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 helicopter named Dolly: Behavioural cloning for autonomous helicopter control

This paper considers the pros and cons of using behavioural cloning for the development of low-level helicopter automation modules. Over the course of this project several Behavioural cloning approaches have been investigated. The results of the most effective Behavioural cloning approach are then compared to PID modules designed for the same aircraft. The comparison takes into consideration development time, reliability, and control performance. It has been found that Behavioural cloning techniques employing local approximators and a wide state-space coverage during training can produce stabilising control modules in less time than tuning PID controllers. However, performance and reliabity deficits have been found to exist with the Behavioural Cloning, attributable largely to the time variant nature of the dynamics due to the operating environment, and the pilot actions being poor for teaching. The final conclusion drawn here is that tuning PID modules remains superior to behavioural cloning for low-level helicopter automation.

Calculation of line integrals in boundary integral methods

We propose quadrature rules for the approximation of line integrals possessing logarithmic singularities and show their convergence. In some instances a superconvergence rate is demonstrated.

A finite integral transform technique for solving the diffusion-reaction equation with Michaelis-Menten kinetics

An approximate analytical technique employing a finite integral transform is developed to solve the reaction diffusion problem with Michaelis-Menten kinetics in a solid of general shape. A simple infinite series solution for the substrate concentration is obtained as a function of the Thiele modulus, modified Sherwood number, and Michaelis constant. An iteration scheme is developed to bring the approximate solution closer to the exact solution. Comparison with the known exact solutions for slab geometry (quadrature) and numerically exact solutions for spherical geometry (orthogonal collocation) shows excellent agreement for all values of the Thiele modulus and Michaelis constant.

On the Jager-Kaul theorem concerning harmonic maps

In 1983, Jager and Kaul proved that the equator map u*(x) = (x/\x\,0) : B-n --> S-n is unstable for 3 less than or equal to n less than or equal to 6 and a minimizer for the energy functional E(u, B-n) = integral B-n \del u\(2) dx in the class H-1,H-2(B-n, S-n) with u = u* on partial derivative B-n when n greater than or equal to 7. In this paper, we give a new and elementary proof of this Jager-Kaul result. We also generalize the Jager-Kaul result to the case of p-harmonic maps.

Group theory and quasiprobability integrals of Wigner functions

The integral of the Wigner function of a quantum-mechanical system over a region or its boundary in the classical phase plane, is called a quasiprobability integral. Unlike a true probability integral, its value may lie outside the interval [0, 1]. It is characterized by a corresponding selfadjoint operator, to be called a region or contour operator as appropriate, which is determined by the characteristic function of that region or contour. The spectral problem is studied for commuting families of region and contour operators associated with concentric discs and circles of given radius a. Their respective eigenvalues are determined as functions of a, in terms of the Gauss-Laguerre polynomials. These polynomials provide a basis of vectors in a Hilbert space carrying the positive discrete series representation of the algebra su(1, 1) approximate to so(2, 1). The explicit relation between the spectra of operators associated with discs and circles with proportional radii, is given in terms of the discrete variable Meixner polynomials.

Constructing a class of designs with proportional balance

Text serves as a sequel to 'Computational and Constructive Design Theory,' c1996; containing research papers and surveys of recent research work on design construction and computer-aided study of designs. For researchers in theory of computational designs.

Enamel matrix derivative induces matrix synthesis by cultured human periodontal fibroblast cells

Background: Periodontal wound healing and regeneration require that new matrix be synthesized, creating an environment into which cells can migrate. One agent which has been described as promoting periodontal regeneration is an enamel matrix protein derivative (EMD). Since no specific growth factors have been identified in EMD preparations, it is postulated that EMD acts as a matrix enhancement factor. This study was designed to investigate the effect of EMD in vitro on matrix synthesis by cultured periodontal fibroblasts. Methods: The matrix response of the cells was evaluated by determination of the total proteoglycan synthesis, glycosaminoglycan profile, and hyaluronan synthesis by the uptake of radiolabeled precursors. The response of the individual proteoglycans, versican, decorin, and biglycan were examined at the mRNA level by Northern blot analysis. Hyaluronan synthesis was probed by identifying the isotypes of hyaluronan synthase (HAS) expressed in periodontal fibroblasts as HAS-2 and HAS-3 and the effect of EMD on the levels of mRNA for each enzyme was monitored by reverse transcription polymerase chain reaction (RTPCR). Comparisons were made between gingival fibroblast (GF) cells and periodontal ligament (PDLF) cells. Results: EMD was found to significantly affect the synthesis of the mRNAs for the matrix proteoglycans versican, biglycan, and decorin, producing a response similar to, but potentially greater than, mitogenic cytokines. EMD also stimulated hyaluronan synthesis in both GF and PDLF cells. Although mRNA for HAS-2 was elevated in GF after exposure to EMD, the PDLF did not show a similar response. Therefore, the point at which the stimulation of hyaluronan becomes effective may not be at the level of stimulation of the mRNA for hyaluronan synthase, but, rather, at a later point in the pathway of regulation of hyaluronan synthesis. In all cases, GF cells appeared to be more responsive to EMD than PDLF cells in vitro. Conclusions: EMD has the potential to significantly modulate matrix synthesis in a manner consistent with early regenerative events.

A framework for valuing derivative securities

This paper develops a general framework for valuing a wide range of derivative securities. Rather than focusing on the stochastic process of the underlying security and developing an instantaneously-riskless hedge portfolio, we focus on the terminal distribution of the underlying security. This enables the derivative security to be valued as the weighted sum of a number of component pieces. The component pieces are simply the different payoffs that the security generates in different states of the world, and they are weighted by the probability of the particular state of the world occurring. A full set of derivations is provided. To illustrate its use, the valuation framework is applied to plain-vanilla call and put options, as well as a range of derivatives including caps, floors, collars, supershares, and digital options.

Is the irritable bladder associated with anterior compartment relaxation? A critical look at the 'integral theory of pelvic floor dysfunction'

The 'integral theory of pelvic floor dysfunction', first proposed by Petros and Ulmsten in 1990, claims that anterior vaginal wall relaxation is associated with symptoms of urgency, frequency, nocturia and urge incontinence. A retrospective study was designed to test this hypothesis. Imaging data and urodynamic reports from 272 women suffering from symptoms of lower urinary tract dysfunction were evaluated. Opening of the retrovesical angle, bladder neck descent, urethral rotation and descent of a cystocele during Valsalva were used to quantify anterior vaginal wall laxity None of the tested parameters were associated with symptoms and signs of detrusor overactivity. On the contrary, patients with higher grades of urethral and bladder descent were less likely to suffer from nocturia and urge incontinence and were less likely to leave sensory urgency and detrusor instability diagnosed on urodynamic testing. The findings of this study therefore do not support this hypothesis of the 'integral theory'.

Theory and applications of fuzzy Volterra integral equations

Formulations of fuzzy integral equations in terms of the Aumann integral do not reflect the behavior of corresponding crisp models. Consequently, they are ill-adapted to describe physical phenomena, even when vagueness and uncertainty are present. A similar situation for fuzzy ODEs has been obviated by interpretation in terms of families of differential inclusions. The paper extends this formalism to fuzzy integral equations and shows that the resulting solution sets and attainability sets are fuzzy and far better descriptions of uncertain models involving integral equations. The investigation is restricted to Volterra type equations with mildly restrictive conditions, but the methods are capable of extensive generalization to other types and more general assumptions. The results are illustrated by integral equations relating to control models with fuzzy uncertainties.