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.

A multicultural study of stereotyping in English-speaking countries

Citizens of 9 different English-speaking countries (N = 619) evaluated the average, or typical, citizen of 5 English-speaking countries (Great Britain, Canada, Nigeria, United States, Australia) on 9 pairs of bipolar adjectives. Participants were drawn from Australia, Botswana, Canada, Kenya, Nigeria, South Africa, the United States, Zambia, and Zimbabwe. There were statistically significant similarities in the rankings of the 5 stimulus countries on 8 of the 9 adjective dimensions and a strong convergence of autostereotypes and heterostereotypes on many traits. The results relate to previous stereotyping research and traditional methods of assessing the accuracy of national stereotypes.

Numerical methods for strong solutions of stochastic differential equations: an overview

This paper gives a review of recent progress in the design of numerical methods for computing the trajectories (sample paths) of solutions to stochastic differential equations. We give a brief survey of the area focusing on a number of application areas where approximations to strong solutions are important, with a particular focus on computational biology applications, and give the necessary analytical tools for understanding some of the important concepts associated with stochastic processes. We present the stochastic Taylor series expansion as the fundamental mechanism for constructing effective numerical methods, give general results that relate local and global order of convergence and mention the Magnus expansion as a mechanism for designing methods that preserve the underlying structure of the problem. We also present various classes of explicit and implicit methods for strong solutions, based on the underlying structure of the problem. Finally, we discuss implementation issues relating to maintaining the Brownian path, efficient simulation of stochastic integrals and variable-step-size implementations based on various types of control.

Inorganic surface passivation of PbS nanocrystals resulting in strong photoluminescent emission

Strong photoluminescent emission has been obtained from 3 nm PbS nanocrystals in aqueous colloidal solution, following treatment with CdS precursors. The observed emission can extend across the entire visible spectrum and usually includes a peak near 1.95 eV. We show that much of the visible emission results from absorption by higher-lying excited states above 3.0 eV with subsequent relaxation to and emission from states lying above the observed band-edge of the PbS nanocrystals. The fluorescent lifetimes for this emission are in the nanosecond regime, characteristic of exciton recombination.

Strong genetic structuring in a habitat specialist, the Oxleyan Pygmy Perch Nannoperca oxleyana

This study used allozyme and mitochondrial DNA variation to examine genetic structure in the Oxleyan Pygmy Perch Nannoperca oxleyana. This small-bodied freshwater fish has a very restricted distribution occurring only in some small coastal streams in south-east Queensland and northern New South Wales. It was expected that subpopulations may contain little genetic variation and be highly differentiated from one another. The results, based on allozyme and mitochondrial DNA control region variation were in agreement with these expectations. Allozyme variation was very low overall, with only one locus showing variation at most sites. The high differentiation was because a different locus tended to be polymorphic at each site. Mitochondrial variation within sites was also low, but some sites had unique haplotypes. The patterns of similarity among mitochondrial DNA haplotypes were not as expected from geographical proximity alone. In particular, although some northern sites had unique haplotypes, four sites spread along 200 km of coastline were remarkably similar, sharing the same common haplotype at similar frequencies. We suggest that these four streams may have had a confluence relatively recently, possibly when sea levels were lower, 8000-10 000 BP.

Phonon anomalies due to strong-electronic correlations in layered organic metals

We show how the coupling between the phonons and electrons in a strongly correlated metal can result in phonon frequencies that have a nonmonotonic temperature dependence. Dynamical mean-field theory is used to study the Hubbard-Holstein model that describes the kappa-(BEDT-TTF)(2)X [where BEDT-TTF is bis-(ethylenedithia-tetrathiafulvalene)] family of superconducting molecular crystals. The crossover with increasing temperature from a Fermi liquid to a bad metal produces phonon anomalies that are relevant to recent Raman scattering and acoustic experiments.

True measures of GDP and convergence

Widely used ''purchasing power parity'' comparisons of per capita GDP are not true quantity indexes and are subject to systematic substitution bins. This bias may distort measurement of convergence and divergence. Extending Varian's nonparametric construction of a true index gives the set of true indexes, including the new Ideal Afriat Index. These indexes are utility-consistent and independent of arbitrary reference price vectors. We establish bounds on the dispersion of true multilateral indexes, hence bounds on convergence. International price indexes understate both true GDP dispersion and, where prices are converging over time, the rate of true quantity convergence.

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.

Strong Grobner bases for polynomials over a principal ideal ring

Grobner bases have been generalised to polynomials over a commutative ring A in several ways. Here we focus on strong Grobner bases, also known as D-bases. Several authors have shown that strong Grobner bases can be effectively constructed over a principal ideal domain. We show that this extends to any principal ideal ring. We characterise Grobner bases and strong Grobner bases when A is a principal ideal ring. We also give algorithms for computing Grobner bases and strong Grobner bases which generalise known algorithms to principal ideal rings. In particular, we give an algorithm for computing a strong Grobner basis over a finite-chain ring, for example a Galois ring.

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.

A small disturbance in the strong vortex flow

A small disturbance in the axisymmetric, bathtub-like flow with strong vorticity is considered and the asymptotic representation of the solution is found. It is shown that if the disturbance is smaller than a certain critical scale, the conventional strong vortex approximation cannot describe the field generated by the disturbance not only in the vicinity of the disturbance but also at the distances much larger than the critical scale. (C) 2001 American Institute of Physics.