Stiffly accurate Runge-Kutta methods for stiff stochastic differential equations

In this paper we discuss implicit methods based on stiffly accurate Runge-Kutta methods and splitting techniques for solving Stratonovich stochastic differential equations (SDEs). Two splitting techniques: the balanced splitting technique and the deterministic splitting technique, are used in this paper. We construct a two-stage implicit Runge-Kutta method with strong order 1.0 which is corrected twice and no update is needed. The stability properties and numerical results show that this approach is suitable for solving stiff SDEs. (C) 2001 Elsevier Science B.V. All rights reserved.

Phenotypic and genetic analyses of a short measure of psychosis-proneness in a large-scale Australian twin study

Previous genetic analyses of psychosis proneness have been limited by their small sample size. For the purposes of large-scale screening, a 12-item questionnaire was developed through a two-stage process of reduction from the full Chapman and Chapman scales. 3685 individuals (including 1438 complete twin pairs) aged 18–25 years and enrolled in the volunteer Australian Twin Registry returned a mail questionnaire which included this psychosis proneness scale and the Eysenck Personality Questionnaire. Despite the brevity of the questionnaire, item and factor analysis identified four unambiguous and essentially uncorrelated scales. There were (1) Perceptual Aberration – Magical Ideation; (2) Hypomania – Impulsivity/Nonconformity; (3) Social Anhedonia and (4) Physical Anhedonia. Model-fitting analyses showed additive genetic and specific environmental factors were sufficient for three of the four scales, with the Social Anhedonia scale requiring also a parameter for genetic dominance. There was no evidence for the previously hypothesised sex differences in the genetic determination of psychosis-proneness. The potential value of multivariate genetic analysis to examine the relationship between these four scales and dimensions of personality is discussed. The growing body of longitudinal evidence on psychosis-proneness suggests the value of incorporating this brief measure into developmental twin studies.

An ESR study on gamma-irradiated poly(vinyl alcohol)

The formation of radicals in poly(vinyl alcohol), PVA, powder irradiated at 77 K by gamma -rays and the transformations of these radicals during photolysis with visible wavelengths and on thermal annealing have been studied. After irradiation a four-line ESR spectrum was observed. It was assigned to a triplet of the C-alpha-radical (38%), with a splitting of 3.27 mT, superimposed on a doublet (62%) with a splitting of 2.7 mT. The doublet appears to be composed of two radicals, one of which is photo-bleachable (58%) and the other which is not photo-bleachable (42%). This suggests that the latter radical is a neutral radical. The photo-bleachable component of the doublet has been assigned to a carbonyl anion radical. but the second doublet due to a neutral radical is unassigned. The total G-value for formation of radicals at 77 K was found to be 2.41 +/- 0.03. Upon illumination with visible light, the anion radicals were removed and the doublet components or the spectrum diminished in intensity, while the three-line spectrum of the C-alpha-radical became more clearly visible. This transition was due to the photo-detachment of electrons from traps which were proposed to be located on carbonyl groups in the polymer resulting from incomplete hydrolysis of the vinyl acetate. The photo-decay of the anion radicals could be satisfactorily described by a two-stage process. The first stage comprised the decay of approximately 80% of the anion radicals present, while the second stage was associated with the decay of the remaining 20%. Subsequent thermal annealing of a photolysed sample to 290 K led to a change in the shape of the spectrum to form a more clearly defined triplet, As the doublet of the neutral radical decays on thermal annealing between 150 and 250K, the C-alpha-radical is formed. (C) 2001 Elsevier Science Ltd. All rights reserved.

A model of factors affecting an information system's change in state

Management are keen to maximize the life span of an information system because of the high cost, organizational disruption, and risk of failure associated with the re-development or replacement of an information system. This research investigates the effects that various factors have on an information system's life span by understanding how the factors affect an information system's stability. The research builds on a previously developed two-stage model of information system change whereby an information system is either in a stable state of evolution in which the information system's functionality is evolving, or in a state of revolution, in which the information system is being replaced because it is not providing the functionality expected by its users. A case study surveyed a number of systems within one organization. The aim was to test whether a relationship existed between the base value of the volatility index (a measure of the stability of an information system) and certain system characteristics. Data relating to some 3000 user change requests covering 40 systems over a 10-year period were obtained. The following factors were hypothesized to have significant associations with the base value of the volatility index: language level (generation of language of construction), system size, system age, and the timing of changes applied to a system. Significant associations were found in the hypothesized directions except that the timing of user changes was not associated with any change in the value of the volatility index. Copyright (C) 2002 John Wiley Sons, Ltd.

Precursor scavenging of resistive grain-boundary phase in 8 mol % ytterbia-stabilized zirconia

The grain-boundary conduction of 8 mol % ytterbia-stabilized zirconia (8YbSZ) was improved markedly by precursor scavenging via the two-stage sintering process. The most significant increase in the grain-boundary conductivity was found when the sample, whose conductivity was higher than that via Al2O3-derived scavenging, was heat-treated at 1250degreesC for greater than or equal to 20 h. The formation of a stable Si-containing phase such as ZrSiO4 during the first-stage heat-treatment was suggested as one probable scavenging route from the optimal heat-treatment temperature (HTT), long duration time (>20 h) at HTT, and the stability of the formed phase up to sintering temperatures (1500degrees C). (C) 2002 The Electrochemical Society.

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.

Adsorption of mixtures containing subcritical fluids on activated carbon

A theoretical analysis of adsorption of mixtures containing subcritical adsorbates into activated carbon is presented as an extension to the theory for pure component developed earlier by Do and coworkers. In this theory, adsorption of mixtures in a pore follows a two-stage process, similar to that for pure component systems. The first stage is the layering of molecules on the surface, with the behavior of the second and higher layers resembling to that of vapor-liquid equilibrium. The second stage is the pore-filling process when the remaining pore width is small enough and the pressure is high enough to promote the pore filling with liquid mixture having the same compositions as those of the outermost molecular layer just prior to pore filling. The Kelvin equation is applied for mixtures, with the vapor pressure term being replaced by the equilibrium pressure at the compositions of the outermost layer of the liquid film. Simulations are detailed to illustrate the effects of various parameters, and the theory is tested with a number of experimental data on mixture. The predictions were very satisfactory.

Mathematical modelling

The development of a new process model of cement grinding in two-stage mills is discussed. The new model has been used to simulate cement grinding and predicting mill performance in open and closed circuit configuration. The new model considered the two-compartment mill as perfectly mixed slices in series. The breakage rate function uses the back calculation technique to determine offline using drop weight and abrasion tests.

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.

Assessing cost-effectiveness in mental health: vocational rehabilitation for schizophrenia and related conditions

Objective: Existing evidence suggests that vocational rehabilitation services, in particular individual placement and support (IPS), are effective in assisting people with schizophrenia and related conditions gain open employment. Despite this, such services are not available to all unemployed people with schizophrenia who wish to work. Existing evidence suggests that while IPS confers no clinical advantages over routine care, it does improve the proportion of people returning to employment. The objective of the current study is to investigate the net benefit of introducing IPS services into current mental health services in Australia. Method: The net benefit of IPS is assessed from a health sector perspective using cost-benefit analysis. A two-stage approach is taken to the assessment of benefit. The first stage involves a quantitative analysis of the net benefit, defined as the benefits of IPS (comprising transfer payments averted, income tax accrued and individual income earned) minus the costs. The second stage involves application of 'second-filter' criteria (including equity, strength of evidence, feasibility and acceptability to stakeholders) to results. The robustness of results is tested using the multivariate probabilistic sensitivity analysis. Results: The costs of IPS are $A10.3M (95% uncertainty interval $A7.4M-$A13.6M), the benefits are $A4.7M ($A3.1M-$A6.5M), resulting in a negative net benefit of $A5.6M ($A8.4M-$A3.4M). Conclusions: The current analysis suggests that IPS costs are greater than the monetary benefits. However, the evidence-base of the current analysis is weak. Structural conditions surrounding welfare payments in Australia create disincentives to full-time employment for people with disabilities.

Crystallization behavior of (Cu60Zr30Ti10)(99)Sn-1 bulk metallic glass

The crystallization behavior and crystallization kinetics Of (CU60Zr30Ti10)(99)Sn-1 bulk metallic glass was studied by X-ray diffractometry and differential scanning calorimetry. It was found that a two-stage crystallization took place during continuous heating of the bulk metallic glass. Both the glass transition temperature T-g and the crystallization peak temperatures T-p displayed a strong dependence on the heating rate. The activation energy was determined by the Kissinger analysis method. In the first-stage of the crystallization, the transformation of the bulk metallic glass to the phase one occurred with an activation energy of 386 kJ/mol; in the second-stage, the formation of the phase two took place at an activation energy of 381 kJ/mol.

Evaluating trends in abundance of immature green turtles, Chelonia mydas, in the Greater Caribbean

Many long-lived marine species exhibit life history traits. that make them more vulnerable to overexploitation. Accurate population trend analysis is essential for development and assessment of management plans for these species. However, because many of these species disperse over large geographic areas, have life stages inaccessible to human surveyors, and/or undergo complex developmental migrations, data on trends in abundance are often available for only one stage of the population, usually breeding adults. The green turtle (Chelonia mydas) is one of these long-lived species for which population trends are based almost exclusively on either numbers of females that emerge to nest or numbers of nests deposited each year on geographically restricted beaches. In this study, we generated estimates of annual abundance for juvenile green turtles at two foraging grounds in the Bahamas based on long-term capture-mark-recapture (CMR) studies at Union Creek (24 years) and Conception Creek (13 years), using a two-stage approach. First, we estimated recapture probabilities from CMR data using the Cormack-Jolly-Seber models in the software program MARK; second, we estimated annual abundance of green turtles. at both study sites using the recapture probabilities in a Horvitz-Thompson type estimation procedure. Green turtle abundance did not change significantly in Conception Creek, but, in Union Creek, green turtle abundance had successive phases of significant increase, significant decrease, and stability. These changes in abundance resulted from changes in immigration, not survival or emigration. The trends in abundance on the foraging grounds did not conform to the significantly increasing trend for the major nesting population at Tortuguero, Costa Rica. This disparity highlights the challenges of assessing population-wide trends of green turtles and other long-lived species. The best approach for monitoring population trends may be a combination of (1) extensive surveys to provide data for large-scale trends in relative population abundance, and (2) intensive surveys, using CMR techniques, to estimate absolute abundance and evaluate the demographic processes' driving the trends.

Quantification of lean bodyweight

Background: Lean bodyweight (LBW) has been recommended for scaling drug doses. However, the current methods for predicting LBW are inconsistent at extremes of size and could be misleading with respect to interpreting weight-based regimens. Objective: The objective of the present study was to develop a semi-mechanistic model to predict fat-free mass (FFM) from subject characteristics in a population that includes extremes of size. FFM is considered to closely approximate LBW. There are several reference methods for assessing FFM, whereas there are no reference standards for LBW. Patients and methods: A total of 373 patients (168 male, 205 female) were included in the study. These data arose from two populations. Population A (index dataset) contained anthropometric characteristics, FFM estimated by dual-energy x-ray absorptiometry (DXA - a reference method) and bioelectrical impedance analysis (BIA) data. Population B (test dataset) contained the same anthropometric measures and FFM data as population A, but excluded BIA data. The patients in population A had a wide range of age (18-82 years), bodyweight (40.7-216.5kg) and BMI values (17.1-69.9 kg/m(2)). Patients in population B had BMI values of 18.7-38.4 kg/m(2). A two-stage semi-mechanistic model to predict FFM was developed from the demographics from population A. For stage 1 a model was developed to predict impedance and for stage 2 a model that incorporated predicted impedance was used to predict FFM. These two models were combined to provide an overall model to predict FFM from patient characteristics. The developed model for FFM was externally evaluated by predicting into population B. Results: The semi-mechanistic model to predict impedance incorporated sex, height and bodyweight. The developed model provides a good predictor of impedance for both males and females (r(2) = 0.78, mean error [ME] = 2.30 x 10(-3), root mean square error [RMSE] = 51.56 [approximately 10% of mean]). The final model for FFM incorporated sex, height and bodyweight. The developed model for FFM provided good predictive performance for both males and females (r(2) = 0.93, ME = -0.77, RMSE = 3.33 [approximately 6% of mean]). In addition, the model accurately predicted the FFM of subjects in population B (r(2) = 0.85, ME -0.04, RMSE = 4.39 [approximately 7% of mean]). Conclusions: A semi-mechanistic model has been developed to predict FFM (and therefore LBW) from easily accessible patient characteristics. This model has been prospectively evaluated and shown to have good predictive performance.

Vascular engineering for bypass surgery

Since the introduction of synthetic vascular grafts in the 1960s, only two-stage endothelial cell seeding has demonstrated any significant improvement over conventional vascular grafts, and its benefits have yet to be demonstrated on a large scale. Tissue engineering is a rapidly expanding field with great potential, but efforts to construct tissue-engineered arterial grafts have, to date, yielded little clinical success. This review explores the latest approaches to the construction of a superior vascular graft, along with its potential for use in the clinic in the future.

Assessing cost-effectiveness of drug interventions for schizophrenia

Objective: To assess from a health sector perspective the incremental cost-effectiveness of eight drug treatment scenarios for established schizophrenia. Method: Using a standardized methodology, costs and outcomes are modelled over the lifetime of prevalent cases of schizophrenia in Australia in 2000. A two-stage approach to assessment of health benefit is used. The first stage involves a quantitative analysis based on disability-adjusted life years (DALYs) averted, using best available evidence. The robustness of results is tested using probabilistic uncertainty analysis. The second stage involves application of 'second filter' criteria (equity, strength of evidence, feasibility and acceptability) to allow broader concepts of benefit to be considered. Results: Replacing oral typicals with risperidone or olanzapine has an incremental cost-effectiveness ratio (ICER) of A$48 000 and A$92 000/DALY respectively. Switching from low-dose typicals to risperidone has an ICER of A$80 000. Giving risperidone to people experiencing side-effects on typicals is more cost-effective at A$20 000. Giving clozapine to people taking typicals, with the worst course of the disorder and either little or clear deterioration, is cost-effective at A$42 000 or A$23 000/DALY respectively. The least cost-effective intervention is to replace risperidone with olanzapine at A$160 000/DALY. Conclusions: Based on an A$50 000/DALY threshold, low-dose typical neuroleptics are indicated as the treatment of choice for established schizophrenia, with risperidone being reserved for those experiencing moderate to severe side-effects on typicals. The more expensive olanzapine should only be prescribed when risperidone is not clinically indicated. The high cost of risperidone and olanzapine relative to modest health gains underlie this conclusion. Earlier introduction of clozapine however, would be cost-effective. This work is limited by weaknesses in trials (lack of long-term efficacy data, quality of life and consumer satisfaction evidence) and the translation of effect size into a DALY change. Some stakeholders, including SANE Australia, argue the modest health gains reported in the literature do not adequately reflect perceptions by patients, clinicians and carers, of improved quality of life with these atypicals.