Implicit stochastic Runge-Kutta methods for stochastic differential equations

In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

Stability for parametric implicit vector equilibrium problems

In this paper, we consider a class of parametric implicit vector equilibrium problems in Hausdorff topological vector spaces where a mapping f and a set K are perturbed by parameters is an element of and lambda respectively. We establish sufficient conditions for the upper semicontinuity and lower semicontinuity of the solution set mapping S : Lambda(1) x A(2) -> 2(X) for such parametric implicit vector equilibrium problems. (c) 2005 Elsevier Ltd. All rights reserved.

Implicit learning is not subject to blocking

Explicit (aware) learning has been shown to evidence certain characteristics, such as extinction, blocking, occasion setting, and reliance on context. These characteristics have not been assessed in implicit (unaware) learning. The current study investigated whether implicit learning is subject to blocking. Participants completed a cued reaction time task, where they watched rapid presentations of a random sequence of 8 pairs of shapes, and responded to two target shapes. One target was always preceded by a cue. The experimental group completed a pretraining phase where half the cue, one shape, was followed by the target. Both experimental and control groups completed a training phase where both elements of the cue, two shapes, were followed by the target. Both aware and unaware participants evidenced learning, whereby responding was faster for cued than uncued targets. Aware participants in the experimental group responded faster to targets preceded by the pretrained element than by the other element of the cue. Control and unaware experimental participants were faster to respond to targets preceded by either element of the cue. As blocking was only evident in aware participants, but implicit learning was observed in all participants, it is concluded that implicit learning is not subject to blocking.

Special issue on advances in data mining and its applications

Data mining is the process to identify valid, implicit, previously unknown, potentially useful and understandable information from large databases. It is an important step in the process of knowledge discovery in databases, (Olaru & Wehenkel, 1999). In a data mining process, input data can be structured, seme-structured, or unstructured. Data can be in text, categorical or numerical values. One of the important characteristics of data mining is its ability to deal data with large volume, distributed, time variant, noisy, and high dimensionality. A large number of data mining algorithms have been developed for different applications. For example, association rules mining can be useful for market basket problems, clustering algorithms can be used to discover trends in unsupervised learning problems, classification algorithms can be applied in decision-making problems, and sequential and time series mining algorithms can be used in predicting events, fault detection, and other supervised learning problems (Vapnik, 1999). Classification is among the most important tasks in the data mining, particularly for data mining applications into engineering fields. Together with regression, classification is mainly for predictive modelling. So far, there have been a number of classification algorithms in practice. According to (Sebastiani, 2002), the main classification algorithms can be categorized as: decision tree and rule based approach such as C4.5 (Quinlan, 1996); probability methods such as Bayesian classifier (Lewis, 1998); on-line methods such as Winnow (Littlestone, 1988) and CVFDT (Hulten 2001), neural networks methods (Rumelhart, Hinton & Wiliams, 1986); example-based methods such as k-nearest neighbors (Duda & Hart, 1973), and SVM (Cortes & Vapnik, 1995). Other important techniques for classification tasks include Associative Classification (Liu et al, 1998) and Ensemble Classification (Tumer, 1996).

Subcycling first- and second-order generalizations of the trapezoidal rule

Subcycling algorithms which employ multiple timesteps have been previously proposed for explicit direct integration of first- and second-order systems of equations arising in finite element analysis, as well as for integration using explicit/implicit partitions of a model. The author has recently extended this work to implicit/implicit multi-timestep partitions of both first- and second-order systems. In this paper, improved algorithms for multi-timestep implicit integration are introduced, that overcome some weaknesses of those proposed previously. In particular, in the second-order case, improved stability is obtained. Some of the energy conservation properties of the Newmark family of algorithms are shown to be preserved in the new multi-timestep extensions of the Newmark method. In the first-order case, the generalized trapezoidal rule is extended to multiple timesteps, in a simple way that permits an implicit/implicit partition. Explicit special cases of the present algorithms exist. These are compared to algorithms proposed previously. (C) 1998 John Wiley & Sons, Ltd.

Modelling the large deformations in stratified media - the Cosserat continuum approach

Methods employing continuum approximation in describing the deformation of layered materials possess a clear advantage over explicit models, However, the conventional implicit models based on the theory of anisotropic continua suffers from certain difficulties associated with interface slip and internal instabilities. These difficulties can be remedied by considering the bending stiffness of the layers. This implies the introduction of moment (couple) stresses and internal rotations, which leads to a Cosserat-type theory. In the present model, the behaviour of the layered material is assumed to be linearly elastic; the interfaces are assumed to be elastic perfectly plastic. Conditions of slip or no slip at the interfaces are detected by a Coulomb criterion with tension cut off at zero normal stress. The theory is valid for large deformation analysis. The model is incorporated into the finite element program AFENA and validated against analytical solutions of elementary buckling problems in layered medium. A problem associated with buckling of the roof and the floor of a rectangular excavation in jointed rock mass under high horizontal in situ stresses is considered as the main application of the theory. Copyright (C) 1999 John Wiley & Sons, Ltd.

Calcium absorption in postmenopausal osteoporosis: Benefit of HRT plus calcitriol, but not HRT alone, in both malabsorbers and normal absorbers

In a randomized trial involving 71 postmenopausal osteoporotic women with vertebral compression fractures, radiocalcium absorption studies using the Ca-45 single isotope method (alpha) were performed at baseline and after 8 months of treatment with either continuous combined hormone replacement therapy (HRT, as piperazine estrone sulfate 0.625-0.937mg daily +/- medroxyprogesterone acetate 2.5 mg daily depending on uterine status) or HRT plus calcitriol 0.25 mu g twice daily. A calcium supplement of 600 mg nocte was given to only those women who had a daily calcium intake of less than 1 g per day at baseline, as assessed by recalled dietary intake. There was a significant decrease 0.74 (+/- 0.35 SD) to 0.58 (+/- 0.22), Delta alpha = -0.17 (+/- 0.26), p<0.0005] in alpha at 8 months compared with baseline in the HRT-treated group, but a significant increase [0.68 (+/- 0.31) to 0.84 (+/- 0.27), Delta alpha = +0.16 (+/- 0.30), p<0.003] in the HRT-plus-calcitriol treated patients, resulting in alpha being significantly higher after 8 months in the latter group than in the HRT-only group. Although 72% of the patients had been supplemented with calcium between the first and second studies, separate analyses revealed that the change in calcium intake had not affected the result. Further breakdown of the groups into baseline 'normal' absorbers (alpha greater than or equal to 0.55) and 'malabsorbers' (alpha <0.55) revealed that alpha decreased with HRT treatment only in the normal absorbers, and remained stable in the malabsorbers. Conversely, following HRT plus calcitriol treatment, alpha increased only in the malabsorbers, the normal absorbers in this group remaining unchanged. In conclusion, our data show that HRT, of the type and dose used in this study, did not produce an increase in absorption efficiency; it was in fact associated with a fall. increased absorption efficiency cannot be achieved unless calcitriol is used concurrently, and then only in patients with malabsorption. Calcitriol also had a significant effect in normal absorbers in that it prevented the decline in alpha seen with HRT alone, and thus should be considered in all patients with postmenopausal osteoporosis treated with HRT.

Challenge of reducing drug-related deaths

The public-health attention given to deaths caused by illicit drug use in general, and by drug overdose in particular, should be commensurate with their contribution to premature death. For too long these deaths have been regarded as an unavoidable hazard of illicit drug use, their neglect abetted by the implicit view that the lives of illicit drug users are less deserving of being saved than those of others. In its report published this week,1 the UK Advisory Council on the Misuse of Drugs (ACMD) has rejected these implicit assumptions. Its view is that “drug-related deaths can, will and must in the near future be radically reduced in number”. It points out that the effort that society expends on preventing premature deaths “should apply no less to drug misusers than it does to other classes of people”.1

Target similarity effects: Support for the parallel distributed processing assumptions

Recent research has begun to provide support for the assumptions that memories are stored as a composite and are accessed in parallel (Tehan & Humphreys, 1998). New predictions derived from these assumptions and from the Chappell and Humphreys (1994) implementation of these assumptions were tested. In three experiments, subjects studied relatively short lists of words. Some of the Lists contained two similar targets (thief and theft) or two dissimilar targets (thief and steal) associated with the same cue (ROBBERY). AS predicted, target similarity affected performance in cued recall but not free association. Contrary to predictions, two spaced presentations of a target did not improve performance in free association. Two additional experiments confirmed and extended this finding. Several alternative explanations for the target similarity effect, which incorporate assumptions about separate representations and sequential search, are rejected. The importance of the finding that, in at least one implicit memory paradigm, repetition does not improve performance is also discussed.

Prediction of rock alteration patterns: a potential tool in mineral exploration

Hydrothermal alteration of a quartz-K-feldspar rock is simulated numerically by coupling fluid flow and chemical reactions. Introduction of CO2 gas generates an acidic fluid and produces secondary quartz, muscovite and/or pyrophyllite at constant temperature and pressure of 300 degrees C and 200 MPa. The precipitation and/or dissolution of the secondary minerals is controlled by either mass-action relations or rate laws. In our simulations the mass of the primary elements are conserved and the mass-balance equations are solved sequentially using an implicit scheme in a finite-element code. The pore-fluid velocity is assumed to be constant. The change of rock volume due to the dissolution or precipitation of the minerals, which is directly related to their molar volume, is taken into account. Feedback into the rock porosity and the reaction rates is included in the model. The model produces zones of pyrophyllite quartz and muscovite due to the dissolution of K-feldspar. Our model simulates, in a simplified way, the acid-induced alteration assemblages observed in various guises in many significant mineral deposits. The particular aluminosilicate minerals produced in these experiments are associated with the gold deposits of the Witwatersrand Basin.

Why do non-color words interfere with color naming?

In the non-color-word Stroop task, university students' response latencies were longer for low-frequency than for higher frequency target words. Visual identity primes facilitated color naming in groups reading the prime silently or processing it semantically (Experiment 1) but did not when participants generated a rhyme of the prime (Experiment 3). With auditory identity primes, generating an associate or a rhyme of the prime produced interference (Experiments 2 and 3). Color-naming latencies were longer for nonwords than for words (Experiment 4). There was a small long-term repetition benefit in color naming for low-frequency words that had been presented in the lexical decision task (Experiment 5). Facilitation of word recognition speeds color naming except when phonological activation of the base word increases response competition.

The coincidences of time travel

In this paper I consider two objections raised by Nick Smith (1997) to an argument against the probability of time travel given by Paul Horwich (1995, 1987). Horwich argues that time travel leads to inexplicable and improbable coincidences. I argue that one of Smith's objections fails, but that another is correct. I also consider an instructive way to defend Horwich's argument against the second of Smith's objections, but show that it too fails. I conclude that unless there is something faulty in the conception of explanation implicit in Horwich's argument, time travel presents us with nothing that is inexplicable.