The composite Euler method for stiff stochastic differential equations

In this paper we present the composite Euler method for the strong solution of stochastic differential equations driven by d-dimensional Wiener processes. This method is a combination of the semi-implicit Euler method and the implicit Euler method. At each step either the semi-implicit Euler method or the implicit Euler method is used in order to obtain better stability properties. We give criteria for selecting the semi-implicit Euler method or the implicit Euler method. For the linear test equation, the convergence properties of the composite Euler method depend on the criteria for selecting the methods. Numerical results suggest that the convergence properties of the composite Euler method applied to nonlinear SDEs is the same as those applied to linear equations. The stability properties of the composite Euler method are shown to be far superior to those of the Euler methods, and numerical results show that the composite Euler method is a very promising method. (C) 2001 Elsevier Science B.V. All rights reserved.

Considerations in the design of a mixed-method cluster evaluation of a community programme for 'at-risk' young people

This article discusses the design of a comprehensive evaluation of a community development programme for young people 'at-risk' of self-harming behaviour. It outlines considerations in the design of the evaluation and focuses on the complexities and difficulties associated with the evaluation of a community development programme. The challenge was to fulfil the needs of the funding body for a broad, outcome-focused evaluation while remaining close enough to the programme to accurately represent its activities and potential effects at a community level. Specifically, the strengths and limitations of a mixed-method evaluation plan are discussed with recommendations for future evaluation practice.

Natural selection and quantitative genetics of life-history traits in Western women: A twin study

Whether contemporary human populations are still evolving as a result of natural selection has been hotly debated. For natural selection to cause evolutionary change in a trait, variation in the trait must be correlated with fitness and be genetically heritable and there must be no genetic constraints to evolution. These conditions have rarely been tested in human populations. In this study, data from a large twin cohort were used to assess whether selection Will cause a change among women in contemporary Western population for three life-history traits: age at menarche, age at first reproduction, and age at menopause. We control for temporal variation in fecundity (the baby boom phenomenon) and differences between women in educational background and religious affiliation. University-educated women have 35% lower fitness than those with less than seven years education, and Roman Catholic women have about 20% higher fitness than those of other religions. Although these differences were significant, education and religion only accounted for 2% and 1% of variance in fitness, respectively. Using structural equation modeling, we reveal significant genetic influences for all three life-history traits, with heritability estimates of 0.50, 0.23, and 0.45, respectively. However, strong genetic covariation with reproductive fitness could only be demonstrated for age at first reproduction, with much weaker covariation for age at menopause and no significant covariation for age at menarche. Selection may, therefore, lead to the evolution of earlier age at first reproduction in this population. We also estimate substantial heritable variation in fitness itself, with approximately 39% of the variance attributable to additive genetic effects, the remainder consisting of unique environmental effects and small effects from education and religion. We discuss mechanisms that could be maintaining such a high heritability for fitness. Most likely is that selection is now acting on different traits from which it did in pre-industrial human populations.

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.

Quantitative and qualitative influences of tapasin on the class I peptide repertoire

Tapasin is critical for efficient loading and surface expression of most HLA class I molecules. The high level surface expression of HLA-B*2705 on tapasin-deficient 721.220 cells allowed the influence of this chaperone on peptide repertoire to be examined. Comparison of peptides bound to HLA-B*2705 expressed on tapasin-deficient and -proficient cells by mass spectrometry revealed an overall reduction in the recovery of B*2705-bound peptides isolated from tapasin-deficient cells despite similar yields of B27 heavy chain and beta (2)-microglobulin. This indicated that a proportion of suboptimal ligands were associated with B27, and they were lost during the purification process. Notwithstanding this failure to recover these suboptimal peptides, there was substantial overlap in the repertoire and biochemical properties of peptides recovered from B27 complexes derived from tapasin-positive and -negative cells. Although many peptides were preferentially or uniquely isolated from B*2705 in tapasin-positive cells, a number of species were preferentially recovered in the absence of tapasin, and some of these peptide ligands have been sequenced. In general, these ligands did not exhibit exceptional binding affinity, and we invoke an argument based on lumenal availability and affinity to explain their tapasin independence. The differential display of peptides in tapasin-negative and -positive cells was also apparent in the reactivity of peptide-sensitive alloreactive CTL raised against tapasin-positive and -negative targets, demonstrating the functional relevance of the biochemical observation of changes in peptide repertoire in the tapasin-deficient APC. Overall, the data reveal that tapasin quantitatively and qualitatively influences ligand selection by class I molecules.

Ionic strontium fluorescence as a method for flow tagging velocimetry

A flow tagging technique based upon ionic fluorescence in strontium is investigated for applications to velocity measurements in gas flows. The method is based upon a combination of two laser based spectroscopic techniques, i.e. resonantly-enhanced ionisation and laser-induced ionic fluorescence. Strontium is first ionised and then planar laser-induced fluorescence is utilised to give 2D 'bright images' of the ionised region of the flow at a given time delay. The results show that this method can be used for velocity measurements. The velocities were measured in two types of air-acetylene flames - a slot burner and a circular burner yielding velocities of 5.1 +/- 0.1 m/s and 9.3 +/- 0.2 m/s, respectively. The feasibility of the method for the determination of velocities in faster flows than those investigated here is discussed.

Patient based method of assessing adverse events in clinical trials in rheumatology: the revised Stanford Toxicity Index

We describe the progress towards developing a patient rated toxicity index that meets all of the patient-important attributes defined by the OMERACT Drug Safety Working Party, These attributes are frequency, severity. importance to patient, importance to the clinician, impact on economics, impact on activities, and integration of adverse effects with benefits. The Stanford Toxicity Index (STI) has been revised to collect all attributes with the exception of impact on activities. However, since the STI is a part of the Health Assessment Questionnaire (HAQ). impact on activities is collected by the HAQ. In particular, a new question asks patients to rate overall satisfaction, taking into consideration both benefits and adverse effects. The nest step in the development of this tool is to ensure that the STI meets the OMERACT filter of truth, discrimination, and feasibility. Although truth and feasibility have been confirmed by comparisons within the ARAMIS database, discrimination needs to be assessed in clinical trials.