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.

An atomistic simulation of solid state sintering using Monte Carlo methods

This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.

The impact of participation in activities while on vacation on senior's psychological well-being: A path model application

This article extends earlier research regarding the relationships between senior travelers’ participation in activities while on vacation, their overall satisfaction with their travel experiences, and their psychological well-being. A path model was developed to depict the direct and indirect relationships between these variables by using a sample of senior tourists traveling on North American escorted tour itineraries. Whereas the direct effect accounted for 98% of the relationships between the senior tourists’ levels of participation in activities and their psychological well-being, the indirect effect was negligible. The study concluded that senior tourists’activity levels were significantly related to their psychological well-being, but their satisfaction with the tours was not.

Renal cell carcinoma may adapt to and overcome anti-angiogenic intervention with thalidomide

Objective To report on the failure of thalidomide to inhibit tumour growth in an animal model of human renal cell carcinoma (RCC). Materials and methods An orthotopic xenograft model of human RCC was used in which tumour cells were implanted in the left kidney of male 'severe combined immunodeficient' mice. Thalidomide was administered by intraperitoneal injection and after 34 days the mice were killed. The extent of tumour growth was compared in treated and untreated mice. Total RNA was extracted from both tumour-affected and contralateral kidneys, and analysed by reverse transcription-polymerase chain reaction for various genes implicated in angiogenesis and metastasis in RCC. Results Thalidomide failed to inhibit the growth of xenograft tumours. The expression of angiogenic genes, e.g. vascular endothelial growth factor and fibroblast growth factor type 2 (FGF-2) within normal and tumour-affected kidney tissue was not reduced by thalidomide. Intratumoral transcription Of beta(3)-integrin, a critical component of angiogenesis, was significantly increased in response to thalidomide treatment (P

Simulation of the load-unload response ratio and critical sensitivity in the lattice solid model

The Load-Unload Response Ratio (LURR) method is an intermediate-term earthquake prediction approach that has shown considerable promise. It involves calculating the ratio of a specified energy release measure during loading and unloading where loading and unloading periods are determined from the earth tide induced perturbations in the Coulomb Failure Stress on optimally oriented faults. In the lead-up to large earthquakes, high LURR values are frequently observed a few months or years prior to the event. These signals may have a similar origin to the observed accelerating seismic moment release (AMR) prior to many large earthquakes or may be due to critical sensitivity of the crust when a large earthquake is imminent. As a first step towards studying the underlying physical mechanism for the LURR observations, numerical studies are conducted using the particle based lattice solid model (LSM) to determine whether LURR observations can be reproduced. The model is initialized as a heterogeneous 2-D block made up of random-sized particles bonded by elastic-brittle links. The system is subjected to uniaxial compression from rigid driving plates on the upper and lower edges of the model. Experiments are conducted using both strain and stress control to load the plates. A sinusoidal stress perturbation is added to the gradual compressional loading to simulate loading and unloading cycles and LURR is calculated. The results reproduce signals similar to those observed in earthquake prediction practice with a high LURR value followed by a sudden drop prior to macroscopic failure of the sample. The results suggest that LURR provides a good predictor for catastrophic failure in elastic-brittle systems and motivate further research to study the underlying physical mechanisms and statistical properties of high LURR values. The results provide encouragement for earthquake prediction research and the use of advanced simulation models to probe the physics of earthquakes.

Load-unload response ratio and accelerating moment/energy release critical region scaling and earthquake prediction

The main idea of the Load-Unload Response Ratio (LURR) is that when a system is stable, its response to loading corresponds to its response to unloading, whereas when the system is approaching an unstable state, the response to loading and unloading becomes quite different. High LURR values and observations of Accelerating Moment/Energy Release (AMR/AER) prior to large earthquakes have led different research groups to suggest intermediate-term earthquake prediction is possible and imply that the LURR and AMR/AER observations may have a similar physical origin. To study this possibility, we conducted a retrospective examination of several Australian and Chinese earthquakes with magnitudes ranging from 5.0 to 7.9, including Australia's deadly Newcastle earthquake and the devastating Tangshan earthquake. Both LURR values and best-fit power-law time-to-failure functions were computed using data within a range of distances from the epicenter. Like the best-fit power-law fits in AMR/AER, the LURR value was optimal using data within a certain epicentral distance implying a critical region for LURR. Furthermore, LURR critical region size scales with mainshock magnitude and is similar to the AMR/AER critical region size. These results suggest a common physical origin for both the AMR/AER and LURR observations. Further research may provide clues that yield an understanding of this mechanism and help lead to a solid foundation for intermediate-term earthquake prediction.

Control of Aedes vectors of dengue in three provinces of Vietnam by use of Mesocyclops (Copepoda) and community-based methods validated by entomologic, clinical, and serological surveillance

We describe remarkable success in controlling dengue vectors, Aedes aegypti (L.) and Aedes albopictus (Skuse), in 6 communes with 11,675 households and 49,647 people in the northern provinces of Haiphong, Hung Yen, and Nam Dinh in Vietnam. The communes were selected for high-frequency use of large outdoor concrete tanks and wells. These were found to be the source of 49.6-98.4% of Ae. aegypti larvae, which were amenable to treatment with local Mesocyclops, mainly M. woutersi Van der Velde, M. aspericornis (Daday) and M. thermocyclopoides Harada. Knowledge, attitude, and practice surveys were performed to determine whether the communities viewed dengue and dengue hemorrhagic fever as a serious health threat; to determine their knowledge of the etiology, attitudes, and practices regarding control methods including Mesocyclops; and to determine their receptivity to various information methods. On the basis of the knowledge, attitude, and practice data, the community-based dengue control program comprised a system of local leaders, health volunteer teachers, and schoolchildren, supported by health professionals. Recycling of discards for economic gain was enhanced, where appropriate, and this, plus 37 clean-up campaigns, removed small containers unsuitable for Mesocyclops treatment. A previously successful eradication at Phan Boi village (Hung Yen province) was extended to 7 other villages forming Di Su commune (1,750 households) in the current study. Complete control was also achieved in Nghia Hiep (Hung Yen province) and in Xuan Phong (Nam Dinh province); control efficacy was greater than or equal to 99.7% in the other 3 communes (Lac Vien in Haiphong, Nghia Dong, and Xuan Kien in Nam Dinh). Although tanks and wells were the key container types of Ae. aegypti productivity, discarded materials were the source of 51% of the standing crop of Ae. albopictus. Aedes albopictus larvae were eliminated from the 3 Nam Dinh communes, and 86-98% control was achieved in the other 3 communes. Variable dengue attack rates made the clinical and serological comparison of control and untreated communes problematic, but these data indicate that clinical surveillance by itself is inadequate to monitor dengue transmission.