High strong order methods for non-commutative stochastic ordinary differential equation systems and the Magnus formula

In recent years considerable attention has been paid to the numerical solution of stochastic ordinary differential equations (SODEs), as SODEs are often more appropriate than their deterministic counterparts in many modelling situations. However, unlike the deterministic case numerical methods for SODEs are considerably less sophisticated due to the difficulty in representing the (possibly large number of) random variable approximations to the stochastic integrals. Although Burrage and Burrage [High strong order explicit Runge-Kutta methods for stochastic ordinary differential equations, Applied Numerical Mathematics 22 (1996) 81-101] were able to construct strong local order 1.5 stochastic Runge-Kutta methods for certain cases, it is known that all extant stochastic Runge-Kutta methods suffer an order reduction down to strong order 0.5 if there is non-commutativity between the functions associated with the multiple Wiener processes. This order reduction down to that of the Euler-Maruyama method imposes severe difficulties in obtaining meaningful solutions in a reasonable time frame and this paper attempts to circumvent these difficulties by some new techniques. An additional difficulty in solving SODEs arises even in the Linear case since it is not possible to write the solution analytically in terms of matrix exponentials unless there is a commutativity property between the functions associated with the multiple Wiener processes. Thus in this present paper first the work of Magnus [On the exponential solution of differential equations for a linear operator, Communications on Pure and Applied Mathematics 7 (1954) 649-673] (applied to deterministic non-commutative Linear problems) will be applied to non-commutative linear SODEs and methods of strong order 1.5 for arbitrary, linear, non-commutative SODE systems will be constructed - hence giving an accurate approximation to the general linear problem. Secondly, for general nonlinear non-commutative systems with an arbitrary number (d) of Wiener processes it is shown that strong local order I Runge-Kutta methods with d + 1 stages can be constructed by evaluated a set of Lie brackets as well as the standard function evaluations. A method is then constructed which can be efficiently implemented in a parallel environment for this arbitrary number of Wiener processes. Finally some numerical results are presented which illustrate the efficacy of these approaches. (C) 1999 Elsevier Science B.V. All rights reserved.

General order conditions for stochastic Runge-Kutta methods for both commuting and non-commuting stochastic ordinary differential equation systems

In many modeling situations in which parameter values can only be estimated or are subject to noise, the appropriate mathematical representation is a stochastic ordinary differential equation (SODE). However, unlike the deterministic case in which there are suites of sophisticated numerical methods, numerical methods for SODEs are much less sophisticated. Until a recent paper by K. Burrage and P.M. Burrage (1996), the highest strong order of a stochastic Runge-Kutta method was one. But K. Burrage and P.M. Burrage (1996) showed that by including additional random variable terms representing approximations to the higher order Stratonovich (or Ito) integrals, higher order methods could be constructed. However, this analysis applied only to the one Wiener process case. In this paper, it will be shown that in the multiple Wiener process case all known stochastic Runge-Kutta methods can suffer a severe order reduction if there is non-commutativity between the functions associated with the Wiener processes. Importantly, however, it is also suggested how this order can be repaired if certain commutator operators are included in the Runge-Kutta formulation. (C) 1998 Elsevier Science B.V. and IMACS. All rights reserved.

Empirical analysis of the effect of dimension reduction and word order on semantic vectors

The aim of this paper is to provide a comparison of various algorithms and parameters to build reduced semantic spaces. The effect of dimension reduction, the stability of the representation and the effect of word order are examined in the context of the five algorithms bearing on semantic vectors: Random projection (RP), singular value decom- position (SVD), non-negative matrix factorization (NMF), permutations and holographic reduced representations (HRR). The quality of semantic representation was tested by means of synonym finding task using the TOEFL test on the TASA corpus. Dimension reduction was found to improve the quality of semantic representation but it is hard to find the optimal parameter settings. Even though dimension reduction by RP was found to be more generally applicable than SVD, the semantic vectors produced by RP are somewhat unstable. The effect of encoding word order into the semantic vector representation via HRR did not lead to any increase in scores over vectors constructed from word co-occurrence in context information. In this regard, very small context windows resulted in better semantic vectors for the TOEFL test.

A new unequal DC link voltage configuration for a single phase multilevel converter to reduce low order harmonics

Multilevel converters are used in high power and high voltage applications due to their attractive benefits in generating high quality output voltage. Increasing the number of voltage levels can lead to a reduction in lower order harmonics. Various modulation and control techniques are introduced for multilevel converters like Space Vector Modulation (SVM), Sinusoidal Pulse Width Modulation (SPWM) and Harmonic Elimination (HE) methods. Multilevel converters may have a DC link with equal or unequal DC voltages. In this paper a new modulation technique based on harmonic elimination method is proposed for those multilevel converters that have unequal DC link voltages. This new technique has better effect on output voltage quality and less Total Harmonic Distortion (THD) than other modulation techniques. In order to verify the proposed modulation technique, MATLAB simulations are carried out for a single-phase diode-clamped inverter.

Breast cancer cells induce osteolytic bone lesions in vivo through a reduction in osteoblast activity in mice

Bone metastases are severely debilitating and have a significant impact on the quality of life of women with metastatic breast cancer. Treatment options are limited and in order to develop more targeted therapies, improved understanding of the complex mechanisms that lead to bone lesion development are warranted. Interestingly, whilst prostate-derived bone metastases are characterised by mixed or osteoblastic lesions, breast-derived bone metastases are characterised by osteolytic lesions, suggesting unique regulatory patterns. This study aimed to measure the changes in bone formation and bone resorption activity at two time-points (18 and 36 days) during development of the bone lesion following intratibial injection of MDA-MB-231 human breast cancer cells into the left tibiae of Severely Combined Immuno-Deficient (SCID) mice. The contralateral tibia was used as a control. Tibiae were extracted and processed for undecalcified histomorphometric analysis. We provide evidence that the early bone loss observed following exposure to MDA-MB-231 cells was due to a significant reduction in mineral apposition rate, rather than increased levels of bone resorption. This suggests that osteoblast activity was impaired in the presence of breast cancer cells, contrary to previous reports of osteoclast-dependent bone loss. Furthermore mRNA expression of Dickkopf Homolog 1 (DKK-1) and Noggin were confirmed in the MDA-MB-231 cell line, both of which antagonise osteoblast regulatory pathways. The observed bone loss following injection of cancer cells was due to an overall thinning of the trabecular bone struts rather than perforation of the bone tissue matrix (as measured by trabecular width and trabecular separation, respectively), suggesting an opportunity to reverse the cancer-induced bone changes. These novel insights into the mechanisms through which osteolytic bone lesions develop may be important in the development of new treatment strategies for metastatic breast cancer patients.

Voltage unbalance reduction in low voltage feeders by dynamic switching of residential customers among three phases

Low voltage distribution feeders with large numbers of single phase residential loads experience severe current unbalance that often causes voltage unbalance problems. The addition of intermittent generation and new loads in the form of roof top photovoltaic generation and electric vehicles makes these problems even more acute. In this paper, an intelligent dynamic residential load transfer scheme is proposed. Residential loads can be transferred from one phase to another phase to minimize the voltage unbalance along the feeder. Each house is supplied through a static transfer switch with three-phase input and single-phase output connection. The main controller, installed at the transformer will observe the power consumption in each load and determine which house(s) should be transferred from one phase to another in order to keep the voltage unbalance in the feeder at a minimum. The efficacy of the proposed load transfer scheme is verified through MATLAB and PSCAD/EMTDC simulations.

Loss reduction experiences in electric power distribution companies of Iran

The experiences of the loss reduction projects in electric power distribution companies (EPDCs) of Iran are presented. The loss reduction methods, which are proposed individually by 14 EPDCs, corresponding energy saving (ES), Investment costs (IC), and loss rate reductions are provided. In order to illustrate the effectiveness and performance of the loss reduction methods, three parameters are proposed as energy saving per investment costs (ESIC), energy saving per quantity (ESPQ), and investment costs per quantity (ICPQ). The overall ESIC of 14 EPDC as well as individual average and standard deviation of the EISC for each method is presented and compared. In addition, the average and standard deviation of the ESPQs and ICPQs for the loss reduction methods, individually, are provided and investigated. These parameters are useful for EPDCs that intend to reduce the electric losses in distribution networks as a benchmark and as a background in the planning purposes.

Optimization of an integrated model for automatic reduction and expansion of long queries

A long query provides more useful hints for searching relevant documents, but it is likely to introduce noise which affects retrieval performance. In order to smooth such adverse effect, it is important to reduce noisy terms, introduce and boost additional relevant terms. This paper presents a comprehensive framework, called Aspect Hidden Markov Model (AHMM), which integrates query reduction and expansion, for retrieval with long queries. It optimizes the probability distribution of query terms by utilizing intra-query term dependencies as well as the relationships between query terms and words observed in relevance feedback documents. Empirical evaluation on three large-scale TREC collections demonstrates that our approach, which is automatic, achieves salient improvements over various strong baselines, and also reaches a comparable performance to a state of the art method based on user’s interactive query term reduction and expansion.

Performance evaluation of non-thermal plasma on particulate matter, ozone and CO2 correlation for diesel exhaust emission reduction

This study is seeking to investigate the effect of non-thermal plasma technology in the abatement of particulate matter (PM) from the actual diesel exhaust. Ozone (O3) strongly promotes PM oxidation, the main product of which is carbon dioxide (CO2). PM oxidation into the less harmful product (CO2) is the main objective whiles the correlation between PM, O3 and CO2 is considered. A dielectric barrier discharge reactor has been designed with pulsed power technology to produce plasma inside the diesel exhaust. To characterise the system under varied conditions, a range of applied voltages from 11 kVPP to 21kVPP at repetition rates of 2.5, 5, 7.5 and 10 kHz, have been experimentally investigated. The results show that by increasing the applied voltage and repetition rate, higher discharge power and CO2 dissociation can be achieved. The PM removal efficiency of more than 50% has been achieved during the experiments and high concentrations of ozone on the order of a few hundreds of ppm have been observed at high discharge powers. Furthermore, O3, CO2 and PM concentrations at different plasma states have been analysed for time dependence. Based on this analysis, an inverse relationship between ozone concentration and PM removal has been found and the role of ozone in PM removal in plasma treatment of diesel exhaust has been highlighted.

Development of a method to assess the quality of ankle joint reduction in 3D

This project developed a quantitative method for determining the quality of the surgical alignment of the bone fragments after an ankle fracture. The research examined the feasibility of utilising MRI-based bone models versus the gold standard CT-based bone models in order to reduce the amount of ionising radiation the patient is exposed to. In doing so, the thesis reports that there is potential for MRI to be used instead of CT depending on the scanning parameters used to obtain the medical images, the distance of the implant relative to the joint surface, and the implant material.

Induced higher-order aberrations after laser in situ keratomileusis (LASIK) performed with wavefront-guided IntraLase femtosecond laser in moderate to high astigmatism

Background Wavefront-guided Laser-assisted in situ keratomileusis (LASIK) is a widespread and effective surgical treatment for myopia and astigmatic correction but whether it induces higher-order aberrations remains controversial. The study was designed to evaluate the changes in higher-order aberrations after wavefront-guided ablation with IntraLase femtosecond laser in moderate to high astigmatism. Methods Twenty-three eyes of 15 patients with moderate to high astigmatism (mean cylinder, −3.22 ± 0.59 dioptres) aged between 19 and 35 years (mean age, 25.6 ± 4.9 years) were included in this prospective study. Subjects with cylinder ≥ 1.5 and ≤2.75 D were classified as moderate astigmatism while high astigmatism was ≥3.00 D. All patients underwent a femtosecond laser–enabled (150-kHz IntraLase iFS; Abbott Medical Optics Inc) wavefront-guided ablation. Uncorrected (UDVA), corrected (CDVA) distance visual acuity in logMAR, keratometry, central corneal thickness (CCT) and higher-order aberrations (HOAs) over a 6 mm pupil, were assessed before and 6 months, postoperatively. The relationship between postoperative change in HOA and preoperative mean spherical equivalent refraction, mean astigmatism, and postoperative CCT were tested. Results At the last follow-up, the mean UDVA was increased (P < 0.0001) but CDVA remained unchanged (P = 0.48) and no eyes lost ≥2 lines of CDVA. Mean spherical equivalent refraction was reduced (P < 0.0001) and was within ±0.50 D range in 61 % of eyes. The average corneal curvature was flatter by 4 D and CCT was reduced by 83 μm (P < 0.0001, for all), postoperatively. Coma aberrations remained unchanged (P = 0.07) while the change in trefoil (P = 0.047) postoperatively, was not clinically significant. The 4th order HOAs (spherical aberration and secondary astigmatism) and the HOA root mean square (RMS) increased from −0.18 ± 0.07 μm, 0.04 ± 0.03 μm and 0.47 ± 0.11 μm, preoperatively, to 0.33 ± 0.19 μm (P = 0.004), 0.21 ± 0.09 μm (P < 0.0001) and 0.77 ± 0.27 μm (P < 0.0001), six months postoperatively. The change in spherical aberration after the procedure increased with an increase in the degree of preoperative myopia. Conclusions Wavefront-guided IntraLASIK offers a safe and effective option for vision and visual function improvement in astigmatism. Although, reduction of HOA is possible in a few eyes, spherical-like aberrations are increased in majority of the treated eyes.

Electrochemistry of Heteroleptic Tris(phthalocyaninato) Rare Earth(III) Complexes

The electrochemical characteristics of a series of heteroleptic tris(phthalocyaninato) complexes with identical rare earths or mixed rare earths (Pc)M(OOPc)M(OOPc) [M = Eu...Lu, Y; H2Pc = unsubstituted phthalocyanine, H2(OOPc) = 3,4,12,13,21,22,30,31-octakis(octyloxy)phthalocyanine] and (Pc)Eu(OOPc)Er(OOPc) have been recorded and studied comparatively by cyclic voltammetry (CV) and differential pulse voltammetry (DPV) in CH2Cl2 containing 0.1 M tetrabutylammonium perchlorate (TBAP). Up to five quasi-reversible one-electron oxidations and four one-electron reductions have been revealed. The half-wave potentials of the first, second and fifth oxidations depend on the size of the metal center, but the fifth changes in the opposite direction to that of the first two. Moreover, the difference in redox potentials of the first oxidation and first reduction for (Pc)M(OOPc)M(OOPc), 0.85−0.98 V, also decreases linearly along with decreasing rare earth ion radius, clearly showing the rare earth ion size effect and indicating enhanced π−π interactions in the triple-deckers connected by smaller lanthanides. This order follows the red-shift seen in the lowest energy band of triple-decker compounds. The electronic differences between the lanthanides and yttrium are more apparent for triple-decker sandwich complexes than for the analogous double-deckers. By comparing triple-decker, double-decker and mononuclear [ZnII] complexes containing the OOPc ligand, the HOMO−LUMO gap has been shown to contract approximately linearly with the number of stacked phthalocyanine ligands.