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.

Robust parameter settings of evolutionary algorithms for the optimisation of agricultural systems models

Numerical optimisation methods are being more commonly applied to agricultural systems models, to identify the most profitable management strategies. The available optimisation algorithms are reviewed and compared, with literature and our studies identifying evolutionary algorithms (including genetic algorithms) as superior in this regard to simulated annealing, tabu search, hill-climbing, and direct-search methods. Results of a complex beef property optimisation, using a real-value genetic algorithm, are presented. The relative contributions of the range of operational options and parameters of this method are discussed, and general recommendations listed to assist practitioners applying evolutionary algorithms to the solution of agricultural systems. (C) 2001 Elsevier Science Ltd. 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.

Detecting environmental impacts on metapopulations of mound spring invertebrates - Assessing an incidence function model

We use a stochastic patch occupancy model of invertebrates in the Mound Springs ecosystem of South Australia to assess the ability of incidence function models to detect environmental impacts on metapopulations. We assume that the probability of colonisation decreases with increasing isolation and the probability of extinction is constant across spring vents. We run the models to quasi-equilibrium, and then impose an impact by increasing the local extinction probability. We sample the output at various times pre- and postimpact, and examine the probability of detecting a significant change in population parameters. The incidence function model approach turns out to have little power to detect environmental impacts on metapopulations with small numbers of patches. (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.

Assessing alternative models of individualism and collectivism: A confirmatory factor analysis

Six alternative structural models of individualism-collectivism are reviewed and empirically compared in a confirmatory factor analysis of questionnaire data from an Australian student sample (N=340). Central to the debate about the structure of this broad social attitude are the issues of (I) polarity (are individualism and collectivism bipolar opposites, or orthogonal factors?) and (2) dimensionality (are individualism and collectivism themselves higher-order constructs subsuming several more specific factors and, if so, what are they?). The data from this Australian sample support a model that represents individualism and collectivism as a higher-order bipolar factor hierarchically subsuming several bipolar reference-group-specific individualisms and collectivisms. Copyright (C) 2001 John Wiley & Sons, Ltd.

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.

Contrasting models of land use regulation: Community, government and tourism development

This paper assesses the capacity of local communities and sub-national governments to influence patterns of tourism development, within the context of a globalizing economy. Through a comparison of the contrasting examples of Hawaii and Queensland, the paper indicates the consequences of different approaches to land use regulation. It points to the importance of planning and policy processes that integrate community interests, in order to achieve long-term, sustainable tourism development. Effective regulation of development can minimize the social and environmental impacts of tourism. The paper illustrates how community organizations and sub-national governments can articulate local interests, despite the global demands of investors for more deregulated markets in land.

Comparison between Eysenck's and Gray's models of personality in the prediction of motivational work criteria

Impulsivity based on Gray's [Gray, J. A. (1982) The neuropsychology of anxiety: an enquiry into the function of the septo-hippocampal system. New York: Oxford University Press: (1991). The neurophysiology of temperament. In J. Strelau & A. Angleitner. Explorations in temperament: international perspectives on theory and measurement. London. Plenum Press]. physiological model of personality was hypothesised to be more predictive of goal oriented criteria within the workplace than scales derived From Eysenck's [Eysenck. H.J. (1967). The biological basis of personality. Springfield, IL: Charles C. Thompson.] physiological model of personality. Results confirmed the hypothesis and also showed that Gray's scale of Impulsivity was generally a better predictor than attributional style and interest in money. Results were interpreted as providing support for Gray's Behavioural Activation System which moderates response to reward. (C) 2001 Elsevier Science Ltd. All rights reserved.

A comparison between three and five factor models of Pakistani personality data

The Eysenck Personality Questionnaire-Revised (EPQ-R), the Eysenck Personality Profiler Short Version (EPP-S), and the Big Five Inventory (BFI-V4a) were administered to 135 postgraduate students of business in Pakistan. Whilst Extraversion and Neuroticism scales from the three questionnaires were highly correlated, it was found that Agreeableness was most highly correlated with Psychoticism in the EPQ-R and Conscientiousness was most highly correlated with Psychoticism in the EPP-S. Principal component analyses with varimax rotation were carried out. The analyses generally suggested that the five factor model rather than the three-factor model was more robust and better for interpretation of all the higher order scales of the EPQ-R, EPP-S, and BFI-V4a in the Pakistani data. Results show that the superiority of the five factor solution results from the inclusion of a broader variety of personality scales in the input data, whereas Eysenck's three factor solution seems to be best when a less complete but possibly more important set of variables are input. (C) 2001 Elsevier Science Ltd. All rights reserved.

Models involving two inverse Weibull distributions

In this paper, we look at three models (mixture, competing risk and multiplicative) involving two inverse Weibull distributions. We study the shapes of the density and failure-rate functions and discuss graphical methods to determine if a given data set can be modelled by one of these models. (C) 2001 Elsevier Science Ltd. All rights reserved.

Large-N solutions of the Heisenberg and Hubbard-Heisenberg models on the anisotropic triangular lattice: application to Cs2CuCl4 and to the layered organic superconductors kappa-(BEDT-TTF)(2)X (BEDT-TTF bis(ethylene-dithio)tetrathiafulvalene); X anion)

We solve the Sp(N) Heisenberg and SU(N) Hubbard-Heisenberg models on the anisotropic triangular lattice in the large-N limit. These two models may describe respectively the magnetic and electronic properties of the family of layered organic materials K-(BEDT-TTF)(2)X, The Heisenberg model is also relevant to the frustrated antiferromagnet, Cs2CuCl4. We find rich phase diagrams for each model. The Sp(N) :antiferromagnet is shown to have five different phases as a function of the size of the spin and the degree of anisotropy of the triangular lattice. The effects of fluctuations at finite N are also discussed. For parameters relevant to Cs2CuCl4 the ground state either exhibits incommensurate spin order, or is in a quantum disordered phase with deconfined spin-1/2 excitations and topological order. The SU(N) Hubbard-Heisenberg model exhibits an insulating dimer phase, an insulating box phase, a semi-metallic staggered flux phase (SFP), and a metallic uniform phase. The uniform and SFP phases exhibit a pseudogap, A metal-insulator transition occurs at intermediate values of the interaction strength.

Stochastic gauges in quantum dynamics for many-body simulations

Quantum dynamics simulations can be improved using novel quasiprobability distributions based on non-orthogonal Hermitian kernel operators. This introduces arbitrary functions (gauges) into the stochastic equations. which can be used to tailor them for improved calculations. A possible application to full quantum dynamic simulations of BEC's is presented. (C) 2001 Elsevier Science B.V. All rights reserved.

A systematic approach to error isolation in computerized wastewater simulation models

Activated sludge models are used extensively in the study of wastewater treatment processes. While various commercial implementations of these models are available, there are many people who need to code models themselves using the simulation packages available to them, Quality assurance of such models is difficult. While benchmarking problems have been developed and are available, the comparison of simulation data with that of commercial models leads only to the detection, not the isolation of errors. To identify the errors in the code is time-consuming. In this paper, we address the problem by developing a systematic and largely automated approach to the isolation of coding errors. There are three steps: firstly, possible errors are classified according to their place in the model structure and a feature matrix is established for each class of errors. Secondly, an observer is designed to generate residuals, such that each class of errors imposes a subspace, spanned by its feature matrix, on the residuals. Finally. localising the residuals in a subspace isolates coding errors. The algorithm proved capable of rapidly and reliably isolating a variety of single and simultaneous errors in a case study using the ASM 1 activated sludge model. In this paper a newly coded model was verified against a known implementation. The method is also applicable to simultaneous verification of any two independent implementations, hence is useful in commercial model development.