRJUDSKLF SHDNV

PAGE 198

2QFH LRQ LQMHFWLRQ LV LQFRUSRUDWHG WKH XVH RI WKH DFWXDO '1$ EDVHV IRU WKH LRQPROHFXOH UHDFWLRQV VKRXOG EH SHUIRUPHG 7KXV IDU PRGHO '1$ EDVH LRQV ZHUH XVHG EDVHG RQ WKH FRQWHQWLRQ WKDW VLPLODU VWUXFWXUHV ZLOO UHVXOW LQ VLPLODU UHDFWLYLWLHV 7KLV DSSURDFK PD\ EH IODZHG EHFDXVH DV ZDV REVHUYHG IRU WKH FDUFLQRJHQQRQFDUFLQn RJHQ PL[WXUHV WKHUH ZDV FODVV VSHFLILFLW\ IRU WKH S\ULGLQH PROHFXODU LRQV 5HDFWLRQV ZLWK WKH DFWXDO '1$ EDVH LRQV PD\ SURGXFH EHWWHU FRUUHODWLRQ ZLWK WKH $PHV WHVW DQG DQLPDO ELRDVVD\V WKDQ ZDV REWDLQHG ZLWK HLWKHU S\ULGLQH RU WKLRSKHQH )RUPDWLRQ RI WKH PROHFXODU LRQV RI WKH '1$ EDVHV KDV EHHQ DFFRPSOLVKHG WKURXJK EHQ]HQH FKDUJH H[FKDQJH RQ D 7406 $QDFFKLQR f DQG VKRXOG EH SRVVLEOH IRU LRQ LQMHFWLRQ RQ WKH 4,706 $OVR WKH XVH RI ROLJRQXFOHRWLGH LRQV DV QXFOHRSKLOHV ZRXOG EHWWHU UHSUHVHQW WKH VROXWLRQSKDVH FRQGLWLRQV 7KHVH ODWWHU UHDJHQWV ZRXOG QHHG WR EH LQWURGXFHG YLD HOHFWURVSUD\ LRQL]DWLRQ 6WXGLHV DUH FXUUHQWO\ XQGHUZD\ E\ RWKHU PHPEHUV RI WKH
PAGE 199

GLIIHUHQWO\ 6WHUHRLVRPHUV KDYH EHHQ VKRZQ WR EH LPSRUWDQW LQ WKH SKDUPDFHXWLFDO LQGXVWU\ ZKHUH RQH VWHUHRLVRPHU RI D SDUWLFXODU GUXJ PD\ EH EHQHILFLDO ZKLOH WKH RWKHU VWHUHRLVRPHU PD\ EH HLWKHU LQHUW RU LQ VRPH FDVHV WR[LF :LWK WKH QHZ JRYHUQPHQW UHJXODWLRQV RQ WKH HQDQWLRPHULF VWHUHRLVRPHUV DUH FRPPRQO\ UHIHUUHG WR FKLUDO HQDQWLRPHUVf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

PAGE 200

FRPSRXQGV VHOHFWLYH LRQPROHFXOH UHDFWLRQV FDQ GR WKH VDPH LQ WKH JDVSKDVH :LWK WKH QXPEHU RI VHSDUDWLRQ WHFKQLTXHV WKDW DUH FRPSDWLEOH ZLWK PDVV VSHFWURPHWU\ JDV FKURPDWRJUDSK\ +3/& 6)& HWFf VHOHFWLYH LRQPROHFXOH UHDFWLRQV FRXOG SHUPLW WKH PDVV VSHFWURPHWULVW WR QRW RQO\ LGHQWLI\ ZKDW WKH XQNQRZQ FRPSRXQG LV EXW DOVR GHWHUPLQH FHUWDLQ FKDUDFWHULVWLFV DERXW WKH FRPSRXQG LH FDUFLQRJHQLFLW\ FRQILJXUDWLRQf ZKLFK ZHUH SUHYLRXVO\ OLPLWHG WR WKH UHDOP RI WKH VROXWLRQSKDVH FKHPLVW

PAGE 201

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f WKH UHDFWLRQ RI S\ULGLQH LRQV ZLWK S\ULGLQH DQG DOO\O LRGLGH QHXWUDOV SURFHHGV DV WKUHH FRPSHWLQJ ILUVWRUGHU UHDFWLRQV ZLWK WZR EHLQJ LUUHYHUVLEOH DQG WKH WKLUG EHLQJ D FRQVHFXWLYH UHDFWLRQ OHDGLQJ WR WKH IRXUWK SURGXFW LRQ 6LQFH WKH S\ULGLQH PROHFXODU LRQ 1 f LV WKH RQO\ UHDFWDQW LRQ LWV GHFD\ ZLWK WLPH DFFRUGLQJ WR ILUVWRUGHU NLQHWLFV FDQ EH GHVFULEHG E\ G>1m@ GW NM>(;@>1 @ N>(;@>1 @ N>1@>1 @ 01 @ $Of ZKHUH N N DQG N DUH WKH UDWH FRQVWDQWV IRU WKH IRUPDWLRQ RI WKH S\ULGLQHDOO\O S\ULGLQHLRGLQH DQG SURWRQDWHG QXFOHRSKLOH SURGXFW LRQV UHVSHFWLYHO\ N7 LV WKH VXP RI NM>(;@ N>(;@ DQG N>1@ >(;@ LV WKH DOO\O LRGLGH QHXWUDO SUHVVXUH DQG >1@ LV WKH

PAGE 202

S\ULGLQH QHXWUDO SUHVVXUH 7KH DERYH HTXDWLRQ ZDV LQWHJUDWHG ZLWK UHVSHFW WR WLPH WR \LHOG >1 @W >1 @RH A $f ZKLFK GHVFULEHV WKH LQWHQVLW\ RI WKH S\ULGLQH PROHFXODU LRQ 1f DW P] DV D IXQFWLRQ RI ERWK WKH UHDFWLRQ WLPH Wf DQG WKH LQLWLDO S\ULGLQH LRQ VLJQDO LQWHQVLW\ >1 @4 7KLV HTXDWLRQ ZLOO EH LPSRUWDQW ODWHU DV LW LV QHHGHG WR GHWHUPLQH WKH IRXU UDWH FRQVWDQWV 7KH GLIIHUHQWDO HTXDWLRQV QHHGHG WR GHWHUPLQH WKH VLJQDO LQWHQVLWLHV IRU WKH SURWRQDWHG S\ULGLQH LRQ 1+f DQG WKH S\ULGLQHDOO\O DGGXFW LRQ 1(f DV D IXQFWLRQ RI WLPH DUH QHDU LGHQWLFDO DQG ZLOO EH SUHVHQWHG VLPXOWDQHRXVO\ 7KH GLIIHUHQWDO HTXDWLRQV ZLWK UHVSHFW WR WLPH IRU WKH SURGXFWLRQ RI WKH SURWRQDWHG S\ULGLQH LRQ 1+f DQG WKH S\ULGLQHDOO\O DGGXFW LRQ 1(f DUH JLYHQ LQ HTXDWLRQV $ DQG $ UHVSHFWLYHO\ G>1+ N>1@>1 @W $f G>1(@ N>(;@>1@W $f GW GW 6XEVWLWXWLRQ RI HTXDWLRQ $ LQWR HTXDWLRQV $ DQG $ \LHOGV G>1LU@ N>1@>1r@RHN7r $f GA-(A NL>(;@>1 @RHN7W $f GW GW ,QWHJUDWLRQ RI WKLV W\SH RI GLIIHUHQWLDO HTXDWLRQ EHWZHHQ WKH OLPLWV RI DQG W LV VKRZQ LQ HTXDWLRQ $ /DLGOHU f

PAGE 203

DI HfEW f§OHaEWf $f -R E 7KHUHIRUH DVVXPLQJ WKDW WKH FRQFHQWUDWLRQ RI HDFK SURGXFW LRQ DW W LV ]HUR LQWHJUDWLRQ RI HTXDWLRQV $ DQG $ ZLWK UHVSHFW WR WLPH \LHOG >1+W A>1@>1 @ ROH A $f b >1(@W A>(;@>1 @ROH N7Wf $f NU ,Q RUGHU WR VROYH IRU WKH LQWHJUDWHG UDWH HTXDWLRQV IRU WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f DQG WKH GLS\ULGLQLXP LRGLGH LRQ 1;f WKH\ PXVW EH VROYHG WRJHWKHU EHFDXVH WKH SURGXFWLRQ RI WKH ODWWHU LV GHSHQGHQW XSRQ WKH UDWH RI IRUPDWLRQ RI WKH IRUPHU 7KH GLIIHUHQWLDO HTXDWLRQV IRU WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f DQG IRU WKH GLS\ULGLQLXP LRGLGH LRQ 1;f DUH JLYHQ E\ A; N>(;@>1 @W />1@>1; $f G>1; r@ GW A>(;@>1r@ RH N>1@>1; G>1;@ GW A>1OI1;, $OOf $f $GGLQJ HTXDWLRQV $OO DQG $ UHVXOWV LQ D GLIIHUHQWLDO HTXDWLRQ ZKLFK FDQ EH XVHG WR VROYH IRU N

PAGE 204

$f G>1;r@ >1;@f GW (TXDWLRQ $ FDQ EH VROYHG MXVW DV HTXDWLRQV $ DQG $ )ROORZLQJ WKDW SURFHGXUH \LHOGV WKH LQWHJUDWHG UDWH H[SUHVVLRQ IRU N >1;@>1;@ A>(;@>1 @ ROH A $f 7R VROYH IRU N WKH GLIIHUHQWLDO HTXDWLRQ IRU WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f JLYHQ LQ HTXDWLRQ $OO PXVW EH VROYHG %ULQJLQJ DOO H[SUHVVLRQV FRQWDLQLQJ WKH >1;@ YDULDEOH WR WKH OHIWKDQG VLGH JLYHV NMI1OW1;A N-(;:6r`A$f GW %HIRUH SURFHHGLQJ HTXDWLRQ $ QHHGV WR EH FRUUHFWHG VOLJKWO\ ,Q GHDOLQJ ZLWK FRQVHFXWLYH UHDFWLRQV WKH ILQDO SURGXFW ZLOO KDYH WKH VDPH VLJQDO LQWHQVLW\ DW WLPH LQILQLW\ DV WKH VWDUWLQJ UHDFWDQW KDG DW WLPH ]HUR $V HTXDWLRQ $ LV ZULWWHQ LW VWDWHV WKDW WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f ZLOO HYHQWDOO\ IRUP WKH GLS\ULGLQLXP LRGLGH LRQ 1;f LQ DQ DPRXQW HTXDO WR WKH LQLWLDO S\ULGLQH PROHFXODU LRQ >1@ DPRXQW 7KLV H[SUHVVLRQ LV LQFRUUHFW EHFDXVH RI WKH WZR LUUHYHUVLEOH FRPSHWLQJ UHDFWLRQ SDWKZD\V )URP HTXDWLRQ $ WKH PD[LPXP DPRXQW RI GLS\ULGLQLXP LRGLGH LRQ 1;f ZKLFK FDQ EH SURGXFHG LH DW WLPH LQILQLW\f LV >1r @ f NU 7KHUHIRUH HTXDWLRQ $ PXVW EH DGMXVWHG DFFRUGLQJO\ E\ LQFOXGLQJ WKDW FRUUHFWLRQ IDFWRU VR WKDW WKH H[SUHVVLRQ EHFRPHV

PAGE 205

G>1;@ NMW1-W1;, f§ >(;@>1 @Hn0 $ff GW NM 7R VROYH HTXDWLRQ $ WKH OHIWKDQG VLGH RI WKH HTXDWLRQ PXVW EH PDGH LQWR DQ H[DFW GLIIHUHQWLDO &DSHOORV DQG %LHOVNL f 7KLV WUDQVIRUPDWLRQ LV DFFRPSOLVKHG E\ PXOWLSO\LQJ ERWK VLGHV RI WKH HTXDWLRQ E\ JAAWR JLYH HTXDWLRQ $ >(;@>1 @ RHArSfNUfW $f 0XOWLSO\LQJ WKURXJK E\ GW SURGXFHV WKH H[DFW GLIIHUHQWLDO RI >1;@ JAf RQ WKH OHIW KDQG VLGH RI HTXDWLRQ $ 7KLV QHZ HTXDWLRQ LV VKRZQ LQ HTXDWLRQ $ DQG LV LQWHJUDWHG LQ HTXDWLRQV $ DQG $ XVLQJ HTXDWLRQ $ GII1;AHA f§ >(;@>1 @ HAnAGW $nf NU >1;@AP f§ >(;@>1 @_fHN>1nN7fWGW NM $f >1;@H NMW1OW 0(;I>10R N>1@WUfWB NU&NMI1ONf $f 0XOWLSO\LQJ ERWK VLGHV RI HTXDWLRQ $ E\ H NMW1OW JLYHV HTXDWLRQ $ WKH LQWHJUDWHG UDWH HTXDWLRQ IRU WKH IRUPDWLRQ RI WKH S\ULGLQHLRGLQH DGXFW LRQ 1;f

PAGE 206

AA A $f (YDOXDWLRQ RI 5DWH &RQVWDQWV 7KLV VHFWLRQ LV GHVLJQHG WR VKRZ KRZ WKH LQWHJUDWHG UDWH HTXDWLRQV ZHUH PDQLSXODWHG VR WKDW WKH UDWH FRQVWDQWV FRXOG EH REWDLQHG 7KH ILUVW FRQVWDQW ZKLFK PXVW EH HYDOXDWHG LV N7 EHFDXVH WKLV YDOXH LV QHHGHG WR GHWHUPLQH WKH RWKHUV ,I WKH QDWXUDO ORJDULWKP LV WDNHQ RQ ERWK VLGHV RI HTXDWLRQ $ RQH JHWV OQ>1 @ OFMW OQ>1 @R $f $ SORW RI OQ>1 @ YHUVXV WLPH ZLOO \LHOG D VWUDLJKW OLQH ZKRVH VORSH LV HTXDO WR N[ ZLWK DQ LQWHUFHSW RI OQ>1 @4 $ VLPLODU DSSURDFK FDQ EH XVHG WR HYDOXDWH Nf N DQG N (TXDWLRQV $ $ DQG $ DUH DOUHDG\ LQ WKH IRUP RI VWUDLJKW OLQHV )URP SORWV RI >1(@W >1;@>1;@Wf DQG >1+@W YHUVXV OHN7Wf WKH FRUUHVSRQGLQJ VORSHV DUH HTXDO WR >1 @N>(;@fN7 >1 @4N>(;@fN7 DQG >1@N>1@fN7 UHVSHFWLYHO\ 0XOWLSO\LQJ WKH VORSHV E\ N7 DQG WKHQ GLYLGLQJ E\ >1 @ DQG WKH FRUUHVSRQGLQJ QHXWUDO SUHVVXUH \LHOGV WKH UDWH FRQVWDQW 7KH GHWHUPLQDWLRQ RI N LV QRW DV VWUDLJKWIRUZDUG ,I N DQG N DUH RI VLPLODU PDJQLWXGH WKHQ D SORW RI WKH FRQVHFXWLYH UHDFWLRQ SURGXFWV ZLOO ORRN OLNH )LJXUH $O &OHDUO\ WKHUH LV QR OLQHDU RU VHPLORJDULWKPLF UHODWLRQVKLS ZKLFK FDQ EH SORWWHG WR REWDLQ N $W WKH DSH[ RI WKH FXUYH IRU WKH LQWHUPHGLDWH SURGXFW ZKLFK LV WKH

PAGE 207

5HODWLYH ,QWHQVLW\ )LJXUH $O ,RQ LQWHQVLWLHV RI WKH FRQVHFXWLYH UHDFWLRQ SURGXFWV DV D IXQFWLRQ RI UHDFWLRQ WLPH

PAGE 208

S\ULGLQHLRGLQH DGGXFW LRQ 1;f IRU WKLV V\VWHPf WKH UDWH RI FKDQJH RI WKDW SURGXFW LV ]HUR )RU WKLV V\VWHP WKDW FDQ EH H[SUHVVHG E\ WDNLQJ WKH GHULYDWLYH RI HTXDWLRQ $ ZLWK UHVSHFW WR WLPH DQG VHWWLQJ LW HTXDO WR ]HUR 7KLV GHULYDWLRQ LV VKRZQ LQ HTXDWLRQ $ G>1;@W GW A >(;@>1 A @ R ,&MINMI1ONSf $f 7KH RQO\ WLPH ZKHQ HTXDWLRQ $ LV WUXH RFFXUV ZKHQ WKH WHUPV LQVLGH WKH SDUHQWKHVHV DUH HTXDO WR ]HUR 6HWWLQJ WKRVH WHUPV HTXDO WR ]HUR DQG XVLQJ WKH LGHQWLW\ RI H[ O[! WKH IROORZLQJ LV REWDLQHG NArr A>1OHAr $f NUIONMWf ,&MI1.ONMI1OWf $f N>1@K OF>1@ NM2FAOf $nf (TXDWLRQ $ LV D TXDGUDWLF HTXDWLRQ ZKRVH YDULDEOH LV WKH UDWH FRQVWDQW N 7KHUHIRUH N FDQ EH GHWHUPLQHG E\ VROYLQJ WKH TXDGUDWLF HTXDWLRQ IRU HTXDWLRQ $ DQG WKLV HTXDWLRQ LV JLYHQ LQ HTXDWLRQ $ >1@sA>1@ >1@WfN7N7WaOff >1@W $f ,Q HTXDWLRQ $ WKH WLPH W FRUUHVSRQGV WR WKH WLPH ZKHQ WKH DPRXQW RI WKH S\ULGLQHLRGLQH DGGXFW LRQ 1;f LV PD[LPL]HG LH WKH DSH[ RI WKH LQWHUPHGLDWH

PAGE 209

FXUYHf >1@ LV WKH QHXWUDO S\ULGLQH SUHVVXUH DQG N7 LV WKH VXP UDWH FRQVWDQW ZKLFK ZDV GHILQHG HDUOLHU LQ WKH DSSHQGL[ 7KH UDWH FRQVWDQWV WKURXJK N ZLOO KDYH XQLWV RI WRUUDVn DIWHU WKHVH WUDQVIRUPDWLRQV 7R REWDLQ WKH 6, XQLWV RI FPPROHF fVn WKH UDWH FRQVWDQWV DUH PXOWLSOLHG E\ WKH FRQYHUVLRQ IDFWRU [ WRUU FPPROHFf

PAGE 210

5()(5(1&(6 $JDUZDO 6& 9DQ 'XXUHQ %/ 6RORPRQ -.OLQH 6$ (QYLURQ 6FL 7HFKQRO $PHV %1 &DQFHU $PHV %1 0F&DQQ
PAGE 211

%MHOGDQHV /) 0RUULV 00 )HOWRQ -6 )RRG &KHP 7R[LF %RZHQ 5' :LOOLDPV '+ 6FKZDU] + $QJHZ &KHP ,QW (G (QJO %URGEHOW -6 .HQWWDPDD +, &RRNV 5* 2UJ 0DVV 6SHFWURP D %URGEHOW -6 :\VRFNL 9+ &RRNV 5* 2UJ 0DVV 6SHFWURP E %U\DQW 06 /D\ -2 &KLDUHOOL 03 $P 6RF 0DVV 6SHFWURP %XUOLQJDPH $/ 6WUDXE .0 %DLOOLH 7$ 0DVV 6SHFWURP 5HY %XUVH\ 00 +DVV -5 6WHUQ 5/ $QDO &KHP %XVN / 0XWDW 5HV &DSHOORV & %LHOVNL %+.LQHWLF 6\VWHPV 0DWKHPDWLFDO 'HVFULSWLRQ RI &KHPLFDO .LQHWLFV LQ 6ROXWLRQ :LOH\,QWHUVFLHQFH 1HZ
PAGE 212

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£PDD +, &RRNV 5* $P 6RF 0DVV 6SHFWURP (PDU\ :% .DLVHU 5( .HQWW£PDD +, &RRNV 5* $P 6RF 0DVV 6SHFWURP (YDQV & &DWLQHOOD 6 7UDOGL 3 9HWWRUL 8 $OOHJUL 5DSLG &RPP 0DVV 6SHFWURP )HWWHUROI ''
PAGE 213

)UHHPDQ -$ -RKQVRQ -9
PAGE 214

.DLVHU 5( &RRNV 5* 6WDIIRUG *& 6\ND -(3 +HPEHUJHU 3+ ,QW 0DVV 6SHFWURP ,RQ 3URF .DXU 6 +ROODQGHU +DDV 5 %XUOLQJDPH $/%LRO &KHP .DZD]RH < $UDNL 0 +XDQJ *) 2NDPRWR 7 7DGD 0 7DGD 0 &KHP 3KDUP %XOO 7RN\Rf .HQWWDPDD +, &RRNV 5* $P &KHP 6RF .HQWWDPDD +, 3DFKXWD 55 5RWKZHOO $3 &RRNV 5* $P &KHP 6RF .HWWHUHU % ;HQRELRWLFD .LQJVWRQ (( %HQ\RQ -+ $VW 7 )ODPPDQJ 5 0DTXHVWLDX $ 2UJ 0DVV 6SHFWURP .LQWHU 07 %XUVH\ 00 %LRPHG (QYLURQ 0DVV 6SHFWURP .LUHPLUH %7 &KLDUHOOR 7UDOGL 3 9HWWRUL 8 *XLRWWR $ 5RGLJKLHUR 3 5DSLG &RPP 0DVV 6SHFWURP .URHVH (' =HLOPDNHU 00RKQ *5 0HHUPDQ -1+ 0XWDW 5HV /DLGOHU .&KHPLFDO .LQHWLFV UG HG +DUSHU t 5RZ 1HZ
PAGE 215

/RXULV -1 &RRNV 5* 6\ND -(3 .HOOH\ 3( 6WDIIRUG *& 7RGG -)$QDO &KHP 0DTXHVWLDX $ %HXJQLHV )ODPPDQJ 5 +RXULHW 5 5ROOL ( %RXFKRX[ 2UJ 0DVV 6SHFWURP 0DUJLVRQ *3 2f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
PAGE 216

3DXO : 6WHLQZHGHO + = 1DWXUIRUVFK D 3HDUVRQ 5* $P &KHP 6RF 3HDUVRQ 5* 6FLHQFH 3HDUVRQ 5* 6RQJVWDG $P &KHP 6RF 3HJJ $( ,Q +RGJVRQ ( %HQG -5 3KLOSRW 50 HGV 5HYLHZV LQ %LRFKHPLFDO 7R[LFORJ\ (OVHYLHU 1HZ
PAGE 217

6ROW '% &D\DPD ( 7VXGD + (QRPRWR /HH )DUEHU ( &DQFHU 5HV 6WDIIRUG *& .HOOH\ 3( 6\ND -(3 5H\QROGV :( 7RGG -),QW 0DVV 6SHFWURP ,RQ 3URF 6WUHLWZLHVHU $ +HDWKFRFN &+ ,QWURGXFWLRQ WR 2UJDQLF &KHPLVWU\ UG HG 0DFPLOODQ 1HZ
PAGE 218

=HLJHU ( ,Q 0LOPDQ +$ :HLVEXUJHU (. HGV +DQGERRN RI &DUFLQRJHQ 7HVWLQJ 1R\HV 3XEOLFDWLRQV 3DUN 5LGJH 1

PAGE 219

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
PAGE 220

, FHUWLI\ WKDW KDYH UHDG WKLV VWXG\ DQG WKDW LQ P\ RSLQLRQ LW FRQIRUPV WR DFFHSWDEOH VWDQGDUGV RI VFKRODUO\ SUHVHQWDWLRQ DQG LV IXOO\ DGHTXDWH LQ VFRSH DQG TXDOLW\ DV D GLVVHUWDWLRQ IRU WKH GHJUHH RI 'RFWRU RI 3KLORVSK\ 5LFKDUG $
PAGE 221

7KLV GLVVHUWDWLRQ ZDV VXEPLWWHG WR WKH *UDGXDWH )DFXOW\ RI WKH 'HSDUWPHQW RI &KHPLVWU\ LQ WKH &ROOHJH RI /LEHUDO $UWV DQG 6FLHQFHV DQG WR WKH *UDGXDWH 6FKRRO DQG ZDV DFFHSWHG DV SDUWLDO IXOILOOPHQW RI WKH UHTXLUHPHQWV IRU WKH GHJUHH RI 'RFWRU RI 3KLORVSK\ $XJXVW 'HDQ *UDGXDWH 6FKRRO

PAGE 222

/3 ,3 OAU f&6 81,9(56,7< 2) )/25,'$


SELECTIVE ION-MOLECULE REACTIONS IN A QUADRUPOLE
ION TRAP MASS SPECTROMETER
By
BRAD IAN COOPERSMITH
A DISSERTATION PRESENTED TO THE GRADUATE SCHOOL
OF THE UNIVERSITY OF FLORIDA IN PARTIAL FULFILLMENT
OF THE REQUIREMENTS FOR THE DEGREE OF
DOCTOR OF PHILOSOPHY
UNIVERSITY OF FLORIDA
1994

To the Big Five: Amanda, Norman, Roslyn, Randall, and Sammantha

ACKNOWLEDGMENTS
I would like to thank Dr. Richard A. Yost for his guidance and friendship
over the past five years. I would also like to thank my committee members, Dr.
James D. Winefordner, Dr. Willard W. Harrison, Dr. Kenneth B. Wagener, and Dr.
Roger L. Bertholf. I want to acknowledge the U.S. Environmental Protection
Agency (Mr. Douglas W. Keuhl, in particular) and the University of Florida Division
of Sponsored Research for providing funding for this research.
I want to thank the Yost group members over the past five years for their
continued insights into human nature. I especially want to thank Dr. Jodie V.
Johnson and Dr. Nathan A. Yates for their help in understanding and the use of the
ion trap. Special gratitude goes out to Dr. Donald M. Eades for his friendship and
support and for showing me that "Let’s get a cup of coffee" is not always a bad thing.
I want to thank the current Yost group members Mr. James L. Stephenson, Mr.
Matthew M. Booth, Mr. Timothy P. Griffin, and Mr. Ulrich R. Bernier for many
funny stories and helpful discussions over the past few years. I am deeply indebted
to the fourth floor of CLB for providing me with chemicals throughout this research.
I want to thank my parents, Norman and Roslyn, for their love and support
during my graduate studies. The knowledge that they would always be there if I
needed them, whether it be physically or emotionally, meant a lot to me.

Lastly, I would like to thank my wife, Amanda, to whom I partially dedicate
this thesis. Her love and support during the crazy times here made it all worthwhile.
From getting me Randall to kicking me in the ass when I needed it, her love for me
was shown in her actions as much as in her words. I love her with all my heart and
hope that one day I can show her how much.
IV

TABLE OF CONTENTS
ACKNOWLEDGMENTS iii
ABSTRACT viii
CHAPTERS
1 INTRODUCTION 1
QITMS Background 2
QITMS Development 2
QITMS Theory and Operation 3
Tandem-in-Time Versus Tandem-in-Space 7
Ion-Molecule Reactions 8
Scope of Dissertation 11
2 CHARACTERIZATION OF THE QITMS FOR ELECTROPHILE/
NUCLEOPHILE ION-MOLECULE REACTIONS 13
Introduction 13
Carcinogen and Mutagen Background 14
In vivo Carcinogen Detection 15
In vitro Carcinogen Detection 16
Mass Spectrometric Approaches 18
Proposed Methodology 20
Experimental 29
Results 31
Ion-Molecule Reaction Spectra Under Static Conditions 31
Reaction Scheme Determination 35
Kinetics Analysis 44
Conclusions 52
3 STRATEGIES FOR BETTER CONTROL OVER ION-MOLECULE
REACTIONS PERFORMED IN A QITMS 54
Introduction 54
Experimental 55
v

Changing the Ion-Neutral Chemistry 62
Pulsed Valve Introduction 65
Optimization of Pulsed Valve Introduction 66
Spectra Obtained from Pulsed Valve Introduction 72
Sensitivity Comparison Between Pulsed Valve and Constant Pressure
Introduction 77
Mixture Analysis 85
Mixture Analysis with Pyridine 86
Mixture Analysis with Thiophene 94
Conclusions 102
4 INVESTIGATIONS INTO ION/NEUTRAL CHEMISTRY 105
Introduction 105
Solution-Phase Carcinogen/DNA Adduct Studies 107
Determination of Site of Reaction 107
Hard/Soft Acid Base (HSAB) Theory 109
Experimental 112
Investigations of Multifunctional Nucleophiles 115
Reactions of 2-Thiohydantoin Molecular Ions with Allyl
Bromide 120
Analysis of the Other MFN/Allyl Bromide Adducts 129
Correlation of Nucleophile/Allyl Halide Studies to HSAB
Theory 136
Reactions of a,/3-Unsaturated Carbonyls 137
Reactions Between Pyridine and the a:,/3-Unsaturated
Carbonyls 138
Reactions Between Piperidine and the a,/3-Unsaturated
Carbonyls 141
Correlation of Nucleophile/a,/TUnsaturated Carbonyl Studies
to HSAB Theory 143
Conclusions 146
5 ISOMER DIFFERENTIATION VIA SELECTIVE
ION-MOLECULE REACTIONS 147
Introduction 147
Methods of Gas-Phase Isomer Differentiation 148
Collision-Induced Dissociation (CID) 148
Energy-Resolved CID 150
Ion-Molecule Reactions 152
Experimental 154
Origins for Isomer Differentiation Investigations 156
vi

Carbocation Differentiation Based on Thermodynamics 158
Reaction Scheme 158
Experimental Verification of Thermodynamic Reaction
Scheme 163
Identification of the m/z 81 Ion from Allyl Iodide 170
Carbocation Differentiation Based on Steric Hinderance 170
Reaction Scheme 170
Experimental Verification of Differentiation by Steric
Inhibition 175
Conclusions 183
6 CONCLUSIONS AND FUTURE WORK 184
Conclusions 184
Future Work 187
APPENDIX EQUATIONS USED FOR KINETIC DETERMINATIONS 192
REFERENCES 201
BIOGRAPHICAL SKETCH 210
vii

Abstract of Dissertation Presented to the Graduate School
of the University of Florida in Partial Fulfillment of the
Requirements for the Degree of Doctor of Philosophy
SELECTIVE ION-MOLECULE REACTIONS IN A QUADRUPOLE
ION TRAP MASS SPECTROMETER
By
Brad I. Coopersmith
August 1994
Chairperson: Dr. Richard A. Yost
Major Department: Chemistry
This dissertation presents two applications for selective ion-molecule reactions
performed in a quadrupole ion trap mass spectrometer (QITMS): (a) the detection
and identification of possible carcinogens and mutagens in environmental samples
and (b) the differentiation of secondary and tertiary carbocation isomers.
Potential carcinogens and mutagens are classified as electrophiles with the
ability to modify nucleophilic sites in the body, including DNA. Initial studies focus
on the characterization of the QITMS to perform the ion-molecule reactions between
a model DNA base nucleophile ion, the pyridine molecular ion, and the allyl halides,
a class of well-characterized mutagens. These studies highlight the problems with
performing these reactions in a tandem-in-time instrument, namely the unwanted
side products due to reaction with the nucleophile neutrals.

Incorporation of pulsed-valve introduction of the nucleophile neutrals is
shown to overcome the lack of spatial separation by affording temporal separation
between the introduction of the neutrals and the reaction period. Initial application
of the gas-phase screening technique is demonstrated for mixtures of carcinogens and
noncarcinogens using the nucleophiles pyridine and thiophene.
Reactions with multifunctional nucleophiles are performed to better model
the DNA/carcinogen reaction in the gas-phase and to better understand the ion/
neutral chemistry. These studies into the ion/neutral chemistry show the ability of
the Hard/Soft Acid/Base theory to predict reactivity and site of reaction. This
correlation will be important for future choices of nucleophile ions.
Differentiation between secondary and tertiary carbocation isomers is
demonstrated based upon thermodynamic considerations. The secondary carbocation
reacts with tert-butanol while the tertiary carbocation is inert. Differentiation
reactions based upon steric hinderance arguments is attempted. While not totally
successful, these steric reactions demonstrate that most solution-phase organic
principles can be extended to gas-phase organic reactions.
IX

CHAPTER 1
INTRODUCTION
This dissertation discusses the design and application of selective ion-molecule
reactions performed in a quadrupole ion trap mass spectrometer (QITMS) to (a)
screen for possible carcinogens and mutagens in environmental samples and (b)
differentiate between isomeric carbocations. In both applications, the gas-phase ion-
molecule reactions attempt to mimic what has been observed in the solution phase.
Electrophile/nucleophile reactions form the basis for the carcinogen and mutagen
screening. Carbocation-based reactions are used to model the isomer differentiation
reactions. The use of selective ion-molecule reactions on the QITMS offers several
advantages over the current methods used for the above applications. Compared to
solution-phase carcinogen and mutagen detection, the QITMS offers improved speed
and the use of on-line chromatographic separation. The selective ion-molecule
reactions permit the formation of distinct product ions for the differentiation of gas-
phase carbocation isomers, whereas other gas-phase techniques lead to the formation
of identical product ions in differing abundances.
This chapter introduces background on both the quadrupole ion trap mass
spectrometer and selective ion-molecule reactions. A brief description of the
operation of the QITMS is presented, including the particular characteristics that
make it desirable for performing the selective ion-molecule reactions. Selective ion-
1

2
molecule reactions are introduced through a description of general ion-molecule
reactions and a definition of what characteristics make them selective. This chapter
concludes with a description of the dissertation organization.
QITMS Background
OITMS Development
This discussion of the QITMS is not designed to be comprehensive, but
merely to introduce important concepts and principles of the instrument which was
used for this research. Comprehensive reviews of the ion trap have been published
by Todd (1991) and by Cooks et al. (1991).
The concept for the ion trap was first published by Paul and Steinwedel
(1953) in describing the operating principles of the quadrupole mass spectrometer.
These ideas were further developed by Dawson (1976), Dawson and Whetten (1969),
and Todd and coworkers (Lawson et al., 1976; Todd, 1981) by first using the ion trap
as solely an ion source to a quadrupole mass filter and then expanding its capability
to perform mass analysis. The first commercial ion trap, known as an ion trap
detector or ITD, was introduced in 1983 by Finnigan MAT and was based upon the
development of the mass-selective instability scan by Stafford et al. (1984). At that
time, the ITD was simply a low cost gas chromatographic detector. Since then,
QITMS research has been expanded into many varied areas. Among those areas are
the extension of the mass range to over 70,000 Da (Kaiser et al., 1991), the
attainment of mass resolution exceeding one million (Schwartz et al., 1991), the

3
application of tandem mass spectrometry (MSn) to the tenth degree (Nourse et al.,
1992), and the combination of the QITMS with external ion sources such as
electrospray (Van Berkel et al., 1990).
QITMS Theory and Operation
The ion trap consists of three hyperbolic electrodes, two end-cap electrodes
and one ring electrode, that when assembled yield a trapping volume with a
hyperbolic cross section according to rQ = 2z0“; r0 is the center-to-ring distance, and
z0 is the center-to-endcap distance. Figure 1-1 shows this cross section for an
assembled ion trap. Radio-frequency (rf) and direct current (dc) voltages are
applied to the ring electrode to create a quadrupolar electric field within the
trapping volume. This field will apply a restoring force (towards the center of the
ion trap) to the ion which is proportional to the ion’s displacement from the center
of the trap. The restoring force causes the ions which are trapped to oscillate in a
three dimensional Lissajous orbit (Wuerker et al., 1959). Since this restoring force
is a function of a time-dependent harmonic variable (the rf voltage), it can be
described by the appropriate Mathieu second-order differential equation
(McLachlan, 1947) given in equation (1-1).
d^
de
+ 2qucos20u = 0
(1-1)
In the above equation, u can represent either the radial (ring-to-ring), or the axial
(endcap-to-endcap) directions, and £ is a dimensionless variable which is equal to

4
Figure 1-1:
Ion trap cross section showing the center-to-ring distance (r0) and the
center-to-endcap distance (zQ).

5
ilt/2, where O is the frequency of the applied rf voltage. Operation of the QITMS
with the endcaps held at ground and the rf and dc voltages applied only to the ring
electrode leads to the following equations for ay and qu, where u=r for radial and
u=z for axial:
az=-2ar=
-8eU
mr02Q2
(1-2)
and
-4eV
mr2fl2
(1-3)
where U is the dc voltage applied, V is the zero-to-peak amplitude of the rf voltage
applied, e is the charge on an electron, and m is the mass of the ion.
Depending upon the magnitudes of the rf and dc voltages which are applied,
only ions of certain mass-to-charge (m/z) ratios will be stored. Equation (1-1) can
be solved to find all values of au and qu (and hence all m/z values) which will be
stable, either in the radial or in the axial or in both directions, under a given set of
rf and dc voltages. The set of solutions for stability in both directions, when plotted
in ay-qu space, form an envelope called a stability diagram which is shown in Figure
1-2. An ion will be stable if its au and qu values fall within the borders of the
stability diagram.
Typical operation of the QITMS for mass analysis is now described. After the
sample is introduced into the QITMS, electrons are pulsed into the QITMS volume
through one endcap to ionize the sample. A gating pulse, which changes from -180V

6
Figure 1-2: Stability diagram in az-qz space for all ions.

7
to + 180V, is used to control the introduction of the electrons created by a filament.
During the ionization process, and for most of the mass analysis scan, no dc voltage
is applied so that the QITMS operates along the az=0 line in Figure 1-2, which
allows for the largest range of stable m/z values possible for a given rf voltage. The
reason for this mode of operation is shown in Figure 1-2 where for a given rf voltage,
all ions are stable along the az=0 line if qz (which is inversely proportional to the
mass) is less than 0.908. After a storage period, the ions are detected by the mass-
selective instability scan (Stafford et al., 1984). This scan consists of ramping the
amplitude of the rf voltage while applying no dc voltage to induce ions of increasing
m/z values to exceed a qz value of 0.908 and thus become unstable in the axial
(endcap) direction. Ions are detected by an electron multiplier which is placed
behind the exit endcap.
Tandem-in-Time Versus Tandem-in-Space
The QITMS offers several advantages which enhance the performance of gas-
phase ion-molecule reactions compared to most other tandem mass spectrometers.
The ion trap, a tandem-in-time instrument, performs each stage of mass spectrometry
in the same volume of space with each analysis step separated in time. This attribute
allows the time of each stage of mass spectrometry to be controlled. As a result, the
QITMS, with reported ion confinement times of 105 seconds (Sugiyama and Yoda,
1990), can act as a gas-phase organic reaction chamber. This control of reaction
time allows the reactions to occur for longer periods than available with most

8
commercial tandem-in-space instruments such as the triple quadrupole mass
spectrometer (TQMS). The TQMS can be modified to trap the ions inside the
second quadrupole (Annacchino, 1993), however, this approach is not a common
practice. The duration for each stage of mass spectrometry, with regard to ion
residence time, on the unmodified TQMS is on the order of microseconds, while on
the QITMS each stage lasts typically for tens to hundreds of milliseconds. This three
order of magnitude difference for reaction times facilitates the detection of
kinetically slow reactions. Also, the QITMS permits the acquisition of time-resolved
data through steady increments of the reaction period. These data can then be used
to yield kinetic information regarding the reaction under investigation. A further
advantage of the QITMS is its ability to perform multiple stages of mass
spectrometry (MS") (Nourse et al., 1992). This MS" capability allows for the
complete identification of mass-selected reaction products, as well as the
determination of reaction mechanisms. One possible drawback to the use of the
QITMS for ion-molecule reactions is the lack of spatial separation between the ions
and neutrals inside the ion trap which can lead to unwanted side reactions due to the
presence of the reagent neutrals and, thus, limit the effectiveness of the selective ion-
molecule reactions.
Ion-Molecule Reactions
Ion-molecule reactions have been investigated for years on instruments such
as the TQMS (Heath et ah, 1991; Dolnikowski et ah, 1990), the ion cyclotron

9
resonance mass spectrometer (Beauchamp et al., 1974; Tiedemann and Riveros,
1973) and the QITMS (Kinter and Bursey, 1988; Eichmann and Brodbelt, 1993).
These reactions have provided insight into reaction rate constants and kinetics
(Lifshitz et al., 1981; Tiedemann and Riveros, 1974), ion energetics (Orlando et al.,
1989; Orlando et al., 1991), thermodynamics (Jasinski and Brauman, 1980; Meot-Ner
and Smith, 1991), and general gas-phase ion-neutral chemistry (Castle and Gross,
1989).
The ion-molecule reactions investigated in this dissertation are not only
selective, which will be defined later, but they also are mass-selected ion-molecule
reactions (Berberich, 1989). The term mass-selected means that only ions of selected
mass-to-charge (m/z) ratios are permitted to react with the neutrals inside the ion
trap volume. Most applications of ion-molecule reactions are nonmass-selected, in
which both a reagent gas and the analyte are introduced into the ion source of a
mass spectrometer, with the reagent gas at a significantly higher pressure. Due to
its greater pressure, the reagent gas is primarily ionized to yield the reagent ions
which are used for the ion-molecule reactions. One problem with this approach is
that most reagent gases will form more than one reagent ion, and each reagent ion
may react differently. For example, methane, which is used commonly for chemical
ionization (Harrison, 1992), forms predominantly C2H5+ and C3H5+ reagent ions
which undergo proton transfer and proton abstraction reactions, respectively, with
most anlaytes. By mass-selecting only one reagent ion, any ambiguity as to which
product ions are due to which reagent ion is significantly reduced. On the QITMS,

10
mass-selected ion-molecule reactions are performed by adding an ion isolation
sequence shortly after the ionization step. A result of the tandem-in-time nature of
the QITMS is that this addition is easily implemented since the change is software
intensive (a change in the computer program controlling the mass analysis scan)
rather than hardware intensive (the addition of an extra mass analyzer).
In designing selective ion-molecule reactions, a reagent ion is chosen such that
reactions with only a single neutral or a single class of neutrals should occur. The
resulting product ion is characteristic of both the reagent ion and neutral. For
example, gas-phase Michael additions will occur if and only if an enolate ion is
allowed to react with a neutral a,/3-unsaturated carbonyl compound (Solomons,
1985). For the ion-molecule reactions studied in this work, the selectivity results in
the formation of a distinct adduct ion; electrophile/nucleophile adduct ion formation
is used to detect the carcinogens and mutagens, and isomer differentiation is based
upon one isomer forming an adduct ion while the other isomer is inert.
One important issue regarding the general applicability of the selective ion-
molecule reactions is ion energetics. All ion-molecule reactions require a certain
amount of activation energy for the reaction to proceed. The selective ion-molecule
reactions possess low energy of activation barriers for the preferred neutral or class
of neutrals and high activation barriers for the unwanted neutrals. For example, the
carcinogen detection reactions are designed so that the nucleophilic reagent ion will
react with the electrophilic carcinogen neutrals based upon the known attraction
between nucleophiles and electrophiles in the solution-phase (Solomons, 1982).

11
However, if the reagent ion were to possess a sufficient amount of excess internal
energy so that it was able to overcome the high activation energy necessary to react
with the undesired neutrals (i.e., nucleophile ions reacting with nonelectrophilic
neutrals), the ion-molecule reaction would lose its selectivity. Therefore, the
energetics related to ion formation and ion identity will be important throughout this
work.
Scope of Dissertation
This dissertation presents two applications of selective ion-molecule reactions
performed in a QITMS: (a) screening for carcinogens and mutagens in environ¬
mental samples, and (b) differentiation of carbocation isomers. Chapter 1 presented
an introduction to both the QITMS and selective ion-molecule reactions.
Chapter 2 discusses the characterization of the ion trap to perform the
carcinogen screening reactions. Along with a description of methods currently in use
for carcinogen detection, the proposed gas-phase methodology is presented. The
QITMS is then characterized through the reactions of pyridine ions (model DNA
base ions) with allyl halide neutrals (mutagen neutrals). Experimentally determined
rate constants and extensions of ion-neutral chemistry studies are then used to
explain the observed results.
Chapter 3 introduces two approaches to overcome the problems from the lack
of spatial separation inside the QITMS: the use of alternative nucleophile ions to
alter the ion/neutral chemistry and the use of pulsed-valve introduction of the

12
nucleophile to introduce temporal separation. Altering the ion/neutral chemistry is
evaluated with respect to the degree it effectively removes unwanted nucleophile
ion/electrophile neutral and unwanted nucleophile ion/nucleophile neutral side
reactions. Comparisons of pulsed-valve results (spectral quality and limits of
detection) to those obtained through constant pressure introduction are used to
evaluate pulsed-valve introduction. The analysis of a carcinogen/noncarcinogen
mixture using the proposed gas-phase methodology is presented and used to evaluate
the method’s effectiveness at this stage of development.
Chapter 4 investigates the ion-neutral chemistry of other nucleophiles and
electrophiles. Specifically, the reactions of the a,/3-unsaturated carbonyls
(electrophiles) and of piperidine (nucleophile) and multifunctional nucleophiles
(containing more than one possible reactive site) are presented. The results from
these investigations are correlated to the Hard/Soft Acid/Base (HSAB) theory to
better predict which model DNA bases will detect which carcinogens and mutagens.
Chapter 5 presents the ability to differentiate between carbocation isomers
through selective ion-molecule reactions. After a brief introduction as to why this
approach is necessary, two approaches are discussed. Chemical differentiation based
upon reactions with ieri-butanol and structural differentiation based upon steric
hinderance are presented. Chapter 6, the final chapter, summarizes the overall
conclusions from this dissertation and presents ideas for future work.

CHAPTER 2
CHARACTERIZATION OF THE QITMS FOR ELECTROPHILE/
NUCLEOPHILE ION-MOLECULE REACTIONS
Introduction
The main goal of this research was to use selective ion-molecule reactions as
a gas-phase screening technique for the detection of carcinogens and mutagens. This
chapter will present the first step towards accomplishing that goal, the
characterization of the ion trap to perform the ion-molecule reactions necessary for
carcinogen and mutagen screening. Initially, background information on carcinogen
and mutagen screening will be offered to put this work into perspective with current
techniques. The Ames Test, the most widely used method of carcinogen and
mutagen detection, will be discussed in detail, as it was the impetus for this work.
The specific role of the selective ion-molecule reactions and the use of gas
chromatography/mass spectrometry (GC/MS) will then be given. The ion trap will
be characterized through the reaction of pyridine ions with allyl halide neutrals. This
reaction is examined through the products which are formed and the kinetics of the
system. This chapter ends with conclusions regarding the use of the QITMS for
selective ion-molecule reactions based upon these results.
13

14
Carcinogen and Mutagen Background
A carcinogen has been defined as "an agent or process which significantly
increases the yield of malignant neoplasm in a population" (Clayson, 1962). The
exact mechanism by which a carcinogen induces the malignant neoplasm or
cancerous growth is still unknown. However, four broad stages for this mechanism
have been established. These stages are (i) transport from the site of application
and, if needed, metabolic activation of the carcinogen: (ii) interaction of the ultimate
or activated carcinogen with the critical target (most likely DNA); (iii) DNA repair
and replication for fixation of the initial features of the tumor progenitor cell; and
(iv) possible progressive changes in the tumor progenitor cells leading to clinical
cancer (ICPEMC, 1982). In its reactive form, the ultimate carcinogen has been
identified as a reactive electrophile with the capability to modify biological
macromolecules such as DNA (Miller, 1970). Based upon stage (i) and the
definition by Miller, two categories of carcinogens have been defined (ICPEMC,
1982):
(1) Genotoxic carcinogens: agents which significantly increase the occurrence of
tumors in a population and possess the ability to alter genetic information.
(2) Nongenotoxic carcinogens: agents which significantly increase the occurrence
of tumors in a population but need to be activated in order to alter genetic
information.

15
In vivo Carcinogen Detection
Carcinogen testing can be accomplished either in vivo (inside a living
organism) or in vitro (outside the living organism). In vivo testing has focussed
primarily upon long-term animal bioassays. Since human testing would be the most
effective but is not supported by the medical community, most animal testing is
performed upon mice and rats due to their similar genetic make-up to humans. The
objective of these long-term tests is to observe the animal under study for the
development of neoplastic lesions due to exposure to various doses of a test
substance by an appropriate route (i.e., inhalation, ingestion, etc.) (Hamm, 1985).
By performing these assays on living animals, the overall body chemistry is not
altered as it would be if the assay were performed in a single organ which was
removed from the animal. This advantage allows both carcinogen initiators and
promoters to be tested (Periano et al., 1975; Solt et al., 1983). While this approach
would seem to be the most effective method for determining carcinogenicity, it
suffers severe drawbacks. First, any animal test will cost between 0.5 and 1.5 million
dollars and will take a minimum of three to four years to complete (Hamm, 1985).
Second, there is no standard methodology for performing the animal tests (OECD,
1983). Other problems with animal testing arise from the number of variables which
must be taken into account. Among the many factors are the type of animal, the
number of animals, their diet, their drinking water, their caging, and the room
temperature (Hamm, 1985).

16
Other in vivo methods consist of detecting the formation of covalent binding
between chemicals and DNA. Among these methods are the use of radioactively
labelled chemicals (Warren, 1984), the use of specific anti-adduct antibodies
(Shamsuddin et al., 1985; Nehls et al., 1984), and the use of 32P postlabelling
(Randerath et al., 1984). These methods show some promise; however, they are
limited due to the very small quantity of DNA adducts which are formed in the
tissue. This limitation allows detection solely by pure chemical means and is only
applicable in certain cases (i.e., when the chemical marker is highly fluorescent or
radioactive).
In vitro Carcinogen Detection
As an alternative to the long-term in vivo methods, short-term in vitro
methods have been developed. These tests rely upon mutagenicity testing to reveal
the presence of carcinogens due to the beliefs that all carcinogens are mutagens and
that tumor formation involves genetic alteration (ICPEMC, 1982). Also of primary
importance to the in vitro tests is that they mimic the in vivo test conditions.
Genotoxic carcinogens will be detected without the need for metabolic activation;
however, nongenotoxic carcinogens need metabolic activation to become active
carcinogens. Therefore, the more closely the in vivo test conditions are mimicked,
the greater the chance of detecting the nongenotoxic carcinogens.
The most widely used in vitro test is the Ames Test (Ames et al., 1975; Ames,
1984). The Ames Test is performed by first mutating the bacteria Salmonella

17
typhimurium to prevent normal histidine production. The test sample is then
incubated with the bacteria colonies for two days at 37°C, and afterwards, the
number of bacteria colonies which have reverted to allowing histidine production are
counted (Ames, 1984). The observation of a significant number of revertant colonies
above background indicates the presence of a mutagen in the test sample. In most
applications of the Ames Test, a liver homogenate known as S-9 is added to the petri
dish to mimic the in vivo conditions by acting as a metabolic activator (Miller and
Miller, 1977). In contrast to the in vivo tests, the in vitro Ames Test is much cheaper
and faster. One chemical can be adequately tested with regard to dosage in
approximately two weeks for $1000 to $1500, depending upon the protocol used
(Zeiger, 1985).
The in vitro tests may be cheaper and faster, but they do not possess the
overall reliability found using in vivo tests. The major reason for this occurrence is
that while all carcinogens are believed to be mutagens (Zeiger, 1985), all mutagens
are not carcinogens. As an example, 2-aminopurine has been found to mutate DNA
in bacteriological assays, but has not been found to be carcinogenic in either humans
or animals (Barrett, 1987). Similarly, tetrachlorodibenzo-p-dioxins. TCDDs, are a
known class of carcinogens which yield a negative Ames Test (ICPEMC, 1982). The
Ames Test has been found to have a success rate between 50 and 95% for the
identification of carcinogens from positive mutagenicity results (ICPEMC, 1982).
This success rate is to be class dependent for the chemicals under investigation
(ICPEMC, 1982).

18
The Ames Test has been successfully applied to the identification of
carcinogens in complex mixtures: the pyrolized amino acids formed during heating
(Bjeldanes et al., 1982) and the nitropyrenes formed from diesel exhaust (Sugimura
and Takayama, 1983). This success is tempered by the inability to combine the
Ames Test with on-line chromatography and spectroscopic identification. Having a
response time of two days and detection limits on the order of 100 nanograms, the
Ames Test cannot be combined with on-line chromatography, which requires a
response time of milliseconds and detection limits less than one nanogram.
Therefore, analysis of complex mixtures by the Ames Test requires repetitive
incubation and fractionation until the fraction containing the mutagen is found.
Once found, the mutagen must then be identified by a separate off-line spectroscopic
analysis (e.g., IR, NMR, MS).
Mass Spectrometric Approaches
Mass spectrometry has found use in nucleic acid analysis due to its ability to
yield structural information on a small quantity of sample. This ability combined
with "soft ionization" techniques (methods which allow for the formation of the intact
large biomolecule ion) has permitted the structural characterization of both modified
(i.e., carcinogen adducts) and unmodified nucleotides (Burlingame et al., 1983). Of
the various "soft ionization" techniques, fast atom bombardment (FAB) and matrix-
assisted laser desorption ionization (MALDI) have been the most extensively used.

19
The combination of FAB with tandem mass spectrometry has been applied
to the structural differentiation of isomeric nucleotides and dinucleotides as well as
being used for mixture separation (Crow et al., 1984; Cerny et al., 1986). However,
extensions to small oligonucleotides (3 to 6 nucleotides) resulted in complex spectra
which prevented proper sequencing of the oligomers (Cerny et al., 1987).
Performance of MALDI inside a Fourier transform mass spectrometer
(FTMS) has been shown to be capable of differentiating between methyl guanosine
isomers formed in the solution-phase and has been used to sequence oligonucleotides
consisting of four nucleotides (Hetitch, 1989; Hetitch and Buchanan, 1991). The
FTMS has the ability to fragment the oligonucleotide ions one nucleotide at a time,
permitting the detection of DNA modifications through DNA sequencing. However,
these sequencing methods may not be able to detect actual DNA modifications in
human tissue where there is normally one modification for every 108-1010 normal
nucleotides (Wolf et al., 1992). Studies are currently underway in which constant
neutral loss (CNL) scans on a TQMS are used to simplify the spectra to aid in the
detection of DNA modifications (Wolf et al., 1992; Bryant et al., 1992).
Derivitization of the nucleotide with trimethylsilane prior to analysis by CNL scans
has been reported to lower the detection limit of nucleoside-carcinogen adducts to
1 ng (Bryant et al., 1992). This detection limit corresponds to the detection of one
nucleoside-carcinogen adduct per 106 normal nucleosides.

20
Proposed Methodology
The mass spectrometric approaches discussed above focus on detecting
carcinogens by identifying nucleoside-carcinogen adducts which are formed in the
solution phase. Previous work in our laboratory (Freeman, 1991; Freeman et al.,
1990; Freeman et al., 1994; Anacchino, 1993) was the first demonstration of a strictly
gas-phase method, namely the use of selective ion-molecule reactions via mass
spectrometry for carcinogen screening. In that work, the ion-molecule reactions were
performed on a triple quadrupole mass spectrometer (TQMS). Various reports have
concluded that at some point during carcinogenesis, there is an
electrophile/nucleophile reaction between the ultimate carcinogen and the DNA
nucleoside (Miller, 1970; ICPEMC, 1982). Based upon those reports, the gas-phase
ion-molecule reactions were designed to be electrophile/nucleophile ion-molecule
reactions.
Ionized nucleophiles (model DNA bases, DNA bases, or nucleotides) were
formed in the TQMS ion source and were mass-selected by the first quadrupole.
These ions were passed into the second quadrupole (collision cell) where possible
carcinogens and mutagens were simultaneously introduced via gas chromatography
(GC). As the ionized nucleophiles traversed the second quadrupole, they reacted
with the electrophilic neutral carcinogens to form the nucleophile/electrophile adduct
ions. These product ions were then mass-analyzed by the third quadrupole and were
subsequently detected.

21
In that work (Freeman, 1991; Freeman et al., 1991), alternating scans
(selective ion-molecule reaction with a model DNA base ion and charge exchange
with methane molecular ions) were employed to obtain two complementary
chromatograms for the test sample. This scanning procedure is shown conceptually
in Figure 2-1. While only one GC column was employed, the alternating scan modes
gave the effect of performing two separate GC/MS analyses for each injection. First,
methane molecular ions were mass-selected and introduced into the second
quadrupole where they reacted with all compounds via charge exchange. After
detection of the charge exchange product ions, the nucleophilic model DNA ions
were mass-selected and introduced into the second quadrupole to undergo selective
ion-molecule reactions with only the electrophilic carcinogens. As this process was
repeated, two complementary chromatograms were produced. Reactions with the
methane molecular ions yielded a chromatogram which indicated the number of
components in the sample. This value was the upper limit for the number of
possible carcinogens in the sample. The selective ion-molecule reactions lowered
that number by producing a chromatogram which only had peaks if the compound
eluting from the GC column reacted with the model DNA ions, thus indicating which
peaks in the methane chromatogram represented possible carcinogens or mutagens.
The degree of fragmentation for each compound during the methane charge
exchange reactions was not given (Freeman, 1991). Therefore, the identification of
each was assumed to be a priori. Electron ionization would have provided complete
structural information but could not be performed because the carcinogens were not

22
Figure 2-1:
Environmental Screening
JWVa
MS
A /\
Carcinogen
Detector
Depiction of proposed gas-phase ion-molecule screening to yield two
complementary chromatograms.

23
introduced into the ion source. Picogram limits of detection were reported for the
allyl halides, a class of well characterized mutagens, and the analysis speed was
improved significantly over that of the Ames Test (Freeman, 1991).
The TQMS method suffered several drawbacks. The TQMS is capable of
performing up to two stages of mass spectrometry: the reagent ion isolation and the
scanning of the reaction products. Therefore, when unknown product ions (i.e. ions
other than the desired adduct ion) were formed, they could not be fragmented to
indicate their structure. Another problem with the TQMS is the short reaction time
it permits for the reaction between the nucleophile ions and the carcinogen neutrals.
The ions can only react with the neutrals for as long as both reside inside the second
quadrupole. Unless the TQMS has been modified to permit ion trapping in the
collision cell (Anacchino, 1993), the residence time is on the order of microseconds.
This short reaction time biases the detection towards fast reaction kinetics and
permits slow reacting carcinogens, such as acrolein, to pass through undetected
(Freeman, 1991).
To overcome these shortcomings, a method using the QITMS is proposed.
This method for detecting carcinogens and mutagens on the QITMS consists of
performing gas chromatography/mass spectrometry (GC/MS) with alternating
electron ionization (El) and selective ion-molecule reaction scans. This proposed
method should overcome the problems of the TQMS method to yield better
detection and identification. Also the MS" capabilities of the QITMS allows the
identification of unknown product ions.

24
A sample containing possible carcinogens would be injected onto the gas
chromatograph which would separate the sample into its individual components. The
other end of the GC column is interfaced to the QITMS so that as the individual
components eluted off the column, they would enter directly into the ion trap
analyzer region. While the components eluted, they would undergo alternating El
and selective ion-molecule reaction scans. Similar to the TQMS method, the
selective ion-molecule reaction scan will indicate potential carcinogenicity if the
compound is reactive with a model DNA base ion. However, since the QITMS is
a tandem-in-time instrument (see Chapter 1) and the reaction time can be extended
into the millisecond time scale, slow reacting carcinogens should have ample time to
react which should remove any detection bias. Another characteristic of tandem-in¬
time instruments is that the ion source and analyzer region are the same. This
characteristic gives the QITMS the ability to perform an El scan on the compounds
as they elute off the column, which will produce a mixture of molecular and fragment
ions, thus allowing structural information to be obtained so that the compound may
be identified.
As in the TQMS procedure, the alternating scans will produce two
complementary chromatograms for the sample. The El chromatogram would
indicate the number of components in the sample and the identity of each. The
selective ion-molecule reaction chromatogram would indicate which components are
possible carcinogens. This procedure would permit carcinogenic detection (selective
ion-molecule reaction chromatogram) along with the on-line chromatographic

25
separation (GC introduction of the sample) and spectroscopic identification (El
chromatogram) which the Ames Test lacks.
The basis for this gas-phase screening is the similarity between solution-phase
and gas-phase reactions. There have been several publications in the literature
(Pellerite and Brauman, 1980; Angelini and Speranza, 1981) which indicate the
strong similarity of reactions in both media. Figure 2-2 demonstrates the electro¬
phile/nucleophile reactions in both the solution and gas-phases (Freeman, 1991). In
the body, where the solution-phase reactions occur, the ultimate carcinogen acts as
a reactive electrophile and reacts with the DNA base acting as a nucleophile; the
result is a DNA/carcinogen adduct. In the gas-phase reaction, only the detection of
genotoxic carcinogens is possible. The lack of metabolic activation in the gas-phase
prevents nongenotoxic carcinogens from being activated to the ultimate carcinogen.
The genotoxic carcinogens act as reactive electrophiles and react with nucleophilic
model DNA base ions to form a model DNA base/carcinogen adduct ion.
Model DNA base ions are used since it is easier to get them into the gas-
phase than if they were actual DNA bases. The model DNA base is chosen so that
it is structurally similar to the actual DNA bases, thus giving similar reactivity.
Figure 2-3 shows the structures of the five DNA bases and pyridine. For this initial
work, pyridine was chosen as the model DNA base ion due to is similar structure to
the DNA bases. The allyl halides were chosen as the carcinogens because they
represent a class of well-characterized mutagens. Studies have shown that
nucleophile ions (N+, m/z N) react with the neutral allyl halides (EX) under a

26
Modeling DNA/Carcinogen Reactions
Reaction in the Body
Carcinogen + DNA Base DNA adduct
(electrophile) (nucleophile)
Reaction in the Gas-Phase
Carcinogen 4-
(electrophile)
Model DNA base
(neutral or ion)
Product
(ion)
Figure 2-2: Comparison of reactions in the body with the proposed gas-phase screening
reactions.

27
Figure 2-3:
Cytosine
Thymine
o
H
Uracil
Guanine
Pyridine
Structures of the five DNA bases and of pyridine.

28
Ionized
Nucleophile
m/zN
+ ch2=ch-ch2x
Allyl Halide
Neutral
t
n-ch2-ch=ch2 +
Nucleophile/Allyl
Adduct Ion
m/z [N+41]
x
Halide
Radical
Figure 2-4: Reaction for nucleophile ions with allyl halide neutrals.

29
variety of mechanisms (i.e. SN1, SN2) to produce a nucleophile/allyl adduct (NE+, m/z
N+41) and the halogen radical (X ) (Freeman et al., 1990; Eder et al., 1982a). This
reaction sequence is shown in Figure 2-4. The formation of the pyridine/allyl adduct
ion will be monitored for the characterization of the ion trap to perform these gas-
phase screening reactions.
Experimental
All pyridine/allyl halide ion-molecule reactions were performed on a Finnigan
MAT Ion Trap Mass Spectrometer (ITMSâ„¢). The allyl halides (Sigma Chemical
Company, St. Louis, MO and Aldrich, Milwaukee, WI) and the pyridine (Fisher
Scientific, Orlando, FL) were obtained from the manufacturer and used without
further purification. Samples for the constant pressure studies were introduced
through Granville-Phillips (Boulder, CO) Series 203 variable leak valves. The valves
were heated to a constant temperature of 70°C by wrapping them in heating tape
controlled with a variac. All pressures reported were measured by a Bayard-Alpert
ionization gauge mounted on the vacuum chamber and are uncorrected. Sample
pressures ranged from 1 x 10 7 torr to 3 x 106 torr.
The scan function used for performing the ion-molecule reactions is presented
in Figure 2-5. Ionization (step A) at q(N+ of pyridine)=0.23 was followed by two-
step rf/dc isolation (step C) (Gronowska et al., 1990; Yates et al., 1991) of the
pyridine molecular ion [N+ ]. After isolation, the pyridine molecular ions were
allowed to react with the both the pyridine and allyl halide neutrals present inside

Time
Figure 2-5: Scan function for the selective ion-molecule reactions. Shown are the stages of ionization (A), reagent ion
formation (B), reagent ion isolation (C), reaction between the reagent ion and the analyte neutrals (D), and
the mass-selective instability scan (E).
o

31
the ion trap for up to 500 ms (step D) at a q(N+ )=0.3. Mass spectra were acquired
with the axial modulation (530 kHz and 6V ) mass-selective instability scan (step
E) (Stafford et al., 1984). The product spectra shown were obtained after the 500
ms reaction period.
Resonant excitation collision-induced dissociation (CID) was performed on
all product ions. Unless indicated otherwise, spectra obtained by CID utilized the
following procedure: following two-step rf/dc isolation (Gronowska et al., 1990;
Yates et al., 1991), the selected product ion was cooled for 10 ms at a ring RF
voltage level corresponding to q(product ion)=0.3; the selected product ion was then
resonantly excited for 10 ms at the same RF level. Relative rate constants were
obtained by solving the pseudo-first order integrated rate equations for the product
ions. The equations and their derivations are presented in the Appendix.
Results
Ion-Molecule Reaction Spectra Under Static Conditions
Initial investigations focussed upon the characterization of the ion trap to
perform the electrophile/nucleophile ion-molecule screening reactions. These
reactions were performed under static conditions, where each reactant is present
inside the QITMS at a constant pressure. Each allyl halide neutral was present at
a pressure of 2.5 x 10 7 torr. The pyridine pressure was 1.3 x 10 7 torr for the allyl
chloride reaction and was 2.4 x 107 torr for the allyl iodide reaction. The product
spectra for the reactions of pyridine molecular ions with allyl chloride and allyl

Relative Intensity Relative Intensity
a)
1.00 —
32
0.50 —
79
N+.
80
Nir
120
NE +
0.00
I I I I I I I
TTT
rn i i i i i TT i i i i i i i
b)
80
Figure 2-6: Product ion spectra for the reaction of pyridine molecular ions with (a) allyl
chloride and (b) allyl iodide neutrals.

33
iodide neutrals for 500 ms are shown in Figures 2-6a and 2-6b, respectively. In both
product spectra, the desired product ion (NE+, the pyridine/allyl adduct ion) at m/z
120 was less abundant than the protonated nucleophile (NH+) at m/z 80. For the
allyl chloride reaction, the m/z 120 ion was 60% of the relative abundance of the m/z
80 ion, while for the allyl iodide reaction its relative abundance was about 33%.
There was a significant difference in the amount of pyridine molecular ion remaining
for each reaction. This discrepancy is most likely due to the different pyridine
pressures used in each reaction, where at the higher pyridine pressure, reactions with
the pyridine neutrals depleted the number of pyridine molecular ions faster than at
the lower pyridine pressure. Also, while reaction with the allyl chloride did not
produce any pyridine/chlorine adduct ions, reaction with the allyl iodide did lead to
the formation of pyridine/iodine adduct ions (the pyridine/iodine adduct ion (NX+)
at m/z 206 and the dipyridinium iodide ion (N2X+) at m/z 285).
From the spectra in Figures 2-6a and 2-6b, a few characteristics of ion-
molecule reactions in the QITMS are apparent. Reactions with the neutral
electrophile as well as reactions with the neutral nucleophile can occur. The latter
reactions accounted for the most abundant product ion in both spectra, the
protonated nucleophile (NH+) at m/z 80. Second, solution-phase results may not
always be accurate in predicting gas-phase results. In the solution-phase
mechanisms, the ionized nucleophile reacts at either Cl or at C3 of the allyl group.
There is no mention of ionized nucleophile reacting with the halide atom. In the
gas-phase, reaction at the halide atom competes with reaction at the allyl group

34
because the ions are unsolvated and their intrinsic reactivity controls which products
are formed.
These two characteristics and the spectra shown in Figures 2-6a and 2-6b
highlight the problems that unwanted ion-molecule reactions will cause for the gas-
phase screening of carcinogens and mutagens with regard to both sensitivity and
selectivity. As was seen for the relative abundances for the m/z 80 and m/z 120
product ions, competing reactions (such as those with the nucleophile neutrals)
deplete the ionized nucleophile population and reduce the extent of the desired
reaction with the electrophile neutrals. Therefore, the response per unit of analyte
(i.e. the sensitivity) is reduced.
Ideally, the ion-molecule product ion spectra will have only one product ion
present, an adduct ion between the model DNA base and the carcinogen or
mutagen. This ion’s formation is based solely on the reaction proceeding because
the neutral is a carcinogen or mutagen. The formation of multiple product ions from
the reactions with both electrophile and nucleophile neutrals reduces the selectivity
of this detection procedure. The multiple product ions indicates that the overall
reaction is not specific for the detection of carcinogens and mutagens. While one
product ion may be due to the compound being a carcinogen or mutagen, the other
product ions may be due to other characteristics of that compound. Therefore, for
the reactions between the pyridine ions and the electrophile allyl halide neutrals, it
is critical to understand the reaction pathways for the formation of each product ion
in order to design the screening reactions so that the nucleophile/ally] adduct ion

35
(NE+) will be the most abundant product ion formed.
Reaction Scheme Determination
To better understand the reactions between the pyridine molecular ions and
the allyl iodide and pyridine neutrals, the reaction scheme was elucidated through
a combination of MS" and time-resolved data acquisition. Figure 2-7 shows the MS4
sequence from a separate experiment used to identify the m/z 285 product ion of
Figure 2-6b. Figure 2-7a, obtained with the first stage of mass spectrometry, is the
electron ionization (El) spectrum of the neutrals initially present in the QITMS.
Following isolation of the pyridine molecular ion (N+ ) at m/z 79 and its subsequent
reaction for 500 ms with the neutrals present in the QITMS, the spectrum in Figure
2-7b was obtained. As mentioned earlier, unwanted product ions, such as the m/z
285 product ion, were produced in addition to the desired pyridine/allyl adduct ion
(NE+) at m/z 120. Isolation and collision-induced dissociation (CID) of the m/z 285
product ion was performed and the resulting spectrum is presented in Figure 2-7c.
The only fragment ion occurred at m/z 206, due to a loss of 79 mass units. Note that
the m/z 286 ion, presumably the 13C isotope of the m/z 285 product ion, was not
affected by resonantly exciting the m/z 285 ion and therefore remained in the CID
spectrum. The m/z 206 fragment ion was further fragmented by CID without prior
mass isolation. The CID spectrum for the m/z 206 fragment ion, shown in Figure
2-7d, yielded a single fragment ion at m/z 79. due a loss of 127 mass units. Again
the m/z 286 ion remained in the fragmentation spectrum. While its intensity relative

Relative Intensity Relative Intensity
a) 36
79
b)
80
iodide and neutral pyridine.
(a) MS1: Electron ionization of pyridine and allyl iodide neutrals.
(b) MS2: Product ion spectrum following the isolation of ionized
pyridine; (c) MS3: Isolation and CID of the m/z 285 product ion; (d)
MS4: CID of the m/z 206 fragment ion.

Relative Intensity
y
TO
C
“t
fD
N>
i
i
Ó
O
B
i-*-
5'
c
n>
a.
O
O
In
N
001
00*0
Relative Intensity
o
in
o
o
u>

38
to the fragment ions has increased due to ion ejection during CID, the absolute
intensity of the m/z 286 ion has remained constant.
Based upon the information from the CID spectra in Figures 2-7c and 2-7d,
the m/z 285 product ion was identified as the dipyridinium iodine adduct ion (N2X+).
The MS4 fragment ion at m/z 79 (Figure 2-7d) corresponded to the pyridine
molecular ion (N+). Addition of an iodine atom (127 mass units) to the pyridine
molecular ion resulted in the formation of the pyridine/iodine adduct ion (NX+) at
m/z 206 (Figure 2-7c). Addition of a second pyridine molecule (79 mass units) to
the pyridine/iodine adduct ion (NX+) yielded the dipyridinium iodine adduct ion
(N2X+) at m/z 285.
The remaining product ions were also subjected to MS" analyses to determine
their structures. Table 2-1 lists the product ions along with the fragment ions which
were formed from each upon MS". The pyridine/iodine adduct ion (NX+) at m/z 206
fragmented through homolytic cleavage at the pyridine-iodine bond to yield the
starting pyridine molecular ion (N+ ) at m/z 79. The pvridine/allyl adduct ion (NE+)
at m/z 120 fragmented via a 1,3-hydrogen shift to form the protonated pyridine
(NH+) at m/z 80. Both of these fragmentations are shown in Figure 2-8. The
protonated pyridine (NH+) was resistant to fragmentation under the conditions
employed. The inability to obtain any fragment information on this ion was due to
the high energy necessary to fragment even electron ions with aromatic resonance
stabilization (Lossing and Holmes, 1984). Under the resonant excitation conditions
used, these ions were ejected from the ion trap before they could acquire sufficient

39
Table 2-1
Fragment Ions Obtained from Collision Induced Dissociation of the
Product Ions from the Reaction of Pyridine Ions with Allyl Iodide Neutrals
Product Ion m/z
Product Ion Symbol
Fragment Ions (Stage)3
285
206
120
80
n2x+
206(2); 79(3)
NX+
79(2)
NE+
80(2)
NFT
None
3 Stage refers to the stage of mass spectrometry required to observe that particular
fragment ion. For example (2) refers to MS/MS, (3) to MS/MS/MS, etc.

40
m/z 206 m/z 79
m/z 80
—ch2
Figure 2-8: Fragmentation mechanisms for the m/z 206 and m/z 120 product ions
from the reaction of pyridine molecular ions with allyl iodide.

41
kinetic energy to induce fragmentation upon collision with helium.
The reaction pathways were determined by acquiring signal intensities as a
function of time as demonstrated in Figure 2-9. Visual inspection of this plot gives
insight into the reaction mechanism. In the early stages of the reaction (<50 ms),
the four product ions at m/z 80 (protonated pyridine, NH+), at m/z 120 (pyridine/allyl
adduct ion, NE+), at m/z 206 (pyridine/iodine adduct ion, NX+), and at m/z 285
(dipyridinium iodine ion, N2X+) initially increased while the m/z 79 (pyridine
molecular ion. N+) ion decreased. After 50-60 ms, the production of the m/z 206
product ion began to decay, while the rate of production of the m/z 285 product ion
(dipyridinium iodine adduct ion, N2X+) increased. This sequence is characteristic of
A-»B-*C consecutive reactions, where A forms B and then B forms C (Laidler,
1987). For the pyridine ion/allyl iodide neutral reaction, A corresponds to the
pyridine molecular ion (N+), B corresponds to the pyridine/iodine adduct ion (NX+),
and C corresponds to the dipyridinium iodine adduct ion (N2X+). This sequence
agrees with the MS4 spectra presented in Figure 2-7 in that both Figures 2-7 and 2-9
indicated that the m/z 285 product ion was formed from the reaction of the pyridine/
iodine adduct ion (NX+) at m/z 206 ion with neutral pyridine. Further support for
this mechanism was found when the reaction of the isolated pyridine/iodine adduct
ions (NX+) at m/z 206 with neutral pyridine and neutral allyl iodide resulted in the
sole production of the dipyridinium iodide ion (N2X+) at m/z 285.
The time-resolved and MS" data were combined to obtain the reaction scheme
for pyridine ions reacting with pyridine neutrals and ally iodide neutrals which is

Ion Intensity (counts)
42
5000—,
m/z 80
4000—
3000—
2000—
1000 —
m/z 206
r ttttt i -rpr r i t |
200 300 400 500
Reaction Time (ms)
Figure 2-9: Signal intensity versus time for the reaction of pyridine molecular ions with
allyl iodide.

Figure 2-10: Reaction scheme formulated for the reactions of pyridine molecular ions with allyl iodide and pyridine
neutrals.
-r*

44
shown in Figure 2-10. This reaction scheme suggests that when the pyridine
molecular ion (N+) reacts with the allyl iodide neutral, there will always be
competition between the formation of the pyridine/allyl adduct ion (NE+) via loss of
the halogen radical and the formation of the pyridine/iodine adduct ion (NX+) via
loss of the allyl radical. These formation of the two products competes with the
desired reaction between the nucleophile ions and the allyl halide neutrals, shown
in Figure 2-4. Also, the presence of the pyridine neutrals introduced two more
unexpected product ions, the protonated pyridine (NH+) at m/'z 80 and the
dipyridinium iodine adduct ion (N2X+) at m/z 285.
Kinetics Analysis
When the screening reactions are performed on the QITMS, the competing
side reactions due to the inherent reactivity of the ions towards interfering neutrals
need to be minimized. Therefore, the rate constants for the formation of the four
product ions from the reaction of pyridine ions with the pyridine and the allyl iodide
neutrals were determined to define strategies which might minimize these side
reactions.
The reaction scheme in Figure 2-10 shows that each product ion results from
the reaction of one ion with one neutral, thus indicating bimolecular rate constants.
Typically, however, the number of each neutral species present was several orders
of magnitude greater than the number of each ionic species; therefore, the neutral
concentration can be considered constant which leads to pseudo-first order kinetics

45
for each product ion formation. Differential equations describing each product ion
formation (Laidler, 1987) were integrated with respect to time to yield the integrated
rate equations for each product ion formation as functions of reaction time and
[N+ ]0. The integrations used for each product ion are presented in the Appendix
and the integrated rate equations are listed in Table 2-2. The integrated rate
equations were plotted accordingly and the resulting slope was used to obtain the
desired rate constant. The plots used to determine the slopes are listed in Table 2-3
and the calculations necessary to evaluate the rate constants from the integrated rate
equations are given in the Appendix. For example, kT was found from the slope of
a plot of ln[N+ ] versus time, as shown in Figure 2-11. To demonstrate that the
inherent rate constants are pressure independent, as one would expect, a
combination of neutral allyl iodide and neutral pyridine pressures were used to
determine the product ion formation rate constants which are presented in Table 2-4.
The spectra resulting from pyridine to allyl iodide pressure ratios of 4:1 and of 1:10
are presented in Figures 2-12a and 2-12b, respectively.
This kinetic/pressure analysis of the reaction pathways revealed several aspects
regarding the inherent reactivity of the pyridine molecular ions towards both the allyl
iodide and pyridine neutrals. First, reaction with the pyridine neutrals is preferred
over reaction with the allyl iodide neutrals. The rate of formation of the protonated
pyridine, k4 (3.8x10 10 cc/molec s), is larger than the rates of formation of the
pyridine/allyl adduct, kt (7.2x10 11 cc/molec s), and of the pyridine/iodine adduct, k2
(2.5x10 10 cc/molec s), combined. Second, if the pyridine ions were to react only with

Table 2-2
Integrated Rate Equations Used to Evaluate
the Rate Constants for the Reaction of Pyridine Ions
with Pyridine and Allyl Iodide Neutrals
Mass of Ion
Decaying/Forming Ion Symbol Rate Constant
Equation Used3
79
N+'
kr
[N • ] = [N+* ]oe_kT ‘
80
NH+
K
[NH+], = ^[N][N+]0(l-e
kr
120
NE+
k,
[NE+], = Í[EX][N+]0(l-ekT‘)
le,.
206
NX+
k¿
[NX+] + [N2X+] = l^fEXlfN+ ] G(1 - e krt)
285
N2X+
k3
k2[EX]2[N + ] k, krN1,
[NX*] - °(e M e
* MkjtNl-k,)
3 Explanations for the variables used in the equations can be found in Appendix A.
4^
On

Table 2-3
Plots Made to Determine the Rate Comsrants for the
Reaction of Pyridine Ions with Allyl Iodide Neutralsa)
Rate Constant Independent Variable Dependent Variable
k, t In [N+ ]
d-e
[NE+],
^2
d-e kTt)
[NX+]t + [N2X+]t
None
-[N]±^[N]2 - ^-[Nj^CkrQcrt-T))
-2[N]2t
k4
(1-e kl4)
[NH+]t
Refer to Appendix A for a complete explanation on how the rate constants are obtained from their rerspective plots.
This rate constant could not be obtained from a linear plot and was solved for using the quadratic equation listed. A
complete explanation is given in Appendix A.

Ln [N+ ]
48
Figure 2-11: Plot of ln[N+ ] versus time to obtain the value of kx.

Table 2-4
Rate Constants Determined for the Reation of
Pyridine Ions with Allyl Iodide Neutrals
Pyridine
Pressurea)
Allyl Iodide
Pressurea)
Rate Constant
k,b)
Rate Constant
k2b)
Rate Constant
k3b)
Rate Constant
k b>
1.4
2.3
0.98
2.69
13.21
3.90
1.6
6.7
0.76
2.26
16.29
4.45
1.9
13
0.51
1.89
19.45
4.59
7.8
3.8
0.67
2.83
5.07
3.18
16
4.1
0.69
2.73
4.28
2.96
Average
0.72
2.48
11.66
3.82
RSD
±21%
±14%
±52%
±17%
a) Pressures are reported in units of 10 7 torr
b) Rate constants (see Figure 2-10) are reported on units of 10 10 cmVmolec s
4^
v©

Relative Intensity Relative Intensity
50
a)
80
b)
206
m/z
Figure 2-12: Product ion spectra for the reaction of pyridine molecular ions with
pyridine and allyl iodide neutrals, (a) Pyridine pressure is four times
that of allyl iodide, (b) Allyl iodide pressure is ten times that of
pyridine.

51
the ally iodide neutrals, the pyridine/iodine adduct ion (NX+) at m/z 206 will always
be more abundant than the pyridine/allyl adduct ion (NE+) at m/z 120 because the
rate of formation of the m/z 206 ion is larger than the rate of formation of the m/z
120 ion. Both of these aspects are demonstrated in Figure 2-6b. In this spectrum,
the protonated pyridine (NH+) at m/z 80 was the most abundant product ion, as
predicted by the kinetics. Also, the sum of the signal intensities for the
pyridine/iodine adduct ion (NX+) at m/z 206 and the dipyridinium iodide ion (N2X+)
at m/z 285 is larger than the signal intensity for the pyridine/allyl adduct ion (NE+)
at m/z 120. Remembering that this sum represents rate constant k2 (refer to the
Appendix and Table 2-3), this observation supports the kinetic determinations that
k2 is greater than kj.
In changing the relative pressures of each reactant neutral, the kinetics of the
reaction system was changed slightly. The entire kinetics discussion thus far has
focussed upon the system exhibiting pseudo-first order kinetics because the number
of neutrals was several orders of magnitude greater than the number of ions. The
inherent rate constants, those due solely to the thermodynamics of the system, were
shown in Table 2-4 and are pressure insensitive. The observed rate constants are the
product of the inherent rate constant times the pressure of the neutral reactant. By
changing the relative pressures of the pyridine and allyl iodide neutrals, the observed
rate constants are changed. This change manifests itself in the relative abundances
of the product ions generated as shown in Figures 2-12a and 2-12b. In Figure 2-12a,
the pyridine pressure is four times greater than the allyl iodide pressure. This

52
pressure ratio favors the formation of product ions due to reaction with pyridine
neutrals, thus the relatively high intensity for the protonated pyridine (NH+) at m/z
80 and for the dipyridinium iodide ion (N2X+) at m/z 285. In contrast, the allyl
iodide pressure is ten times greater than the pyridine pressure for the spectrum
shown in Figure 2-12b. This pressure ratio increases the rate of formation of the
pyridine/allyl adduct ion (NE+) at m/z 120 and the pyridine/iodine adduct ion (NX+)
at m/z 206 relative to the reaction conditions which yielded the spectrum shown in
Figure 2-12a.
Conclusions
The ability to screen for carcinogens and mutagens inside an ion trap via
selective ion-molecule reactions is improved when only one product ion is formed
with a significant extent of reaction. This chapter has demonstrated two factors
which must be taken into account when trying to perform these selective ion-
molecule reactions. The thermodynamics of the reactions between the reagent ions
and all neutrals which are present inside the QITMS is the first factor since it will
indicate which product ions are formed. The thermodynamics for formation, as
shown through the inherent rate constants, of the pyridine/iodine adduct ion (NX+)
were more favorable than those for the formation of the pyridine/allyl adduct ion
(NE+) when pyridine ions reacted with allyl iodide neutrals. Therefore any reaction
between pyridine ions and allyl iodide neutrals will result in two product ions with
the desired product ion being less abundant. The second major factor is the pressure

53
of each neutral which is present. The pressure determines the observed pseudo-first
order rate constants and thus controls the extent of production of each product ion.
There are two general approaches to remedy the problems mentioned above.
Changing the ion/neutral chemistry through a change of the ionized nucleophile is
one method. This change will alter the overall thermodynamics of the system, and
if done correctly, will reduce the production of side products upon reaction with the
electrophilic carcinogen. In other words, reaction between an alternate ionized
nucleophile and allyl iodide might produce only one product ion, the desired
nucleophile/allyl adduct ion (NE+). A second approach to reducing the production
of side product ions is to reduce the pressure of the nucleophile neutrals during the
reaction period. As seen with the pyridine/allyl iodide system, reactions due to the
pyridine neutrals accounted for as many product ions as the reactions due to the allyl
iodide neutrals. Reduction of the nucleophile pressure during the reaction period
will minimize the reactions with the neutral nucleophile.

CHAPTER 3
STRATEGIES FOR BETTER CONTROL OVER ION-MOLECULE
REACTIONS PERFORMED IN A QITMS
Introduction
The previous chapter identified the two major factors which must be
considered when performing ion-molecule reactions in a QITMS. The
thermodynamics (i.e. heat of reaction, activation energy, etc.) between the reactant
ions and all neutrals which are present inside the QITMS during the reaction period
determines which product ions can be formed. The pressures of each neutral govern
the extent to which each reacts with the reactant ions. Based upon these
characteristics, the lack of spatial separation inherent to the tandem-in-time QITMS
was shown to be problematic for the gas-phase reactions between pyridine and the
allyl halides. The ionized nucleophile (pyridine M+ ions) could not only react with
the nucleophile neutrals, but preferred to react with them as opposed to reacting
with the electrophilic allyl halide neutrals.
This chapter will present two approaches which were investigated to overcome
the problems resulting from the lack of spatial separation. The first method was to
change the ion-neutral chemistry by using an alternate ionized nucleophile. In this
case, piperidine ions were reacted with the allyl halides in order to prevent the
production of the nucleophile/halide adduct ions. The main focus of this chapter will
54

55
be on the second approach, namely the use of pulsed valve introduction of the
nucleophile to introduce temporal separation between the ionized nucleophile and
the nucleophile neutrals. Once characterized, the pulsed valve is evaluated with
respect to spectral quality and compared to that obtained by the static pressure
approach presented in Chapter 2. Both methods of introduction are then used to
detect and quantify allyl halide mixtures. Finally, the pulsed valve introduction and
alternate nucleophile approaches are combined and applied to the analysis of a
mixture of carcinogens and noncarcinogens.
Experimental
The allyl halides (Sigma Chemical Company, St.Louis, MO and Aldrich,
Milwaukee, WI), pyridine (Fisher Scientific, Orlando, FL), and piperidine (Fisher
Scientific) were obtained from the manufacturer and used without further
purification. Samples for the constant pressure studies were introduced through
Granville-Phillips (Boulder, CO) Series 203 variable leak valves. The valves were
wrapped with heating tape and were heated to a constant temperature of 70°C. All
pressures reported were measured by a Bayard-Alpert ionization gauge mounted on
the vacuum chamber and are uncorrected. Sample pressures ranged from 1 x 107
torr to 3 x 106 torr.
All experiments were performed on a Finnigan MAT Ion Trap Mass
Spectrometer (ITMS™). A Varían 3300 gas chromatograph was used for gas
chromatography (GC) introduction of the mixtures. The GC transfer line for

56
introduction into the ITMS, designed by Hail et al. (1989), consists of a capillary
column passed through aim long stainless steel (s.s.) tubing (1/16" o.d.) which is
resistively heated by applying an AC voltage provided by a variable transformer
(Variac) and step-down transformer across the s.s. tubing. The s.s. tubing is passed
into a modified solids probe shaft to allow for easy insertion of the transfer line into
the ITMS chamber through the solids probe lock.
Pulsed valve introduction of the nucleophiles was through a Series 9 pulsed
valve (General Valve Corp., Fairfield, NJ). An expanded view of the pulsed valve
experimental setup is shown in Figure 3-1. The hardware consists of a pulsed valve
mounted on 1/4" stainless steel tubing, which was inserted into the ITMS chamber
through a 1/4" bored-through Cajon adapter welded to the flange. A teflon sleeve,
containing two sets of relief holes, was used to act as a splitter for the pulsed sample.
The teflon sleeve was held in place by a stainless steel brace (not shown) mounted
to the chamber flange. The exit orifice of the pulsed valve was 0.006 in. in diameter.
Ion Catcher Software. ICMS!I (developed by Nathan A. Yates at the
University of Florida), was used to allow software control of the 11L signal on the
ITMS Scan acquisition processor (SAP) Adapter board. This 11L signal triggered
a pulsed valve controller built at the University of Florida. The duration of the
control signal emitted from the pulsed valve controller was measured by a LeCroy
(Chestnut Ridge, NY) 9400 dual 125 MHz digital oscilloscope.
The scan function used for performing the pulsed valve ion-molecule reactions
is presented in Figure 3-2. A 1 IL trigger pulse (step A) was generated prior to

Figure 3-1: Schematic for incorporation of pulsed valve introduction.
Ll\

Figure 3-2: Scan function used for pulsed-valve introduction. Shown are the stages of pulsing in the reagent (A), delay
prior to ionization (B), ionization (C), reagent ion formation (D), reagent ion isolation (E), reaction between
the reagent ion and the analyte neutrals (F), and the mass-selective instability scan (G). ^
oo

59
ionization. This pulse was used to open and close the pulsed valve so that the
nucleophile sample may be introduced into the ITMS chamber. After an appropriate
delay (step B), ionization (step C) at q(nucleophile)=0.23 was followed by reagent
ion formation (step D) and two-step rf/dc isolation (step E) (Gronowska et al., 1990;
Yates et al., 1991) of the nucleophile molecular ion [N+ ]. After isolation, the
nucleophile molecular ions were allowed to react with the both the nucleophile and
electrophile neutrals present inside the ion trap for up to 500 ms at a q(N+ )=0.3
(step F). Mass spectra were acquired with the axial modulation (530 kHz and 6Vp.p)
mass-selective instability scan (step G) (Stafford et al., 1984). The product spectra
shown were obtained after the 500 ms reaction period.
For the calibration studies, gas chromatography was carried out on a J & W
Scientific (Folsom, CA) DB-5 (27.5 m long, 0.250 mm i.d., 0.25 pm film thickness)
capillary column in the split mode (split ratio(SR) = 52:l) with helium carrier gas at
an inlet pressure of 8 psig. The GC oven was temperature programmed from 35°C
to 120°C at 20°C/min after an initial hold time of 3 minutes. One microliter
injections were made in triplicate at an injection port temperature of 200°C and a
transfer line temperature of 200°C. Allyl halide (chloride, bromide, and iodide)
standards were prepared in octane in the following manner: the 50, 25, 10, and 5
nmol/pL solutions were prepared from a 500nmol/pL stock solution; the 1000. 500,
250, 100, and 50 pmol/pL solutions from the 10 nmol/pL solution; the 25, 10, 5, 1,
and 0.5 pmol/pL solutions from the 100 pmol/pL solution. Quantitation was
performed on the selected ion-molecule product ions (m/z 120 for allyl chloride and

60
both m/z 120 and m/z 206 for allyl iodide) through the Quantitation Program of the
ICMS software. Calibration curves obtained for pulsed valve introduction used a
control pulse of 2.23 ms. The pulsed valve was located one-half inch away from the
QITMS and the teflon sleeve was not used. Constant pressure calibration curves
used a pyridine pressure of 3 x 107 torr (uncorrected).
For the gas-phase reactivity studies, gas chromatography was carried out on
a J & W Scientific (Folsom, CA) DB-5 (27.5 m long, 0.25 mm i.d., 0.25 pm film
thickness) capillary column in the split mode (SR=52:1) with helium carrier gas at
an inlet pressure of 8 psig. The GC oven was temperature programmed from 30°C
to 150°C at 10°C/min after an initial hold time of 3 minutes. One microliter
injections were made at an injection port temperature of 200°C and a transfer line
temperature of 200°C. Two carcinogen/noncarcinogen mixtures were prepared with
the components listed in Table 3-1. Each mixture was equimolar (59.6 nmol/pL);
mixture 1 was prepared in octane and mixture 2 was prepared in pentane. Each
mixture was reacted with pyridine and thiophene molecular ions. Data for these
studies were acquired by alternating an electron ionization (El) scan with a selective
ion-molecule scan while the mixtures were eluting off the GC column.
Chromatograms for the El and selective ion-molecule scans were obtained as
follows. For the El chromatogram, the reconstructed ion current (RIC) for each
scan was plotted as a function of time. For the selective ion-molecule
chromatogram, the intensities for both the nucleophile molecular ion and the
protonated nucleophile ion were subtracted from each scan. The resulting RIC’s

61
Table 3-1
Properties of the Nucleophiles and the Analytes Comprising the Two
Equimolar GC Mixtures, Listed in Their Order of Elution
Electrophile
MW
IEfeVl
Supplier
MIXTURE #1:
Acrolein
56a
10.10b
Fluka (Buchs, Switzerland)
Allyl Chloride
76
9.90
Aldrich (Milwalkee, WI)
Propyl chloride
78
10.82
Eastman Kodak (Rochester, NY)
2-Bro mopropane
122
10.07
Eastman Kodak
Allyl Bromide
120
10.16
Aldrich
Benzene
78
9.25
Fisher Scientific (Orlando, FL)
Cyclohexane
84
9.86
Fisher Scientific
Allyl Iodide
168
9.30
Aldrich
Propyl Iodide
170
9.27
Eastman Kodak
Allyl Isothiocynate
99
NRC
Aldrich
m-Xylene
106
8.56
Chem Service (West Chester, PA)
Decane
142
9.65
Alfa Products (Danvers, MA)
MIXTURE #2:
2,3-Dichloropropene
110
NR
Aldrich
Epichlorohydrin
92
NR
Eastman Kodak
Chlorobenzene
112
9.06
Chem Service
Ethylbenzene
106
8.77
Fisher Scientific
Styrene
104
8.43
Fisher Scientific
Bromobenzene
156
8.98
J.T. Baker (Phillipsburg, NJ)
m-Dichlorobenzene
146
9.11
Aldrich
NUCLEOPHILES:
Pyridine
79
9.25
Aldrich
Thiophene
84
8.87
Aldrich
a) MW listed is for most abundant isotope
b) Ionization energies listed in Lias et al., 1988.
c) No ionization energy recorded in Lias et al., 1988.

62
were plotted as a function of time.
Changing the Ion-Neutral Chemistry
Aromatic radical cations have been reported to form stable adducts with 2-
alkyl iodides, but not with either 2-alkyl bromides or 2-alkyl chlorides (Gross et al.,
1977; Miller and Gross, 1983; Holman and Gross, 1989). The aromatic/2-alkyl iodide
adduct ions then decompose to Wheland-type structures with the expulsion of neutral
iodine. This selected reactivity was attributed to the high polarizability of the iodine
atom (Miller and Gross, 1983; Holman and Gross, 1989). The iodine atom was
better able to accommodate a positive charge than either the chloride or bromide
atoms and thus the aromatic radical cations bonded at the iodine atom of the alkyl
iodides more easily than at either the chlorine or bromine atoms.
These characteristics can be observed in the spectra shown in Figures 2-6a and
2-6b. Reaction of pyridine molecular ions with allyl chloride produced no chlorine
adducts (Figure 2-6a); however, reaction with allyl iodide produced two iodine
adduct ions (Figure 2-6b). The formation of the pyridine/iodine adduct ions was
likely enhanced by a combination of the aromaticity of pyridine, which allows it to
resonantly stabilize the positive charge of the adduct ion, and the ability of the allyl
group to exist as a radical (i.e. is a good leaving group). In the studies above, no
aromatic cation/iodine adducts were formed through cleavage of the alkyl group
because the alkyl groups were not good leaving groups. Since the allyl group is a
good leaving group, the use of a non-aromatic ionized nucleophile should reduce the

Relative Intensity Relative Intensity
63
a)
1.00
0.50
0.00
b)
1.00
0.50
0.00
Figure 3-3:
80
NIT
86
NH"
Product ion spectra for the reactions of allyl iodide with the molecular
ions of (a) pyridine and (b) piperidine.

64
formation of iodine adduct ions upon reaction with allyl iodide.
This hypothesis was tested by performing the mass-selected reaction of the
piperidine molecular ions, the saturated analog of pyridine, with allyl iodide. The
product ion spectra of this reaction is compared to that of the pyridine molecular ion
/allyl iodide reaction in Figure 3-3. The inability of the piperidine to resonantly
stabilize the positive charge prevented the formation of piperidine/iodine adducts, as
evidenced by the lack of product ion formation at m/z 212 (piperidine/iodine adduct
ion) and at m/z 297 (dipiperidinium iodine ion). However, elimination of iodine
adduct ion formation did not prevent the production of the piperidine/allyl adduct
ion, NET Similar to the pyridine ions, with both reagents present at equal pressures,
the piperidine ions were more reactive with the piperidine neutrals than with the allyl
iodide neutrals because the self-protonation product ion (NH+) at m/z 86 was more
than twice as abundant as the piperidine/allyl adduct ion (NE+) at m/z 126.
In Chapter 2, the effects of competing ion-molecule reactions on both
selectivity and sensitivity were discussed. By changing the ion/neutral chemistry, one
primarily affects the selectivity of the ion-molecule reaction. For the test system, the
allyl halides, the selectivity obtained using piperidine molecular ions is much greater
than that obtained using pyridine molecular ions. For the pyridine/allyl halide
reactions, pyridine/iodine and pyridine/bromine adduct ions were observed to form
upon reaction with allyl iodide and allyl bromide, respectively. For piperidine, there
is a higher degree of selectivity due to the reduction of most, if not all, side
reactions. Reaction of the piperidine molecular ions with the allyl halide neutrals

65
produced only one product ion, the piperidine/allyl adduct ion at m/z 126
(Remember, the protonated piperidine ion results from reaction of the piperidine
molecular ions with neutral piperidine).
Pulsed Valve Introduction
The preceding section demonstrates that changing the ion/neutral chemistry
can alter the selectivity of the ion-molecule reaction. However, the lack of spatial
separation still permitted reaction between the nucleophile ions and the nucleophile
neutrals even when the more selective reagent ion (piperidine) was used. As
discussed in Chapter 2, the competition between the nucleophile neutrals and the
electrophile neutrals to react with the nucleophile ions will have a significant effect
on the sensitivity of the ion-molecule reaction. The results obtained thus far
indicated the need for separation between the nucleophile ions and nucleophile
neutrals during the reaction period. The inherent reactivity between the ions and the
neutrals dictate which product ions were formed; the pressures of the neutral
reactants control the extent of product ion formation. Therefore, by reducing the
number of nucleophile neutrals present inside the reaction volume during the
reaction period, the nucleophile ions will react preferentially with the electrophile
neutrals.
Temporal separation between the nucleophile ions and nucleophile neutrals
through pulsed valve introduction was chosen for its reported success for use with
ion-molecule reactions (Einhorn et al., 1991; Emary et al., 1990). In those previous

66
studies, the pulsed valve was mounted external to the ITMS chamber. The gas pulse
width (FWHM), determined by following the variation of the N2+ signal intensity as
a function of time from the opening of the pulsed valve to introduce N2, was found
by Emary et al. (1990) to decrease as the connecting tubing was shortened; a pulse
width (FWHM) of approximately 50 ms was reported for 2.5 cm of connecting
tubing. The ultimate goal for this work, as stated previously, is the real-time
screening of environmental samples for carcinogens and mutagens. To accomplish
this goal, pulsed valve introduction of the nucleophile must permit quick removal of
the nucleophile neutrals in order to prevent their interference during the ion-
molecule reaction period and to allow a fast sampling speed which will adequately
sample over a gas chromatographic peak. The pulse width resulting from the
external configuration was too long to permit the quick removal of the nucleophile
neutrals. To minimize the diffusional broadening of the gas pulse as it traverses the
tubing and thereby reduce the duration of both the pulse width and the scan function
(i.e. allow for quick removal of the neutrals), the pulsed valve was mounted inside
the vacuum chamber (Figure 3-1). This setup allowed the distance between the
pulsed valve and the ion trap to be easily adjusted, without breaking vacuum, by
sliding the stainless steel tubing through the Cajon adapter.
Optimization of Pulsed Valve Introduction
The concept behind achieving temporal separation between the nucleophile
ions and nucleophile neutrals through the use of pulsed valve introduction of the

67
nucleophile is presented in Figure 3-4. After the valve is pulsed open and closed,
a pulse of nucleophile neutrals is introduced into the ITMS chamber. This gas pulse
will diffuse into the ion trap analyzer volume, and as it does so, the nucleophile ion
intensity due to the pulse increases. If ionization is performed at the apex of the gas
pulse, then the maximum number of nucleophile ions will be produced, with the
pressure of the nucleophile neutrals decreasing immediately afterward. If the time
required for isolation of the nucleophile molecular ions is adjusted so that by the end
of that period the nucleophile neutral pressure has returned to within 20% of the
base pressure, the electrophile pressure will be significantly higher than the
nucleophile neutral pressure and only reaction with the electrophile neutrals should
occur to any extent.
Three major factors influenced the effectiveness of the pulsed valve when
mounted inside the ITMS chamber: (1) the distance between the valve and the ion
trap; (2) the length of the delay, ionization, and isolation times; and (3) the duration
of the pulsed valve open period. The distance between the valve and the ion trap
was found to control the amount of the pulsed sample which was available for a
given reaction, the time necessary to reach the apex of the gas pulse, and the sample
pulse width. Figure 3-5 presents the total ion intensity (measured as the RIC) for
pyridine as a function of both the distance between the valve and the ion trap and
the time between the closing of the pulsed valve and ionization (referred to as the
delay time) for an open-time of 1.93 ms. Figure 3-1 shows that the teflon sleeve into
which the valve was positioned has two sets of relief holes. These relief holes act as

Partial Pressure (arbitrary units)
Ionization
Isolation
Reaction Period
o\
Figure 3-4: Timing sequence necessary to implement temporal separation through pulsed valve introduction. 00

Ion Intensity (counts)
69
Delay Time (ms)
Figure 3-5: Effects of distance on observed pulse width. Distance between pulsed
valve and QITMS is (A) 0"; (B) 0.5"; and (C) 0.75". Control pulse
duration is 1.93 ms.

70
a splitter for the pulsed sample. When the pulsed valve was positioned at the front
of the sleeve, the valve orifice was located next to the ion trap. Therefore, when the
valve was opened, nearly all of the sample which was introduced went directly into
the ion trap. Placing the pulsed valve at this location resulted in the largest neutral
population inside the QITMS as shown by curve A in Figure 3-5. When the pulsed
valve was backed away from the ion trap, but still positioned inside the teflon sleeve,
enough space was created between the pulsed valve and the relief holes that some
of the sample was split away. Part of the sample entered into the ion trap, with the
rest of the sample passing through the relief holes into the vacuum manifold. This
splitting of the sample pulse lowered the ion intensities as shown by curve B in
Figure 3-5. Curve C demonstrates that when the valve was located beyond the end
of the teflon sleeve, the greatest degree of splitting occurred.
Figure 3-5 also demonstrates that after closing the pulsed valve, both the
length of time needed to reach the apex of the sample pulse and the sample pulse
width (FWHM) decreased as the distance between the valve and the ion trap
increased. This tendency can be understood in terms of conductance, or the rate at
which the neutrals are introduced and removed from a given volume of space. The
overall rate of change of the number of neutrals is a function of both their rate of
introduction and their rate of removal. This can be described as:
d[Neutral]
dt
= rate of introduction - rate of removal
(3-1)
Integration of equation (3-1) with the appropriate functions for the rates of

71
introduction and removal should produce a curve that increases logarithmically for
a certain length of time and then decreases exponentially. The length of time that
the curve increases is dependent upon (a) the difference in the rates of introduction
and removal and (b) the length of time the valve is opened. For a given valve open¬
time, the amount of sample introduced is constant due to the constant conductance
of the pulsed valve. The rate of neutral removal, however, changes depending upon
the position of the pulsed valve. When the pulsed valve is located at the front of the
teflon holder, the entire sample is introduced into the ion trap; therefore, the rate
of removal is only due to the conductance of the ion trap. As the pulsed valve is
backed away from the ion trap but still inside the teflon holder, the rate of removal
becomes a function of the conductance of both the ion trap and the relief holes of
the teflon holder. The conductance of the ion trap remains constant, but the
conductance of the teflon holder increases as the pulsed valve is displaced farther
from the ion trap due to the incorporation of the relief holes.
In terms of equation (3-1), when the pulsed valve is opened for a constant
time, the rate of introduction is a constant. As the rate of removal increases, two
things will happen to the curve from equation (3-1). First, the time needed to reach
the apex will shorten. Second, once the pulsed valve is closed, only the rate of
removal remains active. Therefore, with increasing conductance, the exponential
decay will increase which will result in a steeper slope on the backside of the curve
and will shorten the pulse width. These trends are evident from both the positions
of the sample pulse apices and the corresponding sample pulse widths for curves A,

72
B, and C in Figure 3-5.
While the experiments were not performed, it seems reasonable that the
open-time for the pulsed valve determines the total amount of sample introduced
into the vacuum chamber. From the preceding discussion, the QITMS system has
a certain conductance based upon the distance between the pulsed valve and the ion
trap. Based upon this conductance, there would be a maximum open-time for the
pulsed valve where the nucleophile neutrals could be removed efficiently. If the
pulsed valve was open for longer, more sample would be introduced than could be
removed prior to the reaction period, resulting in a significant amount of neutral
nucleophile present which would interfere, as shown in Figures 3-3a and 3-3b.
Spectra Obtained from Pulsed Valve Introduction
While Figure 3-4 presented an ideal representation of using a pulsed valve
and the preceding discussion outlined the influence of various factors when the
electrophile neutrals were not present, one other factor needs to be taken into
account when the electrophile neutrals are present. As was mentioned previously,
once the sample was introduced, the delay, ionization, and mass isolation times
needed to be long enough to allow the neutral nucleophile to be reduced and thus
prevented from competing with the desired reactions. However, as shown in Figure
2-8, once N+ is formed (during the ionization period), it will begin to undergo ion-
molecule reactions with all of the neutrals present inside the ion trap. Those
product ions formed during the ionization and post-ionization periods will reduce the

73
effective N+ population available for ion-molecule reactions following the mass
isolation of the N+ ions. As such, the effective N+ ion population will be dependent
largely upon the production of N+ ions during ionization (which is dependent upon
the delay and ionization times) and the loss of N+ ions due to ion-molecule reactions
prior to the mass isolation (a function of ionization time, post-ionization time, and
delay time). Each of these periods was optimized.
The pulsed valve open-time used in this section was 1.65 ms. This pulse
duration resulted in the observed gas pulse for pyridine shown in Figure 3-6, with a
pulse width (FWHM) of 10 ms. This narrower pulse width for the internal
configuration compared to that for the external configuration (Emary et al., 1990)
will allow for more frequent sampling across a gas chromatographic peak; the scan
function time from the 10 ms gas pulse width with a 300 ms reaction period was 380
ms. Based upon the observed pyridine gas pulse width of 10 ms (FWHM), the
pyridine/allyl iodide reaction was performed using a 2 ms delay after pulsing followed
by a 2 ms ionization time (resulting in ionization at the apex of the pyridine pulse),
a cool time of 10 ms, and a 3 ms two-step rf/dc isolation of the N+ (m/z 79) ion of
pyridine.
The product ion spectrum for pyridine introduced via pulsed valve reacting
with allyl iodide for 500 ms is shown in Figure 3-7a. In contrast to the constant
pressure spectrum shown in Figure 3-3a in which NH+ is the major product ion,
pulsed valve introduction resulted primarily in the formation of the pyridine/iodine
adduct ion at m/z 206 and the pyridine/allyl adduct ion at m/z 120. This product ion

Relative Intensity
74
Figure 3-6: Observed gas pulse width for a 1.65ms control pulse and the pulsed
valve located next to the QITMS. Ion intensity is the RIC from the
El scans of pyridine.

Relative Intensity Relative Intensity
75
a)
206
b)
85
m/z
Figure 3-7: Product ion spectra for the reaction of the molecular ion of (a)
pyridine and (b) piperidine with allyl iodide using pulsed valve
introduction of the nucleophile.

76
spectrum was due to the ionized nucleophile reacting almost entirely with the
electrophilic allyl iodide neutrals. Also, the product ion distribution appeared as
predicted by the rate constants given in Table 2-4. The ratio of m/z 206 (NX+) ion
intensity to the m/z 120 (NE+) ion intensity was 3:1, the same ratio as that of rate
constant k2 (the formation of m/z 206) to rate constant kt (the formation of m/z 120).
As expected, the use of pulsed valve introduction limited the extent of reaction with
the neutral nucleophile by significantly reducing its amount present during the
reaction period. However, the undesired side reactions were not totally eliminated
as evidenced by the slight formation of the protonated pyridine (NH+) at m/z 80 and
the dipyridinium iodine adduct ion (N2X+) at m/z 285. Since the reaction period was
initiated when 80% of the neutral pyridine had been removed, there were still a
small number of pyridine neutrals present to react. By rearranging the integrated
rate equations (Table 2-2) for the m/z 80 and m/z 206 product ions to solve for the
neutral pyridine pressure, [N], and using the determined rate constants, the
uncorrected pressure of neutral pyridine present during the reaction period from
pulsed valve introduction was estimated to be 4 x 10'8 torr.
Similarly, piperidine was introduced through the pulsed valve for reaction with
allyl iodide. The product ion spectrum presented in Figure 3-7b was obtained using
similar values for the delay, ionization and isolation times to those used for pyridine.
For this case, the only major side reaction (see Figure 3-3b), the formation of the
protonated nucleophile (NH+) at m/z 86, was significantly inhibited.

77
Sensitivity Comparison Between Pulsed Valve and Constant Pressure Introduction
In Chapter 2, the lack of spatial separation was hypothesized to reduce the
sensitivity of the selective ion-molecule reactions. Competing reactions with the
nucleophile neutrals would reduce the number of ionized nucleophiles which are able
to react with the electrophile neutrals. This reduction is expected to impact most at
low concentrations of electrophile neutrals, since given the small number of
electrophile neutrals, any reduction in product ion formation may prevent their
detection.
Figure 3-8 presents the log-log calibration curves obtained for the reaction of
pyridine ions with allyl iodide (Figure 3-8a) and allyl chloride (Figure 3-8b) using
pulsed valve introduction of the pyridine neutrals. Both curves demonstrate a linear
dynamic range of two orders of magnitude and limits of detection (LOD) around 10
pg on-column. The slopes of 0.94 and 0.91 for the allyl iodide and allyl chloride
curves, respectively, are close to the expected slope of unity. The observed LOD’s
agree with those reported by Freeman (1991) for calibration curves acquired on the
TQMS. These comparable LODs indicate that the temporal separation obtained
from pulsed valve introduction is just as effective as the degree of spatial separation
inherent to the TQMS.
A linear dymanic range of three to four orders of magnitude was observed in
the TQMS studies (Freeman, 1991). The narrower LDR with the QITMS is a result
of the lack of spatial separation inherent to the QITMS. Pulsed valve introduction
permits temporal separation between the nucleophile neutrals and the nucleophile

Peak Area (ADC counts)
78
Calibration Curve for Pyridine/Allyl Iodide
Pulsed-Valve Introduction
Figure 3-8: (a) Calibration curve for the reaction of pyridine molecular ions with
allyl iodide, using pulsed valve introduction.

Peak Area (ADC counts)
79
100000
10000
1000
100
10
Calibration Curve for Pyridine/Allyl Chloride
Puised-Valve Introduction
1 i iiiiiij—i i iiiiiij—r 11irrnj—i 111itit]—i ininn]
0.1 1.0 10.0 100.0 1000.0 10000.0
Amount on-column (pg)
Figure 3-8 (continued): (b) Calibration curve for the reaction of pyridine molecular
ions with allyl chloride, using pulsed valve introduction.

80
ions during the reaction period. However, pulsed valve introduction does not enable
any temporal separation to be attained between the nucleophile neutrals and the
electrophile neutrals during the ionization and reagent ion formation periods, thus
limiting the linear dynamic range.
Previously, the problems during the reagent ion formation period were
identified, namely that the ions and neutrals react immediately, reducing the effective
ionized nucleophile population (i.e. the number of ionized nucleophiles left at the
start of the reaction period). When the nucleophile neutral pressure is significantly
greater than the electrophile neutral pressure during reagent ion formation, the ion
losses due to reactions with the electrophile neutrals are less than those due to
reactions with the nucleophile neutrals. As the electrophile pressure increases with
increasing sample concentration, the ion losses during the reagent formation period
increase due to the greater number of electrophile neutrals available for reaction.
Eventually, the ion losses increase to the point where the effective nucleophile ion
population is significantly lower than it was for lesser electrophile concentrations.
The result is a leveling off in the calibration curve.
While not complete, there is a large degree of spatial separation during both
the ionization and reagent ion formation periods when performing these reactions
on the TQMS. On the TOMS, the electrophile neutrals are introduced into the
collision cell, not the ion source, and thus do not compete during those periods. As
a result, the effective ionized nucleophile population reacting in the collision cell
remains fairly constant with increasing electrophile concentrations. Therefore, the

81
log-log calibration curves performed on the TQMS should have wider linear dynamic
ranges, as observed by Freeman (1991). The calibration curves on the TQMS
eventually become limited when the entire nucleophile ion population is exhausted
upon reaction in the second quadrupole with the electrophile neutrals.
The log-log calibration curves for pyridine ions with allyl iodide and allyl
chloride obtained with constant pressure introduction of pyridine are shown in
Figures 3-9a and 3-9b, respectively. Similar to the pulsed valve calibration curves,
the constant pressure calibration curves have slopes near unity, 1.01 for allyl chloride
and 0.89 for allyl iodide: however, the constant pressure curves show narrower linear
dynamic ranges and higher LOD’s. Allyl iodide has an LOD of 15 pg and a linear
dynamic range of 1.5 orders of magnitude. Allyl chloride has an LOD of 70 pg and
a linear dynamic range of only one order of magnitude.
The smaller linear dymanic ranges and higher LOD’s are due to competitions
with the nucleophile neutrals during the reaction period and with the electrophile
neutrals during the reagent ion formation periods. The latter competition was just
discussed as the reason for limiting the high end of the linear dynamic range.
Competition with the nucleophile neutrals during the reaction period will reduce the
effective nucleophile ion population which can react with the electrophile neutrals.
As mentioned previously, this reduction should result in higher LODs.
A mathematical approach can be used to demonstrate that pulsed valve
introduction results in greater sensitivity than constant pressure introduction. A
linear calibration curve will have the following form:

Peak Area (ADC counts)
82
Calibration Curve for Pyridine/Allyl Iodide
Constant Pressure Introduction
10
1 I llllllj—I I mill|—I I I lllllj—I I 11 ITTT|—I I 111M l|
1 10 100 1000 10000 100000
Amount on-column (pg)
Figure 3-9: (a) Calibration curve for the reaction of pyridine molecular ions with
allyl iodide, using constant pressure introduction.

Peak Area (ADC counts)
83
Calibration Curve for Pyridine/AIlyl Chloride
Constant Pressure Introduction
0.1 1.0 10.0 100.0 1000.0 10000.0
Amount on-column (pg)
Figure 3-9 (continued): (b) Calibration curve for the reaction of pyridine molecular
ions with allyl chloride, using constant pressure introduction.

84
Table 3-2
Sensitivity Factors for Pyridine/Allyl Halide Calibration Curves
Method of Introduction
Electrophile
Log [m]a
Pulsed-valve
Allyl Iodide
3.27
Pulsed-valve
Allyl Chloride
3.23
Constant Pressure
Allyl Iodide
2.75
Constant Pressure
Allyl Chloride
1.74
a) Determined from the y-intercept of the extrapolated linear portion if the log-
log calibration curve (see text for further explanation).

85
y = mx + b (3-2)
where y is the peak area, x is the amount on-column, m is the slope or sensitivity,
and b is the blank response. If b=0 and the base ten logarithm of both sides is
taken, one gets:
l°g[y] = logjx] + log[m] (3‘3)
Therefore, the y-intercept, determined by extrapolation of the linear portion of the
log-log calibration curve to where log[x]=0, is of the sensitivity. Table 3-2 lists the
sensitivities obtained from extrapolation of the linear portions of the log-log
calibration curves. The sensitivities for the pulsed valve calibration curves are both
about 3.25. For the constant pressure curves, the sensitivities are 1.74 for allyl
chloride and 2.75 for allyl iodide. These diminished sensitivities for the constant
pressures calibration curves support the argument of added competition from the
pyridine neutrals. The more reactive allyl iodide can compete with the pyridine
neutrals better than the allyl chloride, thus the sensitivity for the allyl iodide curve
is reduced less than the sensitivity for the allyl chloride curve.
Mixture Analysis
From the preceding discussions, two concepts have become apparent. First,
pulsed valve introduction of the nucleophile allows for maximum sensitivity during
the reaction period by minimizing reactions with the neutral nucleophile. Second,
changing the ion/neutral chemistry alters the product ion distribution and the

86
selectivity of the reaction. With those two concepts in mind, the gas-phase screening
method was attempted on two carcinogen/noncarcinogen mixtures with the ionized
nucleophiles pyridine and thiophene. The compositions of the two mixtures is
presented in Table 3-1.
One point which needs to be made is that while these gas-phase ion-molecule
reactions are used to screen for carcinogens and mutagens, they are actually designed
to identify electrophiles. Remember, the ultimate carcinogen has been classified as
a reactive electrophile (Miller, 1970), and the selective ion-molecule reactions have
been based upon nucleophile/electrophile adduct formation. Therefore, these gas-
phase screening reactions should detect direct acting carcinogens through adduct
formation, but they should not be able to detect carcinogens which must be
metabolically activated because in their inactivated form, these latter carcinogens are
not reactive electrophiles.
Mixture Analysis with Pyridine
Despite its lack of selectivity with the allyl halides (i.e. it forms more than one
product ion), ionized pyridine was used as a starting point to evaluate its usefulness
for identifying direct acting carcinogens. Figure 3-10 presents the two
complementary chromatograms obtained from the alternating El and selective ion-
molecule scans for mixture #1. Table 3-3 lists the components of the mixture, their
corresponding peak number, their Ames test results, and their gas-phase results. The
first observation which can be made from these chromatograms is that the early

Relative Intensity
a) GC/Electron Ionization Chromatogram
Figure 3-10: (a) El and (b) selective ion-molecule chromatograms for mixture #1 using the molecular ion of pyridine.
oo

Table 3-3
Comparison of Gas-Phase (GP) Reactivities for Mixture #1 with the N+ Ion of Pyridine to Ames Test Mutagenicities (ATM)
Electrophile
Peak #
ATM Results3
GP Adduct with
Alkvl or Arvl
Other GP Reactions
Acrolein
1
Direct
no
None
Allyl Chloride
2
Direct
no
None
Propyl Chloride
3
Non
no
None
2-Bromopropane
b
NRC
b
b
Allyl Bromide
4
Direct
yes
Adduct with Bromine atom
Benzene
5
Activate
no
Charge exchange
Cyclohexane
6
NR
no
None
Allyl Iodide
7
Direct
yes
Adduct with Iodine atom
Propyl Iodide
8
Non
no
Adduct with Iodine atom
Allyl Isothiocynate
9
Direct
no
None
m-Xylene
10
Non
no
Charge exchange
Decane
11
NR
no
None
a) ATM results can be found in Eder et al., 1982b and in Dean, 1985. Abbreviations are Direct=direct acting carcinogen,
Activate=carcinogen which must be metabolically activated, and Non = noncarcinogen.
b) No peak found in either chromatogram (see discussion).
c) No ATM reference found.
00
00

89
chromatographic peaks were undersampled. Not only is 2-bromopropane absent
from the El chromatogram, but the first five peaks are each only two or three data
points wide. At least five data points are needed across a GC peak for proper
sampling. This undersampling was due to the narrow GC peaks and the length of
the scans. The high flowrate used with the GC column (1.44 mL/min) enabled the
early components to elute off the column as peaks which were less than one second
wide. As a result of the combined length of the scans, only one or two scans of each
(El and selective ion-molecule) type of scan could be performed. If the compound
eluted primarily during the selective ion-molecule scan, as is probably the case for
2-bromopropane. then that compound would be absent from the El scan. Since 2-
bromopropane is a noncarcinogen (see Table 3-3), no reaction during the selective
ion-molecule scan is expected. The result is that 2-bromopropane is absent from
both chromatograms.
To determine that the length of the scans was mainly responsible for the
undersampling, the El and ion-molecule chromatograms acquired for a similar
mixture using a different column (J&W DB-5, 20m, 0.18mm i.d., 0.4 pm film
thickness), but the same El and selective ion-molecule scans. The chromatograms
are displayed in Figure 3-11. The components of mixture #3 are listed in Table 3-4
along with their gas-phase and Ames test results. The slower flowrate used with this
column (0.674 mL/min) permits the necessary number of each scan to be performed.
Now the early portion of the chromatogram has very good separation of the mixture,
but wider peaks to prevent undersampling. The only drawback to this column was

Relative Intensity
a) GC/Electron Ionization Chromatogram
Figure 3-11: (a) El and (b) selective ion-molecule chromatograms for mixture #3 using the molecular ion of pyridine and
a smaller bore GC column.

Table 3-4
Comparison of Gas-Phase (GP) Reactivities for Mixture #3 with the N+ Ion of Pyridine to Ames Test Mutagenicities (ATM)
Electrophile
Peak #
ATM Results3
GP Adduct with
Alkvl or Arvl
Other GP Reactions
Acrolein
1
Direct
no
None
Allyl Chloride
2
Direct
yes
None
Propyl Chloride
3
Non
no
None
Allyl Bromide
4
Direct
yes
Adduct with Bromine atom
Benzene
5
Activate
no
None
Cyclohexane
5
NRb
no
None
2,3-Dichloropropene
6
Direct
no
None
Allyl Iodide
7
Direct
yes
Adduct with Iodine atom
Epichlorohydrin
8
Direct
no
None
Styrene
9
Activate
no
Charge exchange
Allyl Isothiocynate
10
Direct
no
None
Ethylbenzene
11
Non
no
Charge exchange
Bromobenzene
12
Non
no
Charge exchange
Decane
13
NR
no
None
a) ATM results can be found in Eder et al., 1982b; Dean, 1985; Busk, 1979; and Shimizu et al., 1983. Abbreviations are
Direct=direct acting carcinogen, Activate=carcinogen which must be metabolically activated, and Non = noncarcinogen.
b)
No ATM reference found.

92
the coelution of benzene and cyclohexane; however, each could be seen easily in the
corresponding El spectra.
The use of pyridine for the nucleophile yielded some interesting gas-phase
results. As expected, allyl bromide and allyl iodide were identified as direct acting
carcinogens in Tables 3-3 and 3-4 since they were the test system and were well
characterized during the preliminary investigations for this work. Allyl chloride was
identified as a direct acting carcinogen in Table 3-4, but not in Table 3-3. This
contradiction cannot be explained. Allyl isothiocynate is also worth mentioning
because, while it has been identified as a direct acting carcinogen in the gas-phase
previously (Freeman, 1991), it did not produce any adducts in these gas-phase
studies. This discrepancy is believed to be due to allyl isothiocynate being a
"borderline" carcinogen (Eder et al., 1982b) since it barely produced a positive Ames
test result. Since solution and gas phase reactions behave similarly, it is reasonable
to expect that allyl isothiocynate would act as a "borderline" carcinogen in the gas-
phase.
For the remaining twelve components for which both gas-phase and Ames test
results are available: none of the three direct acting carcinogens formed gas-phase
alkyl or aryl adducts, neither of the two metabolically activated carcinogens formed
gas-phase alkyl or aryl adducts, and none of the seven noncarcinogens formed gas-
phase alkyl or aryl adducts. In general, it appears that selective ion-molecule
reactions successfully discriminated against the nonelectrophilic carcinogens and
noncarcinogens through the lack of alkyl or aryl adduct formation. However, the

93
lack of alkyl or aryl adduct formation with the direct acting carcinogens is also
noteworthy. The different reaction mechanism for acrolein (Michael addition) versus
the allyl halides (SN1 and SN2) may account for the low gas-phase reactivity of
acrolein. The low reactivity of 2,3-dichloropropene in the gas-phase may be due to
its low alkylating activity. In most cases, positive Ames test results correlate well
with high alkylating activity as measured by the 4-NBP test (Eder et al., 1982a). The
2,3-dichloropropene is an exception to this trend, where it demonstrated low
alkylating activity with a positive Ames test result. Eder et al. (1982a) believed that
the positive Ames test result was due to activation during the incubation period. In
the gas-phase, there is no metabolic activation and results will depend to a greater
degree on the alkylating activity of the compound. Therefore, while 2,3-
dichloropropene produces a positive Ames test, it should produce negative gas-phase
results if they are based upon alkylating activity.
A few of the remaining gas-phase results deserve special mention. First,
propyl iodide reacted with the pyridine ion to form a pyridine/iodine adduct ion at
m/z 206, but did not form a pyridine/propyl adduct. The reaction of the pyridine ion
with the iodine atom corresponds to similar reactivity with the iodine atom in allyl
iodide. The formation of this adduct ion further supports the lack of selectivity
possible for pyridine molecular ions in the presence of iodine-containing compounds.
While benzene is a suspected carcinogen, its reaction with the pyridine molecular ion
resulted in charge exchange rather than any pyridine/aryl adduct formation. These
two compounds and m-xylene highlight the importance of examining the product ion

94
spectra for the peaks in the chromatogram. If one classified direct acting
carcinogens based solely upon peak formation in the selective ion-molecule
chromatogram, then these components will be incorrectly classified. Examining the
product ion spectra and understanding the origins of the product ions is paramount
to the effectiveness of this technique.
The El and selective ion-molecule chromatograms produced for mixture #2
with pyridine molecular ions is presented in Figure 3-12. Table 3-5 lists the gas-
phase results for this mixture. Similar to benzene in mixture #1, the five peaks in
the selective ion-molecule chromatogram are due to charge exchange and not adduct
ion formation. Again, this mixture stresses the importance of viewing the product
ion spectra for each peak and not just relying on the presence of a peak in the
selective ion-molecule chromatogram to determine if a compound is a direct acting
carcinogen.
Mixture Analysis with Thiophene
Initially, attempts were made to use piperidine as the nucleophile since it had
demonstrated greater selectivity than pyridine towards iodine containing compounds.
Also, the lower ionization energy of piperidine compared to pyridine, 8.05eV versus
9.25eV, was expected to prevent charge exchange and thus eliminate the product ion
peaks in the selective ion-molecule chromatograms for the substituted benzenes.
However, the piperidine molecular ion was unable to be isolated in sufficient
quantity under the operating conditions of the experiment. 2-Methylpiperidine was

Relative Intensity
1.00 —
0.50 —
a) GC/Electron Ionization Chromatogram
i
0.00
4 5 6
i i~r~r
[ii ‘i 1—|—i—i—r
i—i r
1 1 1 1 I
Figure 3-12: (a) El and (b) selective ion-molecule chromatograms for mixture #2 using the molecular ion of pyridine.
L/l

Table 3-5
Comparison of Gas-Phase (GP) Reactivities for Mixture #2 with the N+ Ion of Pyridine to Ames Test Mutagenicities (ATM)
GP Adduct with
Electrophile
Peak #
ATM Results3
Alkvl or Arvl
Other GP Reactions
2,3-Dichloropropene
1
Direct
no
None
Epichlorohydrin
2
Direct
no
None
Chlorobenzene
3
Non
no
Charge exchange
Ethylbenzene
4
Non
no
Charge exchange
Styrene
5
Active
no
Charge exchange
Bromobenzene
6
Non
no
Charge exchange
m-Dichlorobenzene
7
Non
no
Charge exchange
a)
ATM results can be found in Eder et al., 1982b; Dean, 1985; Busk, 1979; and Shimizu et al., 1983. Abbreviations are
Direct=direct acting carcinogen, Activate=carcinogen which must be metabolically activated, and Non = noncarcinogen.

Relative Intensity
a) GC/Electron Ionization Chromatogram
1.00
0.50
0.00
b) GC/1 on-Molecule Chromatogram
Figure 3-13: (a) El and (b) selective ion-molecule chromatograms for mixture #1 using the molecular ion of thiophene.

Table 3-6
Comparison of Gas-Phase (GP) Reactivities for Mixture #1 with the N+ Ion of Thiophene to Ames Test Mutagenicities (ATM)
Electrophile
Peak #
ATM Results3
GP Adduct with
Alkvl or Arvl
Other GP Reactions
Acrolein
b
Direct
b
b
Allyl Chloride
1
Direct
yes
None
Propyl Chloride
b
Non
b
b
2-Bromopropane
b
NRC
b
b
Allyl Bromide
2
Direct
yes
Adduct with Bromine atom
Benzene
3
Activate
no
Charge exchange
Cyclohexane
4
NR
no
None
Allyl Iodide
5
Direct
yes
Adduct with Iodine atom
Propyl Iodide
6
Non
no
Adduct with Iodine atom
Allyl Isothiocynate
7
Direct
no
None
m-Xylene
8
Non
no
Charge exchange
Decane
9
NR
no
None
a) ATM results can be found in Eder et al., 1982b and in Dean, 1985. Abbreviations are Direct=direct acting carcinogen,
Activate=carcinogen which must be metabolically activated, and Non = noncarcinogen.
b) No peak found in either chromatogram (see discussion).
c) No ATM reference found.
'O
00

Relative Intensity
1.00 —
a) GC/Electron Ionization Chromatogram
0.50
0.00
3 4 5 6
I ‘I I FT I I
\
T f*"~l
1 TH r‘i
b) GC/Ion-Molecule Chromatogram
Figure 3-14: (a) El and (b) selective ion-molecule chromatograms for mixture #2 using the molecular ion of thiophene.
VO
VO

Table 3-7
Comparison of Gas-Phase (GP) Reactivities for Mixture #2 with the N+ Ion of Thiophene to Ames Test Mutagenicities (ATM)
GP Adduct with
Electrophile
Peak #
ATM Results3
Alkvl or Arvl
Other GP Reactions
2,3-Dichloropropene
1
Direct
no
None
Epichlorohydrin
2
Direct
no
None
Chlorobenzene
3
Non
no
Charge exchange
Ethylbenzene
4
Non
no
Charge exchange
Styrene
5
Active
no
Charge exchange
Bromobenzene
6
Non
no
Charge exchange
m-Dichlorobenzene
7
Non
no
Charge exchange
a) ATM results can be found in Eder et al., 1982b; Dean, 1985; Busk, 1979; and Shimizu et al., 1983. Abbreviations are
Direct=direct acting carcinogen, Activate=carcinogen which must be metabolically activated, and Non = noncarcinogen.
o
o

101
also unable to be isolated in sufficient quantity under the operating conditions of the
experiment.
Thiophene was chosen as an alternative nucleophile for several reasons. First,
its ionization energy (8.87eV) was less than that of pyridine, thus reducing the
likelihood of charge exchange occurring. Second, sulfur-based nucleophiles, such as
glutathione, found naturally in the body have been shown to be effective electrophile
scavengers (Ketterer, 1986). Perhaps, the sulfur-based nucleophile will result in
adduct formation versus charge exchange upon reaction in the gas-phase. Lastly, a
sufficient quantity of ionized thiophene was able to be isolated under the operating
conditions of the experiment.
Figures 3-13 and 3-14 exhibit the El and selective ion-molecule
chromatograms obtained for mixtures #1 and #2, respectively, for reaction with the
thiophene molecular ion. The results from these chromatograms are recorded in
Tables 3-6 and 3-7. The narrow peak widths and the combined length of the El and
selective ion-molecule scans again resulted in the absence of some early peaks (2-
bromopropane, acrolein and propyl chloride) in both chromatograms. Thiophene
appears to be less reactive and more selective towards iodine containing compounds
than pyridine as evidenced by the negative result for propyl iodide and the lack of
any thiophene/iodine adduct ion formation for either allyl or propyl iodide. Similar
to pyridine, thiophene is responsive towards the allyl halides, forming a
thiophene/allyl adduct ion at m/z 125. Again, the omission of allyl chloride in the
selective ion-molecule chromatogram cannot be explained.

102
Unfortunately, ionized thiophene produces charge exchange reactions with the
substituted benzenes. This result was unexpected for benzene, chlorobenzene, and
m-dichlorobenzene since their ionization energies are greater than that for
thiophene. Unexpected charge exchange has been observed previously for the
reaction between nitrous oxide ions and phenylacetonitrile where the ionization
energy for the latter was 0.19eV greater than that of the former (Berberich et al.,
1989). The charge exchange reactions are due to polyatomic ions being able to store
up to leV of internal energy which can permit charge exchange to unexpectedly
occur. In general, the use of ionized thiophene does not offer any improvement over
the use of ionized pyridine for these selective ion-molecule reactions. Clearly, a
nucleophile with a much lower ionization energy which will be stable under the
experimental conditions is desirable to eliminate the charge exchange reactions which
result in peaks in the selective ion-molecule chromatogram.
Conclusions
This chapter has focussed on one of the instrumental modifications which may
be implemented to exert more control over any ion-molecule reaction which is
performed in the QITMS. Pulsed valve introduction of the nucleophile neutrals
permitted temporal separation to be achieved between the nucleophile ions and the
nucleophile neutrals. This separation minimized reactions due to the nucleophile
neutrals and maximized reactions with the electrophile neutrals. Evidence for this
separation was observed in the product ion spectra as well as from the increased

103
sensitivity of the log-log calibration curves.
The gas-phase screening methodology employing GC separation of mixture
components was attempted and yielded promising results. Complementary
chromatograms (El and selective ion-molecule) could be obtained; the results
compare favorably with the Ames test for the detection of direct acting carcinogens.
The Ames test is not an absolute detection method; it shows compound class
selectivity, with detection of 50-95% depending upon which class of carcinogens is
under investigation (ICPEMC, 1982). Interpretation of the selective ion-molecule
spectra was shown to be paramount in the application of this technique. Reliance
on the appearance of a peak in the selective ion-molecule chromatogram for sole
classification of a compound as a direct acting carcinogen would result in the
misclassification of the compounds under investigation. The substituted benzenes
which reacted via charge exchange are good examples of the importance of spectral
interpretation. The use of an ionized nucleophile with a much lower ionization
energy than pyridine and thiophene should eliminate the charge exchange reactions
and remove those peaks from the selective ion-molecule chromatogram.
This chapter offers insight into directions where investigations should
progress. First, ion/neutral chemistry should be studied in order to find an ionized
nucleophile which will not undergo charge exchange with compounds possessing low
ionization energies (e.g., phenyl compounds), but will be selective towards the
electrophilic carcinogens and mutagens. Piperidine was observed to be more
selective than pyridine towards the electrophilic allvl group of the allyl halides.

104
Perhaps another ionized nucleophile can be found which is not only selective towards
the allyl halides, but also towards the a,/3-unsaturated carbonyls. Acrolein, which
yielded negative gas-phase results, is a carcinogen which belongs to this latter class
of electrophiles. Investigation into the ion/neutral chemistry are presented in
Chapter 4.
A second area which should be investigated is the implementation of spatial
separation on the QITMS. The gas-phase screening results obtained with temporal
separation indicated that certain constraints (e.g., minimum peak widths) must be
placed upon the chromatography step to prevent undersampling which will allow all
components to be detected. Spatial separation through the use of ion injection may
overcome the limitations placed on the methodology by temporal separation through
faster scans. Overall, once the ion/neutral chemistry is optimized along with the
appropriate separation method, this gas-phase screening methodology appears to be
a technique which may complement, or even replace, the Ames test.

CHAPTER 4
INVESTIGATIONS INTO ION/NEUTRAL CHEMISTRY
Introduction
In the development of an analytical method, the optimization of instrumental
and chemical parameters should be performed. Chapter 3 presented the
instrumental modifications which were necessary to implement gas-phase ion-
molecule screening for carcinogens and mutagens on the QITMS, namely the use of
pulsed valve introduction of the nucleophile. This modification minimized
interferences from the nucleophile neutrals by imparting temporal separation
between the introduction of the nucleophile neutrals and reaction of the ionized
nucleophiles inside the tandem-in-time QITMS.
The next step is the optimization of the gas-phase ion/neutral chemistry used
for the screening reactions. In Chapters 2 and 3, the reactions of pyridine and
piperidine ions with allyl iodide demonstrated the importance of the ion/neutral
chemistry. The aromatic pyridine ion reacted both with the iodine atom and with the
allyl group; the nonaromatic piperidine ion only reacted with the allyl group. As
discussed in Chapter 3, this different reactivity towards iodine was shown to be a
function of the aromaticity of the nucleophile ion. Therefore, compared to
nonaromatic nucleophile ions, aromatic nucleophile ions may yield more complicated
105

106
product spectra in the presence of iodine containing compounds.
The objective of the research described in this chapter is to investigate the
ion/neutral chemistry between nucleophile ions and electrophile neutrals in order to
determine the characteristics needed for an "ideal" nucleophile. The "ideal"
nucleophile would possess gas-phase reactivities similar to the observed solution-
phase reactivities of the DNA bases. Identification of such a nucleophile would
permit an accurate representation of DNA adduct formation in the gas-phase and
would help validate the method of gas-phase screening proposed in this research.
The ion/neutral chemistry is investigated through variations in both the
nucleophile and the electrophile. The nucleophile is studied through the use of
multifunctional nucleophiles (i.e., nucleophiles with more than one possible reactive
site). These nucleophiles may represent DNA better than pyridine, a monofunctional
nucleophile, since DNA possesses several possible reactive sites. The actual site of
reactivity between the multifunctional nucleophiles and allyl bromide is determined
through MS" analysis. a\/3-Unsaturated carbonyls, a class of carcinogenic
electrophiles, are investigated to determine their reaction sequence with the pyridine
and piperidine nucleophile ions. This sequence is compared to that of the allyl
halides in order to gain insight as to the reason acrolein, the simplest member of the
a.j8-unsaturated carbonyls, produced negative gas-phase screening results. This
chapter concludes by correlating the results from the two studies with the Hard/Soft
Acid/Base (HSAB) theory. Product ion formation is explained via the HSAB theory
and characteristics for an "ideal" nucleophile are determined.

107
Solution-Phase Carcinogen/DNA Adduct Studies
Determination of Site of Reaction
In Chapter 2, the four stages for carcinogenesis were outlined (see Carcinogen
and Mutagen Background). Thus far, the gas-phase screening methodology has
focussed upon the second stage, the formation of the DNA/carcinogen adduct.
Figure 4-1 presents the structures of the four nucleic acids present in DNA and
indicates the possible sites for DNA/carcinogen adduct formation (Pegg, 1984).
Solution-phase studies have been performed both in vitro and in vivo to determine
which sites on the nucleic acids form adducts with carcinogens. Due to the double
stranded helix conformation of DNA, steric hinderance was found to prevent
reactions at certain nucleophilic sites. For example, the N1 position of adenine was
observed to be the most reactive site for that base upon alkylation of single stranded
RNA; however, alkylation of double stranded DNA yielded reaction with adenine at
its N3 site rather than at the N1 position (Singer and Grunberger, 1983). Whatever
help those observations may have contributed to determining any site specificity for
DNA/carcinogen adduct formation was negated by the further observation that
different classes of carcinogens react primarily at different sites on the nucleic acids.
Polyaromatic hydrocarbons have been found to attack primarily at nitrogen sites in
the nucleic acids (Jeffrey et al., 1976a; Jeffrey et al., 1976b), while aromatic amines
have been shown to attack at either nitrogen or oxygen sites in the DNA (Kadlubar
et al., 1981; Kawazoe et al., 1975).

108
N7
\
06
OH
N
//
N
N'
/
N NH
H
2
N3
Guanine
N3
Thymine
Figure 4-1: Structures of the DNA bases under physiological conditions. Sites of
possible DNA adduct formation are identified.

109
However, just as important as where the DNA/carcinogen adducts form is the
third stage of carcinogenesis, the repair and replication of the carcinogen-induced
modification leading to the formation of tumor progenitor cells. There have been
several studies performed both in vitro and in vivo investigating which sites of adduct
formation lead to carcinogenesis and which do not. Swann and Magee (1968)
studied the induction of kidney tumors in the rat by three alkylating agents:
dimethylnitrosamine (DMN), N-methyl-N-nitrosourea (NMU), and methyl
methanesulfonate (MMS). The first two agents, DMN and NMU, were shown to
induce tumor formation while MMS did not. Of the various sites of adduct
formation, reaction between the three reagents and DNA was observed to occur
primarily at the N7 position of guanine. However, this adduct distribution did not
correlate with the tumor formation incidence. Instead, reaction at the O6 position
of guanine was found to be the reaction site responsible for the tumor formation.
This conclusion was supported by evidence indicating that this product can lead to
mutation due to miscoding when it is copied by nucleic acid polymerases (Singer and
Kusmeirek, 1982; Pegg, 1983). The O6 position was also found to be the critical
target leading to carcinogenesis by methylating agents (Pegg, 1984).
Hard/Soft Acid Base (HSAB1 Theory
In an attempt to correlate observations in many areas of chemistry, a
generalization called the theory of hard and soft acids and bases (HSAB) was
proposed (Pearson, 1963; Pearson, 1966). This theory consisted of the following

110
definitions (Pearson and Songstad, 1967):
hard acid: the e acceptor atom has high charge density (small size and
high charge) and does not have easily excited outer electrons
soft acid: the e acceptor atom has low charge density and possesses
several easily excited outer electrons
hard base: the e donor atom has low polarizability, high electronegativity,
and is hard to oxidize
soft base: the e donor atom has high polarizability, low electronegativity,
and is easily oxidized
The HSAB theory states that hard acids prefer to bond with hard bases and soft
acids prefer to bond with soft bases.
Recently, the HSAB theory has been applied to predicting the results of DNA
alkylation reactions. For the reactions of alkylating agents with DNA in solution, the
carbon acids (e.g., CH3+, CH3CH2+) do not fall under either the hard or soft
classifications. Instead, they are intermediate in nature (Beranek, 1990; Carlson,
1990). The hardness of the carbon acids increases with increasing alkyl/aryl character
(benzene > t-butyl > ethyl > methyl). The ring nitrogen atoms and the exocyclic
oxygen atoms of the purine (cytosine, thymine, and uracil) and pyrimidine (guanine
and adenine) are also intermediate in their hard/soft nature with the exocyclic
oxygens being harder than the ring nitrogens (Beranek, 1990). Therefore, the HSAB
principle predicts alkylation of the DNA bases to occur both at the ring nitrogens
and exocyclic oxygens with the harder alkyl acids reacting to a larger extent at the

Ill
exocyclic oxygens than the softer alkyl acids. This prediction has been observed;
alkylation occurred both at the ring nitrogens and exocyclic oxygens (Beranek, 1990;
Singer and Grunberger, 1983) where a larger percentage of ethylation occurred at
the exocyclic oxygens than methylation (Lawley, 1984).
The HSAB theory has also been applied to the reactions of trapping agents
with various electrophiles. Glutathione (GSH) is a cellular nucleophile which has
been shown to effectively prevent electrophiles derived from paracetamol from
binding with liver macromolecules (Ketterer, 1986). This reaction was identified as
a soft/soft interaction (Kroese et al., 1990). A number of harder electrophiles were
not inhibited by GSH from binding nucleic acids due to the soft nucleophilic
character of GSH (Meerman and Tijdens, 1985; Margison and O’Conner, 1979).
The harder methylthioethers were found to be better trapping agents for the harder
nucleophiles such as ethylnitrosourea and methylnitosourea (Kroese et al., 1990).
While the HSAB principle can predict the sites of adduct formation in the nucleic
acids, it cannot predict the sites where adduct formation leads to tumor formation.
Only the geneticists can answer that question.
When the HSAB theory is extended to ion-molecule reactions, the basic
definitions must be altered. Reactions between neutral nucleophiles and neutral
electrophiles in the solution phase follow the standard HSAB definitions where the
nucleophile acts as the base (e donor) and the electrophile acts as the acid (e
acceptor). Once one of the reactants is ionized, the HSAB definitions must be
changed to where the ion becomes classified as the acid or base depending upon its

112
charge (the ion is an acid if positively charged and it is a base if it is negatively
charged). Some examples of this alteration in the HSAB definition can be seen in
the reactions between alkyl cations (acid) and DNA bases (base) in the solution
phase (Carlson, 1990) and between allyl halide molecular ions (acid) and pyridine
(base) in the gas phase (Freeman, 1991). In the present gas-phase studies, the
nucleophile is ionized to a cation. While the neutral nucleophile would be viewed
as a base, the ionized nucleophile must be viewed as either a hard or soft acid
because it is electron deficient. Similarly, the neutral electrophile which reacts with
the ionized nucleophile must be classified as a hard or soft base because it is the
electron rich species in the ion-molecule reactions.
Experimental
All ion-molecule reactions were performed on a Finnigan MAT Ion Trap
Mass Spectrometer (ITMSâ„¢). Allyl bromide (Sigma Chemical Company, St.Louis,
MO and Aldrich, Milwaukee, WI), the a./3-unsaturated carbonyls (Aldrich),
piperidine (Fisher Scientific, Orlando, FL), and pyridine (Fisher Scientific) were
obtained from the manufacturer and used without further purification. The multi¬
functional nucleophiles were obtained from Dr. D.W. Keuhl (U.S. Environmental
Protection Agency - Environmental Research Laboratory, Duluth) and Dr. R.M.
Carlson (University of Minnesota-Duluth).
Reactions between the multifunctional nucleophiles and allyl bromide were
performed as follows. Ionization at q(N+ )=0.23 was followed by two-step rf/dc

113
isolation (Gronowska et al., 1990; Yates et al., 1991) of the nucleophile molecular
ion [N+ ]. After isolation, the nucleophile molecular ions were allowed to react with
both the nucleophile and allyl bromide neutrals present inside the ion trap for up to
500 ms at a q(N+ )=0.3. Mass spectra were acquired with the axial modulation (530
kHz and 6Vp_p) mass-selective instability scan (Stafford et al., 1984). Allyl bromide
was introduced through a Granville-Phillips (Boulder, CO) Series 203 variable leak
valve and was present at a constant indicated pressure of 5-6x10 7 torr. The valve
was heated to a constant temperature of 70°C with heating tape. The multifunctional
nucleophiles were introduced via a solids probe using capped aluminum vials to
permit constant sample introduction over an extended period of time. All pressures
reported were those indicated by a Bayard-Alpert ionization gauge mounted on the
vacuum chamber and are uncorrected.
Reactions between the a,/3-unsaturated carbonyls and pyridine and piperidine
were performed in the same manner as were the multifunctional nucleophile/allyl
bromide reactions. Pyridine and the a,/3-unsaturated carbonyls were introduced
through Granville-Phillips (Boulder, CO) Series 203 variable leak valves and were
present at a constant pressure. The valves were heated to a constant temperature
of 70°C with heating tape. Piperidine was introduced via a Series 9 pulsed valve
(General Valve Corp., Fairfield, NJ). The pulsed-valve and its accompanying
hardware were described in Chapter 3.
Ion Catcher Software, ICMS° (developed by Nathan A. Yates at the
University of Florida), was used to allow software control of the FPL signal on the

114
2-ImídazoIidinethione
2-Thiohydantoin
H
co-Th¡ocaprolactam
H
Thioacetanilide
Figure 4-2: Structures of the multifunctional nucleophiles used in this work.

115
ITMS Signal Acquisition Processor (SAP) Adapter board. This TTL signal triggered
a pulsed-valve controller built at the University of Florida. The duration of the
control signal emitted from the pulsed-valve controller was measured by a LeCroy
(Chesnut Ridge, NY) 9400 dual channel 125 MHz digital oscilloscope.
Resonant excitation collision-induced dissociation (CID) was performed on
all major (>10% relative abundance) product ions. Unless indicated otherwise,
spectra obtained by CID utilized the following procedure: following two-step rf/dc
isolation (Gronowska et al„ 1990; Yates et al., 1991), the selected product ion was
cooled for 10 ms at a ring rf voltage level corresponding to q(product ion)=0.3; the
selected product ion was then resonantly excited for 10 ms at the same RF level.
Investigations of Multifunctional Nucleophiles
Multifunctional nucleophiles (MFNs) were investigated to determine the
degree to which the gas-phase ion-molecule reactions resemble the solution-phase
reactions at the various sites in DNA bases. The structures of the MFNs investigated
are shown in Figure 4-2. In the work previously described in this dissertation, only
monofunctional nucleophiles (pyridine and piperidine) have been used. These
nucleophiles may not yield a true representation of what may occur in vivo between
the ultimate carcinogen and DNA. Most gas-phase reactions with piperidine and
pyridine will occur at the ring nitrogen (the aromatic system of pyridine may also
form 7r-complexes); reactions in vivo can occur at the ring nitrogens of the nucleic
acids, at the exocyclic oxygens of the nucleic acids, or at the phosphate backbone.

116
One may notice that the nucleophilic sites on the MFNs are nitrogen and sulfur, not
nitrogen and oxygen as in the DNA bases. This change was made because the
nitrogen and oxygen can possess both hard and soft character, while the sulfur will
posses only soft character. In the nitrogen/sulfur MFNs, the hard/soft character
difference between the two sites is much larger than if nitrogen/oxygen MFNs are
used. Therefore, there is a clear distinction between the hard and soft sites in the
nitrogen/sulfur MFNs. Reactions with the MFNs were performed to determine if
there is any selectivity in the reaction site (i.e., does reaction only occur at the sulfur,
only at the nitrogen, or at both?); and if so, how that selectivity correlates to the
HSAB principle.
Upon reaction with allyl bromide, the molecular ions of each of the MFNs
investigated produced the expected [N+41]+ adduct ion. Notice that upon
ionization, the sulfur atom will preferentially lose an electron from its one of its lone
pairs before the nitrogen atom (Andreocci, et al., 1980). However, once a positive
charge is established, it is resonantly stabilized between the nitrogen and the sulfur,
as shown in Figure 4-3. This resonance allows attack to occur at either the nitrogen
or at the sulfur and prevents any bias towards either reactive site based upon one
site possessing the positive charge and the other being neutral. Reaction bias may
be introduced due steric inhibition at the nitrogen since the nitrogen is locked into
the ring while the sulfur is exocyclic. This inhibition should be minimal because
attack at the nitrogen is not limited to the plane of the ring but can occur either
above or below the plane of the ring.

117
Figure 4-3: Resonance stabilization of MFN’s upon ionization. The positive
charge can be placed on either the sulfur or the nitrogen due to
resonance.

Relative Intensity Relative Intensity
118
a)
157
Figure 4-4: MS4 sequence used to determine site of allyl attachment for 2-
thiohydantoin.
a) The MS/MS product ion spectrum from the reaction of ionized 2-
thiohydantoin with neutral allyl bromide; b) The fragment ion
spectrum (MS3) for the adduct ion at m/z 157; c) The MS4 spectrum
obtained from the CID of m/z 129; d) The MS4 spectrum obtained
from the CID of m/z 87.

Figure 4-4—continued
Relative Intensity
Relative Intensity
sWd

120
Reactions of 2-Thiohvdantoin Molecular Ions with Allyl Bromide
Figure 4-4 presents the MS4 spectra obtained for the determination of the site
of reaction for the MFN 2-thiohydantoin, together with suggested molecular formula.
Figure 4-4a shows the second stage of mass spectrometry, the product ion spectrum
after 500 ms for the reaction between the mass-selected molecular ion (m/z 116) of
2-thiohydantoin and neutral allyl bromide. The major reaction was the formation of
the 2-thiohydantoin/allyl adduct ion at m/z 157. This adduct ion was then subjected
to CID which resulted in the fragment ion spectrum in Figure 4-4b. The two most
intense fragment ions at m/z 129 and at m/z 87 were further fragmented by CID; the
resulting MS4 spectra are shown in Figures 4-4c and 4-4d, respectively. The spectrum
shown in Figure 4-4d was background subtracted due to the high noise and initially
low intensity of the m/z 87 ion.
In order to determine if reaction occurs exclusively at the sulfur, exclusively
at the nitrogen, or at both, fragment ions and fragmentation pathway which uniquely
support reaction at one site over the other are sought. As mentioned above, reaction
could occur at either of the two nitrogens or at the sulfur. Reaction at the oxygen
is unlikely because there is no resonance form which can place the positive charge
on the oxygen (remember, the sulfur will lose one of its electrons first). Each case
will be investigated in order to demonstrate that reaction must occur at the sulfur.
The fragment ion data for the 2-thiohydantoin/allyl adduct ion (m/z 157) was
acquired through energy-resolved CID, meaning that the amplitude of the excitation
voltage was incremented steadily and spectra were taken at each increment. The

121
fragment ions displayed in Figure 4-4b did not appear simultaneously. The m/z 129
ion appeared first, followed by the m/z 87 ion. This observation and the presence
of a m/z 87 fragment ion from m/z 129, suggest that CID to form the fragment ion
at m/z 87 occurs stepwise through m/z 129.
This first fragmentation (Figure 4-4b), the loss of 28 daltons from m/z 157 to
form m/z 129, could be due to the loss of either C2H4 or of CO. Figure 4-5 presents
the loss of C2H4 from the adduct ions due to allyl attachment at both the nitrogen
and at the sulfur. The nitrogen adduct proceeds through a 1,4-hydrogen shift to lose
the neutral ethene, while the sulfur adduct utilizes a 1,3-hydrogen shift. The next
loss would be the loss of 42 daltons to form the m/z 87 fragment ion. This loss could
only occur through the loss of CFFCO, as demonstrated for each adduct in Figure
4-6. These structures are not reasonable for several reasons. First, the ring strain
associated with nonaromatic stabilized three-membered rings would prevent easy
formation and any long lived stability for the m/z 87 ion. Second, these structures
do not permit the further loss of H, to form m/z 85, the most abundant fragment ion
of m/z 87 when subjected to CID (Figure 4-4d). In addition, the structures at m/z
129 do not allow for the easy loss of HCN which is required to form the m/z 102
fragment ion (Figure 4-4c). Based upon these arguments, the loss of 28 daltons from
m/z 157 to form m/z 129 which led to the further formation of ions at m/z 87 and
m/z 102 must be due to the loss of CO.
Figure 4-7 displays the ions at m/z 129 which result from the loss of CO from
the m/z 157 adduct ion. Notice that for this case the three possible sites of allyl

Attachment at the Sulfur
m/z!57 m/zl29
Attachment at the Nitrogen
m/z 157
m/z 129
Figure 4-5:
Loss of C2H4 from the 2-thiohydantoin/allyl adduct ion for each case—attachment at the sulfur and
attachment at the nitrogen ^

Attachment at the Sulfur
m/z 129 m/z87
Attachment at the Nitrogen
m/z 129 m/z 87
Figure 4-6: Further loss of CH2CO to form an ion at m/z 87.
ch2=c=o
ch2=c=o

-CO
H'
V
,N
©
Structure A
Structure B
Structure C
Figure 4-7: Loss of CO from the 2-thiohydantoin/allyl adduct ion (m/z 157) for the three cases presented in the text.
4*

125
attachment are shown. In the previous case, the loss of C2H4, attachment at either
nitrogen followed by loss of CH2CO would have resulted in identical structures;
therefore, only one example was shown. Structure A, due to allyl attachment at the
nitrogen adjacent to the carbonyl, can fragment though a McLafferty rearrangement,
as shown in Figure 4-8a, to produce the MS4 fragment ion at m/z 70. However,
structure A cannot lose HCN to form the m/z 102 ion nor can it fragment to form
an ion at m/z 87. Figure 4-8b shows that structure B, due to allyl attachment at the
other nitrogen, can lose C3H6 through a 1,3-hydrogen shift to form an ion at m/z 87.
Similar to the m/z 87 ions formed by consecutive ethene and ketene losses, this ion
at m/z 87 cannot lose H2 to form the m/z 85 ion found in the MS4 spectrum.
Structure B is also incapable of losing HCN to form the m/z 102 ion.
The m/z 129 ion formed from CO loss after allyl attachment at the sulfur is
shown as structure C. This ion structure is the most stable of the three possible
structures due to resonance contributions from both nitrogens and the sulfur. This
ion structure is the only one of the three which can eventually yield all of the
fragment ions observed in the MS4 spectra (Figures 4-4c and 4-4d). Figure 4-9
presents the mechanisms for the formation of the MS4 fragment ions. A four center
rearrangement to release HCN from the m/z 129 ion produces the m/z 102 fragment
ion. Similarly, two concerted four center rearrangements change the m/z 129 ion so
that heterolytic cleavage of the remaining C-N single bond produces the resonance
stabilized product ion at m/z 87. To generate the m/z 70 fragment ion, the allyl
group undergoes a 1,4 shift followed by two consecutive 1,3 hydrogen shifts. The

a)
+
m/z 129
m/z87
Figure 4-8:
Only possible fragmentations for the m/z 129 ions resulting from attachment at (a) the nitrogen adjacent to
the carbonyl and (b) the other nitrogen. â– -*
o\

127
m/z 129
m/z 87
m/z 102
+ HCN
m/z 70
Figure 4-9: Fragmentation mechanisms to produce the observed MS4 fragment ions upon
CID of Structure C.

128
—*• HC=S + ch3ch=ch2
H
m/z 87 m/z 45
m/z87
m/z 59
Figure 4-9—continued

129
first releases HNCS to form the m/z 70 ion; the second creates resonance
stabilization for the m/z 70 ion.
Figure 4-9 also presents the fragmentation mechanisms for the m/z 87 ion to
produce the ions at m/z 45 and at m/z 59. A 1,3 hydrogen shift to release propene
generates the ion at m/z 45. Closure of the five-member ring followed by
rearrangement to expel neutral ethene leads to the resonance stabilized fragment ion
at m/z 59. From a combination of the inability of structures A and B and the ability
of structure C to produce the MS4 fragment ions, allyl attachment at the sulfur is
proposed.
Analysis of the Other MFN/Allvl Bromide Adducts
At this point, an in-depth analysis of each MFN/allyl bromide adduct would
seem redundant. Therefore, only the fragments and fragmentation pathways which
dictate sulfur attachment for each MFN are discussed. Table 4-1 displays each MFN
along with fragment ions observed at each stage of mass spectrometry. Upon MS3,
the m/z 96 fragment ion from the a»-thiocaprolactam/allyl adduct produced ions at
m/z 79 (loss of NH3) and at m/z 69 (loss of HCN). The only possible formula for
m/z 96 to produce these fragmentations would be C6H10N+. Therefore, the starting
a>-thiocaprolactam/allyl adduct ion (starting formula: C9H16NS+) must lose the neutral
c3h6s to produce the m/z 96 ion. As shown in Figure 4-10, this fragmentation is
achieved through a four center rearrangement followed by cleavage of the remaining
carbon-sulfur bond. Similar to the case of 2-thiohydantoin, attachment of the allyl

130
Table 4-1
Fragment Ions Observed from the CID of MFN/Allyl Adduct Ions
MFN (Mm
Adduct
Ion m/z
MS/MS
Fragments2
MS3
Fragments3
2-Thiohydantoin (116)
157
129
102, 87, 70
102
b
87
85, 59, 53, 45
70
b
2-Imidazolidinethione
(102)
143
103
86, 69, 44
84
67, 56, 42
71
b
a>-Thiocaprolactam (129)
170
128
b
96
79, 69
79
b
69
b
Thioacetanilide (151)
192
118
77, 41
77
b
a) All fragment ions > 10% relative abundance are shown
b) MS/MS fragment ion intensity too low to perform MS3

131
Figure 4-10: Fragmentation mechanism for the loss of allylthiol from to-
thiocaprolactam.

132
group to the nitrogen does not permit this fragmentation unless the allyl group shifts
to the sulfur; therefore, attachment at the nitrogen is not likely.
The thioacetanilide/allyl adduct ion behaves similarly to the a)-
thiocaprolactam/allyl adduct ion. A loss of 74 daltons, from m/z 192 to m/z 118,
represents loss of neutral allylthiol, which indicates allyl attachment to the sulfur.
The MS3 fragments of m/z 77 and m/z 41 from m/z 118 occurred from heterolytic
cleavage of the benzene ring-nitrogen bond to yield C6H5+ and CH3CN+, respectively.
These fragment ions are consistent with allyl attachment at the sulfur.
The last MFN investigated was 2-imidazolidinethione. Its MS" analysis was
inconclusive. In each instance, the fragment ion observed could have been formed
regardless of the site of attachment for the allyl group. Figure 4-11 demonstrates
this ambiguity for the loss of 59 daltons from the m/z 143 adduct ion to form an ion
at m/z 84. Attachment at the sulfur follows a two-step mechanism. First, the allyl
group undergoes a 1,4 shift to open the imidazole ring. This opening is followed by
heterolytic cleavage of the C-N single bond. The resulting m/z 84 ion undergoes a
1,4 hydrogen shift to attain the allyl stabilized structure. Attachment at the nitrogen
follows a similar mechanism to yield the identical fragment ion. The imidazole ring
is first opened through a concerted five-member mechanism. This intermediate then
undergoes heterolytic cleavage at the same C-N single bond as in the sulfur
mechanism.
The loss of 40 daltons to form the m/z 103 fragment ion from the adduct ion
at m/z 143 occurs through a four center rearrangement involving the site of allyl

Attachment at the sulfur
H
Figure 4-
m/z 143
+ HN=C=’s
••
m/z 84
Attachment at the nitrogen
: S:
m/z 143
: Fragmentation mechanisms for the loss of HNCS for both sulfur and nitrogen attachment of the allyl group
to 2-imidazolidinethione.

134
attachment, the first two carbons on the allyl chain, and one hydrogen off the second
allyl carbon. In each case, the neutral C3H4 is lost while the site of attachment adds
a hydrogen and retains the positive charge. This mechanism is identical to that
shown in Figure 2-8 for the pyridine/allyl adduct ion losing 40 daltons to yield the
m/z 80 fragment ion.
Unfortunately, fragmentation of the m/z 103 ion did not indicate which atom
was the site of allyl attachment. Figure 4-12 presents the fragmentation of the m/z
103 ion to yield m/z 69 through a loss of neutral FTS. As mentioned above, if sulfur
attachment occurred, the sulfur would possess the charge and would have an
additional hydrogen attached to it. The m/z 103 ion formed from sulfur attachment
can undergo a second 1,3 hydrogen shift and then will lose the H2S neutral through
heterolytic cleavage of the carbon-sulfur bond. This cleavage is similar to that for
loss of water in protonated alcohols. If nitrogen attachment occurred, the nitrogen
would possess the charge and the extra hydrogen. The m/z 103 ion formed from
nitrogen attachment would have to undergo two successive 1,3 hydrogen shifts and
would result in the same cleavage and identical fragment ion as that proposed for
the m/z 103 ion formed from sulfur attachment. The result of the identical fragment
ions and fragment mechanisms is that the 2-imidazolidinethione data are inconclusive
as to the site of allyl attachment.

Attachment at the sulfur
m/z 103
>â– 
N
©
N
+
m/z 69
Attachment at the nitrogen
m/z 103
H'
N^N
©
m/z 69
SH2
+ SH2
Figure 4-12: Fragmentation mechanisms for the loss of H2S from the m/z 103 fragment ion

136
Correlation of Nucleophile/Allvl Halide Studies to HSAB Theory
According to the HSAB definitions for ion-molecule reactions given earlier,
the allyl neutral would be classified as a soft base because the double bond is spread
over three atoms making it highly polarizable and easy to oxidize. In HSAB theory,
like bonds to like, meaning that a soft acid would bond to the soft allyl base. For
the MFNs studied, a positively charged sulfur atom is viewed as a softer acid than
a positively charged nitrogen atom because the charge density is less for the sulfur
than for the nitrogen. Therefore, based upon HSAB theory, the soft allyl group
should bond to the soft sulfur ion. This trend is what we have begun to observe with
these multifunctional nucleophiles.
In fact, HSAB theory correctly predicts the product ions for all of the
nucleophile/allyl halide ion-molecule reactions that have been studied thus far. In
Chapter 2, the pyridine ion was observed to bond with both the allyl group and the
iodine atom when it reacted with allyl iodide. Through resonance, the positive
charge can be spread throughout the entire pyridine ion, making it a very soft acid.
It would then react to a larger extent with the softer base, which for allyl iodide is
the iodine atom. This statement is supported by the larger rate constant for the
formation of the pyridine/iodine adduct ion compared to that for the pyridine/allyl
adduct ion. Changing the reactant ion to the harder piperidine ion (i.e. the charge
is not delocalized by resonance), the reaction with the iodine atom was eliminated.
Reaction occurred only with the harder allyl group. It appears that HSAB theory
is a good predictor of the nucleophile/allyl halide ion-molecule reactions.

137
Reactions of a,3-Unsaturated Carbonyls
The reactions of various a,/3-unsaturated carbonyls with the nucleic acids has
been extensively studied in the solution phase (Eder et al., 1991; Chung et al., 1984;
Eder et al., 1990). In contrast to the allyl halides where there was only one site of
unsaturation and hence only one primary site of reactivity, the a,/3-unsaturated
carbonyls possess two sites of reactivity due to the two sites of unsaturation. This
extra site of reactivity has led to the identification of some unique adducts with the
nucleic acids. Reactions with deoxyguanosine showed the formation of 1,N2 cyclic
adduct formation due to a Michael condensation reaction (Chung et al., 1984; Eder
et al., 1991). These cyclic adducts could have a number of structures depending
upon which reactive sites on both reacted first. For example, the N2-amino group
could react with the C3 of acrolein first, followed by closure of the ring. On the
other hand, the C3 of acrolein could react with the N1 of deoxyguanosine first
followed by ring closure. In addition to these cyclic adducts, linear adducts due to
reaction between either the N7 or the N2 of deoxyguanosine at the vinyl bond of the
carbonyls, and bis adducts (both cyclic and linear adducts on the same nucleic acid)
were reported. This varied reactivity due to the two sites of reaction makes the a,(3-
unsaturated carbonyls an important class of compounds to be studied.
Reactions in the gas phase between the a,j3-unsaturated carbonyls and
monofunctional nucleophiles (pyridine and piperidine) should be less diverse than
those observed in the solution phase due to the gas-phase ionized nucleophile
possessing only one reactive site. Figure 4-13 demonstrates the three possible

138
product ions which can form upon reaction of the monofunctional nucleophiles with
the a,/3-unsaturated carbonyls. The nucleophile could attack the vinyl bond and the
reaction would behave similarly to what was observed with the allyl halides: addition
of the CR,H=CH to the nucleophile with formation of the COR2 radical; this
reaction yields Product A. The nucleophile could also attack the carbonyl bond with
one of two consequences. Either the nucleophile could simply form an adduct with
the a,/2-unsaturated carbonyl at the carbonyl bond, or after adduct formation, the
radical R: is cleaved in an addition/substitution process. The products from the last
two reactions are shown as Products B and C. Reactions between the
monofunctional nucleophiles and a series of performed in order to determine trends in their reactivity and to correlate these
trends with the HSAB principle. References of Rj and R2 in the reaction scheme
of Figure 4-13 will be used to explain the reactions.
Reactions Between Pyridine and the q.ff-Unsaturated Carbonyls
Table 4-2 displays the results from the 500 ms reactions of pyridine ions with
the neutral a,/3-unsaturated carbonyls under static conditions. Protonated pyridine
at m/z 80 was the most abundant product ion produced, but is not included in Table
4-2 since it resulted from the reaction of pyridine ions with pyridine neutrals. From
the product ion distribution, a few trends in the reaction of pyridine ions with a,/3-
unsaturated ketones become apparent. First, attack by pyridine occurs preferentially
at the vinyl bond, resulting in Product A of Figure 4-13 having the greatest relative

Reaction at the vinyl bond
©
R,HC=CHM
Product A
+
Reaction at the carbonyl bond
©
M +
R!HC=CH
:0:
A
r7
T
R,HC=CH—C—R2
J. ©
M
Product B
T
©
R,HC=CH M
Product C
+
Figure 4-13: Possible reactions between nucleophile ions (M+) and the a,/3-unsaturated carbonyls.

140
Table 4-2
Product Ion Distribution for the Reaction of Pyridine Ions
with a,/MJnsaturated Carbonyls3
Eib
R2b
Product Ac
Product Bc
Product C
H
H
106 (8.6)
135 (2.3)
134 (<1)
ch3
H
120 (17)
149 (<1)
148 (<1)
ch2ch3
H
134 (16)
163 (<1)
162 (<1)
H
ch3
106 (35)
149 (15)
134 (16)
H
ch2ch3
106 (18)
163 (2.7)
134 (12)
a) Reactant ion at m/z 79 and product ion at m/z 80 are not listed
b) Refer to Figure 4-13 for explanations of Rj and R2
c) Product ion m/z and (%RIC)

141
intensity among the product ions. Second, attack at the carbonyl is sterically
hindered by Rt. In the cases where Rt is a hydrogen (acrolein, methyl vinyl ketone,
and ethyl vinyl ketone), there is no steric hinderance and the pyridine can attack the
carbonyl bond resulting in the formation of Products B and C. However, when R3
is bulkier than hydrogen (methyl in the case of crotonaldehyde and ethyl for 2-
pentenal), the carbon in the carbonyl is effectively blocked from any backside
nucleophilic attack. Rotation about the carbon-carbon single bond and the relative
rigidity of the n,/3-unsaturated ketones enable the rather small methyl and ethyl
groups to seem bulkier and thus act as steric inhibitors towards attack at the carbonyl
bond. Lastly, as R2 is better able to stabilize the radical charge (i.e., R2 > H),
Product C becomes more abundant than Product B. For the series of acrolein
(R2=H), methyl vinyl ketone (R2=CH3), and ethyl vinyl ketone (R2=CH2CH3), the
ratio of Product C to Product B increased from approximately 1:2 to 1:1 to 4:1.
Reactions Between Piperidine and the a.ff-Unsaturated Carbonyls
Table 4-3 lists the product ion distribution for the 500 ms reactions between
the piperidine molecular ion and the neutral a,/3-unsaturated carbonyls. Similar to
the reactions between pyridine and the a,/3-unsaturated carbonyls, piperidine incurred
steric inhibition towards reaction with the carbonyl when R3 was bulkier than
hydrogen. The lack of formation of Products B or C for crotonaldehyde and 2-
pentenal support this finding. The steric inhibition appears to be the only similarity
between the pyridine and piperidine reactions with the a,/3-unsaturated carbonyls.

142
Table 4-3
Product Ion Distribution for the Reaction of Piperidine Ions
with a./3-Unsaturated Carbonyls*
R.b
R2b
Product Ac
Product Bc
Product C
H
H
112 (<1)
141 (<1)
V
o
'3-
ch3
H
126 (1.5)
155 (<1)
154 (<1)
ch2ch3
H
140 (2)
169 (<1)
168 (<1)
H
ch3
112 (<1)
155 (2.7)
140 (<1)
H
ch2ch3
112 (<1)
169 (8)
140 (<1)
a) Reactant ion at m/z 85 and product ion at m/z 86 are not listed
b) Refer to Figure 4-13 for an explanation of Rj and R2
b) Product ion m/z and (%RIC)

143
In contrast to pyridine, piperidine does not react to any significant extent with the
vinyl bond. Also, when piperidine does react at the carbonyl bond, only formation
of the addition product (Product B) is observed. Despite the increasing ability of R2
to stabilize the radical, the addition/substitution product (Product C) is not observed
at greater than 1% RIC for either methyl vinyl ketone or ethyl vinyl ketone.
Tandem mass spectrometry indicated that the nitrogen-carbon bond formed upon
addition of the piperidine ion to the a,/3-unsaturated carbonyl was relatively weak.
Figure 4-14a displays the MS3 spectrum for the piperidine/methyl vinyl ketone adduct
ion at m/z 155, where a single fragment ion at m/z 85, corresponding to the
molecular ion of piperidine, is formed. Similar tandem mass spectrometry analysis
of the pyridine/methyl vinyl ketone adduct ion at m/z 149, shown in Figure 4-14b,
produced multiple fragment ions including the loss of R2 (m/z 134), the loss of the
a,/3-unsaturated carbonyl (m/z 79), and loss of COR2 (m/z 106).
Correlation of Nucleophile/ajMJnsaturated Carbonyl Studies to HSAB Theory
According to HSAB theory, the a,/3-unsaturated carbonyls possess two soft
base sites, with the vinyl bond being softer than the carbonyl bond. The vinyl bond
is soft because the electron density of the double bond is spread over two carbons;
the carbonyl is a slightly harder center because the electron withdrawing character
of the oxygen has polarized the carbon atom (Pearson and Songstad, 1967).
The pyridine molecular ion has already been shown to be a very soft acid
based upon its reactions with the allyl halides. Therefore, its observed preference

Relative Intensity Relative Intensity
144
1.00 —
85
0.50 —
155
c9h17no+
0.00
Figure 4-14: CID spectra for the Product B ions from the reaction of methyl vinyl ketone
with the molecular ions of (a) piperidine and (b) pyridine.

145
to react at the vinyl bond was expected. The reactivity of the pyridine molecular ion
towards the carbonyl center supports the claims that the carbon of the carbonyl is
a soft base (Pearson and Songstad, 1967). The carbonyl acts similarly to
phosphonate anions, where the central phosphorus is a soft center and the outer
oxygens are hard centers (Doak and Freedman, 1961).
The piperidine molecular ion was shown to be a slightly harder acid compared
to the pyridine molecular ion. Piperidine reacted with the soft allyl group but not
the very soft iodine atom of allyl iodide, whereas the pyridine molecular ion reacted
with both. Similarly, piperidine only reacted with the harder carbonyl center of the
a,/3-unsaturated carbonyls, and as shown through MS/MS analysis, the bonding of the
piperidine molecular ion towards the carbonyl carbon was not very strong. This
weak bonding suggests that the carbonyl carbon may almost be too soft to react with
the piperidine molecular ion. The pyridine molecular ion, on the other hand,
bonded tightly with the carbonyl carbon, as evidenced by the significant number of
fragment ions observed upon CID.
For the electrophiles studied thus far, their softness based upon their
reactions with pyridine and piperidine ions appears to be: iodine atom > vinyl bond
> carbonyl carbon > allyl group. This order is surprising considering that the allyl
group can spread its electron density among three carbons, and would thus seem to
be a very soft base. At this point, there is no explanation as to why the allyl group
behaves in this manner.

146
Conclusions
This chapter has demonstrated two important concepts pertaining to the
ion/neutral chemistry of the gas-phase screening reactions. First, the HSAB principle
was shown to be applicable to gas-phase ion-molecule reactions. Application of the
HSAB principle to the design of the selective ion-molecule reactions can overcome
potential pitfalls such as the production of undesired product ions.
Second, this chapter suggested that the "ideal" nucleophile should possess at
least one hard acid and one soft acid site in analogy to DNA bases. Having both
present increase the probability that the ionized nucleophile will react with all
potential carcinogens. However, these hard and soft sites must be close enough to
one another that they can share the positive charge through resonance. Otherwise,
formation of the softer acid will predominate and then bias the screening reaction
towards the detection of soft electrophiles. Understanding the gas-phase ion/neutral
chemistry and using that to design model nucleophiles can only be so accurate in
representing the actual DNA bases. Eventually, the DNA bases, nucleosides,
nucleotides, or even small oligonucleotides will need to be used to verify this method
of gas-phase screening.

CHAPTER 5
ISOMER DIFFERENTIATION VIA SELECTIVE
ION-MOLECULE REACTIONS
Introduction
Thus far, this dissertation has presented investigations into the development
of selective ion-molecule reactions as a gas-phase screening method for the detection
of carcinogens and mutagens in environmental samples. This chapter will present
a second application of gas-phase selective ion-molecule reactions, the differentiation
between secondary and tertiary carbocation isomers. This chapter begins with an
introduction into some of the methods which have been used to differentiate between
isomers in the gas-phase. Among the methods discussed are collision-induced
dissociation (CID), energy-resolved CID, and ion-molecule reactions. Following that
is a short discussion of why isomer differentiation was investigated and why selective
ion-molecule reactions were used as opposed to any of the other techniques. Two
types of selective ion-molecule reactions were attempted, one based on a difference
in chemical reactivity (i.e., thermodynamics) between the isomers and the second
based on differences steric hinderance between the isomers. Results from each set
of ion-molecule reactions will be presented.
147

148
Methods of Gas-Phase Isomer Differentiation
Structural identification of intermediates in the gas-phase is important in the
elucidation of reaction mechanisms. This task is complicated by the possibility of
one intermediate or product possessing isomeric structures. For example, the
reaction of pyridine molecular ions with oxacylopropane results in methylene transfer
to the pyridine ions (De Koster et al., 1990). This final product ion could possess
one of two possible structures, that of a pyridinium methylide ion or that of a
picoline ion (Flammang et al., 1992). A better understanding of gas-phase reaction
mechanisms is vital in order to correlate solution-phase reaction mechanisms with
those performed in the gas-phase. Several techniques have been developed for
organic ion isomer differentiation in the gas phase, including charge-stripping
(Kingston et al., 1985) and neutralization/reionization (Wesdemiotis and McLafferty,
1987; Flammang et al., 1992). This section provides a brief introduction to three
common methods for gas-phase ion isomer differentiation: collision-induced
dissociation (CID), energy-resolved CID, and ion-molecule reactions.
Collision-Induced Dissociation 1CID1
The most commonly employed method for isomer differentiation is CID.
Briefly, CID consist of accelerating the ion via electric potentials into a region where
an inert gas (usually helium, nitrogen, or argon) is present. Upon collision with the
inert gas atom or molecule, the accelerated ion may convert a portion of its kinetic
energy into internal energy (electronic, vibrational, and rotational) of the ion. If this

149
internal energy deposition is large enough, the vibrational energy increase in the ion
may induce either one or several bonds to cleave, thus producing fragment ions
which in return yield information pertaining to the starting ion’s structure.
There are several examples where CID has been used successfully to
distinguish between isomeric ions in the gas-phase. Lay and Gross (1983) derivatized
C3H5+ isomers with benzene to produce C9HU+ ions which were then subjected to
CID. Based upon significant differences in the abundances of common fragment
ions, they were able to discriminate between the allyl structure and the 2-propenyl
structure for C3H5+ ions. A series of three pyranocoumarins, which yielded identical
electron ionization spectra, were subjected to CID in an attempt to differentiate
among the three (Kiremire et al., 1990). Only one of the three could be
distinguished from the others based upon their CID spectra; it produced a unique
ion representing a loss of C02 whereas the other two did not. Aside from that one
fragment ion, the CID spectra for the three isomers were identical (Kiremire et al.,
1990). There are several other examples in the literature, including the use of CID
to identify the structure of the dehydration product from protonated cyclohexene
oxide (Kenttamaa et al., 1989).
One common problem with using CID to differentiate between isomers is that
each isomer may produce the same fragment ions, only in slightly different
abundances. This problem occurs because the isomeric ions may pass through a
common intermediate prior to fragmentation (Kenttamaa et al., 1989). Isomeric
hydrocarbon ions (Bowen et al., 1979) and the isomeric C7H7+ ions (Heath et al.,

150
1991) are two examples. There are not many cases like the pyranocoumarin example
above, where one isomer produces a unique fragment ion. More commonly, high
energy CID is employed, and as was observed with the C7H7+ isomeric ions, minimal
success was achieved (Heath et al., 1991). In general, CID is attempted first because
of its easy implementation. However, CID rarely produces definitive discrimination
between isomeric ions.
Energy-Resolved CID
In order to better utilize the capabilities of CID, energy-resolved CID was
developed. This technique consists of measuring the precursor ion and fragment ion
intensities as a function of the kinetic energy of the precursor ion. These data are
then plotted to produce a breakdown curve, where the energy required to initiate
fragmentation and the crossover energy can be determined. The crossover energy
is the energy where the fragment ion intensity equals the precursor ion intensity. In
many cases, isomeric ions will begin to fragment at the same energy, but each ion’s
intake of energy from that point will differ. This difference will produce different
crossover energies for the isomeric ions, thus enabling one to distinguish between
them.
Energy-resolved CID is most commonly performed on TQMS instruments.
Since CID on the TQMS is performed in the l-100eV kinetic energy range, small
changes in the ion’s internal energy as a function of collision energy can be detected.
Sector instruments perform CID in the keV energy range and are not as sensitive to

151
small changes in the internal energy of the ion. Some examples of the use of energy-
resolved CID are the differentiation of the isomeric (C3H6+) propene and
cyclopropane ions (Fetterolf and Yost, 1982), the differentiation of C3H60+ isomers
from 1,4-dioxane and from trimethylene oxide (Verma et al., 1984), and the
characterization of the dimethyl phosphite and dimethyl phosphonate tautomers
(Kenttamma and Cooks, 1985).
Recently, energy-resolved CID has been performed in the QITMS (Evans et
al., 1990; Louris et al., 1987). Similar to the TQMS, the QITMS performs low
energy CID, just in a smaller energy range (< lOeV). However, the QITMS does not
permit accurate estimation of the energy imparted into the ion upon CID. In the
TQMS, the collision energy of the ions is primarily determined by the voltage offset
between the ion source and the collision cell, with minor contributions from the off-
axis oscillations induced by the rf trapping field. In the QITMS, the ions undergo
CID through the application of a supplementary rf voltage between the endcap
electrodes (in addition to the rf voltage applied to the ring electrode which allows
the ions to be trapped). The frequency of this supplementary rf voltage is set equal
to the secular frequency of the precursor ion; thus, the precursor ion is resonantly
excited in the QITMS. Since the potential gradient used to accelerate the ions is
constantly changing in the QITMS and multiple collisions occur during the excitation
process, there is no direct estimation of the energy imparted into the ion. In the
QITMS studies, breakdown curves can be obtained as a function of either the
excitation time or the amplitude of the excitation voltage (Evans et al., 1990;

152
Brodbelt et al., 1988a) since both, either directly or indirectly, determine the amount
of energy imparted into the ion. In both cases, differences in isomeric ions have
been; however, the results were not reproducible (Evans et al., 1990). Factors such
as variations in sample pressure caused shifts in the breakdown curves which
prevented the exact crossover energies from being reproduced, although, the general
trends in the breakdown curves were reproducible. Without more accurate control
of the collision energy in the QITMS, the use of energy-resolved CID in the QITMS
to differentiate between isomeric ions will be limited.
Ion-Molecule Reactions
In response to the limitations of CID for differentiation between isomeric
ions, selective ion-molecule reactions have been developed. An introduction to
selective ion-molecule reactions was presented in Chapter 1. The selective ion-
molecule reactions used to differentiate between isomers have been designed so that
one isomer would produce a unique product ion. By being designed in this manner,
the selective ion-molecule reactions overcome the problems of identical product ion
formation with only small differences in relative abundance encountered in CID.
Selective ion-molecule reactions used to distinguish isomers are usually based
upon either differences in thermodymanics or steric inhibition. For the C7H7+
isomers mentioned earlier, the tolyl isomer was differentiated from the benzyl and
tropylium isomers based upon the thermodynamics of its reaction with dimethyl ether
(Heath et al., 1991). The tolyl cation will form methylanisole while the other two

153
isomers do not. For this isomer, reaction was observed because the strength of the
tolyl-methoxy bond was stronger than the methyl-methoxy bond. For the other
isomers, the methyl-methoxy bond was stronger than either the tropylium-methoxy
or the benzyl-methoxy bonds. Another example of using thermodynamics to
distinguish among isomeric ions was demonstrated for the three isomers of C2H50+
(Beauchamp and Dunbar, 1970). The [M-H]+ ion of dimethyl ether was found to
thermodynamically favor hydride abstraction and methyl cation transfer with its
neutral while protonated acetaldehyde and protonated ethylene oxide reacted mainly
through proton transfer and dehydration with their neutrals (Beauchamp and
Dunbar, 1970).
Simple structural isomers, such as the C6H6+ radical cations at m/z 42, have
been differentiated based upon steric arguments. The cyclopropane radical cation
reacted with ammonia to form two product ions at m/z 30 and at m/z 31. The
propenyl radical cation simply formed an adduct ion at m/z 59 with ammonia (Gross
and McLafferty, 1971). The difference in reactivity was explained as a function of
the structure of the ammonia adduct which is initially formed. For the former
cation, the adduct ion is capable of collapsing to form the ions at m/z 30 and at m/z
31. For the latter cation, this collapse is not possible and the adduct ion is the only
ion formed (Gross and McLafferty, 1971). Epimeric esters have been distinguished
based upon their reactions with biacetyl (Bursey et al., 1975). Steric hinderancefrom
both a tert-butyl group and a cyclohexyl ring prevented reaction between cis-4-tert-
butylcyclohexylacetate and biacetyl. The trans isomer, on the other hand, does not

154
possess the steric hinderance of the cis isomer; therefore, reaction between trans-4-
tert-butylcyclohexylacetate and biacetyl was observed (Bursey et al., 1975).
Experimental
All ion-molecule reactions were performed on a Finnigan MAT Ion Trap
Mass Spectrometer (ITMSâ„¢). Allyl iodide (Aldrich, Milwaukee, WI), 1,3-
cyclohexadiene (Aldrich), methylcyclopentadiene dimer (Aldrich), tm-butanol
(Fisher Scientific, Orlando, FL), and the substituted alkenes (Wiley Organics,
Madison, WI) were obtained from the manufacturers and used without further
purification. The n-methylstyrene and /3-methylstyrene were donated by Dr. Keith
Palmer and Dr. William Dolbier (University of Florida).
Allyl iodide, 1,3-cyclohexadiene, methylcyclopentadiene dimer, a-
methylstyrene, and /3-methylstyrene were introduced through a Granville-Phillips
(Boulder, CO) Series 203 variable leak valve and were present at constant indicated
pressures of 5x107 to 1x106 torr. The valve was heated to a constant temperature
of 70°C with heating tape. All pressures reported were those indicated by a Bayard-
Alpert ionization gauge mounted on the vacuum chamber and are uncorrected.
The scan function for all experiments other than the acquisition of time-
resolved data for the reactions between the carbocation isomer ions and the neutral
reagents is shown in Figure 5-1. Reactions between the carbocation isomer ions
(A+) and the neutral reagents were performed as follows. Ionization at q(A+)=0.23
(step A) was followed by an appropriate formation time for A+ (step B) and then

Figure 5-1: Scan function used for isomer differentiation. Shown are the stages of ionization (A), reagent ion formation
(B), reagent ion isolation (C), pulsing in the reagent (D), reaction between the reagent ion and the analyte
neutrals (E), and the mass-selective instability scan (F). i-»
Ln

156
two-step rf/dc isolation (Gronowska et al., 1990; Yates et al., 1991) of the
carbocation isomer ion was performed (step C). After isolation, the neutral reagents
were introduced via (step D) a Series 9 pulsed valve (General Valve Corp., Fairfield,
NJ). The pulsed valve and its accompanying hardware and software were described
in Chapter 3. The carbocation isomer ions were allowed to react with the neutral
reagent inside the ion trap for up to 500 ms at a q(N+ )=0.3 (step E). Mass spectra
were acquired with the axial modulation (530 kHz and 6V ) mass-selective
instability scan (Stafford et al., 1984) (step F). For the acquisition of time-resolved
data, both neutrals were introduced at constant pressure and a scan function similar
to that shown in Figure 2-5 was used.
Origins for Isomer Differentiation Investigations
During the studies for the characterization of the QITMS, reactions of the
electrophile ions with neutral nucleophiles were performed in addition to the
previously discussed (Chapter 2) reactions of the nucleophile ions with the
electrophile neutrals. Figure 5-2 displays the product ion spectrum for the reaction
of allyl iodide molecular ions with piperidine neutrals. As expected, the piperidine/
allyl adduct ion at m/z 126 was produced as in the reaction of the piperidine
molecular ion with neutral allyl iodide. Other expected product ions were at m/z 85
(charge exchange with the allyl iodide molecular ions to form piperidine molecular
ions) and at m/z 86 (protonation of the piperidine neutrals). The product ions at m/z
81 and m/z 99, however, were not expected. Upon further investigation, the ion at

Relative Intensity
157
85 168
Figure 5-2: Product ion spectrum for the reaction between allyl iodide molecular
ions and neutral piperidine

158
m/z 81 was found to come from the reaction of the allyl iodide molecular ion with
neutral allyl iodide. This reaction had been observed previously by Lay and Gross
(1983) and by Anacchino (1993); Lay and Gross assigned the formula of the m/z 81
ion as C6H9+. Riveros and Galembeck (1983) observed this reaction and proposed
a protonated cyclohexadiene structure for the m/z 81 ion. Further review of the
literature (Kenttamaa et al., 1989; Maquestiau et al., 1988) suggested that this
product ion could possess a second structure, that of protonated
methylcyclopentadiene. These two structures and their resonance stabilization are
shown in Figure 5-3. Tandem mass spectrometry of the isomeric ions (formed from
self-chemical ionization of the precursor neutrals) produced the CID spectra shown
in Figures 5-4a and 5-4b. In both cases, CID in the QITMS is only energetic enough
to produce the loss of H2. As discussed previously, both isomers probably pass
through a common transition state during the CID process, resulting in nearly
identical CID spectra. Selective ion-molecule reactions were pursued to differentiate
the isomers based upon differences in both thermodynamics and steric hinderance.
Carbocation Differentiation Based on Thermodynamics
Reaction Scheme
Figure 5-3 displays the two resonance structures for the m/z 81 isomers under
investigation. The protonated cyclohexadiene (CHD) isomer will always exist as a
secondary carbocation. The protonated methylcyclopentadiene (MCP) isomer can
exist as either a secondary or as a tertiary carbocation. Since the tertiary structure

159
a) Protonated Cyclohexadiene
b) Protonated Methycyclopentadiene
Figure 5-3: Possible structures for the m/z 81 unknown ion: (a) protonated
cyclohexadiene and (b) protonated methylcyclopentadiene.

Relative Intensity Relative Intensity
160
a)
b)
Figure 5-4: CID spectra for (a) protonated cyclohexadiene and (b) protonated
methylcyclopentadiene.

161
is generally more stable than the secondary structure (Lossing and Holmes, 1984),
the MCP isomer is expected to possess the tertiary structure. Therefore, a reaction
scheme was derived that would differentiate between secondary and tertiary
carbocation isomers.
Beauchamp et al. (1974) investigated the reactions of fragment ions formed
from ten-butanol with neutral ie/t-butanol in an ion cyclotron resonance spectrometer
in order to better understand the ionic dehydration mechanism (Beauchamp, 1969).
In this work, they observed that protonated acetone, a fragment ion generated from
tert-butanol upon electron ionization, reacted readily with neutral ten-butanol
according to their proposed mechanism for ionic dehydration. While they did not
discuss it, the data in the paper also show that protonated isobutene reacted with
neutral iert-butanol (Beauchamp et al., 1974). However, extreme conditions (i.e.,
high neutral pressure and long reaction time) were required for the reaction of
protonated isobutene to be observed. Since protonated acetone is a secondary
carbocation and protonated isobutene is a tertiary carbocation. a reaction scheme
based upon the ionic dehydration mechanism was devised in order to differentiate
between secondary and tertiary carbocations.
Figure 5-5 presents the reaction scheme for the differentiation of secondary
and tertiary carbocation isomers. The secondary carbocation will form a product ion
with the iert-butanol corresponding to an addition of 56 daltons, while the tertiary
carbocation will not. The difference in reactivity between the two isomeric ions lies
in the driving force for the reaction. When a ten-butanol molecule is close to the

Reactions with /^-Butanol
Secondary Carbocation
R:
■c ©
1
H
m/z A
+ (CH3)3COH
R
R-
C © 4- H2O
C(CH3)3
m/z [A+56]
Tertiary Carbocation
R
■C©
R.
3
m/z A
+ (CH3)3COH
No Reaction
as
to
Figure 5-5: Reaction scheme for neutral iert-butanol with secondary and tertiary carbocations.

163
secondary carbocation isomer, the basic oxygen on the tert-butanol can remove the
hydrogen from the secondary carbocation. As the hydrogen is removed, a bond
between the carbon and the tert-butyl group is formed. The basicity of the oxygen
forces the removal of the hydrogen followed by the attachment of the tert-butyl group
and results in the addition of 56 daltons to the secondary carbocation. For the
tertiary carbocation, there is no hydrogen attached to the carbocation center. Since
the basicity of the oxygen is the driving force for the reaction, the tert-butanol will
not react if there are no hydrogens present to be removed. Therefore, when the tert-
butanol is close enough to react with the tertiary carbocation, there is no reaction.
Experimental Verification of Thermodynamic Reaction Scheme
Figure 5-6 presents the product ion spectra for the reactions of the protonated
CHD and MCP isomers, m/z 81, with neutral teri-butanol. In both spectra, the m/z
161 product ion results from reaction of the m/z 81 ion with its neutral precursor.
In Figure 5-6a, a product ion at m/z 137 corresponding to the ionic dehydration
product is prominent. This ion does not appear in Figure 5-6b. These results agree
with the proposed reaction scheme. The secondary CHD isomer reacts readily with
the neutral rm-butanol while the tertiary MCP isomer does not.
To further verify this reaction scheme, protonated «-methylstyrene (AMS) and
/3-methylstyrene (BMS) carbocation isomers were reacted with rerr-butanol. Their
structures are shown in Figure 5-7 and their product ion spectra are presented in
Figures 5-8a and 5-8b, respectively. As expected, the tertiary AMS carbocation did

Relative Intensity Relative Intensity
164
a)
81
Figure 5-6: Product ion spectra for the reactions of (a) protonated cyclohexadiene
and (b) protonated methylcyclopentadiene with te/t-butanol.

165
a-Methylstyrene
P-Methylstyrene
Figure 5-7: Structures for protonated a-methylstyrene and protonated /?-
methylstyrene.

Relative Intensity Relative Intensity
166
a)
1.00 —
0.50 —
0.00 —
b)
1.00 —
0.50 —
0.00 —
0
119
A +
57
119
105 A +
I I I
100
m/z
173
[A+54]+
175
[A+56]+
i—i r
50
i i r
150
200
Figure 5-8: Product ion spectra for the reactions of (a) protonated a-methylstyrene
and (b) protonated ^-methylstyrene with iert-butanol.

167
not react with the neutral terr-butanol. The secondary BMS carbocation did react,
but the most abundant product ion is at m/z 173 corresponding to an addition of 54
daltons, not the 56 daltons that was predicted by the reaction scheme. The m/z 175
ion is present, but it does not appear to be the only product ion which is formed.
This latter reaction was investigated further by acquiring time-resolved data
to determine the extent to which the expected product ion was formed during the
reaction. Figure 5-9 shows the signal intensities for the BMS carbocation (m/z 119),
the expected product ion (m/z 175), and the observed major product ion (m/z 173)
as a function of reaction time. As explained in Chapter 2, all ion-molecule reactions
in the QITMS should follow pseudo-first order kinetics. Therefore, the m/z 119 ion
intensity is expected to decrease exponentially, while the product ion intensities
should increase logarithmically. From Figure 5-9, the starting m/z 119 ion intensity
does decrease exponentially. However, the product ion intensities for m/z 175 and
m/z 173 do not increase logarithmically. Initially, m/z 175 is formed, but its
production eventually plateaus and begins to decrease. The production of m/z 173
is delayed, but then proceeds in an almost linear fashion. The shapes of the curves
resemble the A^B-*C reaction scheme that was observed in Chapter 2. In this
case, A represents the protonated BMS carbocation, B represents the expected
[A+56]+ product ion, and C represents the observed [A+54]+ product ion. Figure
5-10 presents the scheme for the reaction of protonated BMS with tert-butanol.
Initially, the proposed reaction scheme is followed and the expected [A+56]+
product ion at m/z 175 is formed. This ion then loses H2 to form the more stable

Relative Intensity (per cent)
168
Reaction Time (ms)
Figure 5-9: Intensities of protonated /1-methylstyrene (m/z 119), the expected
[A+56]+ production (m/z 175), and the observed [A-t-54]+ product ion
(m/z 173) as a function of reaction time.

169
+ (CH3)3C—OH
m/z 119
m/z 175
V
m/z 173
Figure 5-10: Observed reaction scheme for protonated /2-methylstyrene ions with
neutral tert-butanol.

170
allyl carbocation at m/z 173.
Identification of the m/z 81 Ion from Allyl Iodide
Once verified as to its ability to discriminate between secondary and tertiary
carbocation isomers, ie/T-butanol was used to identify the m/z 81 isomer from allyl
iodide. Figure 5-11 presents the product ion spectrum for the reaction of the m/z
81 ion from allyl iodide with iert-butanol. There is a very small amount (2% relative
abundance) of the product ion at m/z 137. For the reactions of the CHD isomer
with neutral im-butanol, the m/z 137 product ion was produced in 35% relative
abundance. Therefore, this spectrum indicates that the ion primarily possesses the
protonated methylcyclopentadiene structure. Some of the protonated cyclohexadiene
structure may have been produced, however its degree of formation is very small
compared to that of the protonated methylcyclopentadiene structure. This finding
indicates that kinetics control the reaction over thermodynamics (Brodbelt et al.,
1988b), since the heats of formation of the two ions are equal (Lias et al., 1988).
Carbocation Differentiation Based on Steric Hinderance
Reaction Scheme
As apparent from the terminology, secondary carbocations have two alkyl
groups attached to the carbocation center, whereas tertiary carbocations have three
alkyl groups attached. In designing an ion-molecule reaction to differentiate between
the secondary and tertiary carbocations based upon steric hinderance, the neutral

Relative Intensity
171
1.00—,
0.80—
0.60—
0.40—
0.20—
0.00
20
Figure 5-11:
81
A+
137
[A+56]+
80 100 120 140 160 180 200
m/z
Product ion spectrum for the reaction of the m/z 81 unknown ion with
neutral ierr-butanol.

172
reagent would need to possess some bulky substituents at its reactive center so that
steric interactions between the substituents and the alkyl groups will occur. For this
work, neutral reagents were chosen with the intention that reaction occur with the
secondary carbocation to a much larger extent because the steric interactions with
the bulky substituents at its reactive center would be less for that than for the tertiary
carbocation isomer.
The neutral reagents which were investigated were the substituted alkenes
shown in Figure 5-12. Reactions between carbocations and substituted alkenes have
been studied in the solution-phase rather extensively (Bartl et al., 1991; Mayr, 1990).
From these studies, a few characteristics of these reactions can be outlined. First,
reaction will occur on the alkene so that the most stable adduct carbocation is
formed. In other words, if the alkene has three substituents, the carbocation will
attach itself to the end of the alkene with only one substituent. By doing so, the
resulting carbocation adduct is a tertiary carbocation, which is more stable than the
secondary carbocation that would result from the starting carbocation attacking the
end which has two substituents. Second, for trisubstituted alkenes, as the bulk of the
isolated substituent increases, the rate of reaction with secondary carbocations will
decrease (Mayr, 1990). This decrease is a direct result of steric hinderance at the
point of attack. Lastly, replacement of a hydrogen on the alkene by a methyl group
increases the reactivity of the alkene. This increase results from the increased
electronic contributions of the methyl group, which outweighs any steric inhibition
introduced by the methyl group (Mayr, 1990).

173
2-MethyI-2-pentene
2,4-Dimethyl-2-pentene
2,4,4-Trimethyl-2-pentene
2,3-DimethyI-2-butene
2,3,4-Trimethyl-2-pentene
Figure 5-12: Names and structures of the substituted alkenes used in the steric
hinderance reactions.

Reactions with Substituted Alkenes
Secondary Carbocation
R,
R, C ©
H
+
m/z A
MW = M
R
R
.R,
ch:
"CH
R1 "R2
m/z |A+M]
Tertiary Carbocation
No Reaction
m/z A
MW = M
Figure 5-13: Proposed reaction scheme to differentiate between secondary and tertiary carbocation isomers based upon
steric hinderance.
-o
4^

175
These observations resulted in the proposed scheme for the gas-phase reaction
of secondary and tertiary carbocation isomers with substituted alkenes shown in
Figure 5-13. As the bulk of R6 is increased, the reactivity of the alkene towards both
isomers should decrease. There should be a point where the bulk of R6 is large
enough to prevent reaction with the tertiary carbocation, while still permitting
reaction with the secondary carbocation to form the desired adduct ion.
Experimental Verification of Differentiation by Steric Inhibition
The goal of performing the ion-molecule reactions with the substituted
alkenes is to find the substituent R6 which will permit secondary carbocations to be
distinguished from tertiary carbocations. Figures 5-14 through 5-18 display the
product ion spectra obtained for the reactions of the CHD and MCP carbocation
isomers with the substituted alkenes. There are a few trends in the data which need
to be discussed. For the trisubstituted alkenes, Figures 5-14 through 5-16, there was
no neutral reagent which provided definitive differentiation between the two isomeric
ions. In each case, the product ion spectrum for the CHD isomer was very similar
to the product ion spectrum of the MCP isomer. The same product ions were
produced in each case, albeit with different abundances.
The reaction of each isomeric ion with 2,3,4-trimethyl-2-pentene (Figure 5-18)
did show some steric differentiation, albeit rather small and unexpected. In this case,
the tertiary MCP carbocation formed an adduct at m/z 193 with the alkene while the
secondary CHD carbocation did not. The production of this product ion was very

Relative Intensity Relative Intensity
176
a)
1.00 —
0.50 —
0.00
81
A+
83
[M-H]+
/
97
i—i—I—i i 'i'1 i—r
165
[A+Mf
T^I—T
b)
1.00 —
0.50 —
0.00 —
0
81
A+
83
[M-H]+
/
97
50 100
m/z
165
[A+M]+
150
200
Figure 5-14: Product ion spectra for the reactions of (a) protonated cyclohexadiene
and (b) protonated methylcyclopentadiene with 2-methvl-2-pentene.

Relative Intensity Relative Intensity
177
a)
1.00
81
A+
0.50 —
0.00
i—r
83
[M-CH]
S 91 ^
115
n r11 â– 
i—i—i—r
179
[A+M)"1
r i ‘‘i i
1.00 —
81
A+
0.50 —
0.00 —
0
83
[M-CH/
/ 97
115
50 100 150
m/z
179
[A+M]
200
Figure 5-15: Product ion spectra for the reactions of (a) protonated cyclohexadiene
and(b)protonatedmethylcyclopentadienewith2,4-dimethyl-2-pentene.

Relative Intensity Relative Intensity
178
b)
81
m/z
Figure 5-16: Product ion spectra for the reactions of (a) protonated cyclohexadiene
and (b) protonated methylcyclopentadiene with 2,4,4-trimethyl-2-
pentene.

Relative Intensity Relative Intensity
179
a)
1.00 —
0.50 —
0.00
81
A+
1 l| Uilillljl
lilUlil
83
[M-H]+
97
llLuill
111
iuuL
i r
165
[A+M]+
i!
b)
1.00 —
0.50 —
0.00 —
0
81
A+
rT
84
97
L l
ill
ri-
SO
"H
100
m/z
165
[A+M]+
150
200
Figure 5-17: Product ion spectra for the reactions of (a) protonated cyclohexadiene
and (b) protonated methylcyclopentadienewith 2,3-dimethyl-2-butene.

Relative Intensity Relative Intensity
180
b)
81
m/z
Figure 5-18: Product ion spectra for the reactions of (a) protonated cyclohexadiene
and (b) protonated methylcyclopentadiene with 2,3,4-trimethyl-2-
pentene.

181
small, but was consistent in all of the spectra acquired. The one puzzling aspect of
this reaction is that the bulkier carbocation reacted with the rather bulky reagent.
The reactivity of the MCP carbocation could be a result of its planarity (Steitweiser
and Heathcock, 1985) which may allow it to approach close enough to the neutral
alkene to react. The CHD carbocation is in a chair configuration (Streitweiser and
Heathcock, 1985) which may be too bulky and is sterically blocked from reacting with
the alkene.
While the remaining four reagents did not demonstrate significant differences
in the relative abundances of the product ions to permit isomer differentiation, they
did provide trends in their reactivity which will be important in determining a reagent
which will afford isomer differentiation. Table 5-1 lists the relative abundance for
the adduct ion formed between each alkene and protonated CHD and MCP. For
the trisubstituted alkenes, as the lone substituent got bulkier, the relative abundance
of the adduct ion decreased, clearly showing that steric hinderance is a factor in gas-
phase ion-molecule reactions.
Also worth noting is the relative increase in reactivity for the both isomers
with 2,3-dimethyl-2-butene as compared to 2-methyl-2-pentene. The former (four
methyls) would be considered to be bulkier at the site of reactivity than the latter
(two methyls, one ethyl, and a hydrogen) due to the presence of the hydrogen. As
observed in the solution-phase, the electronic contributions of the methyl group
outweigh any steric inhibition. While the substituted alkenes do not appear to be
capable of discriminating between secondary and tertiary carbocation isomers, trends

182
Table 5-1
Extent of Adduct Ion Formation for the Reactions
of CHD and MCP with the Neutral Alkenes
Alkene
Adduct
Ion m/z
CHDa
MCPa
2-methyl-2-pentene
165
8.4%
12.1%
2,4-dimethyl-2-pentene
179
2.8%
5.9%
2,4,4-trimethyl-2-pentene
193
0%
0%
2,3-dimethyl-2-butene
165
12.1%
7.7%
2,3,4-trimethyl-2-pentene
193
0%
2.3%
a) Values given as relative abundances of reconstructed ion current.

183
in their reactivity verify that solution-phase organic concepts will be present in gas-
phase ion-molecule reactions.
Conclusions
This chapter has demonstrated the ability to design a selective ion-molecule
reaction which can be generally applied to the differentiation of secondary and
tertiary carbocation isomers. Based upon the thermodynamics of the reaction,
secondary carbocations react with the basic oxygen in rm-butanol, leading to the
formation of an [A+56]+ product ion. The tertiary carbocations are not driven to
react with tert-butanol due to the lack of hydrogens at the carbocation center. This
reaction sequence was used to identify the m/z 81 ion formed from allyl iodide as
protonated methylcyclopentadiene, in contrast to the protonated cyclohexadiene
structure proposed by Riveros and Galembeck (1983).
Isomer differentiation based upon steric hinderance was not shown. This
ambiguity was caused by the reagent neutrals which were used. While isomer
differentiation was not shown for the reactions with the substituted alkenes, those
reactions did demonstrate that solution-phase organic principles do exist in the gas-
phase. This point is critical for the design of a gas-phase ion-molecule reaction to
differentiate between secondary and tertiary carbocation isomers based on steric
hinderance arguments.

CHAPTER 6
CONCLUSIONS AND FUTURE WORK
Conclusions
This dissertation has described the development of two applications for
selective ion-molecule reactions performed in a QITMS. The first application was
the detection of carcinogens and mutagens in environmental samples. Its first step
of development was the characterization of the QITMS for performing ion-molecule
reactions. The tandem-in-time nature of the QITMS and the advantages derived
from it were known prior to the characterization; this step was necessary in order to
determine any problems that the tandem-in-time nature of the QITMS would induce.
The lack of spatial separation between the stages of mass spectrometry was
found to be the only deterrent to performing ion-molecule reactions because it led
to unwanted side reactions. The ionized nucleophiles reacted not only with the
electrophile neutrals, but also with the nucleophile neutrals. A kinetics analysis of
the reaction system found that the relative rates of reaction with the nucleophile
neutrals were larger than the relative rates of reaction with the electrophile neutrals.
These unwanted side reactions with the nucleophile neutrals would eventually lead
to problems with detection if carcinogens (electrophiles). At low electrophile
pressures (that is, at low concentrations in a sample), reactions with the nucleophile
184

185
neutrals would predominate and extent of reaction with the electrophile neutrals
would not be sufficient to allow the detection of their product ions.
The use of pulsed valve introduction of the nucleophile neutrals was
investigated as an instrumental modification to overcome the lack of spatial
separation between the stages of mass spectrometry. This modification was found
to alleviate the problems with interfering reactions from the nucleophile neutrals
during the reaction period. The product ion spectra were now dominated by the
nucleophile ion/electrophile neutral product ions instead of the nucleophile
ion/nucleophile neutral product ions which dominated the static pressure product ion
spectra. Calibration curves found low picogram limits of detection for the allyl
halides using the pyridine molecular ion as the nucleophile. This finding agreed with
those found in previous studies on the TQMS (Freeman, 1991). However, pulsed-
valve introduction did not afford any separation during the ionization and reagent
ion formation periods. This problem shortened the linear dynamic range an order
of magnitude from what was observed in the TQMS experiments (Freeman, 1991).
The gas-phase screening methodology was applied to two carcinogen/
noncarcinogen mixtures using the molecular ions of the nucleophiles pyridine and
thiophene. The most encouraging aspect of these results was that real-time
monitoring was achieved for the mixture analysis and that direct acting carcinogens
and mutagens were detected. However, there was a major drawback in that similar
to the Ames test, there was some class specificity observed. One aspect which was
crucial to an accurate interpretation of the results was that the appearance of a peak

186
in the selective ion-molecule chromatogram is not sufficient for the classification of
a compound as a direct acting carcinogen. Spectral interpretation of the peak is
necessary to determine if it arises from adduct formation (which signifies a direct
acting carcinogen) or from some other reaction, such as the peaks arising from
charge exchange for the substituted benzenes. Elimination of the need for spectral
interpretation so that each peak represents a direct acting carcinogen and the
removal of class specificity should be possible through the better choice of an ionized
nucleophile.
To aid in the choice of a nucleophile, the ion/neutral chemistry was
investigated. During the characterization studies, pyridine was found to form an
unwanted side product (the pyridine/iodide adduct ion) upon reaction with the
electrophilic allyl iodide. This reaction was due to the aromaticity of the pyridine
ion. Reaction of the nonaromatic piperidine ion with allyl iodide produced only the
desired piperidine/allyl adduct ion.
Further investigations into ion/neutral chemistry were performed by
determining the site of reaction between the allyl halides and multifunctional
nucleophiles. For reaction with an ionized nucleophile possessing a sulfur and a
nitrogen atom, the allyl group was found to favor attachment at a sulfur atom rather
than attachment at a nitrogen atom. These results were correlated to the Hard/Soft
Acid/Base (HSAB) theory. The soft allyl group attached itself to the softer of the
two acid sites, the sulfur ion. The product ion distribution for the reactions of
pyridine and piperidine molecular ions with a series of a,/3-unsaturated carbonyls was

187
also correlated to the HSAB theory. These correlations suggest that the HSAB
theory can be applied to gas-phase ion-molecule reactions and can be used to
determine an appropriate nucleophile for the gas-phase screening reactions.
The second application for the selective ion-molecule reactions was the
differentiation between secondary and tertiary carbocation isomers. Two approaches
were investigated: (a) differentiation based upon thermodynamics and (b)
differentiation based upon steric hinderance. Thermodynamic differentiation was
achieved through the use of feri-butanol as the neutral reagent. The presence of a
hydrogen at the secondary carbocation center permitted reaction with the basic
oxygen on the ten-butanol, leading to the formation of an [A+56]+ product ion. The
tertiary carbocations do not posses a hydrogen at the carbocation center and do not
react. Differentiation based upon steric hinderance was not clearly achieved using
substituted alkenes. One alkene, 2,3,4-trimethyl-2-pentene. did react only with the
tertiary carbocation isomer. However, the extent of reaction was not sufficient to
suggest total discrimination. From the extents of reaction with the substituted alkene
series, steric hinderance was observed in the gas phase. The substituted alkenes did
not appear to be good choice for observing steric discrimination.
Future Work
Future work for these two projects could proceed in a few directions. For the
gas-phase screening reactions, the next step would be the incorporation of ion
injection to impart the spatial separation that is necessary during the ionization and

188
reagent ion formation steps. By forming the ions in a different volume of space from
the ion trap itself, interferences from the electrophile neutrals during ionization and
reagent ion formation will be substantially reduced, as will the interferences from
reactions with the nucleophile neutrals during the reaction time. The advantages
from ion injection should manifest themselves in two areas. First, the linear dynamic
range of the selective ion-molecule reactions should be expanded in both directions.
Even with the degree of temporal separation afforded by pulsed valve introduction,
there were still reactions with the nucleophile neutrals, particularly at low
electrophile concentrations. Substantial removal of the nucleophile neutrals from the
QITMS volume should allow the limit of detection to proceed below one picogram.
The high end should increase since the nucleophile ion population will not begin to
decrease with high electrophile concentrations due to competition of the electrophile
neutrals with the nucleophile neutrals during ionization.
Ion injection should also result in shorter analysis times. By forming the ions
in a different volume of space, there is no need for any delays to allow the neutral
nucleophile to be pumped away from the QITMS volume. Reagent ion formation
will also be removed since the nucleophile ions are formed prior to their injection
into the QITMS. The scan function duration would then be only slightly longer than
the reaction time between the reagent ions and the electrophile neutrals (i.e., for a
300 ms reaction period, the scan function would last 320 ms.) This improved speed
of analysis would then reduce the likelihood of undersampling the chromatographic
peaks.

189
Once ion injection is incorporated, the use of the actual DNA bases for the
ion-molecule reactions should be performed. Thus far, model DNA base ions were
used based on the contention that similar structures will result in similar reactivities.
This approach may be flawed because as was observed for the carcinogen/noncarcin¬
ogen mixtures, there was class specificity for the pyridine molecular ions. Reactions
with the actual DNA base ions may produce better correlation with the Ames test
and animal bioassays than was obtained with either pyridine or thiophene.
Formation of the molecular ions of the DNA bases has been accomplished through
benzene charge exchange on a TQMS (Anacchino, 1993), and should be possible for
ion injection on the QITMS. Also, the use of oligonucleotide ions as nucleophiles
would better represent the solution-phase conditions. These latter reagents would
need to be introduced via electrospray ionization. Studies are currently underway
by other members of the Yost research group to determine their applicability.
As far as the isomer differentiation work is concerned, steric differentiation
should be emphasized. Steric hinderance was shown to exist in the gas-phase from
the reactions with the substituted alkenes. Finding a neutral which will permit steric
differentiation is the last piece of that puzzle. This neutral will need to be bulky so
that the rate of reaction with tertiary carbocations is significantly impeded, while the
rate of reaction with the secondary carbocations is not.
Once steric differentiation is achieved for the secondary and tertiary
carbocation isomers, it can be extended to the differentiation of stereoisomers.
Stereoisomers possess the same structure except the atoms are arranged in space

190
differently. Stereoisomers have been shown to be important in the pharmaceutical
industry, where one stereoisomer of a particular drug may be beneficial while the
other stereoisomer may be either inert or, in some cases, toxic. With the new
government regulations on the enantiomeric (stereoisomers are commonly referred
to chiral enantiomers) purity of racemic drugs, separation and purity determination
of the enantiomers has become crucial.
The development of gas-phase enantiomer differentiation for certain
functionalities based upon steric hinderance would require a chiral reagent. A chiral
reagent would maximize the steric interactions with a chiral enantiomer ion because
the entire neutral sample will locked into one configuration. An achiral reagent
would not possess the same steric interactions for each neutral molecule which would
compromise the reaction sequence. Steric hinderance must be used for chiral
discrimination because each enantiomer possesses the same basic structure and
identical thermodymanic reactivity. Therefore, thermodynamic discrimination is not
possible. Chiral discrimination is currently possible through both HPLC and GC
methods. However, attainment of chiral discrimination through ion-molecule
reactions would be a tremendous benefit to the pharmaceutical industry in terms of
speed and accuracy. The ion-molecule reactions would only take seconds to perform;
reaction of a sample with each neutral enantiomer would indicate the amount of
each enantiomer in the sample from the intensity of the product ion peaks.
Selective ion-molecule reactions show great analytical potential. Just as
solution-phase organic chemistry has been used to design diagnostic tests for various

191
compounds, selective ion-molecule reactions can do the same in the gas-phase. With
the number of separation techniques that are compatible with mass spectrometry (gas
chromatography, HPLC, SFC, etc.), selective ion-molecule reactions could permit the
mass spectrometrist to not only identify what the unknown compound is, but also
determine certain characteristics about the compound (i.e., carcinogenicity,
configuration) which were previously limited to the realm of the solution-phase
chemist.

APPENDIX
EQUATIONS USED FOR KINETIC DETERMINATIONS
Determination of Integrated Rate Equations
All of the reactions are pseudo-first order due to the number of neutrals
being several orders of magnitude greater than the number of ions in the QITMS.
Therefore, all neutral pressures will be treated as constants. In addition, the rate
constants will not be absolute, but instead relative to one another since the ionization
probabilities of the ion gauge for each compound was not included. Based upon the
reaction scheme presented in Chapter 2 (Figure 2-10), the reaction of pyridine ions
with pyridine and allyl iodide neutrals proceeds as three competing first-order
reactions with two being irreversible and the third being a consecutive reaction
leading to the fourth product ion.
Since the pyridine molecular ion (N+ ) is the only reactant ion, its decay with
time according to first-order kinetics can be described by
d[N«-]
dt
= - k,[EX][N + - ] - k2[EX][N + - ] - k4[N][N+- ]
= - Mn+- ]
(A-l)
where k1; k2, and k4 are the rate constants for the formation of the pyridine/allyl,
pyridine/iodine, and protonated nucleophile product ions, respectively; kT is the sum
of kj[EX], k2[EX], and k4[N]; [EX] is the allyl iodide neutral pressure; and [N] is the
192

193
pyridine neutral pressure. The above equation was integrated with respect to time
to yield
[N + - ]t = [N+- ]0e_kT 1 (A‘2)
which describes the intensity of the pyridine molecular ion (N+) at m/z 79 as a
function of both the reaction time (t) and the initial pyridine ion signal intensity,
[N+ ]Q. This equation will be important later as it is needed to determine the four
rate constants.
The differental equations needed to determine the signal intensities for the
protonated pyridine ion (NH+) and the pyridine/allyl adduct ion (NE+) as a function
of time are near identical and will be presented simultaneously. The differental
equations with respect to time for the production of the protonated pyridine ion
(NH+) and the pyridine/allyl adduct ion (NE+) are given in equations A-3 and A-4,
respectively.
d[NH 1 = k4[N][N + ]t (A-3) d[NE7] = ki[EX][N + ]t (A-4)
dt dt
Substitution of equation A-2 into equations A-3 and A-4 yields
d[Nir] = k4[N][N*]oe"kT* (A-5) = ki[EX][N + ]oe"kTt (A-6)
dt dt
Integration of this type of differential equation between the limits of 0 and t is shown
in equation A-7 (Laidler, 1987):

194
af1 e“bt = —(l-e~bt) (A-7)
Jo b
Therefore, assuming that the concentration of each product ion at t=0 is zero,
integration of equations A-5 and A-6 with respect to time yield
[NH+]t = -^-[N][N+ ]o(l-e ^ (A-8)
%
[NE+]t = -^-[EX][N+ ]o(l-e kTt) (A-9)
kr
In order to solve for the integrated rate equations for the pyridine/iodine
adduct ion (NX+) and the dipyridinium iodide ion (N2X+), they must be solved
together because the production of the latter is dependent upon the rate of
formation of the former. The differential equations for the pyridine/iodine adduct
ion (NX+) and for the dipyridinium iodide ion (N2X+) are given by
= k,[EX][N+ ]t - L,[N][NX1
(A-10)
d[NX*]
dt
= ^[EXltN-]^ ^ - k3[N][NX1
d[N2X+]
dt
^[NlfNXI
(A-ll)
(A-12)
Adding equations A-ll and A-12 results in a differential equation which can be used
to solve for k2.

(A-13)
d([NX*] + [N2X+])
dt
kJEXNN*-]^
Equation A-13 can be solved just as equations A-5 and A-6. Following that
procedure yields the integrated rate expression for k2.
[NX+]+[N2X+] = ^[EX][N+]0(l-e
(A-14)
To solve for k3, the differential equation for the pyridine/iodine adduct ion
(NX+) given in equation A-ll must be solved. Bringing all expressions containing
the [NX+] variable to the left-hand side gives
+ kjfNltNX^ = kjPSXHN*'] e'1^ (A-15)
dt
Before proceeding, equation A-15 needs to be corrected slightly. In dealing with
consecutive reactions, the final product will have the same signal intensity at time
infinity as the starting reactant had at time zero. As equation A-15 is written, it
states that the pyridine/iodine adduct ion (NX+) will eventally form the dipyridinium
iodide ion (N2X+) in an amount equal to the initial pyridine molecular ion, [N+]0,
amount. This expression is incorrect because of the two irreversible competing
reaction pathways. From equation A-14, the maximum amount of dipyridinium
iodide ion (N2X+) which can be produced (i.e., at time infinity) is [N* ] •
kr
Therefore, equation A-15 must be adjusted accordingly by including that correction
factor so that the expression becomes

196
d[NX] + kjtNJtNXI = — [EX]2[N + ]e'M (A’16)
dt kj.
To solve equation A-16, the left-hand side of the equation must be made into an
exact differential (Capellos and Bielski, 1972). This transformation is accomplished
by multiplying both sides of the equation by ek3[N]t to give equation A-17.
d[NX1ek3[N]t + =
[EX]2[N+ ] oe(IC5[N1_kT)t
(A-17)
Multiplying through by dt produces the exact differential of ([NX+] e1^1) on the
left hand side of equation A-17. This new equation is shown in equation A-18, and
is integrated in equations A-19 and A-20 using equation A-7.
dffNX^e1^ = — [EX]2[N + ] e^'^dt (A'18)
kr
[NX+]^m = — [EX]2[N + ]0|‘e(k3[N1'kT)tdt
kj 0
(A-19)
[NX+],e
kjtNlt
krCkjtNl-k,)
(A-20)
Multiplying both sides of equation A-20 by e k3ÍN]t gives equation A-21, the
integrated rate equation for the formation of the pyridine/iodine aduct ion (NX+).

197
= ^^9 ^ (A-21)
Evaluation of Rate Constants
This section is designed to show how the integrated rate equations were
manipulated so that the rate constants could be obtained. The first constant which
must be evaluated is kT because this value is needed to determine the others. If the
natural logarithm is taken on both sides of equation A-2, one gets
ln[N + ] = -lcj-t + ln[N + ]o (A-22)
A plot of ln[N+ ] versus time will yield a straight line whose slope is equal to -kx with
an intercept of ln[N+ ]Q.
A similar approach can be used to evaluate k„ k2, and k4. Equations A-9, A-
14, and A-8 are already in the form of straight lines. From plots of [NE+]t,
([NX+],+[N2X+]t), and [NH+]t versus (l-e"kTt). the corresponding slopes are equal
to ([N+ ]0k1[EX])/kT, ([N+ ]Qk2[EX])/kT, and ([N+]0k4[N])/kT, respectively. Multiplying
the slopes by kT and then dividing by [N+ ]0 and the corresponding neutral pressure
yields the rate constant.
The determination of k3 is not as straightforward. If k2 and k3 are of similar
magnitude, then a plot of the consecutive reaction products will look like Figure A-l.
Clearly, there is no linear or semilogarithmic relationship which can be plotted to
obtain k3. At the apex of the curve for the intermediate product (which is the

Relative Intensity
198
Figure A-l: Ion intensities of the consecutive reaction products as a function of
reaction time.

199
pyridine/iodine adduct ion (NX+) for this system), the rate of change of that product
is zero. For this system, that can be expressed by taking the derivative of equation
A-21 with respect to time and setting it equal to zero. This derivation is shown in
equation A-23.
d[NX+]t
dt
kg[EX]2[isr*-]0
ICj.fkjtNl-kp)
(-kTe'kTÍ+k3[N]e"k3lN]t)
= 0
(A-23)
The only time when equation A-23 is true occurs when the terms inside the
parentheses are equal to zero. Setting those terms equal to zero and using the
identity of ex = l-x> the following is obtained
-kj-e^ + k3[N]e"k*IMt = 0
(A-24)
-kríl-kjt) + ICjfNKl-kjfNlt) = 0 (A-25)
-k32[N]h + lc,[N] + kjOcjt-l) = 0 (A‘26)
Equation A-26 is a quadratic equation whose variable is the rate constant k3.
Therefore, k3 can be determined by solving the quadratic equation for equation A-26,
and this equation is given in equation A-27.
-[N]±^[N]2 - 4(-[Nl2t)(kT(kTt-l))
-2[N]2t
(A-27)
In equation A-27, the time t corresponds to the time when the amount of the
pyridine/iodine adduct ion (NX+) is maximized (i.e., the apex of the intermediate

200
curve); [N] is the neutral pyridine pressure; and kx is the sum rate constant which
was defined earlier in the appendix. The rate constants through k4 will have units
of torras'1 after these transformations. To obtain the SI units of cm3molec ‘s'1, the
rate constants are multiplied by the conversion factor 3.86x10 17 (torr cm3/molec).

REFERENCES
Agarwal, S.C.; Van Duuren, B.L.; Solomon, J.J.; Kline, S.A. Environ. Sci. Technol.,
1980, 14, 1249.
Ames, B.N. Cancer, 1984, 53, 2034.
Ames, B.N.; McCann, J.; Yamasaki, E. Mut. Res. 1975, 31, 347
Andreocci, M.V.; Devillanova, F.A.; Furlani, C.; Mattogno, G.; Verani, G.; Zanoni,
R. J. Mol. Struct., 1980, 69, 151.
Angelini, G.; Speranza, M. J. Am. Chem. Soc., 1981, 103, 3792.
Annacchino, A.P. "Associative Ion-Molecule Reactions and Ion Trapping with a
Triple Quadrupole Mass Spectrometer" Ph.D. Dissertation, University of
Florida, Gainesville 1993.
Barrett, J.C. Mechanisms of Environmental Carcinogenesis, Vol. 1, CRC Press, Boca
Raton, FL, 1987.
Bartl, J.; Steenken, S.; Mayr, H. J. Am. Chem. Soc., 1991, 113, 7710.
Beauchamp, J.L. J. Am. Chem. Soc., 1969, 91, 5925.
Beauchamp, J.L.; Caserio, M.C.; McMahon, T.B. J. Am. Chem. Soc., 1974, 96, 6243.
Beauchamp, J.L.; Dunbar, R.C. J. Am. Chem. Soc., 1970, 92, 1477.
Beranek, D.T. Mutat. Res., 1990, 231, 11.
Berberich, D. W. "Fundamental Studies of Chemical Ionization and Charge Exchange
Ionization for Quadrupole Ion Trap Mass Spectrometry" Ph.D. Dissertation,
University of Florida, Gainesville, 1989.
Berberich, D.W.; Hail, M.E.; Johnson, J.V.; Yost, R.A. Int. L. Mass Spectrom. Ion
Proc., 1989, 94, 115.
201

202
Bjeldanes, L.F.; Morris, M.M.; Felton, J.S. Food Chem. Toxic., 1982, 20, 357.
Bowen. R.D.; Williams, D.H.; Schwarz, H. Angew. Chem. Int. Ed. Engl., 1979, 18,
451.
Brodbelt. J.S.; Kenttamaa, H.I.; Cooks, R.G. Org. Mass Spectrom., 1988a, 23, 6.
Brodbelt, J.S.; Wysocki, V.H.; Cooks, R.G. Org. Mass Spectrom., 1988b, 23, 54.
Bryant. M.S.; Lay, J.O.; Chiarelli, M.P. /. Am. Soc. Mass Spectrom., 1992, 3, 360.
Burlingame, A.L.; Straub, K.M.; Baillie, T.A. Mass Spectrom. Rev., 1983, 2, 331.
Bursey, M.M.; Hass, J.R.; Stern, R.L. Anal. Chem., 1975, 47, 1452.
Busk, L. Mutat. Res., 1979, 67, 201.
Capellos, C.; Bielski, B.H.J. Kinetic Systems: Mathematical Description of Chemical
Kinetics in Solution, Wiley-Interscience, New York, 1972.
Carlson, R.M. Environ. Health Pers., 1990, 87, 227.
Castle, L.W.; Gross, M.L. Org. Mass Spectrom., 1989, 24, 637.
Cerny, R.L.; Gross, M.L.; Grotjahn, L. Anal. Biochem, 1986, 156, 424.
Cerny, R.L.; Tomer, K.B.; Gross, M.L.; Grotjahn, L.Anal. Biochem., 1987,165, 175.
Cheh, A.M.; Carlson; R.E. Anal. Chem., 1981, 53, 1001.
Chung, F.; Young, R.; Hecht, S.S. Cancer Res., 1984, 44, 990.
Clayson, D.B. Chemical Carcinogenisis, Little, Brown and Company, Boston, 1962.
Cooks, R.G.; Glish, G.L.; McLuckey, S.A.; Kaiser, R.E. Chem. Eng. News, 1991. 69,
26.
Crow, F.W.; Tomer, K.B.; Gross, M.L.; McCloskey, J.A.; Bergstrom, D.E. Anal.
Biochem., 1984, 139, 243.
Dawson, P.H. Quadrupole Mass Spectrometry and Its Applications, Elsevier,
Amsterdam, 1976.
Dawson, P.H.; Whetten, N.R. J. Vac. Sci. Technol. 1968, 5, 11.

203
Dawson, P.H.; Whetten, N.R. Adv. Electro. Electron Phvs., 1969, 26, 59.
Dawson, P.H.; Whetten, N.R. Dynamics of Mass Spectrometry, Vol. 2, Heyden,
London, 1971, 1.
Dean, B.J. Mutat. Res., 1985, 154, 153.
De Koster, C.G.; Van Houte, J.J.; Van Thuijl, J. Int. J. Mass Spectrom. Ion Proc.,
1990, 98, 235.
Doak, G.O.; Freedman, L.D. Chem. Rev., 1961, 61, 31.
Dolnikowski, G.D.; Allison, J.; Watson, J.T. Org. Mass Spectrom., 1990, 25, 119.
Eder, E.; Henschler, D.; Neudecker, T. Xenobiotica, 1982a. 12, 831.
Eder, E.; Hoffman, C.; Bastían, H.; Deininger, C.; Scheckenbach, S. Environ. Health
Pers., 1990, 88, 99.
Eder, E.; Hoffman, C.; Deininger, C. Chem. Res. Toxicol., 1991, 4, 50.
Eder, E.; Neudecker, T.; Lutz, D.; Henschler, D. Chem. Biol. Int., 1982b, 38, 303.
Eichmann, E.S.; Brodbelt, J.S. J. Am. Soc. Mass Spectrom. 1993, 4, 97.
Einhorn, J.; Kenttámaa, H.I.; Cooks, R.G. J. Am. Soc. Mass Spectrom. 1991, 2, 305.
Emary, W.B.; Kaiser, R.E.; Kenttámaa, H.I.; Cooks, R.G. J. Am. Soc. Mass Spectrom.
1990, 1, 308.
Evans, C.; Catinella, S.; Traldi, P.; Vettori, U.; Allegri, G. Rapid Comm. Mass
Spectrom., 1990, 4, 335.
Fetterolf, D.D.; Yost, R.A. Int. J. Mass Spectrom. Ion Phvs., 1982, 44, 37.
Flammang, R.; Thoelen, O.; Quattrocchi, C.; Bredas, J.L. Rapid Comm. Mass
Spectrom., 1992, 6, 135.
Freeman, J.A. "Ion-Molecule Reaction Studies for the Screening of Potential
Carcinogens by Tandem Mass Spectrometry" Ph.D. Dissertation, University of
Florida, 1991.
Freeman, J.A.; Johnson, J.V.; Hail, M.E.; Yost, R.A.; Keuhl, D.W. J. Am. Soc. Mass
Spectrom., 1990, 1, 110.

204
Freeman, J.A.; Johnson, J.V.; Yost, R.A.; Keuhl, D.W. Anal. Chem., 1994, in press.
Glish, G.L.; McLuckey, S.A.; Asano, K.G. J. Am. Soc. Mass Spectrom., 1990,1, 166.
Gronowska, J.; Paradisi, C.; Traldi, P.; Vettori, U. Rapid Comm. Mass Spectrom.
1990, 4, 306.
Gross, M.L.; McLafferty, F.W. J. Am. Chem. Soc., 1971, 93, 1267.
Gross, M.L.; Russell, D.H.; Aerni, R.J.; Bronczyk, S.AAm. Chem. Soc., 1977, 99,
3603.
Hail, M.E.; Berberich, D.W.; Yost, R.A. Anal. Chem., 1989, 61, 1874.
Hamm, T.E. In: H.A. Milman and E.K. Weisburger eds. Handbook of Carcinogen
Testing, Noyes Publications, Park Ridge, NJ, 1985, p.252
Harrison, A.G. Chemical Ionization Mass Spectrometry, 2nd ed., CRC Press, Boca
Raton, 1992.
Heath, T.G.; Allison, J.; Watson., J.T. J. Am. Soc. Mass Spectrom., 1991, 2, 270.
Hermens, J.; Busser, F.; Leeuwanch, P.; Musch, A. Toxicol. Environ. Chem. 1985, 9,
219.
Hettich, R. Biomed. Environ. Mass Spec., 1989, IS, 265.
Hettich, R.: Buchanan, M. J. Am. Soc. Mass Spectrom., 1991. 2, 402.
Holman, R.W.; Gross, M.L. Int. J. Mass Spectrom. Ion Proc., 1989, 92, 79.
ICPEMC (International Commission for Protection against Environmental Mutagens
and Carcinogens) Mutat. Res., 1982, 99, 73.
Jasinski, J.M.; Brauman, J.I. J. Am. Chem. Soc., 1980, 102, 2906.
Jeffrey, A.M.; Blobstein, S.H.; Weinstein, I.B.; Beland, F.A.; Harvey, R.G.; Kasai,
H.; Nakanishi, K. Proc. Natl. Acad. Sci. USA, 1976a. 73, 2311.
Jeffrey, A.M.; Jennette, K.W.; Blobstein, S.H.; Weinstein, I.B.; Beland, F.A.; Harvey,
R.G.; Kasai, H.; Miura, I.; Nakanishi, K. J. Am. Chem. Soc., 1976b, 98, 5714.
Kadlubar, F.F.; Melchior, W.B.; Flammang, T.J.; Gagliano. A.G.; Yoshida, H.;
Geacintov, N.E. Cancer Res., 1981, 41, 2168.

205
Kaiser, R.E.; Cooks, R.G.; Stafford, G.C.; Syka, J.E.P.; Hemberger, P.H. Int. J. Mass
Spectrom. Ion Proc., 1991, 106, 79.
Kaur, S.; Hollander, D.; Haas, R.; Burlingame, A.L.J. Biol. Chem., 1989, 264, 16981.
Kawazoe, Y.; Araki, M.; Huang, G.F.; Okamoto, T.; Tada, M.; Tada, M. Chem.
Pharm. Bull. (Tokyo), 1975, 23, 3041.
Kenttamaa, H.I.; Cooks, R.G./. Am. Chem. Soc., 1985, 107, 1881.
Kenttamaa, H.I.; Pachuta, R.R.; Rothwell, A.P.; Cooks, R.G. J. Am. Chem. Soc.,
1989, 111, 1654.
Ketterer, B. Xenobiotica, 1986. 16, 957.
Kingston, E.E.; Benyon, J.H.; Ast, T.; Flammang, R.; Maquestiau, A. Org. Mass
Spectrom., 1985, 20, 546.
Kinter, M.T.; Bursey, M.M. Biomed. Environ. Mass Spectrom., 1988. 15, 583.
Kiremire, B.T.; Chiarello, D.; Traldi, P.; Vettori, U.; Guiotto, A.; Rodighiero, P.
Rapid Comm. Mass Spectrom., 1990. 4, 117.
Kroese, E.D.; Zeilmaker, M.J.; Mohn, G.R.; Meerman, J.N.H. Mutat. Res., 1990,245,
67.
Laidler, K.J. Chemical Kinetics, 3rd ed.. Harper & Row, New York, 1987.
Lawley, P.D. In: Searle, C.E. ed., Chemical Carcinogens, Vol. 1, 2nd edition,
American Chemical Society, Washington, DC, 1984. 325.
Lawson, G.; Bonner, R.F.; Mather, R.E.; Todd, J.F.J.; March. R.E. J. Chem. Soc.,
Faraday Trans.I, 1976, 73, 545.
Lay, J.O.; Gross, M.L. J. Am. Chem. Soc., 1983, 105, 3445.
Lias, S.G.; Bartmess, J.E.; Liebman, J.F.; Holmes, J.L.; Levin, R.D.; Mallard, W.G.
J. Phys. Chem. Ref. Data, 1988, 17, Supplement No. 1, 248.
Lifshitz, C.; Gibson, D.; Levsen, K.: Dotan, I. Int. J. Mass Spectrom. Ion Proc., 1981,
40, 157.
Lossing, F.P.; Holmes, J.L./. Am. Chem. Soc., 1984, 106, 6917.

206
Louris, J.N.; Cooks, R.G., Syka, J.E.P.; Kelley, P.E.; Stafford, G.C.; Todd, J.F.J.
Anal. Chem., 1987, 59, 1677.
Maquestiau, A.; Beugnies, D.; Flammang, R.; Houriet, R.; Rolli, E.; Bouchoux, G.
Org. Mass Spectrom., 1988, 23, 299.
Margison, G.P.; O’Conner, P.J. In: Grover, P.J. ed. Chemical Carcinogens and DNA,
Vol. 1, CRC Press, Boca Raton, 1979.
Mayr, H. Angew. Chem. Int. Ed. Engl., 1990, 29, 1371.
McLachlan, N.W. Theory and Applications of Matheiu Functions, Clarendon, Oxford,
1947.
Meerman, J.H.N.; Smith, T.R.; Pearson, P.G.; Meier, P.; Nelson, S.D. Cancer Res.,
1989, 49, 6174.
Meerman, J.H.N.; Tijdens, R.B. Cancer Res., 1985, 45, 1132.
Meot-Ner, M.; Smith, S.C. J. Am. Chem. Soc., 1991, 113, 862.
Meyerhoffer, W.J.; Bursey, M.M. Org. Mass Spectrom., 1989, 24, 169.
Miller, D.L.; Gross, M.L. J. Am. Chem. Soc., 1983, 105, 3783.
Miller, J.A. Cancer Res. 1970, 30, 559.
Miller, J.A. and Miller E.C. In: Hiatt, H.H.; Watson, J.D.; Winsten, J.A., eds. Origins
of Human Cancer, Cold Spring Harbor Laboratory, Cold Spring Harbor, New
York, 1977, 605.
Neis, P.; Adamkiewicz, J.; Rajewsky, M.F./. Cancer Res. Clin. Oncol., 1984,108, 23.
Nourse, B.D.; Cox, K.A.; Morand, K.L.; Cooks, R.G. J. Am. Chem. Soc., 1992, 114,
2010.
OECD (Organization for Economic Cooperation and Development) OECD Data
Interpretation Guides for Initial Hazard Assessment, Paris, 1983.
Orlando, R.; Fenselau, C.; Cotter, R.J. Org. Mass Spectrom., 1989, 24, 1033.
Orlando. R.; Wu, Z.; Fenselau, C.; Cotter, R.J. Int. J. Mass Spectom. Ion Proc., 1991,
111, 27.

207
Paul, W.; Steinwedel, H. Z. Naturforsch., 1953, 8a, 448.
Pearson, R.G. J. Am. Chem. Soc., 1963, 85, 3533.
Pearson, R.G. Science, 1966, 151, 172.
Pearson, R.G.; Songstad, J. J. Am. Chem. Soc., 1967, 89, 1827.
Pegg, A.E. In: Hodgson, E.; Bend, J.R.; Philpot, R.M., eds. Reviews in Biochemical
Toxiclogy, Elsevier, New York, 1983.
Pegg, A.E. Cancer Invest., 1984, 2, 223.
Pellerite. M.J.; Brauman, J.I. J. Am. Chem. Soc., 1980, 102, 5993.
Periano, C.; Fry, R.J.M.; Staffeldt, E.E.; Christopher, J.P. Cancer Res., 1975, 35,
2284.
Randerath, K.; Randerath, E.; Agrawal, H.P.; Reddy, M.V. In: Berlin, A.; Draper,
M; Hemminiki, K.; Vainio, H., eds. Monitoring Human Exposure to
Carcinogenic and Mutagenic Agents (1ARC Scientific Publications No. 59),
IARC, Lyon, France. 1984, p.217.
Riveros, J.M.; Galembek, S.E. Int. J. Mass Spectrom. Ion Proc., 1983, 47, 183.
Schwartz, J.C.; Syka, J.E.P.; Jardine, I. J. Am. Soc. Mass Spectrom., 1991, 2, 198.
Shamsuddin, A.K.M.; Sinopoli, N.T.; Hemminiki, K.; Boesch, R.R.; Harris, C.C.
Cancer Res., 1985, 45, 66.
Shay, B.S.; Eberlin, M.N.; Cooks, R.G.; Wesdemiotis, C.J. Am. Soc. Mass Spectrom.
1992, 3, 518.
Shimizu, M.; Yasui, Y.; Matsumoto, N. Mutat. Res., 1983, 116, 217.
Singer, B.; Grunberger, D. Molecular Biology of Mutagens and Carcinogens, Plenum,
New York, 1983.
Singer, B.; Kusmierek, J.T.; Ann. Rev. Biochem., 1982, 52, 655.
Solomons, T.W.G. Fundamentals of Organic Chemistry, 2nd ed., John Wiley & Sons,
New York, 1985.

208
Solt, D.B.; Cayama, E.; Tsuda, H.; Enomoto, K.; Lee, G.; Farber, E. Cancer Res.,
1983, 43, 188.
Stafford, G.C.; Kelley, P.E.; Syka, J.E.P.; Reynolds, W.E.; Todd, J.F.J. Int. J. Mass
Spectrom. Ion Proc., 1984. 60, 85.
Streitwieser, A.; Heathcock, C.H. Introduction to Organic Chemistry, 3rd ed.,
Macmillan, New York, 1985.
Sugimura, T.; Takayama, S. Environ. Health Pers., 1983, 47, 171.
Sugiyama, K.; Yoda, J. Appl. Phys. B, 1990, 51, 146.
Swann, P.F.; Magee, P.N. Biochem. J., 1968, 110, 39.
Tiedemann. P.W.; Riveros, J.M. J. Am. Chem. Soc., 1973, 95, 3140.
Tiedemann, P.W.; Riveros, J.M. J. Am. Chem. Soc., 1974, 96, 185.
Todd, J.F.J. Dynamics of Mass Spectrometry, Vol. 6, Heyden, London, 1981, 44.
Todd, J.F.J. Mass Spectrom. Rev., 1991, 10, 3.
Todd, J.F.J.; Freer, D.A.; Waldren, R.M Int. J. Mass Spectrom. Ion Proc., 1980, 36,
371.
Van Berkel, G.J.; Glish, G.L.; McLuckey, S.A. Anal. Chem., 1990. 62, 1284.
Verma, S.: Ciupek, J.D.; Cooks. R.G. Int. J. Mass Spectrom. Ion Proc., 1984. 62, 219.
Wallington. T.J.; Dagaut, P.; Liu. R.; Kurylo, M.J. Int. J. Chem. Kinet., 1988, 20, 541.
Warren, W. In: Venitt, S.; Parry, J.M. eds. Mutagenicity Testing-A Practical
Approach, IRL Press, Washington D.C., 1984, 24.
Wesdemiotis, C.; McLafferty, F.W. Chem. Rev., 1987, 87, 845.
Weurker, R.F.; Shelton, H.: Langmuir, R.V. J. Appl. Phys., 1959, 30, 342.
Wolf, S.M., Vouros, P.; Norwood, C.; Jackim, E. J. Am. Soc. Mass Spectrom., 1992,
3, 757.
Yates. N.A.; Yost, R.A.; Bradshaw, S.C.; Tucker, D.B. Proc. of the 39fh ASMS Conf.
Mass Spectrom. and Allied Topics, 1991, Nashville, TN, 1489.

209
Zeiger, E. In: Milman, H.A.; Weisburger, E.K. eds., Handbook of Carcinogen Testing,
Noyes Publications, Park Ridge, NJ, 1985, 83.

BIOGRAPHICAL SKETCH
Brad Ian Coopersmith was born on January 26, 1968, in Philadelphia,
Pennsylvania. Growing up in Huntingdon Valley, Pennsylvania, he graduated from
Lower Moreland High School in 1985.
Brad attended Franklin and Marshall College from 1985 through 1989, where
he was a member of Phi Kappa Tau fraternity. Over the summers of 1987 and 1988,
Brad worked for Dr. Phyllis A. Leber at Franklin and Marshall College, performing
organic synthesis and separations. It was at that point that he realized that organic
synthesis was not for him.
In the fall of 1989, Brad began his graduate studies at the University of
Florida under the direction of Dr. Richard A. Yost. On January 16, 1993, he
married his beautiful wife, Amanda Richardson, whom he had met in Gainesville.
Upon graduation, Brad will be employed and moving somewhere.
210

I certify that I have read this study and that in my opinion it conforms to
acceptable standards of scholarly presentation and is fully adequate, in scope and
quality, as a dissertation for the degree of Doctor of Philosphy.
Richard A. Yost, Cb(itlrman
Professor of Chemistry
I certify that I have read this study and that in my opinion it conforms to
acceptable standards of scholarly presentation and is fully adequate, in scope and
quality, as a dissertation for the degree of Doctor of Philosophy.
(// y/v^ ^ i*'
James D. Winefordner
7 Graduate Research Professor
of Chemistry
I certify that I have read this study and that in my opinion it conforms to
acceptable standards of scholarly presentation and is fully adequate, in scope and
quality, as a disseratation for the degree of Doctor of Philosphy.
-zp.c-Nayj
Willard W. Harrison
Professor of Chemistry
I certify that I have read this study and that in my opinion it conforms to
acceptable standards of scholarly presentation and is fully adequate, in scope and
quality, as a dissertation for the degree of Doctor of Philosophy.
V'> j> R L), ,
Kenneth B. Wagener
Professor of Chemistry
I certify that I have read this study and that in my opinion it conforms to
acceptable standards of scholarly presentation and is fully adequate, in scope and
quality, as a dissertation for the degree of Doctor of Philosphy. .
Roger L. Bertholf
Associate Professor of Pathology
and Laboratory Medicine

This dissertation was submitted to the Graduate Faculty of the Department
of Chemistry in the College of Liberal Arts and Sciences and to the Graduate School
and was accepted as partial fulfillment of the requirements for the degree of Doctor
of Philosphy.
August 1994
Dean, Graduate School

IP
\7*°
•C77S
UNIVERSITY OF FLORIDA
3 1262 08553 7065



xml version 1.0 encoding UTF-8
REPORT xmlns http:www.fcla.edudlsmddaitss xmlns:xsi http:www.w3.org2001XMLSchema-instance xsi:schemaLocation http:www.fcla.edudlsmddaitssdaitssReport.xsd
INGEST IEID E561ZM3UG_ZJ68TH INGEST_TIME 2017-07-13T15:17:01Z PACKAGE AA00003618_00001
AGREEMENT_INFO ACCOUNT UF PROJECT UFDC
FILES