We outline the experimental procedure and data analysis required to study the microscopic structure of confined liquids, looking in particular at the case of water confined in MCM-41-S-15. The structural results are shown and commented at two temperatures, namely T = 300 K and the proposed temperature of minimum water density ( T = 210 K). Our analysis shows that at both temperatures water does not uniformly occupy the available volume and manifests effects due to cohesive failure. This phenomenon has the same effect of density fluctuations on the neutron diffraction cross section and its temperature dependence determines the decrease of Bragg peak intensity seen in the Small Angle Neutron Scattering experiments. The radial distribution functions of water are strongly different from those of bulk water at both temperatures investigated. Moreover water layers closer to the substrate surface strongly interact with the confining walls, and their relative orientations are quite distinct from those of molecules in the middle of the confining volume.
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