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.

Lattice-dome design using a knowledge-based system approach

In the design of lattice domes, design engineers need expertise in areas such as configuration processing, nonlinear analysis, and optimization. These are extensive numerical, iterative, and lime-consuming processes that are prone to error without an integrated design tool. This article presents the application of a knowledge-based system in solving lattice-dome design problems. An operational prototype knowledge-based system, LADOME, has been developed by employing the combined knowledge representation approach, which uses rules, procedural methods, and an object-oriented blackboard concept. The system's objective is to assist engineers in lattice-dome design by integrating all design tasks into a single computer-aided environment with implementation of the knowledge-based system approach. For system verification, results from design examples are presented.

Matrix-product codes over Fq

Codes C-1,...,C-M of length it over F-q and an M x N matrix A over F-q define a matrix-product code C = [C-1 (...) C-M] (.) A consisting of all matrix products [c(1) (...) c(M)] (.) A. This generalizes the (u/u + v)-, (u + v + w/2u + v/u)-, (a + x/b + x/a + b + x)-, (u + v/u - v)- etc. constructions. We study matrix-product codes using Linear Algebra. This provides a basis for a unified analysis of /C/, d(C), the minimum Hamming distance of C, and C-perpendicular to. It also reveals an interesting connection with MDS codes. We determine /C/ when A is non-singular. To underbound d(C), we need A to be 'non-singular by columns (NSC)'. We investigate NSC matrices. We show that Generalized Reed-Muller codes are iterative NSC matrix-product codes, generalizing the construction of Reed-Muller codes, as are the ternary 'Main Sequence codes'. We obtain a simpler proof of the minimum Hamming distance of such families of codes. If A is square and NSC, C-perpendicular to can be described using C-1(perpendicular to),...,C-M(perpendicular to) and a transformation of A. This yields d(C-perpendicular to). Finally we show that an NSC matrix-product code is a generalized concatenated code.

A formal representation of assumptions in process modelling

In this work, we present a systematic approach to the representation of modelling assumptions. Modelling assumptions form the fundamental basis for the mathematical description of a process system. These assumptions can be translated into either additional mathematical relationships or constraints between model variables, equations, balance volumes or parameters. In order to analyse the effect of modelling assumptions in a formal, rigorous way, a syntax of modelling assumptions has been defined. The smallest indivisible syntactical element, the so called assumption atom has been identified as a triplet. With this syntax a modelling assumption can be described as an elementary assumption, i.e. an assumption consisting of only an assumption atom or a composite assumption consisting of a conjunction of elementary assumptions. The above syntax of modelling assumptions enables us to represent modelling assumptions as transformations acting on the set of model equations. The notion of syntactical correctness and semantical consistency of sets of modelling assumptions is defined and necessary conditions for checking them are given. These transformations can be used in several ways and their implications can be analysed by formal methods. The modelling assumptions define model hierarchies. That is, a series of model families each belonging to a particular equivalence class. These model equivalence classes can be related to primal assumptions regarding the definition of mass, energy and momentum balance volumes and to secondary and tiertinary assumptions regarding the presence or absence and the form of mechanisms within the system. Within equivalence classes, there are many model members, these being related to algebraic model transformations for the particular model. We show how these model hierarchies are driven by the underlying assumption structure and indicate some implications on system dynamics and complexity issues. (C) 2001 Elsevier Science Ltd. All rights reserved.

Using clusters of computers for large QU-GENE simulation experiments

The QU-GENE Computing Cluster (QCC) is a hardware and software solution to the automation and speedup of large QU-GENE (QUantitative GENEtics) simulation experiments that are designed to examine the properties of genetic models, particularly those that involve factorial combinations of treatment levels. QCC automates the management of the distribution of components of the simulation experiments among the networked single-processor computers to achieve the speedup.

Application of Petrov-Galerkin methods to transient boundary value problems in chemical engineering: adsorption with steep gradients in bidisperse solids

Petrov-Galerkin methods are known to be versatile techniques for the solution of a wide variety of convection-dispersion transport problems, including those involving steep gradients. but have hitherto received little attention by chemical engineers. We illustrate the technique by means of the well-known problem of simultaneous diffusion and adsorption in a spherical sorbent pellet comprised of spherical, non-overlapping microparticles of uniform size and investigate the uptake dynamics. Solutions to adsorption problems exhibit steep gradients when macropore diffusion controls or micropore diffusion controls, and the application of classical numerical methods to such problems can present difficulties. In this paper, a semi-discrete Petrov-Galerkin finite element method for numerically solving adsorption problems with steep gradients in bidisperse solids is presented. The numerical solution was found to match the analytical solution when the adsorption isotherm is linear and the diffusivities are constant. Computed results for the Langmuir isotherm and non-constant diffusivity in microparticle are numerically evaluated for comparison with results of a fitted-mesh collocation method, which was proposed by Liu and Bhatia (Comput. Chem. Engng. 23 (1999) 933-943). The new method is simple, highly efficient, and well-suited to a variety of adsorption and desorption problems involving steep gradients. (C) 2001 Elsevier Science Ltd. All rights reserved.

Solution techniques for transport problems involving steep concentration gradients: application to noncatalytic fluid solid reactions

Some efficient solution techniques for solving models of noncatalytic gas-solid and fluid-solid reactions are presented. These models include those with non-constant diffusivities for which the formulation reduces to that of a convection-diffusion problem. A singular perturbation problem results for such models in the presence of a large Thiele modulus, for which the classical numerical methods can present difficulties. For the convection-diffusion like case, the time-dependent partial differential equations are transformed by a semi-discrete Petrov-Galerkin finite element method into a system of ordinary differential equations of the initial-value type that can be readily solved. In the presence of a constant diffusivity, in slab geometry the convection-like terms are absent, and the combination of a fitted mesh finite difference method with a predictor-corrector method is used to solve the problem. Both the methods are found to converge, and general reaction rate forms can be treated. These methods are simple and highly efficient for arbitrary particle geometry and parameters, including a large Thiele modulus. (C) 2001 Elsevier Science Ltd. All rights reserved.

On surrogate methods for detecting lateral gene transfer

Surrogate methods for detecting lateral gene transfer are those that do not require inference of phylogenetic trees. Herein I apply four such methods to identify open reading frames (ORFs) in the genome of Escherichia coli K12 that may have arisen by lateral gene transfer. Only two of these methods detect the same ORFs more frequently than expected by chance, whereas several intersections contain many fewer ORFs than expected. Each of the four methods detects a different non-random set of ORFs. The methods may detect lateral ORFs of different relative ages; testing this hypothesis will require rigorous inference of trees. (C) 2001 Federation of European Microbiological Societies. Published by Elsevier Science BN. All rights reserved.