Implicit Taylor methods for stiff stochastic differential equations

In this paper we discuss implicit Taylor methods for stiff Ito stochastic differential equations. Based on the relationship between Ito stochastic integrals and backward stochastic integrals, we introduce three implicit Taylor methods: the implicit Euler-Taylor method with strong order 0.5, the implicit Milstein-Taylor method with strong order 1.0 and the implicit Taylor method with strong order 1.5. The mean-square stability properties of the implicit Euler-Taylor and Milstein-Taylor methods are much better than those of the corresponding semi-implicit Euler and Milstein methods and these two implicit methods can be used to solve stochastic differential equations which are stiff in both the deterministic and the stochastic components. Numerical results are reported to show the convergence properties and the stability properties of these three implicit Taylor methods. The stability analysis and numerical results show that the implicit Euler-Taylor and Milstein-Taylor methods are very promising methods for stiff stochastic differential equations.

A partial velocity approach to subcycling structural dynamics

Subcycling, or the use of different timesteps at different nodes, can be an effective way of improving the computational efficiency of explicit transient dynamic structural solutions. The method that has been most widely adopted uses a nodal partition. extending the central difference method, in which small timestep updates are performed interpolating on the displacement at neighbouring large timestep nodes. This approach leads to narrow bands of unstable timesteps or statistical stability. It also can be in error due to lack of momentum conservation on the timestep interface. The author has previously proposed energy conserving algorithms that avoid the first problem of statistical stability. However, these sacrifice accuracy to achieve stability. An approach to conserve momentum on an element interface by adding partial velocities is considered here. Applied to extend the central difference method. this approach is simple. and has accuracy advantages. The method can be programmed by summing impulses of internal forces, evaluated using local element timesteps, in order to predict a velocity change at a node. However, it is still only statistically stable, so an adaptive timestep size is needed to monitor accuracy and to be adjusted if necessary. By replacing the central difference method with the explicit generalized alpha method. it is possible to gain stability by dissipating the high frequency response that leads to stability problems. However. coding the algorithm is less elegant, as the response depends on previous partial accelerations. Extension to implicit integration, is shown to be impractical due to the neglect of remote effects of internal forces acting across a timestep interface. (C) 2002 Elsevier Science B.V. All rights reserved.

Electromagnetic fields inside a lossy, multilayered spherical head phantom excited by MRI coils: models and methods

The precise evaluation of electromagnetic field (EMF) distributions inside biological samples is becoming an increasingly important design requirement for high field MRI systems. In evaluating the induced fields caused by magnetic field gradients and RF transmitter coils, a multilayered dielectric spherical head model is proposed to provide a better understanding of electromagnetic interactions when compared to a traditional homogeneous head phantom. This paper presents Debye potential (DP) and Dyadic Green's function (DGF)-based solutions of the EMFs inside a head-sized, stratified sphere with similar radial conductivity and permittivity profiles as a human head. The DP approach is formulated for the symmetric case in which the source is a circular loop carrying a harmonic-formed current over a wide frequency range. The DGF method is developed for generic cases in which the source may be any kind of RF coil whose current distribution can be evaluated using the method of moments. The calculated EMFs can then be used to deduce MRI imaging parameters. The proposed methods, while not representing the full complexity of a head model, offer advantages in rapid prototyping as the computation times are much lower than a full finite difference time domain calculation using a complex head model. Test examples demonstrate the capability of the proposed models/methods. It is anticipated that this model will be of particular value for high field MRI applications, especially the rapid evaluation of RF resonator (surface and volume coils) and high performance gradient set designs.

An FDTD model for calculation of gradient-induced eddy currents in MRI system

In most magnetic resonance imaging (MRI) systems, pulsed magnetic gradient fields induce eddy currents in the conducting structures of the superconducting magnet. The eddy currents induced in structures within the cryostat are particularly problematic as they are characterized by long time constants by virtue of the low resistivity of the conductors. This paper presents a three-dimensional (3-D) finite-difference time-domain (FDTD) scheme in cylindrical coordinates for eddy-current calculation in conductors. This model is intended to be part of a complete FDTD model of an MRI system including all RF and low-frequency field generating units and electrical models of the patient. The singularity apparent in the governing equations is removed by using a series expansion method and the conductor-air boundary condition is handled using a variant of the surface impedance concept. The numerical difficulty due to the asymmetry of Maxwell equations for low-frequency eddy-current problems is circumvented by taking advantage of the known penetration behavior of the eddy-current fields. A perfectly matched layer absorbing boundary condition in 3-D cylindrical coordinates is also incorporated. The numerical method has been verified against analytical solutions for simple cases. Finally, the algorithm is illustrated by modeling a pulsed field gradient coil system within an MRI magnet system. The results demonstrate that the proposed FDTD scheme can be used to calculate large-scale eddy-current problems in materials with high conductivity at low frequencies.

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.

Finite element analysis of fault bend influence on stick-slip instability along an intra-plate fault

Earthquakes have been recognized as resulting from stick-slip frictional instabilities along the faults between deformable rocks. A three-dimensional finite-element code for modeling the nonlinear frictional contact behaviors between deformable bodies with the node-to-point contact element strategy has been developed and applied here to investigate the fault geometry influence on the nucleation and development process of the stick-slip instability along an intra-plate fault through a typical fault bend model, which has a pre-cut fault that is artificially bent by an angle of 5.6degrees at the fault center. The numerical results demonstrate that the geometry of the fault significantly affects nucleation, termination and restart of the stick-slip instability along the intra-plate fault, and all these instability phenomena can be well simulated using the current finite-element algorithm.

An inverse methodology for high-frequency RF coil design for MRI with de-emphasized B-1 fields

An inverse methodology for the design of biologically loaded radio-frequency (RF) coils for magnetic resonance imaging applications is described. Free space time-harmonic electromagnetic Green's functions and de-emphasized B-1 target fields are used to calculate the current density on the coil cylinder. In theory, with the B-1 field de-emphasized in the middle of the RF transverse plane, the calculated current distribution can generate an internal magnetic field that can reduce the central overemphasis effect caused by field/tissue interactions at high frequencies. The current distribution of a head coil operating at 4 T (170 MHz) is calculated using an inverse methodology with de-emphasized B-1. target fields. An in-house finite-difference time-domain routine is employed to evaluate B-1 field and signal intensity inside a homogenous cylindrical phantom and then a complete human head model. A comparison with a conventional RF birdcage coil is carried out and demonstrates that this method can help in decreasing the normal bright region caused by field/tissue interactions in head images at 170 MHz and higher field strengths.

Focused, eight-element transceive phased array coil for parallel magnetic resonance imaging of the chest-theoretical considerations

A new transceive system for chest imaging for MRI applications is presented. A focused, eight-element transceive torso phased array coil is designed to investigate transmitting a focused radiofrequency field deep within the torso and to enhance signal homogeneity in the heart region. The system is used in conjunction with the SENSE reconstruction technique to enable focused parallel imaging. A hybrid finite-difference-time-domain/method-of-moments method is used to accurately predict the radiofrequency behavior inside the human torso. The simulation results reported herein demonstrate the feasibility of the design concept, which shows that radiofrequency field focusing with SENSE reconstruction is theoretically achievable. (c) 2005 Wiley-Liss, Inc.

Numerical modeling of 11.1 T MRI of a human head using MoM/FDTD methods

In a recent study, severe distortions in the proton images of an excised, fixed, human brain in an 11.1 Tesla/40 cm MR instrument have been observed, and the effect modeled on phantom images using a finite difference time domain (FDTD) model. in the present study, we extend these simulations to that of a complete human head, employing a hybrid FDTD and method of moments (MoM) approach, which provides a validated method for simulating biological samples in coil structures. The effect of fixative on the image distortions is explored. importantly, temperature distributions within the head are also simulated using a bioheat method based on parameters derived from the electromagnetic simulations. The MoM/FDTD simulations confirm that the transverse magnetic field (B,) from a ReCav resonator exhibits good homogeneity in air but strong inhomogeneity when loaded with the head with or without fixative. The fixative serves to increase the distortions, but they are still significant for the in vivo simulations. The simulated signal intensity (SI) distribution within the sample confirm the distortions in the experimental images are caused by the complex interactions of the incident electromagnetic fields with tissue, which is heterogeneous in terms of conductivity and permittivity. The temperature distribution is likewise heterogeneous, raising concerns regarding hot spot generation in the sample that may exceed acceptable levels in future in vivo studies. As human imaging at 11.1 T is some time away, simulations are important in terms of predicting potential safety issues as well as evaluating practical concerns about the quality of images. Simulation on a whole human head at 11.1 T implies the wave behavior presents significant engineering challenges for ultra-high-field (UHF) MRI. Novel strategies will have to be employed in imaging technique and resonator design for UHF MRI to achieve the theoretical signal-to-noise ratio (SNR) improvements it offers over lower field systems. (C) 2005 Wiley Periodicals, Inc.

Multiple-acquisition parallel imaging combined with a transceive array for the amelioration of high-field RF distortion: a modeling study

A new method for ameliorating high-field image distortion caused by radio frequency/tissue interaction is presented and modeled, The proposed method uses, but is not restricted to, a shielded four-element transceive phased array coil and involves performing two separate scans of the same slice with each scan using different excitations during transmission. By optimizing the amplitudes and phases for each scan, antipodal signal profiles can be obtained, and by combining both images together, the image distortion can be reduced several-fold. A hybrid finite-difference time-domain/method-of-moments method is used to theoretically demonstrate the method and also to predict the radio frequency behavior inside the human head. in addition, the proposed method is used in conjunction with the GRAPPA reconstruction technique to enable rapid imaging. Simulation results reported herein for IIT (470 MHz) brain imaging applications demonstrate the feasibility of the concept where multiple acquisitions using parallel imaging elements with GRAPPA reconstruction results in improved image quality. (c) 2006 Wiley Periodicals, Inc.

High-field magnetic resonance imaging with reduced field/tissue RF artefacts - A modeling study using hybrid MoM/FEM and FDTD technique

Due to complex field/tissue interactions, high-field magnetic resonance (MR) images suffer significant image distortions that result in compromised diagnostic quality. A new method that attempts to remove these distortions is proposed in this paper and is based on the use of transceiver-phased arrays. The proposed system uses, in the examples presented herein, a shielded four-element transceive-phased array head coil and involves performing two separate scans of the same slice with each scan using different excitations during transmission. By optimizing the amplitudes and phases for each scan, antipodal signal profiles can be obtained, and by combining both the images together, the image distortion can be reduced several fold. A combined hybrid method of moments (MoM)/finite element method (FEM) and finite-difference time-domain (FDTD) technique is proposed and used to elucidate the concept of the new method and to accurately evaluate the electromagnetic field (EMF) in a human head model. In addition, the proposed method is used in conjunction with the generalized auto-calibrating partially parallel acquisitions (GRAPPA) reconstruction technique to enable rapid imaging of the two scans. Simulation results reported herein for 11-T (470-MHz) brain imaging applications show that the new method with GRAPPA reconstruction theoretically results in improved image quality and that the proposed combined hybrid MoM/FEM and FDTD technique is. suitable for high-field magnetic resonance imaging (MRI) numerical analysis.

An object-orient designed FDTD simulator: Applications to high field systems

An object-oriented finite-difference time-domain (FDTD) simulator has been developed for electromagnetic study and design applications in Magnetic Resonance Imaging. It is aimed to be a complete FDTD model of an MRI system including all high and low-frequency field generating units and electrical models of the patient. The design method is described and MRI-based numerical examples are presented to illustrate the function of the numerical solver, particular emphasis is placed on high field studies.

Computational modeling of optical trapping of vaterite microspheres

The ability to grow microscopic spherical birefringent crystals of vaterite, a calcium carbonate mineral, has allowed the development of an optical microrheometer based on optical tweezers. However, since these crystals are birefringent, and worse, are expected to have non-uniform birefringence, computational modeling of the microrheometer is a highly challenging task. Modeling the microrheometer - and optical tweezers in general - typically requires large numbers of repeated calculations for the same trapped particle. This places strong demands on the efficiency of computational methods used. While our usual method of choice for computational modelling of optical tweezers - the T-matrix method - meets this requirement of efficiency, it is restricted to homogeneous isotropic particles. General methods that can model complex structures such as the vaterite particles, such as finite-difference time-domain (FDTD) or finite-difference frequency-domain (FDFD) methods, are inefficient. Therefore, we have developed a hybrid FDFD/T-matrix method that combines the generality of volume-discretisation methods such as FDFD with the efficiency of the T-matrix method. We have used this hybrid method to calculate optical forces and torques on model vaterite spheres in optical traps. We present and compare the results of computational modelling and experimental measurements.

Tailoring magnetic field gradient design to magnet cryostat geometry

Eddy currents induced within a magnetic resonance imaging (MRI) cryostat bore during pulsing of gradient coils can be applied constructively together with the gradient currents that generate them, to obtain good quality gradient uniformities within a specified imaging volume over time. This can be achieved by simultaneously optimizing the spatial distribution and temporal pre-emphasis of the gradient coil current, to account for the spatial and temporal variation of the secondary magnetic fields due to the induced eddy currents. This method allows the tailored design of gradient coil/magnet configurations and consequent engineering trade-offs. To compute the transient eddy currents within a realistic cryostat vessel, a low-frequency finite-difference time-domain (FDTD) method using total-field scattered-field (TFSF) scheme has been performed and validated

FDTD study of an UWB radar technique for breast tumor detection

A finite difference time domain (FDTD) method is applied to investigate capabilities of an ultra-wide band (UWB) radar system to detect a breast tumor. The first part of the investigations concerns FDTD simulations of a phantom formed by a plastic container with liquid and a small reflecting target. The second part focuses on a three-dimensional numerical breast model with a small tumor. FDTD simulations are carried out assuming a planar incident wave. Various time snap shots of the electromagnetic field are recorded to learn about the physical phenomenon of reflection and scattering in different layers of the phantom.