Implicit stochastic Runge-Kutta methods for stochastic differential equations

In this paper we construct implicit stochastic Runge-Kutta (SRK) methods for solving stochastic differential equations of Stratonovich type. Instead of using the increment of a Wiener process, modified random variables are used. We give convergence conditions of the SRK methods with these modified random variables. In particular, the truncated random variable is used. We present a two-stage stiffly accurate diagonal implicit SRK (SADISRK2) method with strong order 1.0 which has better numerical behaviour than extant methods. We also construct a five-stage diagonal implicit SRK method and a six-stage stiffly accurate diagonal implicit SRK method with strong order 1.5. The mean-square and asymptotic stability properties of the trapezoidal method and the SADISRK2 method are analysed and compared with an explicit method and a semi-implicit method. Numerical results are reported for confirming convergence properties and for comparing the numerical behaviour of these methods.

Semi-analytical solution for nonlinear vibration of laminated FGM plates with geometric imperfections

This paper investigates the nonlinear vibration of imperfect shear deformable laminated rectangular plates comprising a homogeneous substrate and two layers of functionally graded materials (FGMs). A theoretical formulation based on Reddy's higher-order shear deformation plate theory is presented in terms of deflection, mid-plane rotations, and the stress function. A semi-analytical method, which makes use of the one-dimensional differential quadrature method, the Galerkin technique, and an iteration process, is used to obtain the vibration frequencies for plates with various boundary conditions. Material properties are assumed to be temperature-dependent. Special attention is given to the effects of sine type imperfection, localized imperfection, and global imperfection on linear and nonlinear vibration behavior. Numerical results are presented in both dimensionless tabular and graphical forms for laminated plates with graded silicon nitride/stainless steel layers. It is shown that the vibration frequencies are very much dependent on the vibration amplitude and the imperfection mode and its magnitude. While most of the imperfect laminated plates show the well-known hard-spring vibration, those with free edges can display soft-spring vibration behavior at certain imperfection levels. The influences of material composition, temperature-dependence of material properties and side-to-thickness ratio are also discussed. (C) 2004 Elsevier Ltd. All rights reserved.

Stochastic modelling and simulations for solute transport in porous media

A stochastic model for solute transport in aquifers is studied based on the concepts of stochastic velocity and stochastic diffusivity. By applying finite difference techniques to the spatial variables of the stochastic governing equation, a system of stiff stochastic ordinary differential equations is obtained. Both the semi-implicit Euler method and the balanced implicit method are used for solving this stochastic system. Based on the Karhunen-Loeve expansion, stochastic processes in time and space are calculated by means of a spatial correlation matrix. Four types of spatial correlation matrices are presented based on the hydraulic properties of physical parameters. Simulations with two types of correlation matrices are presented.

Adaptive stepsize based on control theory for stochastic differential equations

The numerical solution of stochastic differential equations (SDEs) has been focussed recently on the development of numerical methods with good stability and order properties. These numerical implementations have been made with fixed stepsize, but there are many situations when a fixed stepsize is not appropriate. In the numerical solution of ordinary differential equations, much work has been carried out on developing robust implementation techniques using variable stepsize. It has been necessary, in the deterministic case, to consider the best choice for an initial stepsize, as well as developing effective strategies for stepsize control-the same, of course, must be carried out in the stochastic case. In this paper, proportional integral (PI) control is applied to a variable stepsize implementation of an embedded pair of stochastic Runge-Kutta methods used to obtain numerical solutions of nonstiff SDEs. For stiff SDEs, the embedded pair of the balanced Milstein and balanced implicit method is implemented in variable stepsize mode using a predictive controller for the stepsize change. The extension of these stepsize controllers from a digital filter theory point of view via PI with derivative (PID) control will also be implemented. The implementations show the improvement in efficiency that can be attained when using these control theory approaches compared with the regular stepsize change strategy. (C) 2004 Elsevier B.V. All rights reserved.

A Two-Step Sol–Gel Method for Synthesis of Nanoporous TiO2

This article reports a study of the effects of synthesis parameters on the preparation and formation of mesoporous titania nanopowders by employing a two-step sol-gel method. These materials displayed crystalline domains characteristic of anatase. The first step of the process involved the hydrolysis of titanium isopropoxide in a basic aqueous solution mediated by neutral surfactant. The solid product obtained from step 1 was then treated in an acidified ethanol solution containing the same titanium precursor to thicken the pore walls. Low pH and higher loading of the Ti precursor in step 2 produced better mesoporosity and crystallinity of titanium dioxide polymorphs. The resultant powder exhibited a high surface area (73.8 m(2)/g) and large pore volume (0.17 cm(3)/g) with uniform mesopores. These materials are envisaged to be used as precursors for mesoporous titania films as a wide band gap semiconductor in dye-sensitized nanocrystalline TiO2 solar cells.

A simulation model of cereal-legume intercropping systems for semi-arid regions I. Model development

Cereal-legume intercropping plays an important role in subsistence food production in developing countries, especially in situations of limited water resources. Crop simulation can be used to assess risk for intercrop productivity over time and space. In this study, a simple model for intercropping was developed for cereal and legume growth and yield, under semi-arid conditions. The model is based on radiation interception and use, and incorporates a water stress factor. Total dry matter and yield are functions of photosynthetically active radiation (PAR), the fraction of radiation intercepted and radiation use efficiency (RUE). One of two PAR sub-models was used to estimate PAR from solar radiation; either PAR is 50% of solar radiation or the ratio of PAR to solar radiation (PAR/SR) is a function of the clearness index (K-T). The fraction of radiation intercepted was calculated either based on Beer's Law with crop extinction coefficients (K) from field experiments or from previous reports. RUE was calculated as a function of available soil water to a depth of 900 mm (ASW). Either the soil water balance method or the decay curve approach was used to determine ASW. Thus, two alternatives for each of three factors, i.e., PAR/SR, K and ASW, were considered, giving eight possible models (2 methods x 3 factors). The model calibration and validation were carried out with maize-bean intercropping systems using data collected in a semi-arid region (Bloemfontein, Free State, South Africa) during seven growing seasons (1996/1997-2002/2003). The combination of PAR estimated from the clearness index, a crop extinction coefficient from the field experiment and the decay curve model gave the most reasonable and acceptable result. The intercrop model developed in this study is simple, so this modelling approach can be employed to develop other cereal-legume intercrop models for semi-arid regions. (c) 2004 Elsevier B.V. All rights reserved.

A note on the Balanced method

Recently the Balanced method was introduced as a class of quasi-implicit methods for solving stiff stochastic differential equations. We examine asymptotic and mean-square stability for several implementations of the Balanced method and give a generalized result for the mean-square stability region of any Balanced method. We also investigate the optimal implementation of the Balanced method with respect to strong convergence.

Email-facilitated qualitative interviews with traumatic brain injury survivors: A new and accessible method

Primary objective: To trial the method of email-facilitated qualitative interviewing with people with traumatic brain injury (TBI). Research design: Qualitative semi-structured email-facilitated interviews. Procedures: Nineteen people (17 severe diagnosis) with a TBI participated in email interviews. Main outcomes and results: Findings indicate that this method facilitates the participation of people with TBI in qualitative interviews. Advantages include increased time for reflection, composing answers and greater control of the interview setting. In addition, the data indicates that people with a TBI are capable of greater insight, reflection and humour than indicated by previous research. Conclusion: Findings indicate that new technologies may advance data collection methods for people with cognitive-linguistic impairments who face participation barriers in face-to-face interviews.