Towards Bayesian experimental design for nonlinear models that require a large number of sampling times

The use of Bayesian methodologies for solving optimal experimental design problems has increased. Many of these methods have been found to be computationally intensive for design problems that require a large number of design points. A simulation-based approach that can be used to solve optimal design problems in which one is interested in finding a large number of (near) optimal design points for a small number of design variables is presented. The approach involves the use of lower dimensional parameterisations that consist of a few design variables, which generate multiple design points. Using this approach, one simply has to search over a few design variables, rather than searching over a large number of optimal design points, thus providing substantial computational savings. The methodologies are demonstrated on four applications, including the selection of sampling times for pharmacokinetic and heat transfer studies, and involve nonlinear models. Several Bayesian design criteria are also compared and contrasted, as well as several different lower dimensional parameterisation schemes for generating the many design points.

Internet interventions for treatment of alcohol related problems

This is the protocol for a review and there is no abstract. The objectives are as follows: The primary objective of this review will be to assess the effect of internet and mobile phone alcohol-related interventions on reducing participants' alcohol consumption. Secondary objectives will include assessing the impact of the interventions on symptoms of alcohol-related disorders and degree of alcohol dependence, the effects on functioning, and patient acceptability. The review will also assess whether there are different outcomes for different diagnostic groups, and which intervention approaches or components (including therapeutic support) may be contributing to any positive effects.

The public health challenges of mental health problems and associated difficulties

Mental health is a major global health issue. Neuropsychiatric conditions are the most significant cause of disability worldwide, and account for 14% of the global burden of disease. Depression in particular places a huge burden on society, with the Global Burden of Disease 2000 study listing it as the fourth leading cause of disease burden worldwide and the largest non-fatal disease burden. In Australia, mental disorders are startlingly common and related to significant disability. The 2007 National Survey of Mental Health and Wellbeing revealed that the lifetime prevalence of any mental disorder was 45%, and within the last 12 months 20% of Australians met criteria for a mental disorder. Many of the articles in this issue explore mental health issues in young people. Indeed, mental health issues account for a large proportion of the disease burden in young people. Across the globe, mental health disorders caused the greatest number of years lost to disability(YLDs) amongst young people aged 10 to 24 years (45% of total YLDs). Depression caused the highest number of disability-adjusted life-years (DALYs) across this age group, accounting for 8. 2% of DALYs alone.6 It is clear that mental health is a critical area of focus for researchers, practitioners, and policy makers.

Modeling as a bridge between real world problems and school mathematics

This article argues for an interdisciplinary approach to mathematical problem solving at the elementary school, one that draws upon the engineering domain. A modeling approach, using engineering model eliciting activities, might provide a rich source of meaningful situations that capitalize on and extend students’ existing mathematical learning. The study reports on the developments of 48 twelve-year old students who worked on the Bridge Design activity. Results revealed that young students, even before formal instruction, have the capacity to deal with complex interdisciplinary problems. A number of students created quite appropriate models by developing the necessary mathematical constructs to solve the problem. Students’ difficulties in mathematizing the problem, and in revising and documenting their models are presented and analysed, followed by a discussion on the appropriateness of a modeling approach as a means for introducing complex problems to elementary school students.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focused recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the "best" choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy.

Numerical simulation of stochastic ordinary differential equations in biomathematical modelling

In this work we discuss the effects of white and coloured noise perturbations on the parameters of a mathematical model of bacteriophage infection introduced by Beretta and Kuang in [Math. Biosc. 149 (1998) 57]. We numerically simulate the strong solutions of the resulting systems of stochastic ordinary differential equations (SDEs), with respect to the global error, by means of numerical methods of both Euler-Taylor expansion and stochastic Runge-Kutta type.

Numerical methods for strong solutions of stochastic differential equations : an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations

The pioneering work of Runge and Kutta a hundred years ago has ultimately led to suites of sophisticated numerical methods suitable for solving complex systems of deterministic ordinary differential equations. However, in many modelling situations, the appropriate representation is a stochastic differential equation and here numerical methods are much less sophisticated. In this paper a very general class of stochastic Runge-Kutta methods is presented and much more efficient classes of explicit methods than previous extant methods are constructed. In particular, a method of strong order 2 with a deterministic component based on the classical Runge-Kutta method is constructed and some numerical results are presented to demonstrate the efficacy of this approach.

Order conditions of stochastic Runge-Kutta methods by B-series

In this paper, general order conditions and a global convergence proof are given for stochastic Runge Kutta methods applied to stochastic ordinary differential equations ( SODEs) of Stratonovich type. This work generalizes the ideas of B-series as applied to deterministic ordinary differential equations (ODEs) to the stochastic case and allows a completely general formalism for constructing high order stochastic methods, either explicit or implicit. Some numerical results will be given to illustrate this theory.

A hybrid smoothed finite element method (H-SFEM) to solid mechanics problems

In this paper, a hybrid smoothed finite element method (H-SFEM) is developed for solid mechanics problems by combining techniques of finite element method (FEM) and Node-based smoothed finite element method (NS-FEM) using a triangular mesh. A parameter is equipped into H-SFEM, and the strain field is further assumed to be the weighted average between compatible stains from FEM and smoothed strains from NS-FEM. We prove theoretically that the strain energy obtained from the H-SFEM solution lies in between those from the compatible FEM solution and the NS-FEM solution, which guarantees the convergence of H-SFEM. Intensive numerical studies are conducted to verify these theoretical results and show that (1) the upper and lower bound solutions can always be obtained by adjusting ; (2) there exists a preferable at which the H-SFEM can produce the ultrasonic accurate solution.