Predictor-corrector methods of Runge-Kutta type for stochastic differential equations

In this paper we construct predictor-corrector (PC) methods based on the trivial predictor and stochastic implicit Runge-Kutta (RK) correctors for solving stochastic differential equations. Using the colored rooted tree theory and stochastic B-series, the order condition theorem is derived for constructing stochastic RK methods based on PC implementations. We also present detailed order conditions of the PC methods using stochastic implicit RK correctors with strong global order 1.0 and 1.5. A two-stage implicit RK method with strong global order 1.0 and a four-stage implicit RK method with strong global order 1.5 used as the correctors are constructed in this paper. The mean-square stability properties and numerical results of the PC methods based on these two implicit RK correctors are reported.

A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

The differential role of alcohol expectancies, drinking refusal self-efficacy and coping resources in predicting alcohol consumption in community and clinical samples

This study explored the relationship between coping, alcohol expectancies and drinking refusal self-efficacy in predicting drinking behaviour in both community and clinical samples. These variables were found to have differential effects in their association with frequency and volume of alcohol consumption across the two samples. Generally, drinking refusal self-efficacy was a more salient factor in relation to frequency and volume of community drinking, while coping and expectancies were more strongly associated with frequency of drinking sessions by problem drinkers. The interaction between expectancies and drinking refusal self-efficacy was related to volume of consumption in both groups, while coping and expectancies interacted in their association with frequency in the clinical group. The findings are discussed with regard to the different patterns of cognitive variables governing the decision to drink and the amount consumed in each drinking session, which may differentiate community and problem drinkers.

Differential sorting and fate of endocytosed GPI-anchored proteins

In this paper, we studied the fate of endocytosed glycosylphosphatidyl inositol anchored proteins (GPI-APs) in mammalian cells, using aerolysin, a bacterial toxin that binds to the GPI anchor, as a probe. We find that GPI-APs are transported down the endocytic pathway to reducing late endosomes in BHK cells, using biochemical, morphological and functional approaches. We also find that this transport correlates with the association to raft-like membranes and thus that lipid rafts are present in late endosomes (in addition to the Golgi and the plasma membrane). In marked contrast, endocytosed GPI-APs reach the recycling endosome in CHO cells and this transport correlates with a decreased raft association. GPI-APs are, however, diverted from the recycling endosome and routed to late endosomes in CHO cells, when their raft association is increased by clustering seven or less GPI-APs with an aerolysin mutant. We conclude that the different endocytic routes followed by GPI-APs in different cell types depend on the residence time of GPI-APs in lipid rafts, and hence that raft partitioning regulates GPI-APs sorting in the endocytic pathway.

Robust model-order reduction of complex biological processes

This paper addresses robust model-order reduction of a high dimensional nonlinear partial differential equation (PDE) model of a complex biological process. Based on a nonlinear, distributed parameter model of the same process which was validated against experimental data of an existing, pilot-scale BNR activated sludge plant, we developed a state-space model with 154 state variables in this work. A general algorithm for robustly reducing the nonlinear PDE model is presented and based on an investigation of five state-of-the-art model-order reduction techniques, we are able to reduce the original model to a model with only 30 states without incurring pronounced modelling errors. The Singular perturbation approximation balanced truncating technique is found to give the lowest modelling errors in low frequency ranges and hence is deemed most suitable for controller design and other real-time applications. (C) 2002 Elsevier Science Ltd. All rights reserved.

Polyethylene flow prediction with a differential multi-mode Pom-Pom model

We report the first steps of a collaborative project between the University of Queensland, Polyflow, Michelin, SK Chemicals, and RMIT University; on simulation, validation and application of a recently introduced constitutive model designed to describe branched polymers. Whereas much progress has been made on predicting the complex flow behaviour of many - in particular linear - polymers, it sometimes appears difficult to predict simultaneously shear thinning and extensional strain hardening behaviour using traditional constitutive models. Recently a new viscoelastic model based on molecular topology, was proposed by McLeish and Larson (1998). We explore the predictive power of a differential multi-mode version of the pom-pom model for the flow behaviour of two commercial polymer melts: a (long-chain branched) low-density polyethylene (LDPE) and a (linear) high-density polyethylene (HDPE). The model responses are compared to elongational recovery experiments published by Langouche and Debbaut (1999), and start-up of simple shear flow, stress relaxation after simple and reverse step strain experiments carried out in our laboratory.

Study on diffusion and flow of benzene, n-hexane and CCl4 in activated carbon by a differential permeation method

In this paper the diffusion and flow of carbon tetrachloride, benzene and n-hexane through a commercial activated carbon is studied by a differential permeation method. The range of pressure is covered from very low pressure to a pressure range where significant capillary condensation occurs. Helium as a non-adsorbing gas is used to determine the characteristics of the porous medium. For adsorbing gases and vapors, the motion of adsorbed molecules in small pores gives rise to a sharp increase in permeability at very low pressures. The interplay between a decreasing behavior in permeability due to the saturation of small pores with adsorbed molecules and an increasing behavior due to viscous flow in larger pores with pressure could lead to a minimum in the plot of total permeability versus pressure. This phenomenon is observed for n-hexane at 30degreesC. At relative pressure of 0.1-0.8 where the gaseous viscous flow dominates, the permeability is a linear function of pressure. Since activated carbon has a wide pore size distribution, the mobility mechanism of these adsorbed molecules is different from pore to pore. In very small pores where adsorbate molecules fill the pore the permeability decreases with an increase in pressure, while in intermediate pores the permeability of such transport increases with pressure due to the increasing build-up of layers of adsorbed molecules. For even larger pores, the transport is mostly due to diffusion and flow of free molecules, which gives rise to linear permeability with respect to pressure. (C) 2002 Elsevier Science Ltd. All rights reserved.

Ross River virus disease in tropical Queensland: evolution of rheumatic manifestations in an inception cohort followed for six months

Objective: To describe the natural history of rheumatic manifestations of Ross River virus (RRV) disease. Design: Prospective longitudinal clinical review. Setting: North Queensland local government areas of Cairns, Douglas, Mareeba and Atherton during January to May 1998. Participants: General practice patients diagnosed with RRV disease on the basis of symptoms and a positive RRV IgM result. Main outcome measures: Rheumatic symptoms and signs assessed as soon as possible after disease onset and on two subsequent occasions (up to 6.5 months after onset). Results: 57 patients were recruited, 47 of whom were reviewed three times (at means of 1.1, 2.4 and 3.6 months after disease onset). Results are reported for these 47: 46 (98%) complained of joint pain at first review, with the ankles, wrists, fingers, knees and metacarpophalangeal joints (II-IV) most commonly involved. Prevalence of joint pain decreased progressively on second and third reviews, both overall (92% and 68% of patients, respectively), and in the five joints most commonly affected. The prevalence of other common rheumatic symptoms and signs, and use of non-steroidal anti-inflammatory drugs, also progressively declined over the three reviews. Conclusions: Earlier studies may have overestimated the prevalence and duration of symptoms in RRV disease. Progressive resolution over 3-6 months appears usual.

A subset-oriented algorithm for minimizing the number of steps required for synthesis of cyclic-peptide libraries

Libraries of cyclic peptides are being synthesized using combinatorial chemistry for high throughput screening in the drug discovery process. This paper describes the min_syn_steps.cpp program (available at http://www.imb.uq.edu.au/groups/smythe/tran), which after inputting a list of cyclic peptides to be synthesized, removes cyclic redundant sequences and calculates synthetic strategies which minimize the synthetic steps as well as the reagent requirements. The synthetic steps and reagent requirements could be minimized by finding common subsets within the sequences for block synthesis. Since a brute-force approach to search for optimum synthetic strategies is impractically large, a subset-orientated approach is utilized here to limit the size of the search. (C) 2002 Elsevier Science Ltd. All rights reserved.

Distribution and evolution of the Anopheles punctulatus group (Diptera : Culicidae) in Australia and Papua New Guinea

The members of the Anopheles punctulatus group are major vectors of malaria and Bancroftian filariasis in the southwest Pacific region. The group is comprised of 12 cryptic species that require DNA-based tools for species identification. From 1984 to 1998 surveys were carried out in northern Australia, Papua New Guinea and on islands in the southwest Pacific to determine the distribution of the A. punctulatus group. The results of these surveys have now been completed and have generated distribution data from more than 1500 localities through this region. Within this region several climatic and geographical barriers were identified that restricted species distribution and gene flow between geographic populations. This information was further assessed in light of a molecular phylogeny derived from the ssrDNA (18S). Subsequently, hypotheses have been generated on the evolution and distribution of the group so that future field and laboratory studies may be approached more systematically. This study suggested that the ability for widespread dispersal was found to have appeared independently in species that show niche-specific habitat preference (Anopheles farauti s.s. and A. punctulatus) and conversely in species that showed diversity in their larval habitat (Anopheles farauti 2). Adaptation to the monsoonal climate of northern Australia and southwest Papua New Guinea was found to have appeared independently in A. farauti s.s., A. farauti 2 and Anopheles farauti 3. Shared or synapomorphic characters were identified as saltwater tolerance (A. farauti s.s. and Anopheles farauti 7) and elevational affinities above 1500 m (Anopheles farauti 5, Anopheles farauti 6 and A. farauti 2). (C) 2002 Australian Society for Parasitology Inc. Published by Elsevier Science Ltd. All rights reserved.

Adolescents' perceptions of differential parenting: Links with attachment style and adolescent adjustment

The study examines whether adolescent twins' attachment style mediates the association between their perceptions of differential parental treatment and their reported adjustment. Data from a survey of 174 adolescent twins are used to assess the links between twins' reports of differential parental affection and differential parental control, their attachment style, and their reported personal self-esteem, social self-esteem, and anxiety. Twins' reports of having been disfavored in comparison with their co-twin were associated with attachment insecurity, anxiety, and lower personal self-esteem. Attachment was found to mediate the association between the twins' reports of differential parental affection and their reported anxiety and personal self-esteem. The strongest evidence for mediation was found for twins' reports of differential maternal affection in predicting adolescent twins' anxiety.

Stress correlation function evolution in lattice solid elasto-dynamic models of shear and fracture zones and earthquake prediction

It has been argued that power-law time-to-failure fits for cumulative Benioff strain and an evolution in size-frequency statistics in the lead-up to large earthquakes are evidence that the crust behaves as a Critical Point (CP) system. If so, intermediate-term earthquake prediction is possible. However, this hypothesis has not been proven. If the crust does behave as a CP system, stress correlation lengths should grow in the lead-up to large events through the action of small to moderate ruptures and drop sharply once a large event occurs. However this evolution in stress correlation lengths cannot be observed directly. Here we show, using the lattice solid model to describe discontinuous elasto-dynamic systems subjected to shear and compression, that it is for possible correlation lengths to exhibit CP-type evolution. In the case of a granular system subjected to shear, this evolution occurs in the lead-up to the largest event and is accompanied by an increasing rate of moderate-sized events and power-law acceleration of Benioff strain release. In the case of an intact sample system subjected to compression, the evolution occurs only after a mature fracture system has developed. The results support the existence of a physical mechanism for intermediate-term earthquake forecasting and suggest this mechanism is fault-system dependent. This offers an explanation of why accelerating Benioff strain release is not observed prior to all large earthquakes. The results prove the existence of an underlying evolution in discontinuous elasto-dynamic, systems which is capable of providing a basis for forecasting catastrophic failure and earthquakes.