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.

Three-point boundary value problems for second-order, ordinary, differential equations

We establish existence results for solutions to three-point boundary value problems for nonlinear, second-order, ordinary differential equations with nonlinear boundary conditions. (C) 2001 Elsevier Science Ltd. All rights reserved.

Differential inclusions and robust control theory

Uncontrolled systems (x) over dot is an element of Ax, where A is a non-empty compact set of matrices, and controlled systems (x) over dot is an element of Ax + Bu are considered. Higher-order systems 0 is an element of Px - Du, where and are sets of differential polynomials, are also studied. It is shown that, under natural conditions commonly occurring in robust control theory, with some mild additional restrictions, asymptotic stability of differential inclusions is guaranteed. The main results are variants of small-gain theorems and the principal technique used is the Krasnosel'skii-Pokrovskii principle of absence of bounded solutions.

Stability of linear difference and differential inclusions

Any given n X n matrix A is shown to be a restriction, to the A-invariant subspace, of a nonnegative N x N matrix B of spectral radius p(B) arbitrarily close to p(A). A difference inclusion x(k+1) is an element of Ax(k), where A is a compact set of matrices, is asymptotically stable if and only if A can be extended to a set B of nonnegative matrices B with \ \B \ \ (1) < 1 or \ \B \ \ (infinity) < 1. Similar results are derived for differential inclusions.

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.

A new wavelet-based method for the solution of the population balance equation

A new wavelet-based method for solving population balance equations with simultaneous nucleation, growth and agglomeration is proposed, which uses wavelets to express the functions. The technique is very general, powerful and overcomes the crucial problems of numerical diffusion and stability that often characterize previous techniques in this area. It is also applicable to an arbitrary grid to control resolution and computational efficiency. The proposed technique has been tested for pure agglomeration, simultaneous nucleation and growth, and simultaneous growth and agglomeration. In all cases, the predicted and analytical particle size distributions are in excellent agreement. The presence of moving sharp fronts can be addressed without the prior investigation of the characteristics of the processes. (C) 2001 Published by Elsevier Science Ltd.

Influence of deceleration profiles on occupant velocity differential and injury potential

This paper compares two hypothetical and identical vehicle deceleration profiles mirrored in time, one linearly descending with time and the other linearly ascending with time. The differences of such profiles on occupant velocity differential and by implication, injury levels at the point of occupant impact are presented. An indifference point is established to assist in comparing which occupant body part will benefit from the altered crash pulse. It is shown that for occupant proximity distances below the indifference point, an ascending profile results in lower injury risk. Above the indifference point, the result is reversed.

Differential perturbation of neuronal and glial glutamate transport systems in retinal ischaemia

Glutamate is the major excitatory neurotransmitter in the retina and is removed from the extracellular space by an energy-dependent process involving neuronal and glial cell transporters. The radial glial Muller cells express the glutamate transporter, GLAST, and preferentially accumulate glutamate. However, during an ischaemic episode, extracellular glutamate concentrations may rise to excitotoxic levels. Is this catastrophic rise in extracellular glutamate due to a failure of GLAST? Using immunocytochemistry, we monitored the transport of the glutamate transporter substrate, D-aspartate, in the retina under normal and ischaemic conditions. Two models of compromised retinal perfusion were compared: (1) Anaesthetised rats had their carotid arteries occluded for 7 days to produce a chronic reduction in retinal blood flow. Retinal function was assessed by electroretinography. D-aspartate was injected into the eye for 45 min, Following euthanasia, the retina was processed for D-aspartate. GLAST and glutamate immunocytochemistry. Although reduced retinal perfusion suppresses the electroretinogram b-wave, neither retinal histology, GLAST expression, nor the ability of Muller cells to uptake D-aspartate is affected. As this insult does not appear to cause excitotoxic neuronal damage, these data suggest that GLAST function and glutamate clearance are maintained during periods of reduced retinal perfusion. (2) Occlusion of the central retinal artery for 60 min abolishes retinal perfusion, inducing histological damage and electroretinogram suppression. Although GLAST expression appears to be normal. its ability to transport D-aspartate into Muller cells is greatly reduced. Interestingly, D-aspartate is transported into neuronal cells, i.e. photoreceptors, bipolar and ganglion cells. This suggests that while GLAST is vitally important for the clearance of excess extracellular glutamate, its capability to sustain inward transport is particularly susceptible to an acute ischaemic attack. Manipulation of GLAST function could alleviate the degeneration and blindness that result from ischaemic retinal disease. (C) 2001 Elsevier Science Ltd, All rights reserved.

Quantum criticality

We investigate the theory of quantum fluctuations in non-equilibrium systems having large critical fluctuations. This allows us to treat the limits imposed by nonlinearities to quantum squeezing and noise reduction, and also to envisage future tests of quantum theory in regions of macroscopic quantum fluctuations. A long-term objective of this research is to identify suitable physical systems in which macroscopic 'Schrodinger cat'-like behaviour may be observed. We investigate two systems in particular of much current experimental interest, namely the degenerate parametric oscillator near threshold, and the evaporatively cooled (BEC). We compare the results obtained in the positive-P representation, as a fully quantum mechanical calculation, with the truncated Wigner phase space equation, also known as semi-classical theory. We show when these results agree and differ in calculations taken beyond the linearized approximation. In the region where the largest quantum fluctuations and Schrodinger cat-like behaviour might be expected, we find that the quantum predictions correspond very closely to the semi-classical theory. Nature abhors observing a Schrodinger car.

Differential inhibition of human CYP1A1 AND CYP1A2 by quinidine and quinine.

The inhibition of recombinant CYP1A1 and CYP1A2 activity by quinidine and quinine was evluated using ethoxyresorufin O -deethylation, phenacetin O -deethylation and propranolol desisopropylation as probe catalytic pathways. 2. With substrate concentrations near the K m of catalysis, both quinidine and quinine potently inhibited CYP1A1 activity with [ I ] 0.5 ~ 1-3 μM, whereas in contrast, there was little inhibition of CYP1A2 activity. The Lineweaver-Burk plots with varying inhibitor concentrations suggested that inhibition by quinidine and quinine was competitive. 3. There was only trace metabolism of quinidine by recombinant CYP1A1, whereas rat liver microsomes as a control showed extensive consumption of quinidine and metabolite production. 4. This work suggests that quinidine is a non-classical inhibitor of CYP1A1 and that it is not as highly specific at inhibiting CYP2D6 as previously thought.

Time-dependent master equation simulation of complex elementary reactions in combustion: Application to the reaction of (CH2)-C-1 with C2H2 from 300-2000 K

Computational simulations of the title reaction are presented, covering a temperature range from 300 to 2000 K. At lower temperatures we find that initial formation of the cyclopropene complex by addition of methylene to acetylene is irreversible, as is the stabilisation process via collisional energy transfer. Product branching between propargyl and the stable isomers is predicted at 300 K as a function of pressure for the first time. At intermediate temperatures (1200 K), complex temporal evolution involving multiple steady states begins to emerge. At high temperatures (2000 K) the timescale for subsequent unimolecular decay of thermalized intermediates begins to impinge on the timescale for reaction of methylene, such that the rate of formation of propargyl product does not admit a simple analysis in terms of a single time-independent rate constant until the methylene supply becomes depleted. Likewise, at the elevated temperatures the thermalized intermediates cannot be regarded as irreversible product channels. Our solution algorithm involves spectral propagation of a symmetrised version of the discretized master equation matrix, and is implemented in a high precision environment which makes hitherto unachievable low-temperature modelling a reality.

Time evolution in the unimolecular master equation at low temperatures: full spectral solution with scalable iterative methods and high precision

A new method is presented to determine an accurate eigendecomposition of difficult low temperature unimolecular master equation problems. Based on a generalisation of the Nesbet method, the new method is capable of achieving complete spectral resolution of the master equation matrix with relative accuracy in the eigenvectors. The method is applied to a test case of the decomposition of ethane at 300 K from a microcanonical initial population with energy transfer modelled by both Ergodic Collision Theory and the exponential-down model. The fact that quadruple precision (16-byte) arithmetic is required irrespective of the eigensolution method used is demonstrated. (C) 2001 Elsevier Science B.V. All rights reserved.

Stochastic Schrodinger equation approach to quantum noise in resonant tunneling current

We apply the quantum trajectory method to current noise in resonant tunneling devices. The results from dynamical simulation are compared with those from unconditional master equation approach. We show that the stochastic Schrodinger equation approach is useful in modeling the dynamical processes in mesoscopic electronic systems.

The Dubinin-Radushkevich equation and the underlying microscopic adsorption description

The Dubinin-Radushkevich (DR) equation is widely used for description of adsorption in microporous materials, especially those of a carbonaceous origin. The equation has a semi-empirical origin and is based on the assumptions of a change in the potential energy between the gas and adsorbed phases and a characteristic energy of a given solid. This equation yields a macroscopic behaviour of adsorption loading for a given pressure. In this paper, we apply a theory developed in our group to investigate the underlying mechanism of adsorption as an alternative to the macroscopic description using the DR equation. Using this approach, we are able to establish a detailed picture of the adsorption in the whole range of the micropore system. This is different from the DR equation, which provides an overall description of the process. (C) 2001 Elsevier Science Ltd. All rights reserved.