Modelling meso-scale diffusion processes in stochastic fluid bio-membranes

The space–time dynamics of rigid inhomogeneities (inclusions) free to move in a randomly fluctuating fluid bio-membrane is derived and numerically simulated as a function of the membrane shape changes. Both vertically placed (embedded) inclusions and horizontally placed (surface) inclusions are considered. The energetics of the membrane, as a two-dimensional (2D) meso-scale continuum sheet, is described by the Canham–Helfrich Hamiltonian, with the membrane height function treated as a stochastic process. The diffusion parameter of this process acts as the link coupling the membrane shape fluctuations to the kinematics of the inclusions. The latter is described via Ito stochastic differential equation. In addition to stochastic forces, the inclusions also experience membrane-induced deterministic forces. Our aim is to simulate the diffusion-driven aggregation of inclusions and show how the external inclusions arrive at the sites of the embedded inclusions. The model has potential use in such emerging fields as designing a targeted drug delivery system.

Multigrid for American option pricing with stochastic volatility

The paper describes an implicit finite difference approach to the pricing of American options on assets with a stochastic volatility. A multigrid procedure is described for the fast iterative solution of the discrete linear complementarity problems that result. The accuracy and performance of this approach is improved considerably by a strike-price related analytic transformation of asset prices and adaptive time-stepping.

Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

Stochastic comparability and dual q-functions

In this paper we discuss the relationship and characterization of stochastic comparability, duality, and Feller–Reuter–Riley transition functions which are closely linked with each other for continuous time Markov chains. A necessary and sufficient condition for two Feller minimal transition functions to be stochastically comparable is given in terms of their density q-matrices only. Moreover, a necessary and sufficient condition under which a transition function is a dual for some stochastically monotone q-function is given in terms of, again, its density q-matrix. Finally, for a class of q-matrices, the necessary and sufficient condition for a transition function to be a Feller–Reuter–Riley transition function is also given.

An improved result of exponential stability of stochastic semilinear evolution equations

Sufficient conditions for the exponential stability of a class ofnonlinear, non-autonomous stochastic differential equations in infinitedimensions are studied. The analysis consists of introducing a suitableapproximating solution systems and using a limiting argument to pass onstability of strong solutions to mild ones. As a consequence, the classicalcriteriaof stability in A. Ichikawa [8] are improved and extended to cover a class ofnon-autonomous stochastic evolution equations.Two examples are investigated to illustrate our theory.

Moment decay rates of solutions of stochastic differential equations

The objective of this paper is to investigate the p-ίh moment asymptotic stability decay rates for certain finite-dimensional Itό stochastic differential equations. Motivated by some practical examples, the point of our analysis is a special consideration of general decay speeds, which contain as a special case the usual exponential or polynomial type one, to meet various situations. Sufficient conditions for stochastic differential equations (with variable delays or not) are obtained to ensure their asymptotic properties. Several examples are studied to illustrate our theory.

A combined evolutionary search and multilevel optimisation approach to graph-partitioning

The graph-partitioning problem is to divide a graph into several pieces so that the number of vertices in each piece is the same within some defined tolerance and the number of cut edges is minimised. Important applications of the problem arise, for example, in parallel processing where data sets need to be distributed across the memory of a parallel machine. Very effective heuristic algorithms have been developed for this problem which run in real-time, but it is not known how good the partitions are since the problem is, in general, NP-complete. This paper reports an evolutionary search algorithm for finding benchmark partitions. A distinctive feature is the use of a multilevel heuristic algorithm to provide an effective crossover. The technique is tested on several example graphs and it is demonstrated that our method can achieve extremely high quality partitions significantly better than those found by the state-of-the-art graph-partitioning packages.

Matching search in fractal video compression and its parallel implementation in distributed computing environments

Fractal video compression is a relatively new video compression method. Its attraction is due to the high compression ratio and the simple decompression algorithm. But its computational complexity is high and as a result parallel algorithms on high performance machines become one way out. In this study we partition the matching search, which occupies the majority of the work in a fractal video compression process, into small tasks and implement them in two distributed computing environments, one using DCOM and the other using .NET Remoting technology, based on a local area network consists of loosely coupled PCs. Experimental results show that the parallel algorithm is able to achieve a high speedup in these distributed environments.