A variable stepsize implementation for stochastic differential equations

Stochastic differential equations (SDEs) arise from physical systems where the parameters describing the system can only be estimated or are subject to noise. Much work has been done recently on developing higher order Runge-Kutta methods for solving SDEs numerically. Fixed stepsize implementations of numerical methods have limitations when, for example, the SDE being solved is stiff as this forces the stepsize to be very small. This paper presents a completely general variable stepsize implementation of an embedded Runge Kutta pair for solving SDEs numerically; in this implementation, there is no restriction on the value used for the stepsize, and it is demonstrated that the integration remains on the correct Brownian path.

The differential role of alcohol expectancies, drinking refusal self-efficacy and coping resources in predicting alcohol consumption in community and clinical samples

This study explored the relationship between coping, alcohol expectancies and drinking refusal self-efficacy in predicting drinking behaviour in both community and clinical samples. These variables were found to have differential effects in their association with frequency and volume of alcohol consumption across the two samples. Generally, drinking refusal self-efficacy was a more salient factor in relation to frequency and volume of community drinking, while coping and expectancies were more strongly associated with frequency of drinking sessions by problem drinkers. The interaction between expectancies and drinking refusal self-efficacy was related to volume of consumption in both groups, while coping and expectancies interacted in their association with frequency in the clinical group. The findings are discussed with regard to the different patterns of cognitive variables governing the decision to drink and the amount consumed in each drinking session, which may differentiate community and problem drinkers.

Differential sorting and fate of endocytosed GPI-anchored proteins

In this paper, we studied the fate of endocytosed glycosylphosphatidyl inositol anchored proteins (GPI-APs) in mammalian cells, using aerolysin, a bacterial toxin that binds to the GPI anchor, as a probe. We find that GPI-APs are transported down the endocytic pathway to reducing late endosomes in BHK cells, using biochemical, morphological and functional approaches. We also find that this transport correlates with the association to raft-like membranes and thus that lipid rafts are present in late endosomes (in addition to the Golgi and the plasma membrane). In marked contrast, endocytosed GPI-APs reach the recycling endosome in CHO cells and this transport correlates with a decreased raft association. GPI-APs are, however, diverted from the recycling endosome and routed to late endosomes in CHO cells, when their raft association is increased by clustering seven or less GPI-APs with an aerolysin mutant. We conclude that the different endocytic routes followed by GPI-APs in different cell types depend on the residence time of GPI-APs in lipid rafts, and hence that raft partitioning regulates GPI-APs sorting in the endocytic pathway.

Robust model-order reduction of complex biological processes

This paper addresses robust model-order reduction of a high dimensional nonlinear partial differential equation (PDE) model of a complex biological process. Based on a nonlinear, distributed parameter model of the same process which was validated against experimental data of an existing, pilot-scale BNR activated sludge plant, we developed a state-space model with 154 state variables in this work. A general algorithm for robustly reducing the nonlinear PDE model is presented and based on an investigation of five state-of-the-art model-order reduction techniques, we are able to reduce the original model to a model with only 30 states without incurring pronounced modelling errors. The Singular perturbation approximation balanced truncating technique is found to give the lowest modelling errors in low frequency ranges and hence is deemed most suitable for controller design and other real-time applications. (C) 2002 Elsevier Science Ltd. All rights reserved.

Polyethylene flow prediction with a differential multi-mode Pom-Pom model

We report the first steps of a collaborative project between the University of Queensland, Polyflow, Michelin, SK Chemicals, and RMIT University; on simulation, validation and application of a recently introduced constitutive model designed to describe branched polymers. Whereas much progress has been made on predicting the complex flow behaviour of many - in particular linear - polymers, it sometimes appears difficult to predict simultaneously shear thinning and extensional strain hardening behaviour using traditional constitutive models. Recently a new viscoelastic model based on molecular topology, was proposed by McLeish and Larson (1998). We explore the predictive power of a differential multi-mode version of the pom-pom model for the flow behaviour of two commercial polymer melts: a (long-chain branched) low-density polyethylene (LDPE) and a (linear) high-density polyethylene (HDPE). The model responses are compared to elongational recovery experiments published by Langouche and Debbaut (1999), and start-up of simple shear flow, stress relaxation after simple and reverse step strain experiments carried out in our laboratory.

Modeling of phase equilibrium and vapor adsorption on carbon black based on a combination of a lattice theory and equation of state

A thermodynamic approach is developed in this paper to describe the behavior of a subcritical fluid in the neighborhood of vapor-liquid interface and close to a graphite surface. The fluid is modeled as a system of parallel molecular layers. The Helmholtz free energy of the fluid is expressed as the sum of the intrinsic Helmholtz free energies of separate layers and the potential energy of their mutual interactions calculated by the 10-4 potential. This Helmholtz free energy is described by an equation of state (such as the Bender or Peng-Robinson equation), which allows us a convenient means to obtain the intrinsic Helmholtz free energy of each molecular layer as a function of its two-dimensional density. All molecular layers of the bulk fluid are in mechanical equilibrium corresponding to the minimum of the total potential energy. In the case of adsorption the external potential exerted by the graphite layers is added to the free energy. The state of the interface zone between the liquid and the vapor phases or the state of the adsorbed phase is determined by the minimum of the grand potential. In the case of phase equilibrium the approach leads to the distribution of density and pressure over the transition zone. The interrelation between the collision diameter and the potential well depth was determined by the surface tension. It was shown that the distance between neighboring molecular layers substantially changes in the vapor-liquid transition zone and in the adsorbed phase with loading. The approach is considered in this paper for the case of adsorption of argon and nitrogen on carbon black. In both cases an excellent agreement with the experimental data was achieved without additional assumptions and fitting parameters, except for the fluid-solid potential well depth. The approach has far-reaching consequences and can be readily extended to the model of adsorption in slit pores of carbonaceous materials and to the analysis of multicomponent adsorption systems. (C) 2002 Elsevier Science (USA).

Study on diffusion and flow of benzene, n-hexane and CCl4 in activated carbon by a differential permeation method

In this paper the diffusion and flow of carbon tetrachloride, benzene and n-hexane through a commercial activated carbon is studied by a differential permeation method. The range of pressure is covered from very low pressure to a pressure range where significant capillary condensation occurs. Helium as a non-adsorbing gas is used to determine the characteristics of the porous medium. For adsorbing gases and vapors, the motion of adsorbed molecules in small pores gives rise to a sharp increase in permeability at very low pressures. The interplay between a decreasing behavior in permeability due to the saturation of small pores with adsorbed molecules and an increasing behavior due to viscous flow in larger pores with pressure could lead to a minimum in the plot of total permeability versus pressure. This phenomenon is observed for n-hexane at 30degreesC. At relative pressure of 0.1-0.8 where the gaseous viscous flow dominates, the permeability is a linear function of pressure. Since activated carbon has a wide pore size distribution, the mobility mechanism of these adsorbed molecules is different from pore to pore. In very small pores where adsorbate molecules fill the pore the permeability decreases with an increase in pressure, while in intermediate pores the permeability of such transport increases with pressure due to the increasing build-up of layers of adsorbed molecules. For even larger pores, the transport is mostly due to diffusion and flow of free molecules, which gives rise to linear permeability with respect to pressure. (C) 2002 Elsevier Science Ltd. All rights reserved.

Modeling of gas adsorption equilibrium over a wide range of pressure: A thermodynamic approach based on equation of state

A thermodynamic approach based on the Bender equation of state is suggested for the analysis of supercritical gas adsorption on activated carbons at high pressure. The approach accounts for the equality of the chemical potential in the adsorbed phase and that in the corresponding bulk phase and the distribution of elements of the adsorption volume (EAV) over the potential energy for gas-solid interaction. This scheme is extended to subcritical fluid adsorption and takes into account the phase transition in EAV The method is adapted to gravimetric measurements of mass excess adsorption and has been applied to the adsorption of argon, nitrogen, methane, ethane, carbon dioxide, and helium on activated carbon Norit R I in the temperature range from 25 to 70 C. The distribution function of adsorption volume elements over potentials exhibits overlapping peaks and is consistently reproduced for different gases. It was found that the distribution function changes weakly with temperature, which was confirmed by its comparison with the distribution function obtained by the same method using nitrogen adsorption isotherm at 77 K. It was shown that parameters such as pore volume and skeleton density can be determined directly from adsorption measurements, while the conventional approach of helium expansion at room temperature can lead to erroneous results due to the adsorption of helium in small pores of activated carbon. The approach is a convenient tool for analysis and correlation of excess adsorption isotherms over a wide range of pressure and temperature. This approach can be readily extended to the analysis of multicomponent adsorption systems. (C) 2002 Elsevier Science (USA).

Adolescents' perceptions of differential parenting: Links with attachment style and adolescent adjustment

The study examines whether adolescent twins' attachment style mediates the association between their perceptions of differential parental treatment and their reported adjustment. Data from a survey of 174 adolescent twins are used to assess the links between twins' reports of differential parental affection and differential parental control, their attachment style, and their reported personal self-esteem, social self-esteem, and anxiety. Twins' reports of having been disfavored in comparison with their co-twin were associated with attachment insecurity, anxiety, and lower personal self-esteem. Attachment was found to mediate the association between the twins' reports of differential parental affection and their reported anxiety and personal self-esteem. The strongest evidence for mediation was found for twins' reports of differential maternal affection in predicting adolescent twins' anxiety.

Modelling the activated sludge flocculation process combining laser light diffraction particle sizing and population balance modelling (PBM)

A technique based on laser light diffraction is shown to be successful in collecting on-line experimental data. Time series of floc size distributions (FSD) under different shear rates (G) and calcium additions were collected. The steady state mass mean diameter decreased with increasing shear rate G and increased when calcium additions exceeded 8 mg/l. A so-called population balance model (PBM) was used to describe the experimental data, This kind of model describes both aggregation and breakage through birth and death terms. A discretised PBM was used since analytical solutions of the integro-partial differential equations are non-existing. Despite the complexity of the model, only 2 parameters need to be estimated: the aggregation rate and the breakage rate. The model seems, however, to lack flexibility. Also, the description of the floc size distribution (FSD) in time is not accurate.

Heterogeneity in olfactory neurons in mouse revealed by differential expression of glycoconjugates

Cell surface glycoconjugates have been implicated in the growth and guidance of subpopulations of primary olfactory axons. While subpopulations of primary olfactory neurons have been identified by differential expression of carbohydrates in the rat there are few reports of similar subpopulations in the mouse. We have examined the spatiotemporal expression pattern of glycoconjugates recognized by the lectin from Wisteria floribunda (WFA) in the mouse olfactory system. In the developing olfactory neuroepithelium lining the nasal cavity, WFA stained a subpopulation of primary olfactory neurons and the fascicles of axons projecting to the target tissue, the olfactory bulb. Within the developing olfactory bulb, WFA stained the synaptic neuropil of the glomerular and external plexiform layers. In adults, strong expression of WFA ligands was observed in second-order olfactory neurons as well as in neurons in several higher order olfactory processing centres in the brain. Similar, although distinct, staining of neurons in the olfactory pathway was detected with Dolichos biflorus agglutinin. These results demonstrate that unique subpopulations of olfactory neurons are chemically coded by the expression of glycoconjugates. The conserved expression of these carbohydrates across species suggests they play an important role in the functional organization of this region of the nervous system.

Fitting genetic models to twin data with binary and ordered categorical responses: A comparison of structural equation modelling and Bayesian hierarchical models

We compare Bayesian methodology utilizing free-ware BUGS (Bayesian Inference Using Gibbs Sampling) with the traditional structural equation modelling approach based on another free-ware package, Mx. Dichotomous and ordinal (three category) twin data were simulated according to different additive genetic and common environment models for phenotypic variation. Practical issues are discussed in using Gibbs sampling as implemented by BUGS to fit subject-specific Bayesian generalized linear models, where the components of variation may be estimated directly. The simulation study (based on 2000 twin pairs) indicated that there is a consistent advantage in using the Bayesian method to detect a correct model under certain specifications of additive genetics and common environmental effects. For binary data, both methods had difficulty in detecting the correct model when the additive genetic effect was low (between 10 and 20%) or of moderate range (between 20 and 40%). Furthermore, neither method could adequately detect a correct model that included a modest common environmental effect (20%) even when the additive genetic effect was large (50%). Power was significantly improved with ordinal data for most scenarios, except for the case of low heritability under a true ACE model. We illustrate and compare both methods using data from 1239 twin pairs over the age of 50 years, who were registered with the Australian National Health and Medical Research Council Twin Registry (ATR) and presented symptoms associated with osteoarthritis occurring in joints of the hand.

Differential modes of alaryngeal communication and long-term voice outcomes following pharyngolaryngectomy and laryngectomy

Patterns of vocal rehabilitation for 37 pharyngolaryngectomy patients and 55 total laryngectomy patients over a 5-year period were compared. An electrolarynx (EL) was introduced as the initial communication mode immediately after surgery for 98% of patients, with 30% of pharyngolaryngectomy and 74% of laryngectomy patients subsequently developing tracheoesophageal speech (TES) as their primary mode of communication. Follow-up with 14 of 37 pharyngolaryngectomy patients and 36 of 55 laryngectomy patients was conducted 1-6 years following surgery and revealed that 90% of the pharyngolaryngectomy patients maintained the use of TES in the long term compared to 69% of the laryngectomy group. Long-term outcomes relating to communication disability and handicap did not differ significantly between the two surgical groups, however the laryngectomy patients had significantly higher levels of wellbeing. Across the whole group of patients, statistical comparison revealed that patients using TES had significantly lower levels of disability, handicap and distress than EL users. Considering that lower levels of disability, handicap and distress are associated with TES, and the data supports that suitably selected patients can maintain functional TES in the long term, increased application of this form of communication rehabilitation should be encouraged where viable for the pharyngolaryngectomy population. Copyright (C) 2003 S. Karger AG, Basel.