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.

Age and gender influences on sensory perceptions of novel low cost nutrient-rich food products developed using traditional Ghanaian food ingredients

Background: A number of factors are known to influence food preferences and acceptability of new products. These include their sensory characteristics and strong, innate neural influences. In designing foods for any target group, it is important to consider intrinsic and extrinsic characteristics which may contribute to palatability, and acceptability of foods. Objective: To assess age and gender influences on sensory perceptions of novel low cost nutrient-rich food products developed using traditional Ghanaian food ingredients. Materials and Methods: In this study, a range of food products were developed from Ghanaian traditional food sources using the Food Multimix (FMM) concept. These products were subjected to sensory evaluation to assess the role of sensory perception on their acceptability among different target age groups across the life cycle (aged 11-68 years olds) and to ascertain any possible influences of gender on preference and choice. Variables including taste, odour, texture, flavour and appearance were tested and the results captured on a Likert scale and scores of likeness and acceptability analysed. Multivariate analyses were used to develop prediction models for targeted recipe development for different target groups. Multiple factor analysis of variance (ANOVA) and logistic linear regression were employed to test the strength of acceptability and to ascertain age and gender influences on product preference. Results: The results showed a positive trend in acceptability (r = 0.602) which tended towards statistical significance (p = 0.065) with very high product favourability rating (91% acceptability; P=0.005). However, age [odds ratios=1.44 (11-15 years old) odds ratios=2.01 (18-68 years old) and gender (P=0.000)] were major influences on product preference with children and females (irrespective of age) showing clear preferences or dislike of products containing certain particular ingredients. Conclusion: These findings are potentially useful in planning recipes for feeding interventions involving different vulnerable and target groups.