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.

Topological methods for some boundary value problems

We establish existence of solutions for a finite difference approximation to y = f(x, y, y ') on [0, 1], subject to nonlinear two-point Sturm-Liouville boundary conditions of the form g(i)(y(i),y ' (i)) = 0, i = 0, 1, assuming S satisfies one-sided growth bounds with respect to y '. (C) 2001 Elsevier Science Ltd. All rights reserved.

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.

An evaluation of the changes in malocclusion index scores over a 25-year period

Background: The measured values of specific traits of occlusion may be subject to significant change due to growth and maturation of the dentofacial structures. Some traits may show improvement while others may show deterioration. Rarely is there an opportunity to examine a sample of occlusions 25 years after the acquisition of the original set of records. This study examines the changes in traits of occlusion in a sample of 46 subjects who were originally examined between 1971-1973 and for whom records were again obtained in 1998. Methods: The 46 patients were a sub-group of a previously selected randomised school-based sample and study models obtained in 1971-1973 were still available. New models for each patient were obtained in 1998. Of the 46 subjects, only eight had received orthodontic treatment. Results: Assessments of the changes in specific traits were made using the methods proposed in the Harry L Draker, California Modification (HLD Cal Mod) index. This simple index was chosen because the main component traits were well defined and, when analysed separately, reflected changes with time. The total index score gave a broad indication of the global changes in the individual's occlusion. The five basic traits of the HLD index include overjet, overbite, openbite, mandibular protrusion and labio-lingual spread. Three additional traits (ectopic eruption, anterior crowding and posterior crossbite) are used in the HLD Cal Mod index. These traits provided a useful reflection of occlusal changes with time. Measurements were made with reference to specifications and the details outlined in the HLD Cal Mod protocol. The results revealed an increase in total index scores over time with a significant increase in lower labio-lingual spread associated with an increased score in anterior crowding. Overjet and overbite, however, displayed a significant decrease with time. Conclusions: These findings are in keeping with previous studies and highlight the importance of time as a significant issue in the assessment of occlusion.

Association of clinical, radiological and synovial immunopathological responses to anti-rheumatic treatment in rheumatoid arthritis

Objectives. To compare immunohistochemical scoring with clinical scoring and radiology for the assessment of rheumatoid arthritis (RA) disease activity, synovial tissue (ST) biopsied arthroscopically was assessed from 18 patients before and after commencement of disease-modifying anti-rheumatic drug (DMARD) therapy. Methods. Lymphocytes, macrophages, differentiated dendritic cells (DC), vascularity, tumour necrosis factor (TNF)alpha and interleukin-1 beta levels were scored. Clinical status was scored using the American College of Rheumatology (ACR) core set and serial radiographs were scored using the Larsen and Sharp methods. Histopathological evidence of activity included infiltration by lymphocytes, DC, macrophages. tissue vascularity, and expression of lining and sublining TNF alpha. These indices co-varied across the set of ST biopsies and were combined as a synovial activity score for each biopsy. Results. The change in synovial activity with treatment correlated with the ACR clinical response and with decreased radiological progression by the Larsen score, The ACR response to DMARD therapy. the change in synovial activity score and the slowing of radiological progression were each greatest in patients with high initial synovial vascularity. Conclusions. The data demonstrate an association between clinical, radiological and synovial immunopathological responses to anti-rheumatic treatment in RA. High ST vascularity may predict favourable clinical and radiological responses to treatment.