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.

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.

Timing and duration of the last interglacial inferred from high resolution U-series chronology of stalagmite growth in Southern Hemisphere

High-precision Th-230-U-238 ages for a stalagmite from Newdegate Cave in southern Tasmania, Australia define a rare record of precipitation between 100 and 155 ka before the present. The fastest stalagmite growth occurred between 129.2 +/- 1.6 and 122.1 +/- 2.0 ka (similar to 61.5 mm/ka), coinciding with a time of prolific coral growth from Western Australia (128-122 ka). This is the first high-resolution continental record in the Southern Hemisphere that can be compared and correlated with the marine record. Such correlation shows that in southern Australia the onset of full interglacial sea level and the initiation of highest precipitation on land were synchronous. The stalagmite growth rate between 129.2 and 142.2 ka (similar to 5.9 mm/ka) was lower than that between 142.2 and 154.5 ka (similar to 18.7 mm/ka), implying drier conditions during the Penultimate Deglaciation, despite rising temperature and sea level. This asymmetrical precipitation pattern is caused by latitudinal movement of subtropical highs and an associated Westerly circulation, in response to a changing Equator-to-Pole temperature gradient. Both marine and continental records in Australia strongly suggest that the insolation maximum between 126 and 128 ka at 65 degreesN was directly responsible for the maintenance of full Last Interglacial conditions, although the triggers that initiated Penultimate Deglaciation (at similar to 142 ka) remain unsolved. (C) 2001 Elsevier Science B.V. All rights reserved.

Thermal ionization mass spectrometry U-series dating of a hominid site near Nanjing, China

Mass spectrometric U-series dating of speleothems from Tangshan Cave, combined with ecological and paleoclimatic evidence, indicates that Nanjing Man, a typical Homo erectus morphologically correlated with Peking Man at Zhoukoudian, should be at least 580 k.y. old, or more likely lived during the glacial oxygen isotope stage 16 (similar to 620 ka). Such an age estimate, which is similar to 270 ka older than previous electron spin resonance and alpha counting U-series dates, has significant implications for the evolution of Asian H. erectus. Dentine and enamel samples from the coexisting fossil layer yield significantly younger apparent ages, that of the enamel sample being only less than one-fourth of the minimum age of Nanjing Man. This suggests that U uptake history is far more complex than existing models can handle. As a result, great care must be taken in the interpretation of electron spin resonance and U-series dates of fossil teeth.

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.

Structure-hepatic disposition relationships for cationic drugs in isolated perfused rat livers: Transmembrane exchange and cytoplasmic binding process

This work studied the structure-hepatic disposition relationships for cationic drugs of varying lipophilicity using a single-pass, in situ rat liver preparation. The lipophilicity among the cationic drugs studied in this work is in the following order: diltiazem. propranolol. labetalol. prazosin. antipyrine. atenolol. Parameters characterizing the hepatic distribution and elimination kinetics of the drugs were estimated using the multiple indicator dilution method. The kinetic model used to describe drug transport (the two-phase stochastic model) integrated cytoplasmic binding kinetics and belongs to the class of barrier-limited and space-distributed liver models. Hepatic extraction ratio (E) (0.30-0.92) increased with lipophilicity. The intracellular binding rate constant (k(on)) and the equilibrium amount ratios characterizing the slowly and rapidly equilibrating binding sites (K-S and K-R) increase with the lipophilicity of drug (k(on) : 0.05-0.35 s(-1); K-S : 0.61-16.67; K-R : 0.36-0.95), whereas the intracellular unbinding rate constant (k(off)) decreases with the lipophilicity of drug (0.081-0.021 s(-1)). The partition ratio of influx (k(in)) and efflux rate constant (k(out)), k(in)/k(out), increases with increasing pK(a) value of the drug [from 1.72 for antipyrine (pK(a) = 1.45) to 9.76 for propranolol (pK(a) = 9.45)], the differences in k(in/kout) for the different drugs mainly arising from ion trapping in the mitochondria and lysosomes. The value of intrinsic elimination clearance (CLint), permeation clearance (CLpT), and permeability-surface area product (PS) all increase with the lipophilicity of drug [CLint (ml . min(-1) . g(-1) of liver): 10.08-67.41; CLpT (ml . min(-1) . g(-1) of liver): 10.80-5.35; PS (ml . min(-1) . g(-1) of liver): 14.59-90.54]. It is concluded that cationic drug kinetics in the liver can be modeled using models that integrate the presence of cytoplasmic binding, a hepatocyte barrier, and a vascular transit density function.

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.

Diverse solid-state and solution structures within a series of hexaamine dicopper(II) complexes

Mono- and dicopper(II) complexes of a series of potentially bridging hexaamine ligands have been prepared and characterized in the solid state by X-ray crystallography. The crystal structures of the following Cu-II complexes are reported: [Cu(HL3)](ClO4)(3), C11H31Cl3CuN6O12, monoclinic, P2(1)/n, a = 8.294(2) Angstrom, b = 18.364(3) Angstrom, c = 15.674(3) Angstrom, beta = 94.73(2)degrees, Z = 4; {[Cu-2(L-4)(CO3)](2)}(ClO4)(4). 4H(2)O, C40H100Cl4Cu4N12O26, triclinic, P (1) over bar, a = 9.4888(8) Angstrom, b=13.353(1) Angstrom,. c = 15.329(1) Angstrom, alpha = 111.250(7)degrees, beta = 90.068(8)degrees, gamma = 105.081(8)degrees, Z=1; [Cu-2(L-5)(OH2)(2)](ClO4)(4), C(13)H(36)Cl(4)Cu(2)Z(6)O(18), monoclinic, P2(1)/c, a = 7.225(2) Angstrom. b = 8.5555(5) Angstrom, c = 23.134(8) Angstrom, beta = 92.37(1)degrees, Z = 2; [Cu-2(L-6)(OH2)(2)](ClO4)(4). 3H(2)O, C14H44Cl4Cu2N6O21, monoclinic, P2(1)/a, a = 15.204(5) Angstrom, b = 7.6810(7) Angstrom, c = 29.370(1) Angstrom, beta = 100.42(2)degrees, Z = 4. Solution spectroscopic properties of the bimetallic complexes indicate that significant conformational changes occur upon dissolution, and this has been probed with EPR spectroscopy and molecular mechanics calculations.

Completion of the isomorphous Ln(trensal) series

The CeIII, PrIII, NdIII, GdIII and YbIII complexes of the heptadentate ligand 2,2´,2´´-tris(salicylideneimino) triethylamine, H3trensal (in its trianionic form), have been synthesized and characterized structurally by X-ray crystallography. These five [Ln(trensal)] structures complete a rare isomorphous and isostructural series of lanthanoid complexes in the trigonal P–3c1 space group with a ≈ 13.1 and c ≈ 16.5 Å

An adaptive neural-wavelet model for short term load forecasting

This paper proposed a novel model for short term load forecast in the competitive electricity market. The prior electricity demand data are treated as time series. The forecast model is based on wavelet multi-resolution decomposition by autocorrelation shell representation and neural networks (multilayer perceptrons, or MLPs) modeling of wavelet coefficients. To minimize the influence of noisy low level coefficients, we applied the practical Bayesian method Automatic Relevance Determination (ARD) model to choose the size of MLPs, which are then trained to provide forecasts. The individual wavelet domain forecasts are recombined to form the accurate overall forecast. The proposed method is tested using Queensland electricity demand data from the Australian National Electricity Market. (C) 2001 Elsevier Science B.V. All rights reserved.

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.

A novel method for solid-phase synthesis of oligosaccharides using the N-1-(4,4-dimethyl-2,6-dioxocyclohexylidene)ethyl (Dde) linker

The application of the N-1-(4,4-dimethyl-2,6-dioxocyclohexylidene)ethyl (Dde) linker for the solid-phase synthesis of oligosaccharides is described. The oligosaccharide products can be cleaved from the resin by hydrazine, ammonia or primary amines, but the linker is stable under the conditions of oligosaccharide synthesis. The first sugar can be attached to the resin linker via a vinylogous amide bond, or by ether linkage using a p-aminobenzyl alcohol converter. (C) 2001 Elsevier Science Ltd. All rights reserved.